Antithetic-variate splitting for steady-sate simulations |
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Affiliation: | Department of Industrial and Systems Engineering, The Ohio State University, Columbus, OH 43210, USA |
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Abstract: | Obtaining precise estimates of parameters of infinite-horizon or steady-state simulations can be expensive because of the need to discard initial outputs to mitigate the effects of initial conditions. We consider splitting independent replications at the point of output truncation into dependent replications to reduce point estimator variance and/or simulation cost. |
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