Some steady-state problems in simulation

Abstract

Let X(T) be an integer valued stochastic process, continuous in time, T. By a computer simulation model one can obtain from the interval (O,T) an estimate of the mean, q, of the process by the time average r<subscrpt>i</subscrpt> (T), where i is the initial state at time 0. One of the problems is when to stop the simulation. Before stopping the simulation… (More)

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