The Almost Regenerative Method for Stochastic System Simulations

DOI10.1287/OPRE.28.2.375MaRDI QIDQ3862232zbMATH OpenOpenAlexFDO

Authors F. L. Gunther, Ronald Wolff

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.28.2.375

zbMATH Keywords

network of queuesregenerative methodsimulations of stochastic systems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special processes (60K99) General considerations in statistical decision theory (62C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(6)

• Cyclic regenerative method of simulation
• The threshold bootstrap and threshold jackknife
• Rare event simulation for steady-state probabilities via recurrency cycles
• Statistical process control using level crossings
• Resampled regenerative estimators
• Statistical analysis of steady-state simulations: Survey of recent progress

This page was built for publication: The Almost Regenerative Method for Stochastic System Simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3862232)