On a Spectral Approach to Simulation Run Length Control

  • Philip Heidelberger
  • Peter D. Welch
Part of the Progress in Computer Science book series (PCS, volume 2)


This paper is concerned with the problems of generating confidence intervals for the steady state mean of an output sequence from a single run, discrete event simulation and using these confidence intervals to control the length of the simulation. It summarizes the results of two earlier papers, [5] and [6], and the reader is referred to those papers for a more detailed discussion.


Cross Validation Batch Size Adaptive Method Discrete Event Simulation Output Sequence 
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Copyright information

© Birkhäuser Boston, Inc. 1982

Authors and Affiliations

  • Philip Heidelberger
    • 1
  • Peter D. Welch
    • 1
  1. 1.IBM Thomas J. Watson Research CenterYorktown HeightsUSA

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