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covariance function 1 experimental design 1 independent replications 1 initial bias 1 simulation 1 simulation efficiency 1
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The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation
Whitt, Ward - In: Management Science 37 (1991) 6, pp. 645-666
We evaluate the efficiency of one long run versus independent replications in steady-state discrete-event simulation, assuming that an initial portion of each replication will be deleted to allow the process to approach steady state. We provide supporting evidence in favor of one long run, but...
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