A joint central limit theorem for the sample mean and regenerative variance estimator

Author:

Glynn P. W.,Iglehart D. L.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference7 articles.

1. P. Bratley, B.L. Fox and L. Schrage,A Guide to Simulation (Springer-Verlag, New York, 1983).

2. B.L. Fox and P.W. Glynn, Conditional Monte Carlo estimators for semi-Markov processes, forthcoming technical report, Mathematics Research Center, University of Wisconsin, Madison, Wisconsin (1985).

3. P.W. Glynn and D.L. Iglehart, Recursive moment formulas for the regenerative method of simulation, Technical Report No. 29, Department of Operations Research, Stanford University, Stanford, California (1984). To appear in theProc. Int. Symp. on Semi-Markov Processes and their Applications, Brussels.

4. P.W. Glynn and D.L. Iglehart, A joint central limit theorem for the sample mean and variance of a function of random vector, forthcoming technical report, Department of Operations Research, Stanford University, Stanford, California (1985).

5. D.L. Iglehart, The regenerative method for simulation analysis, in:Current Trends in Programming Methodology — Software Modeling, ed. K.M. Chandy and R.T. Yeh (Prentice-Hall, Englewood Cliffs, NJ, 1978).

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