Anthithetic-variate splitting for steady-state simulations

DOI10.1016/0377-2217(88)90129-4zbMath0676.65150OpenAlexW2014968573MaRDI QIDQ1122977

Barry L. Nelson

Publication date: 1988

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(88)90129-4

zbMATH Keywords

time seriespoint estimationNumerical examplessteady-state simulationsantithetic-variate splittingautoregressive order 1 processesGI/I/1 queues with Weibull distributed interarrival and service timessampling statistics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Some properties of simulation interval estimators under dependence induction ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs

Cites Work

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• Replication splitting and variance for simulating discrete-parameter stochastic processes
• Some properties of simulation interval estimators under dependence induction
• Accelerated Convergence in the Simulation of Countably Infinite State Markov Chains
• An Analytical Evaluation of Alternative Strategies in Steady-State Simulation
• Antithetic variates revisited
• A perspective on variance reduction in dynamic simulation experiments
• Accelerated Accuracy in the Simulation of Markov Chains
• Bias Considerations in Simulation Experiments

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