# Analysis of initial transient deletion for replicated steady-state simulations

@article{Glynn1991AnalysisOI, title={Analysis of initial transient deletion for replicated steady-state simulations}, author={Peter W. Glynn and Philip Heidelberger}, journal={Oper. Res. Lett.}, year={1991}, volume={10}, pages={437-443} }

## 29 Citations

### Replicated batch means for steady-state simulations with initial transients

- Mathematics2007 Winter Simulation Conference
- 2007

We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive initial transient.…

### Steady-State Simulation with Replication-Dependent Initial Transients: Analysis and Examples

- Computer ScienceINFORMS J. Comput.
- 2013

The replicated batch means RBM method for steady-state simulation output analysis generalizes both the independent replications IR and batch means BM methods and provides guidance on when IR, BM, or a combination thereof is the best choice, and also on effective choices of initial states for the replications.

### A New Approach for Parallel Steady-State Simulations

- MathematicsProceedings of the 2006 Winter Simulation Conference
- 2006

A new procedure for building confidence interval estimators of steady-state parameters in discrete event simulations is proposed that can be improved by simply increasing the number of processors while the simulated time length is fixed on an appropriate level on each processor.

### Experiments with initial transient deletion for parallel, replicated steady-state simulations

- Computer Science
- 1992

The theory and the experimental results reported here strongly indicate that a nonstandard in the context of steady-state simulation, yet easy to apply, estimation procedure is required on highly parallel machines and this nonstandard estimator is a ratio estimator.

### The efficiency of one long run versus independent replication in steady-state simulation

- Economics
- 1991

We evaluate the efficiency of one long run versus independent replications in steady-state discrete-event simulation, assuming that an initial portion of each replication will be deleted to allow the…

### New estimators for parallel steady-state simulations

- MathematicsProceedings of the 2009 Winter Simulation Conference (WSC)
- 2009

A class of estimators obtained by putting different weights on the sampling average across replications at selected time points is considered, chosen to maximize their Gaussian likelihood.

### Analysis of parallel replicated simulations under a completion time constraint

- MathematicsTOMC
- 1991

This work considers simulation experiments in which t is viewed as either being a strict constraint, or a guideline, in which case simulation beyond time t is permitted, and proposes an unbiased estimator for a simple mean value.

### ARD: An automated replication-deletion method for simulation analysis

- Computer Science2013 Winter Simulations Conference (WSC)
- 2013

Although ARD's CIs closely conformed to given coverage and precision requirements, ARD generally required a larger computing budget than single-run procedures.

### To batch or not to batch?

- BiologyTOMC
- 2004

Batching can often do better than replication when it comes to point and confidence-interval estimation of the steady-state mean in the presence of an initial transient, and is a common rule of thumb in the folklore.

### On an Initial Transient Deletion Rule with Rigorous Theoretical Support

- Computer ScienceProceedings of the 2006 Winter Simulation Conference
- 2006

It is argued that the initial transient deletion rule has desirable properties both from a theoretical and practical standpoint and its use both in the single replication setting and in the multiple replications/parallel processing context is discussed.

## References

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This paper investigates theoretical properties of a simple method for using parallel processors in discrete event simulations: running independent replications, in parallel, on multiple processors…

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The method of replication is frequently used by simulators to estimate steady-state quantities. In this paper, we obtain conditions under which this method yields asymptotically valid confidence…

### Experiments with initial transient deletion for parallel, replicated steady-state simulations

- Computer Science
- 1992

The theory and the experimental results reported here strongly indicate that a nonstandard in the context of steady-state simulation, yet easy to apply, estimation procedure is required on highly parallel machines and this nonstandard estimator is a ratio estimator.

### Analysis of parallel replicated simulations under a completion time constraint

- MathematicsTOMC
- 1991

This work considers simulation experiments in which t is viewed as either being a strict constraint, or a guideline, in which case simulation beyond time t is permitted, and proposes an unbiased estimator for a simple mean value.

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A procedure based on Schruben's Brownian bridge model for the detection of nonstationarity and a spectral method for estimating the variance of the sample mean are explored for estimation of the steady state mean of an output sequence from a discrete event simulation.

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A practical, data-based statistical procedure which can be used to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady-state means is proposed.

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Five heuristic rules for predicting the approximate end of transiency, four of which have been quoted extensively in the simulation literature, have been evaluated in the M/M/1 situation and performed poorly.

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A procedure is proposed for controlling initialization bias in multiple response simulation output. The technique is an adaptation of multivariate quality control methods using a two-sample T 2…