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Using Permutations in Regenerative Simulations to Reduce Variance (1998)
| Content Provider | CiteSeerX |
|---|---|
| Author | Nakayama, Marvin K. Calvin, James |
| Abstract | ing with credit is permitted. To copy otherwise, to republish, to post on servers, to redistribute to lists, or to use any component of this work in other works, requires prior specific permission and/or a fee. Permissions may be requested from Publications Dept, ACM Inc., 1515 Broadway, New York, NY 10036 USA, fax +1 (212) 869-0481, or permissions@acm.org. 2 \Delta J. M. Calvin and M. K. Nakayama 1. INTRODUCTION The regenerative method is a simulation-output-analysis technique for estimating certain performance measures of regenerative stochastic systems; see [Crane and Iglehart 1975]. The basis of the approach is to divide the sample path into i.i.d. segments (cycles), where the endpoints of the segments are determined by a sequence of stopping times. Many stochastic systems have been shown to be regenerative [Shedler 1993], and the regenerative method results in asymptotically valid confidence intervals. In this paper we propose a new simulation estimator for a performance measur... |
| File Format | |
| Journal | ACM Transactions on Modeling and Computer Simulation |
| Journal | ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION |
| Publisher Date | 1998-01-01 |
| Access Restriction | Open |
| Subject Keyword | Simulation-output-analysis Technique New York Performance Measur Prior Specific Permission Regenerative Stochastic System Many Stochastic System Regenerative Simulation Regenerative Method Publication Dept New Simulation Estimator Regenerative Shedler Valid Confidence Interval Sample Path Regenerative Method Result Certain Performance Measure Acm Inc |
| Content Type | Text |
| Resource Type | Article |
