SOME TOPICS IN REGENERATIVE STEADY-STATE SIMULATION

被引：26

作者：

GLYNN, PW ^{[1
]}

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

来源：

ACTA APPLICANDAE MATHEMATICAE | 1994年 / 34卷 / 1-2期

关键词：

STEADY-STATE SIMULATION; REGENERATIVE PROCESSES; INITIAL TRANSIENT; HARRIS CHAINS;

D O I：

10.1007/BF00994267

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper offers a short introduction to the regenerative method of steady-state simulation output analysis. The paper also contains several new results. In particular, it is shown that regenerative methods necessarily apply to steady-state simulations that are 'well-posed' in a certain precise sense. The paper also describes a bias-reduction algorithm that takes advantage of regenerative structure.

引用

页码：225 / 236

页数：12

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