Limit Theorems for the Method of Replication.

Abstract

A method of replication is frequently used by simulators to estimate steady-state quantities. In this paper, we obtain conditions under which this method yields asymptotically valid confidence intervals for steady-state means. Keywords: Simulation, steady-state, replication.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA153541

Entities

People

  • P. W. Glynn

Organizations

  • University of Wisconsin–Madison

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  • Materials and Manufacturing Processes

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  • Abstracts
  • Classification
  • Contracts
  • Inequalities
  • Intervals
  • Markov Chains
  • Mathematics
  • Military Research
  • North Carolina
  • Optimization
  • Random Variables
  • Simulations
  • Simulators
  • Steady State
  • Stochastic Processes
  • United States
  • Wisconsin

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  • Education
  • Mathematics

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  • Computational Modeling and Simulation
  • Operations Research