Simulation output analysis using integrated paths

DOI10.1145/1243991.1243994MaRDI QIDQ4565384zbMATH OpenOpenAlexFDO

Authors James M. Calvin

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1243991.1243994

zbMATH Keywords

efficiency improvementvariance reduction

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Non-Markovian processes: estimation (62M09) Queues and service in operations research (90B22)

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Cited in

(8)

• Folded overlapping variance estimators for simulation
• Using excursion to analyze simulation output
• scientific article; zbMATH DE number 700520 (Why is no real title available?)
• Replicated batch means variance estimators in the presence of an initial transient
• Simulation output analysis using integrated paths. II: Low bias estimators
• Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• Exact expected values of variance estimators for simulation
• Performance evaluation of output analysis methods in steady-state simulations

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