Abstract
This paper is concerned with the problems of generating confidence intervals for the steady state mean of an output sequence from a single run, discrete event simulation and using these confidence intervals to control the length of the simulation. It summarizes the results of two earlier papers, [5] and [6], and the reader is referred to those papers for a more detailed discussion.
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© 1982 Birkhäuser Boston, Inc.
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Heidelberger, P., Welch, P.D. (1982). On a Spectral Approach to Simulation Run Length Control. In: Disney, R.L., Ott, T.J. (eds) Applied Probability-Computer Science: The Interface Volume 1. Progress in Computer Science, vol 2. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-5791-2_14
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DOI: https://doi.org/10.1007/978-1-4612-5791-2_14
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4612-5793-6
Online ISBN: 978-1-4612-5791-2
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