Statistical analysis of steady-state simulations: Survey of recent progress

DOI10.1016/0377-2217(84)90229-7zbMath0553.65099OpenAlexW2012320655MaRDI QIDQ759472

Jack P. C. Kleijnen

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/34ff11e5-a609-4d11-8e23-8f65097f922b

zbMATH Keywords

experimentsimulationqueuesbatchingquantilesgroupingrenewaljackknifingvariancesinference statisticsregenerative analysis

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Analysis of variance and covariance (ANOVA) (62J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Analysis of the behavior of the transient period in non-terminating simulations ⋮ Using martingales to make stochastic simulations more precise

Uses Software

• Quicksort

Cites Work

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• Regenerative simulation of response times in networks of queues
• Starting and stopping rules for simulations using a priori information
• An introduction to the regenerative method for simulation analysis
• The complexity of the dependence operator
• Simulation. Statistical foundations and methodology
• Optimization of Priority Class Queues, with a Computer Center Case Study
• Quantile Estimation in Dependent Sequences
• The Almost Regenerative Method for Stochastic System Simulations
• An Algorithm for Computing Serial Correlations of Times in GI/G/1 Queues with Rational Arrival Processes
• Batch Size Effects in the Analysis of Simulation Output
• A Batching Approach to Quantile Estimation in Regenerative Simulations
• A Comparison Between Tandem Queues with Dependent and Independent Service Times
• Regenerative Simulation of a Queuing Model of an Automated Tape Library
• Simulating Stable Stochastic Systems, VI: Quantile Estimation
• Sequential Stopping Rules for the Regenerative Method of Simulation
• Grouping Observations in Digital Simulation
• Evaluation of startup policies in simulation experiments
• Implementing Quicksort programs

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