The Almost Regenerative Method for Stochastic System Simulations

DOI10.1287/OPRE.28.2.375zbMath0426.60099OpenAlexW2133363097MaRDI QIDQ3862232

F. L. Gunther, Ronald W. Wolff

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1287/opre.28.2.375

zbMATH Keywords

regenerative methodnetwork of queuessimulations of stochastic systems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Special processes (60K99) General considerations in statistical decision theory (62C05)

Related Items (6)

Statistical process control using level crossings ⋮ The threshold bootstrap and threshold jackknife ⋮ Cyclic regenerative method of simulation ⋮ Rare event simulation for steady-state probabilities via recurrency cycles ⋮ Statistical analysis of steady-state simulations: Survey of recent progress ⋮ Resampled Regenerative Estimators

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