Consequences of Uniform Integrability for Simulation.

Abstract

Sufficient conditions for uniform integrability in the regenerative central limit theorem (CLT) are obtained. The result is used to show the equality of different representations for the variance constant appearing in the CLT, as well as to study the asymptotic moment structure of the regenerative variance estimator. Keywords: central limit theorem, regenerative processes, regenerative simulation; simulation output analysis; steady-state simulation.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1986
Accession Number
ADA178860

Entities

People

  • Donald Iglehart
  • Peter W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Estimators
  • Information Science
  • Integrals
  • Intervals
  • Markov Chains
  • Markov Processes
  • Military Research
  • Operations Research
  • Sequences
  • Simulations
  • Stationary
  • Stationary Processes
  • Steady State
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.