SEQUENTIAL STOPPING RULES FOR REGENERATIVE METHOD OF SIMULATION

被引:31
作者
LAVENBERG, SS
机构
[1] IBM CORP,THOMAS J WATSON RES CTR,DEPT ANAL & HLGORITHMS,YORKTOWN HTS,NY 10598
[2] UNIV TEXAS,DEPT COMP SCI,AUSTIN,TX 78712
关键词
D O I
10.1147/rd.216.0545
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:545 / 558
页数:14
相关论文
共 18 条
[1]   LARGE-SAMPLE THEORY OF SEQUENTIAL ESTIMATION [J].
ANSCOMBE, FJ .
PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1952, 48 (04) :600-607
[2]  
BUZEN JP, 1971, APR P ACM SIGOPS WOR, P82
[3]   ON THE ASYMPTOTIC THEORY OF FIXED-WIDTH SEQUENTIAL CONFIDENCE-INTERVALS FOR THE MEAN [J].
CHOW, YS ;
ROBBINS, H .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (02) :457-462
[4]  
CHUNG KL, 1968, COURSE PROBABILITY T
[5]  
Cox D.R., 1961, QUEUES
[6]   SIMULATING STABLE STOCHASTIC SYSTEMS .1. GENERAL MULTISERVER QUEUES [J].
CRANE, MA ;
IGLEHART, DL .
JOURNAL OF THE ACM, 1974, 21 (01) :103-113
[7]   SIMULATING STABLE STOCHASTIC SYSTEMS .2. MARKOV CHAINS [J].
CRANE, MA ;
IGLEHART, DL .
JOURNAL OF THE ACM, 1974, 21 (01) :114-123
[8]   SIMULATING STABLE STOCHASTIC SYSTEMS .3. REGENERATIVE PROCESSES AND DISCRETE-EVENT SIMULATIONS [J].
CRANE, MA ;
IGLEHART, DL .
OPERATIONS RESEARCH, 1975, 23 (01) :33-45
[9]   SIMULATING STABLE STOCHASTIC SYSTEMS .5. COMPARISON OF RATIO ESTIMATORS [J].
IGLEHART, DL .
NAVAL RESEARCH LOGISTICS, 1975, 22 (03) :553-565
[10]  
IGLEHART DL, 1975, 8620 CONTR AN CORP T