Recursive Moment Formulas for Regenerative Simulation.

Abstract

Let an expression be a regenerative semi-Markov process with countable state space E and f a real-valued function on E. This paper gives a recursive method for computing moments. These moments are needed to improve the accuracy of confidence intervals for steady state parameters obtained when using the method of regenerative simulation. Originator-supplied keywords include: Regenerative simulation, Semi-Markov process, Recursive moment formulas.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA150112

Entities

People

  • D. L. Iglehart
  • P. W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Series
  • Contracts
  • Equations
  • Estimators
  • Intervals
  • Markov Chains
  • Markov Processes
  • Military Research
  • Operations Research
  • Probability
  • Probability Distributions
  • Simulations
  • Steady State
  • United States
  • United States Government
  • Universities

Fields of Study

  • Engineering

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers