Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations

DOI10.1287/OPRE.23.1.33MaRDI QIDQ4115893zbMATH OpenOpenAlexFDO

Authors M. A. Crane, Donald L. Iglehart

Publication date 1975

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.23.1.33

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05)

Cited in

(40)

• Extended dynamic partial-overlapping batch means estimators for steady-state simulations
• Discrete time analysis of a slotted transmission system
• Weak convergence for generalized semi-Markov processes
• Multivariate estimation in regenerative simulation
• Cyclic regenerative method of simulation
• Stochastic quasigradient methods for optimization of discrete event systems
• Optimal recovery in a system for the management of centralized data
• Discrete event simulation modelling of computer systems for performance evaluation
• Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
• On the estimation of optimal batch sizes in the analysis of simulation output
• Variance reduction for sensitivity estimates obtained from regenerative simulation
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis
• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
• The inspection paradox in renewal-reward processes
• Estimation methods for passage times using one-dependent cycles
• Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
• Estimation of integrals with respect to infinite measures using regenerative sequences
• Layer sampling
• Regenerative Markov chain Monte Carlo for any distribution
• On the variance of single-run unbiased stochastic derivative estimators
• Multivariate Simulation Output Analysis
• Response-time simulation of multivariate point process models for multiprogrammed jobstreams
• Using Markov chains to analyze the effectiveness of local search algorithms
• Rare event simulation for steady-state probabilities via recurrency cycles
• Bootstrap confidence intervals for simulation outputs
• Statistical process control using level crossings
• Functional Estimation for a Multicomponent Age Replacement Model
• Regenerative Markov chain importance sampling
• Hidden Markov model steady-state estimation
• Bayesian networks: regenerative Gibbs samplings
• Variance estimation and sequential stopping in steady-state simulations using linear regression
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Resampled regenerative estimators
• The power of alternative Kolmogorov-Smirnov tests based on transformations of the data
• On transience and recurrence in irreducible finite-state stochastic systems
• Consistency of infinitesimal perturbation analysis for the GI/G/m queue
• Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
• Steady-state sample path derivative estimators

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