Using permutations in regenerative simulations to reduce variance

被引:0
|
作者
Calvin, J.M. [1 ]
Nakayama, M.K. [1 ]
机构
[1] New Jersey Inst of Technology, Newark, United States
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:153 / 193
相关论文
共 50 条
  • [1] USING PERMUTATIONS TO REDUCE DISCREPANCY
    FAURE, H
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1990, 31 (01) : 97 - 103
  • [2] USING RADEMACHER PERMUTATIONS TO REDUCE RANDOMNESS
    Artstein-Avidan, S.
    Milman, V. D.
    [J]. ST PETERSBURG MATHEMATICAL JOURNAL, 2008, 19 (01) : 15 - 31
  • [3] A new variance-reduction technique for regenerative simulations of Markov chains
    Calvin, JM
    Nakayama, MK
    [J]. PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE, 1997, : 224 - 229
  • [4] REGENERATIVE RANDOM PERMUTATIONS OF INTEGERS
    Pitman, Jim
    Tang, Wenpin
    [J]. ANNALS OF PROBABILITY, 2019, 47 (03): : 1378 - 1416
  • [5] REDUCE REGENERATIVE CHATTER
    Badger, Jeffrey
    [J]. Cutting Tool Engineering, 2020, 72 (12):
  • [6] Applications of permutations to the simulations of critical values
    Berkes, I
    Horváth, L
    Huskova, M
    Steinebach, J
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2004, 16 (1-2) : 197 - 216
  • [7] Sharp bounds for the variance of linear statistics on random permutations
    Manstavicius, Eugenijus
    [J]. RANDOM STRUCTURES & ALGORITHMS, 2020, 57 (04) : 1303 - 1313
  • [8] Variance of a strongly additive function defined on random permutations
    Karbonskis, Arvydas
    Manstavicius, Eugenijus
    [J]. LITHUANIAN MATHEMATICAL JOURNAL, 2024,
  • [9] USING OPTIMAL SIMULATIONS TO REDUCE REACHABILITY GRAPHS
    JANICKI, R
    KOUTNY, M
    [J]. LECTURE NOTES IN COMPUTER SCIENCE, 1991, 531 : 166 - 175
  • [10] Overlapping variance estimators for simulations
    Alexopoulos, C
    Goldsman, D
    Argon, NT
    Tokol, G
    [J]. PROCEEDINGS OF THE 2004 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2004, : 737 - 745