Statistical estimates of transient periods for regenerative models by the coupling method (Q1325059)
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scientific article; zbMATH DE number 579538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimates of transient periods for regenerative models by the coupling method |
scientific article; zbMATH DE number 579538 |
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Statistical estimates of transient periods for regenerative models by the coupling method (English)
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10 July 1994
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The paper starts with a short description of the coupling method for regenerative processes which is well-known from the literature. Using this technique the author shows that stationary characteristics of a regenerative system can be estimated by Monte Carlo methods. Two such algorithms are described and appropriate convergence theorems for the estimates are proven. The practical implementation as a PASCAL 5.0 program, using observed inter-regeneration times, is discussed.
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coupling method for regenerative processes
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stationary characteristics
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Monte Carlo methods
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