Simulation output analysis using standardized time series
Mathematics of Operations Research
Computational efficiency of batching methods
Proceedings of the 29th conference on Winter simulation
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Using excursions to analyze simulation output
Probability in the Engineering and Informational Sciences
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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 the steady-state mean using normalized excursions of the simulated process. An alternative approach splits the output at the last zero crossing of the normalized path. The methods use a bounded memory of size determined by the user.