On an Initial Transient Deletion Rule with Rigorous Theoretical Support

H. Awad and P. W. Glynn

Proceedings of the 2006 Winter Simulation Conference, 264-271 (2006)

We study an initial transient deletion rule proposed by Glynn and Iglehart. We argue that it has desirable properties both from a theoretical and practical standpoint; we discuss its bias reducing properties, and its use both in the single replication setting and in the multiple replications / parallel processing context.