95 search results - page 1 / 19 » Simulation Output Analysis Based on Excursions |
WSC
2004
13 years 6 months ago
2004
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
BC
1998
13 years 4 months ago
1998
A simple analytical model is proposed here that captures to a large extent the kinematic structure of rat exploratory behavior. Previous studies have shown that such behavior consi...
WSC
2004
13 years 6 months ago
2004
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on...
WSC
2007
13 years 7 months ago
2007
This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The esti...
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...