NDLI: Exploiting multiple regeneration sequences in simulation output analysis

Content Provider	IEEE Xplore Digital Library
Author	Calvin, J.M. Nakayama, M.K.
Copyright Year	1998
Description	Author affiliation: Dept. of Comput. & Inf. Sci., New Jersey Inst. of Technol., Newark, NJ, USA (Calvin, J.M.)
Abstract	The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed cycles based on a sequence of regeneration times. If a process is regenerative with respect to more than one sequence of regeneration times, the classical regenerative method does not exploit the additional structure. In a previous paper (1998) we introduced an efficiency-improvement technique for regenerative simulation of processes having two sequences of regeneration times based on permuting regeneration cycles associated with the second sequence of regeneration points. In this paper we show how the same basic idea can be extended to exploit more than two regeneration sequences. In particular, for birth-death Markov chains, the regenerations associated with hitting times to each state can all be exploited. We present empirical results that show significant variance reductions in some cases.
Starting Page	695
Ending Page	700
File Size	465768
Page Count	6
File Format	PDF
ISBN	0780351339
DOI	10.1109/WSC.1998.745052
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1998-12-13
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Winter Simulation Conf. Board of Dir.
Subject Keyword	Analytical models Computational modeling Stochastic processes Computer simulation Closed-form solution Computational efficiency State-space methods Delay
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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