The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation

DOI10.1287/mnsc.37.6.645zbMath0746.65105OpenAlexW2072954440MaRDI QIDQ3981146

Ward Whitt

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1287/mnsc.37.6.645

zbMATH Keywords

covariance functionautocorrelationsqueueing modelestimation efficiencyexperimental designrisk functionindependent replicationsinitial biassimulation strategiessteady-state discrete-event simulation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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