Empirical performance of bias-reducing estimators for regenerative steady-state simulations.
Minghua HsiehDonald L. IglehartPeter W. GlynnPublished in: ACM Trans. Model. Comput. Simul. (2004)
Keyphrases
- steady state
- variance reduction
- markov chain
- variance estimator
- monte carlo
- confidence intervals
- operating conditions
- standardized time series
- queue length
- importance sampling
- sample size
- low variance
- arrival rate
- explicit expressions
- state dependent
- queueing networks
- product form
- steady states
- heavy traffic
- queueing model
- machine learning
- service times
- special case
- search space