Resampled Regenerative Estimators

DOI10.1145/2699718zbMath1422.62156OpenAlexW1963928340MaRDI QIDQ5270744

James M. Calvin, Marvin K. Nakayama

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2699718

zbMATH Keywords

variance reductioncentral limitregenerative method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Uses Software

• bootstrap

Cites Work

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• Permuted derivative and importance-sampling estimators for regenerative simulations.
• SIMULATION OF PROCESSES WITH MULTIPLE REGENERATION SEQUENCES
• Approximation Theorems of Mathematical Statistics
• The Almost Regenerative Method for Stochastic System Simulations
• Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates
• Improvements in the likelihood ratio method for steady-state sensitivity analysis and simulation
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Using permutations in regenerative simulations to reduce variance
• Central Limit Theorems for Permuted Regenerative Estimators
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Permuted Standardized Time Series for Steady-State Simulations

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