Analysis of parallel replicated simulations under a completion time constraint

DOI10.1145/102810.102811zbMath0842.65099OpenAlexW1987801042WikidataQ127245454 ScholiaQ127245454MaRDI QIDQ4876106

Philip Heidelberger, Peter W. Glynn

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/

zbMATH Keywords

Monte Carlorenewal theoryprobabilistic algorithmsparallel algorithmscentral limit theoremssimulation experimentsstrong lawsunbiased estimatordiscrete event simulationscompletion time distributionsbias expansions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Parallel numerical computation (65Y05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)

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