On an Initial Transient Deletion Rule with Rigorous Theoretical Support

@article{Awad2006OnAI,
  title={On an Initial Transient Deletion Rule with Rigorous Theoretical Support},
  author={Hernan P. Awad and Peter W. Glynn},
  journal={Proceedings of the 2006 Winter Simulation Conference},
  year={2006},
  pages={186-191}
}
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.