13 search results - page 1 / 3 » A New Variance-Reduction Technique for Regenerative Simulati... |
WSC
1997
13 years 6 months ago
1997
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
WSC
1998
13 years 6 months ago
1998
The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed c...
IOR
2008
13 years 4 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
APIN
2004
13 years 4 months ago
2004
In this paper we present a new technique to simulate polymer blends that overcomes the shortcomings in polymer system modeling. This method has an inherent advantage in that the v...
PE
2002
Springer
13 years 4 months ago
2002
Springer
Today many formalisms exist for specifying complex Markov chains. In contrast, formalisms for specifying rewards, enabling the analysis of long-run average performance properties,...