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A New Class of Strongly Consistent Variance Estimators for Steady-State Simulations.
| Content Provider | Semantic Scholar |
|---|---|
| Author | Glynn, Peter W. Iglehart, Donald L. |
| Copyright Year | 1988 |
| Abstract | The principal problem associated with steady-state simulation is the estimation of the variance term in an associated central limit theorem. This paper develops several strongly consistent estimates for this term using the strong approximations available for Brownian motion. A comparison of rates of convergence is given for a variety of estimators. |
| Starting Page | 71 |
| Ending Page | 80 |
| Page Count | 10 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/0304-4149(88)90065-8 |
| Volume Number | 28 |
| Alternate Webpage(s) | https://apps.dtic.mil/dtic/tr/fulltext/u2/a178861.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/0304-4149%2888%2990065-8 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |