Reliable estimation via simulation

DOI10.1007/BF01148945MaRDI QIDQ1892648zbMATH OpenOpenAlexFDO

Authors Vinod Sharma

Publication date 10 September 1995

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01148945

zbMATH Keywords

asymptotic normality of M-estimatorsqueueing systemsrates of convergenceregenerative processesrobust estimationsimulationsstationary distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cites work

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• Convergence of stochastic empirical measures
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Cited in

(9)

• Estimating the stationary distribution in a GI/M/1-queue
• scientific article; zbMATH DE number 2129319 (Why is no real title available?)
• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic
• Asymptotic Properties of a Recursive Procedure for Simultaneous Estimation
• Simulating GI/G/k Queues in Heavy Traffic
• NEW ESTIMATORS FOR EFFICIENT GI/G/1 SIMULATION
• scientific article; zbMATH DE number 822313 (Why is no real title available?)
• Reliable Simulations for Applied Dynamical Models
• Stability and performance analysis of rate-based feedback flow controlled ATM networks

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