Estimation of steady-state central moments by the regenerative method of simulation

DOI10.1016/0167-6377(86)90063-5zbMath0631.62095OpenAlexW2066210484MaRDI QIDQ1094801

Donald L. Iglehart, Peter W. Glynn

Publication date: 1986

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(86)90063-5

zbMATH Keywords

numerical resultsconfidence intervalsasymptotic propertiescentral limit theoremssteady-state distributionstrong lawsestimation of steady-state central momentsexamples of simulated regenerative processesstatistical analysis of simulation output

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items (3)

Queues as Harris recurrent Markov chains ⋮ Extended dynamic partial-overlapping batch means estimators for steady-state simulations ⋮ Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations

Cites Work

• Capital Accumulation and Production for the Firm: Optimal Dynamic Policies
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