Variance reduction in queueing simulation using generalized concomitant variables
DOI10.1080/00949658408810723zbMath0569.65100OpenAlexW2021501622MaRDI QIDQ3686007
James R. Wilson, A. Alan B. Pritsker
Publication date: 1984
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658408810723
parameter estimationsimulationMarkov processesvariance reductionqueueing networkscontrol variatespoststratified sampling
Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Probabilistic methods, stochastic differential equations (65C99)
Related Items
Cites Work
- An introduction to the regenerative method for simulation analysis
- A NOTE ON OPTIMUM STRATIFICATION OF POPULATIONS FOR ESTIMATING THE POPULATION MEANS
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- Regenerative Simulation with Internal Controls
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- Linear Statistical Inference and its Applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item