On an initial transient deletion rule with rigorous theoretical support

  • Authors:
  • Hernan P. Awad;Peter W. Glynn

  • Affiliations:
  • University of Miami, Coral Gables, FL;Stanford University, Stanford, CA

  • Venue:
  • Proceedings of the 38th conference on Winter simulation
  • Year:
  • 2006

Quantified Score

Hi-index 0.00

Visualization

Abstract

We study an initial transient deletion rule proposed by Glynn and Iglehart. We argue that it has desirable properties both from a theoretical and practical standpoint; we discuss its bias reducing properties, and its use both in the single replication setting and in the multiple replications / parallel processing context.