Analysis of parallel replicated simulations under a completion time constraint
DOI10.1145/102810.102811zbMath0842.65099MaRDI QIDQ4876106
Peter W. Glynn, Philip Heidelberger
Publication date: 1991
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/
Monte Carlo; renewal theory; probabilistic algorithms; parallel algorithms; central limit theorems; simulation experiments; strong laws; unbiased estimator; discrete event simulations; completion time distributions; bias expansions
62M05: Markov processes: estimation; hidden Markov models
65Y05: Parallel numerical computation
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
65C99: Probabilistic methods, stochastic differential equations
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