An introduction to the regenerative method for simulation analysis

zbMath0369.68052MaRDI QIDQ1243148

M. A. Crane, Austin J. Lemoine

Publication date: 1977

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Continuous-time Markov processes on general state spaces (60J25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Related Items (21)

Uses and abuses of statistical simulation ⋮ Simulation methodology - an introduction for queueing theorists ⋮ Unnamed Item ⋮ Asymptotic inference for stochastic processes ⋮ Estimating the deviation of steady-state probabilities of system \(\mathrm{GI}/\mathrm{G}/m/r\) from state probabilities of system \(\mathrm{M}/\mathrm{M}/m/r\) by analytical-statistical method ⋮ A hypercube queueing loss model with customer-dependent service rates ⋮ Optimization of Priority Class Queues, with a Computer Center Case Study ⋮ On confidence intervals for cyclic regenerative processes ⋮ Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation ⋮ Statistical analysis of steady-state simulations: Survey of recent progress ⋮ Batch size effects on the efficiency of control variates in simulation ⋮ Estimation in single server queues ⋮ Statistical aspects of simulation: an updated survey* ⋮ Validation of Simulation Models via Simultaneous Confidence Intervals ⋮ An optimal operation policy for real-time \(n\)-server stand-by systems involving preventive maintenance ⋮ Conjugate processes and the simulation of ruin problems ⋮ Variance reduction in queueing simulation using generalized concomitant variables ⋮ Variance reduction for sensitivity estimates obtained from regenerative simulation ⋮ Multivariate Simulation Output Analysis ⋮ Regenerative simulation of TES processes ⋮ Rare events in queueing systems -- A survey

Cites Work

• Importance sampling in systems simulation: A practical failure?

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