Some topics in regenerative steady-state simulation

@article{Glynn1994SomeTI,
  title={Some topics in regenerative steady-state simulation},
  author={Peter W. Glynn},
  journal={Acta Applicandae Mathematica},
  year={1994},
  volume={34},
  pages={225-236}
}
This paper offers a short introduction to the regenerative method of steady-state simulation output analysis. The paper also contains several new results. In particular, it is shown that regenerative methods necessarily apply to steady-state simulations that are ‘well-posed’ in a certain precise sense. The paper also describes a bias-reduction algorithm that takes advantage of regenerative structure. 

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