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The Initial Transient Problem for Steady-State Output Analysis
Initial Transient Problem Steady-State Output Analysis
2015/7/6
This tutorial is concerned with providing an overview of the key issues that arise in consideration of the initial transient problem for steady-state simulations. In addition, we will discuss the rela...
On an Initial Transient Deletion Rule with Rigorous Theoretical Support
Initial Transient Deletion Rule Theoretical Support
2015/7/6
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 pro...
Measuring the Initial Transient: Reflected Brownian Motion
Measuring Initial Transient Reflected Brownian Motion
2015/7/6
We analyze the convergence to equilibrium of one-dimensional re flected Brownian motion (RBM) and compute a number of related initial transient formulae. These formulae are of interest as approximatio...
On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods
Marginal Standard Error Rule Testing Initial Transient Deletion Methods
2015/7/6
In this paper, we introduce several theoretically useful measures for the magni- tude of the initial transient in the setting of single replication steady-state simulations. These measures help suppor...