Simulation output analysis based on excursions

James M. Calvin

Simulation output analysis based on excursions

Research output: Contribution to journal › Conference article › peer-review

Abstract

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)
Pages (from-to)	681-684
Number of pages	4
Journal	Proceedings - Winter Simulation Conference
Volume	1
State	Published - 2004
Externally published	Yes
Event	Proceedings of the 2004 Winter Simulation Conference - Washington, DC, United States Duration: Dec 5 2004 → Dec 8 2004

All Science Journal Classification (ASJC) codes

Software
Computer Science Applications
Modeling and Simulation

Cite this

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title = "Simulation output analysis based on excursions",

abstract = "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.",

author = "Calvin, {James M.}",

year = "2004",

language = "English (US)",

volume = "1",

pages = "681--684",

journal = "Proceedings - Winter Simulation Conference",

issn = "0891-7736",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 2004 Winter Simulation Conference ; Conference date: 05-12-2004 Through 08-12-2004",

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TY - JOUR

T1 - Simulation output analysis based on excursions

AU - Calvin, James M.

PY - 2004

Y1 - 2004

N2 - 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.

AB - 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.

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M3 - Conference article

AN - SCOPUS:17744373713

SN - 0891-7736

VL - 1

SP - 681

EP - 684

JO - Proceedings - Winter Simulation Conference

JF - Proceedings - Winter Simulation Conference

T2 - Proceedings of the 2004 Winter Simulation Conference

Y2 - 5 December 2004 through 8 December 2004

ER -

Simulation output analysis based on excursions

Abstract

All Science Journal Classification (ASJC) codes

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