Some Topics in Regenerative Steady-State Simulation
P. W. Glynn
Acta Applicandae Mathematicae, Vol.34, 225-236 (1994)
This paper offers a short introduction to the regenerative method of steady-state simulation output analysis. The paper also contains several new results. In particular, it is shown that regenerative methods necessarily apply to steady-state simulations that are "well-posed" in a certain precise sense. The paper also describes a bias-reduction algorithm that takes advantage of regenerative structure.