Glynn P.W.

P.W. Glynn

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Found 6 papers in total
A batch means methodology for estimation of a nonlinear function of a steady-state mean
A batch means methodology for estimation of a nonlinear function of a steady-state mean
1997
We study the estimation of steady-state performance measures from an ℛ d -valued...
Some topics in regenerative steady-state simulation
Some topics in regenerative steady-state simulation
1994
This paper offers a short introduction to the regenerative method of steady-state...
Experimental results for gradient estimation and optimization of a Markov-chain in steady-state
Experimental results for gradient estimation and optimization of a Markov-chain in steady-state
1992
Infinitesimal perturbation analysis and the likelihood ratio method have drawn lots of...
Analysis of initial transient deletion for parallel steady-state simulations
Analysis of initial transient deletion for parallel steady-state simulations
1992
This paper investigates theoretical properties of a simple method for using parallel...
Large deviations behavior of counting processes and their inverses
Large deviations behavior of counting processes and their inverses
1994
The authors show, under regularity conditions, that a counting process satisfies a...
A joint central limit theorem for the sample mean and regenerative variance estimator
A joint central limit theorem for the sample mean and regenerative variance estimator
1987
Let { V ( k ): k ≥1} be a sequence of independent, identically distributed random...
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