Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation

DOI10.1080/01966324.1990.10737275MaRDI QIDQ5203511zbMATH OpenOpenAlexWikidataFDO

Authors Andrew F. Seila

Publication date 1990

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1990.10737275

zbMATH Keywords

approximate large-sample simultaneous confidence intervalsbias reductionconditional performance measuresjoint confidence regionsregenerative simulation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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• A martingale approach to regenerative simulation

Cites work

• A Proof for the Queuing Formula: L = λW
• A Queueing System in Which Customers Require a Random Number of Servers
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• An introduction to the regenerative method for simulation analysis
• Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
• scientific article; zbMATH DE number 3488392 (Why is no real title available?)
• scientific article; zbMATH DE number 3553575 (Why is no real title available?)
• Multivariate estimation in regenerative simulation
• Regenerative simulation of response times in networks of queues
• Simulating stable stochastic systems, V: Comparison of ratio estimators
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Statistical Analysis for Queueing Simulations
• Technical Note—A Last Word on L = λW
• Technical Note—On Waiting Times for a Queue in Which Customers Require Simultaneous Service from a Random Number of Servers
• The Relation between Customer and Time Averages in Queues
• Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates

Cited in

(7)

• Scientific applications of iterative Toeplitz solvers
• Improved estimates and confidence intervals for regenerative simulation
• Multivariate Simulation Output Analysis
• Preconditioners for non-Hermitian Toeplitz systems
• TRANSIENT SIMULATION VIA EMPIRICALLY BASED COUPLING
• Virtual statistics in simulation via k nearest neighbors
• QMC computation of confidence intervals for a sleep performance model

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