ESTIMATING TIME AVERAGES VIA RANDOMLY-SPACED OBSERVATIONS

被引：6

作者：

FOX, BL ^{[1
]}

GLYNN, PW ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT IND ENGN,MADISON,WI 53706

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1987年 / 47卷 / 01期

关键词：

MATHEMATICAL TECHNIQUES - Estimation - PROBABILITY - Random Processes;

D O I：

10.1137/0147011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

To estimate continuous-time averages via randomly-spaced observations of discrete-event systems, we develop a point-process framework and use it to generalize both regenerative and stationary-process oriented simulation methodologies. We give consistent estimators, central limit theorems, and an effective bias-reducing jackknife. The impact on indirect estimation of transaction (customer) averages is discussed.

引用

页码：186 / 200

页数：15

共 15 条

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[2]

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CARSON, JS ;

LAW, AM .

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[4]

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[5]

GLYNN PW, 1981, P ORSA TIMS SPECIAL

[6]

GLYNN PW, 1985, INDIRECT ESTIMATION

[7]

Heyman D. P., 1982, STOCHASTIC PROCESSES, VI

[8] THE RELATION BETWEEN CUSTOMER AND TIME AVERAGES IN QUEUES [J].

HEYMAN, DP ;

STIDHAM, S .

OPERATIONS RESEARCH, 1980, 28 (04) :983-994

[9]

JOW L, 1982, 21 STANF U DEP OP RE

[10]

Lamperti J., 1977, APPL MATH SCI, V23

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