Title :
On an Initial Transient Deletion Rule with Rigorous Theoretical Support
Author :
Awad, Hernan P. ; Glynn, Peter W.
Author_Institution :
Dept. of Manage. Sci., Miami Univ., Coral Gables, FL
Abstract :
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 properties, and its use both in the single replication setting and in the multiple replications/parallel processing context
Keywords :
simulation; stochastic processes; initial transient deletion rule; multiple replications; parallel processing context; single replication setting; Analytical models; Computational modeling; Context modeling; Convergence; Engineering management; Kernel; Markov processes; Steady-state; Testing; Transient analysis;
Conference_Titel :
Simulation Conference, 2006. WSC 06. Proceedings of the Winter
Conference_Location :
Monterey, CA
Print_ISBN :
1-4244-0500-9
Electronic_ISBN :
1-4244-0501-7
DOI :
10.1109/WSC.2006.323072