Simulation of processes with multiple regeneration sequences

DOI10.1017/S0269964800142056MaRDI QIDQ2711574zbMATH OpenFDO

Authors James M. Calvin, Marvin K. Nakayama

Publication date 29 November 2001

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964800142056

zbMATH Keywords

algorithmsbirth-death Markov processesconfidence intervalsMonte Carlo methodnumerical resultsregeneration sequencesregenerative methodvariance reduction

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Discrete event control/observation systems (93C65)

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Cited in

(10)

• Regenerative structure of Markov chains simulated via common random numbers
• Some topics in regenerative steady-state simulation
• Processes with long memory: Regenerative construction and perfect simulation
• Accelerated regeneration for Markov chain simulations
• scientific article; zbMATH DE number 4174889 (Why is no real title available?)
• Return-State Independent Quantities in Regenerative Simulation
• The semi-regenerative method of simulation output analysis
• The blind simulation problem and regenerative processes
• Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
• Resampled regenerative estimators

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