A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations

DOI10.1287/mnsc.28.2.173zbMath0485.60090OpenAlexW2115793826MaRDI QIDQ3945354

Philip Heidelberger, Marc S. Meketon

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.2.173

zbMATH Keywords

simulationratio estimatorcumulative process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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