Some topics in regenerative steady-state simulation |
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Authors: | Peter W. Glynn |
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Affiliation: | (1) Stanford University, 94305 Stanford, CA, USA |
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Abstract: | ![]() This paper offers a short introduction to the regenerative method of steady-state simulation output analysis. The paper also contains several new results. In particular, it is shown that regenerative methods necessarily apply to steady-state simulations that are well-posed in a certain precise sense. The paper also describes a bias-reduction algorithm that takes advantage of regenerative structure. |
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Keywords: | 60K05 65C05 |
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