Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
DOI10.1080/01966324.1990.10737275zbMath0725.62052OpenAlexW2018846866WikidataQ58182913 ScholiaQ58182913MaRDI QIDQ5203511
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
bias reductionregenerative simulationjoint confidence regionsapproximate large-sample simultaneous confidence intervalsconditional performance measures
Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (3)
Cites Work
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- Regenerative simulation of response times in networks of queues
- Multivariate estimation in regenerative simulation
- An introduction to the regenerative method for simulation analysis
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- An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
- A Proof for the Queuing Formula: L = λW
- Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates
- The Relation between Customer and Time Averages in Queues
- A Queueing System in Which Customers Require a Random Number of Servers
- Statistical Analysis for Queueing Simulations
- Simulating stable stochastic systems, V: Comparison of ratio estimators
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- Technical Note—A Last Word on L = λW
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