The asymptotic validity of sequential stopping rules for stochastic simulations
type: Item
instance of: scholarly article
title: The asymptotic validity of sequential stopping rules for stochastic simulations
zbMATH Open document ID: 0792.68200
author: Peter W. Glynn
author: Ward Whitt
published in: The Annals of Applied Probability
publication date: 1992-06-28T00:00:00Z
Mathematics Subject Classification ID: 68U20
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 36425
zbMATH Keywords: stochastic simulation
zbMATH Keywords: sequential estimation
zbMATH Keywords: fixed-width confidence intervals
zbMATH Keywords: sequential stopping rules
zbMATH Keywords: functional central limit theorems
zbMATH Keywords: strong consistency
zbMATH Keywords: variance estimators
MaRDI profile type: Publication
OpenAlex ID: W2066012390
DOI: 10.1214/AOAP/1177005777
description: scientific article; zbMATH DE number 36425