95 search results - page 1 / 19 » Simulation Output Analysis Based on Excursions |
WSC
2004
13 years 10 months ago
2004
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 th...
BC
1998
13 years 8 months ago
1998
A simple analytical model is proposed here that captures to a large extent the kinematic structure of rat exploratory behavior. Previous studies have shown that such behavior consi...
WSC
2004
13 years 10 months ago
2004
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on...
WSC
2007
13 years 11 months ago
2007
This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The esti...
WSC
1998
13 years 10 months ago
1998
The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed c...