Central limit theorems for permuted regenerative estimators

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Abstract

The asymptotic behavior of some permuted estimators is studied. Strong laws of large numbers and central limit theorems are proved for some permuted estimators from regenerative simulations. A small model is analyzed and the exact theoretical values are derived for the second moment and the asymptotic variances associated with its standard and permuted estimators.

Original languageEnglish (US)
Pages (from-to)776-787
Number of pages12
JournalOperations Research
Volume48
Issue number5
DOIs
StatePublished - 2000

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Management Science and Operations Research

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