A spectral method for confidence interval generation and run length control in simulations

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A spectral method for confidence interval generation and run length control in simulations

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Communications of the ACM archive
Volume 24 , Issue 4 (April 1981) table of contents
Special issue on simulation modeling and statistical computing

Pages: 233 - 245

Year of Publication: 1981

ISSN:0001-0782

Authors

Philip Heidelberger	IBM Thomas J. Watson Research Center, Yorktown Heights, NY
Peter D. Welch	IBM Thomas J. Watson Research Center, Yorktown Heights, NY

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 17, Downloads (12 Months): 77, Citation Count: 46

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

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	Victor Yau, Automating parallel simulation using parallel time streams, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.9 n.2, p.171-201, April 1999
	Kimmo E. E. Raatikainen, A sequential procedure for simultaneous estimation of several means, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.3 n.2, p.108-133, April 1993
	E. Jack Chen , W. David Kelton, Batching methods for simulation output analysis: a stopping procedure based on phi-mixing conditions, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	Christos Alexopoulos , Andrew F. Seila, Output analysis: output analysis for simulations, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	John M. Charnes, Statistical analysis of output processes, Proceedings of the 25th conference on Winter simulation, p.41-49, December 12-15, 1993, Los Angeles, California, United States
	Andrew F. Seila, Advanced output analysis for simulation, Proceedings of the 24th conference on Winter simulation, p.190-197, December 13-16, 1992, Arlington, Virginia, United States
	Wheyming Tina Song , Neng-Hui Shih , Mingjian Yuan, Optimal quadratic-form estimator of the variance of the sample mean, Proceedings of the 29th conference on Winter simulation, p.246-252, December 07-10, 1997, Atlanta, Georgia, United States
	Arnold H. Buss, Some extentions and limitations of frequency domain experiments, Proceedings of the 20th conference on Winter simulation, p.549-557, December 12-14, 1988, San Diego, California, United States
	Antonio C. Pedrosa , Bruce W. Schmeiser, Asymptotic and finite-sample correlations between OBM estimators, Proceedings of the 25th conference on Winter simulation, p.481-488, December 12-15, 1993, Los Angeles, California, United States
	Donald C. McNickle , Krzysztof Pawlikowski , Gregory Ewing, Experimental evaluation of confidence interval procedures in sequential steady-state simulation, Proceedings of the 28th conference on Winter simulation, p.382-389, December 08-11, 1996, Coronado, California, United States
	David Goldsman , Gamze Tokol, Output analysis: output analysis procedures for computer simulations, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
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	Edward A. MacNair, An introduction to the Research Queueing Package, Proceedings of the 17th conference on Winter simulation, p.257-262, December 11-13, 1985, San Francisco, California, United States
	Douglas J. Morrice, The effects of batching on the power of the test for frequency domain methodology, Proceedings of the 23rd conference on Winter simulation, p.1018-1022, December 08-11, 1991, Phoenix, Arizona, United States
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	Rajan Suri, Infinitesimal perturbation analysis for general discrete event systems, Journal of the ACM (JACM), v.34 n.3, p.686-717, July 1987
	Krzysztof Pawlikowski, Steady-state simulation of queueing processes: survey of problems and solutions, ACM Computing Surveys (CSUR), v.22 n.2, p.123-170, June 1990
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	Hwa-Chun Lin , C. S. Raghavendra, A Dynamic Load-Balancing Policy with a Central Job Dispatcher (LBC), IEEE Transactions on Software Engineering, v.18 n.2, p.148-158, February 1992
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