Some topics in regenerative steady-state simulation
type: Item
instance of: scholarly article
title: Some topics in regenerative steady-state simulation
zbMATH Open document ID: 0799.60084
DOI: 10.1007/BF00994267
author: Peter W. Glynn
published in: Acta Applicandae Mathematicae
publication date: 1994-11-17T00:00:00Z
review text: The paper is planned as a ``short introduction to the regenerative method of steady-state simulation output analysis'' and contains two groups of results. The first of them deals with the continuous-time Markov processes. It is shown that the steady-state simulation problem for the process is well-posed (in a certain sense) if and only if the process is positive Harris recurrent. The regenerative structure of such process is then used for the estimation of its steady-state. Another set of results concerns with the classical regenerative process and ``describes a bias reduction algorithm that takes advantage of regenerative structure''.
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 579600
zbMATH Keywords: introduction to the regenerative method
zbMATH Keywords: steady-state simulation
zbMATH Keywords: Harris recurrent
reviewed by: Eugene Kozarovitsky
MaRDI profile type: Publication
cites work: Q5631966
cites work: Stationarity detection in the initial transient problem
cites work: Mesure invariante sur les classes r�currentes des processus de Markov
cites work: Q5524074
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cites work: One-Dependent Regenerative Processes and Queues in Continuous Time
full work available at URL: https://doi.org/10.1007/bf00994267
OpenAlex ID: W1971572301
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description: scientific article; zbMATH DE number 579600