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    Replicated batch means for steady-state simulations with initial transients
    13 years 7 months ago
    Replicated batch means for steady-state simulations with initial transients
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    We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
    Christos Alexopoulos, Sigrún Andradó...
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