Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
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(40)- Regenerative Markov chain Monte Carlo for any distribution
- Resampled regenerative estimators
- Optimal recovery in a system for the management of centralized data
- Layer sampling
- Statistical process control using level crossings
- Discrete event simulation modelling of computer systems for performance evaluation
- Stochastic quasigradient methods for optimization of discrete event systems
- Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
- Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
- Using Markov chains to analyze the effectiveness of local search algorithms
- Hidden Markov model steady-state estimation
- scientific article; zbMATH DE number 7290853 (Why is no real title available?)
- The inspection paradox in renewal-reward processes
- Response-time simulation of multivariate point process models for multiprogrammed jobstreams
- Estimation methods for passage times using one-dependent cycles
- Regenerative Markov chain importance sampling
- Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
- Estimation of integrals with respect to infinite measures using regenerative sequences
- Bootstrap confidence intervals for simulation outputs
- Weak convergence for generalized semi-Markov processes
- Cyclic regenerative method of simulation
- Extended dynamic partial-overlapping batch means estimators for steady-state simulations
- On transience and recurrence in irreducible finite-state stochastic systems
- Variance reduction for sensitivity estimates obtained from regenerative simulation
- On the estimation of optimal batch sizes in the analysis of simulation output
- Multivariate estimation in regenerative simulation
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Variance estimation and sequential stopping in steady-state simulations using linear regression
- Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
- Multivariate Simulation Output Analysis
- Discrete time analysis of a slotted transmission system
- Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
- Rare event simulation for steady-state probabilities via recurrency cycles
- Consistency of infinitesimal perturbation analysis for the GI/G/m queue
- Bayesian networks: regenerative Gibbs samplings
- The power of alternative Kolmogorov-Smirnov tests based on transformations of the data
- Steady-state sample path derivative estimators
- Functional Estimation for a Multicomponent Age Replacement Model
- The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis
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