Analysis of initial transient deletion for replicated steady-state simulations

Analysis of initial transient deletion for replicated steady-state simulations

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Article ID: iaor19921565
Country: Netherlands
Volume: 10
Issue: 8
Start Page Number: 437
End Page Number: 443
Publication Date: Nov 1991
Journal: Operations Research Letters
Authors: ,
Abstract:

Consider the method of independent replications with initial transient deletion for generating confidence intervals for ‘steady-state’ quantities. To produce intervals with good convergence characteristics, the relative growth rates of the number of replications, the length of each replication, and the deletion period must be controlled. Critical rates for these parameters are determined. The applicability of these results to simultaneously running multiple replications on a highly parallel computer is discussed.

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