A spectral method for confidence interval generation and run length control in simulations

  • Authors:
  • Philip Heidelberger;Peter D. Welch

  • Affiliations:
  • IBM Thomas J. Watson Research Center, Yorktown Heights, NY;IBM Thomas J. Watson Research Center, Yorktown Heights, NY

  • Venue:
  • Communications of the ACM - Special issue on simulation modeling and statistical computing
  • Year:
  • 1981

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Abstract