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.
|Original language||English (US)|
|Number of pages||4|
|Journal||Proceedings - Winter Simulation Conference|
|State||Published - Dec 1 2004|
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