搜索结果: 1-3 共查到“管理科学与工程 regeneration”相关记录3条 . 查询时间(0.093 秒)
Accelerated Regeneration for Markov Chain Simulations
Accelerated Regeneration Markov Chain Simulations
2015/7/8
This paper describes a generalization of the classical regenerative method of simulation output analysis. Instead of blocking a generated sample path on returns to a fixed return state, a more general...
On the Small-Sample Optimality of Multiple-Regeneration Estimators
Small-Sample Optimality Multiple-Regeneration Estimators
2015/7/8
We describe a simulation output analysis methodology suitable for stochastic processes that are regenerative with respect to multiple regeneration sequences. Our method exploits this structure to cons...
Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem
Harris recurrence Markov chains Markov processes regeneration renewal theory
2015/7/6
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theo...