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• W14677145 abstract "This paper describes two different approaches to dealing with the initial transient problem. In the first approach, the length of the “warm-up period” is determined by obtaining analytical estimates on the rate of convergence to stationarity. Specifically, we obtain an upper bound on the “second eigenvalue” of the transition matrix of a Markov chain, thereby providing one with a theoretical device that potentially can give estimates of the desired form. The second approach is data-driven, and involves using observed data from the simulation to determine an estimate of the “warm-up period”. For the method we study, we are able to use a coupling argument to establish a number of important theoretical properties of the algorithm." @default.
• W14677145 created "2016-06-24" @default.
• W14677145 creator A5019114258 @default.
• W14677145 date "1995-01-01" @default.
• W14677145 modified "2023-09-27" @default.
• W14677145 title "Two Approaches to the Initial Transient Problem" @default.
• W14677145 cites W2028493795 @default.
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• W14677145 doi "https://doi.org/10.1007/978-1-4612-2552-2_3" @default.
• W14677145 hasPublicationYear "1995" @default.
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