Regenerative Simulation with Internal Controls

DOI10.1145/322123.322132MaRDI QIDQ4178521zbMATH OpenOpenAlexFDO

Authors Donald L. Iglehart, Peter A. W. Lewis

Publication date 1979

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/322123.322132

zbMATH Keywords

Internal ControlsMarkov ChainsQueueRegenerative SimulationWaiting Time

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Theory of operating systems (68N25)

Cited in

(7)

• Variance reduction for sensitivity estimates obtained from regenerative simulation
• Batch size effects on the efficiency of control variates in simulation
• Efficient variance-reduction transformations for the simulation of a ratio of two means: Application to quantum Monte Carlo simulations
• Correlation-inducing variance reduction in regenerative simulation
• Variance Reduction Using Nonlinear Controls and Transformations
• Variance reduction in queueing simulation using generalized concomitant variables
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

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