On an initial transient deletion rule with rigorous theoretical support

WSC06: Winter Simulation Conference 2006 Monterey California December, 2006（2006）

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摘要

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.

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