Statistical analysis of steady-state simulations: Survey of recent progress
DOI10.1016/0377-2217(84)90229-7zbMATH Open0553.65099OpenAlexW2012320655MaRDI QIDQ759472FDOQ759472
Authors: Jack P. C. Kleijnen 
Publication date: 1984
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/34ff11e5-a609-4d11-8e23-8f65097f922b
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experimentsimulationquantilesqueuesgroupingbatchingrenewaljackknifingvariancesinference statisticsregenerative analysis
Probabilistic methods, stochastic differential equations (65C99) Analysis of variance and covariance (ANOVA) (62J10) Design of statistical experiments (62K99) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05)
Cites Work
- Quantile Estimation in Dependent Sequences
- Title not available (Why is that?)
- Title not available (Why is that?)
- Batch Size Effects in the Analysis of Simulation Output
- Title not available (Why is that?)
- Implementing Quicksort programs
- A Comparison Between Tandem Queues with Dependent and Independent Service Times
- An introduction to the regenerative method for simulation analysis
- The complexity of the dependence operator
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- Regenerative simulation of response times in networks of queues
- Grouping Observations in Digital Simulation
- Starting and stopping rules for simulations using a priori information
- Simulation. Statistical foundations and methodology
- Optimization of Priority Class Queues, with a Computer Center Case Study
- The Almost Regenerative Method for Stochastic System Simulations
- An Algorithm for Computing Serial Correlations of Times in GI/G/1 Queues with Rational Arrival Processes
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- A Batching Approach to Quantile Estimation in Regenerative Simulations
- Regenerative Simulation of a Queuing Model of an Automated Tape Library
- Simulating Stable Stochastic Systems, VI: Quantile Estimation
- Sequential Stopping Rules for the Regenerative Method of Simulation
- Evaluation of startup policies in simulation experiments
Cited In (11)
- Anthithetic-variate splitting for steady-state simulations
- An Analytical Evaluation of Alternative Strategies in Steady-State Simulation
- Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Using martingales to make stochastic simulations more precise
- Improvements in the likelihood ratio method for steady-state sensitivity analysis and simulation
- Feature Article—Statistical Analysis of Simulation Output Data
- Title not available (Why is that?)
- Detecting shifts in the mean of a simulation output process
- Analysis of the behavior of the transient period in non-terminating simulations
- Analysing steady-state simulation output using vector autoregressive processes with exogenous variables
- Title not available (Why is that?)
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