Discrete event simulations and parallel processing: statistical properties
SIAM Journal on Scientific and Statistical Computing
Analysis of parallel replicated simulations under a completion time constraint
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Analysis if initial transient deletion for parallel steady-state simulations
SIAM Journal on Scientific and Statistical Computing
Some new results on the initial transient problem
WSC '95 Proceedings of the 27th conference on Winter simulation
Empirical performance of bias-reducing estimators for regenerative steady-state simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ASAP3: a batch means procedure for steady-state simulation analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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When estimating steady-state parameters in parallel discrete event simulation, initial transient is an important issue to consider. To mitigate the impact of initial condition on the quality of the estimator, we consider a class of estimators obtained by putting different weights on the sampling average across replications at selected time points. The weights are chosen to maximize their Gaussian likelihood. Then we apply model selection criterion due to Akaike and Schwarz to select two of them as our proposed estimators. In terms of relative root MSE, the proposed estimators compared favorably to the standard time average estimator in a typical test problem with significant initial transient.