Correlation-inducing variance reduction in regenerative simulation

DOI10.1016/0167-6377(96)00020-XzbMath0872.65123OpenAlexW1995242492WikidataQ127391425 ScholiaQ127391425MaRDI QIDQ2564236

Wheyming Tina Song, Neng-Hui Shih

Publication date: 17 September 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6377(96)00020-x

zbMATH Keywords

correlationnumerical examplesregenerative processvariance reductionpoint estimator

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Improved Estimates and Confidence Intervals for Regenerative Simulation ⋮ The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Regenerative structure of Markov chains simulated via common random numbers
• Regenerative simulation of response times in networks of queues
• Comparing stochastic systems using regenerative simulation with common random numbers
• Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Regenerative Simulation with Internal Controls

This page was built for publication: Correlation-inducing variance reduction in regenerative simulation