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We study precise conditions under which the cyclic regenerative confidence intervals of Sargent and Shanthikumar are asymptotically valid. We also obtain an optimal way of implementing the cyclic rege...
Limit Theory for Taboo-Regenerative Processes
regenerative process quasi-stationarity renewal theory
2015/7/6
The paper considers the two-sided taboo limit process that arises when a regenerative process X is conditioned on staying out of a specified set of states (taboo set) over a long period of time. The t...
Simulation Algorithms for Regenerative Processes
Simulation Algorithms Regenerative Processes
2015/7/6
This chapter is concerned with reviewing the basic ideas and concepts underlying the use of regenerative structure in the development of efficient simulation algorithms. While it has long been known t...