A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Simulation output analysis using standardized time series
Mathematics of Operations Research
Mathematics and hybrid modeling: mathematics for simulation
Proceedings of the 32nd conference on Winter simulation
Simulation mathematics and random number generation: mathematics for simulation
Proceedings of the 33nd conference on Winter simulation
Empirical performance of bias-reducing estimators for regenerative steady-state simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A new approach for parallel steady-state simulations
Proceedings of the 38th conference on Winter simulation
New estimators for parallel steady-state simulations
Winter Simulation Conference
Experiences on parallel replicated discrete-event simulation on a GRID
GCC'05 Proceedings of the 4th international conference on Grid and Cooperative Computing
Proceedings of the Winter Simulation Conference
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This paper contains two new results pertaining to the initial transient problem for steady-state simulations. Our first result rigorously establishes the asymptotic superiority of a few long replications relative to a large number of shorter replications, assuming that no initial transient deletion is attempted. Our second result concerns an initial transient detection test proposed by Schruben; we develop asymptotics that are suggestive of the types of initial transients that the test is capable of detecting. As one might expect, the ability to detect a non-stationarity in the simulation output depends both on the magnitude of the non-stationarity of the initial condition, and the degree of autocorrelation in the process.