Conditions for the Applicability of the Regenerative Method
نویسندگان
چکیده
The regenerative method for estimating steady-state parameters is one of the basic methods in the simulation literature. This method depends on central limit theorems for regenerative processes and weakly consistent estimates for the variance constants arising in the central limit theorem. A weak sufficient (and probably necessary) condition for both the central limit theorems and consistent estimates is given. Several references have claimed (without proof) strong consistency of the variance estimates under our condition. This claim seems to us unjustified and we hope this note helps clarify the situation. Also discussed is the relationship between conditions for the validity of the regenerative method and those for the validity of the standardized time series methods.
منابع مشابه
Investigating the applicability of conventional vegetation indices for vegetation change detection in different environmental conditions
Vegetation indices have been developed to characterize and extract the Earth's vegetation cover from space using satellite images. For detection of vegetation changes, usually temporal images are independently analyzed or vegetation index differencing is implemented. A review on previous studies reveal that, in spite of developing several vegetation indices, to extract vegetation cover or veget...
متن کاملAPPLICABILITY OF THE WELL OPERATED CONDITIONS FOR THE SOLUTION OF MIXED PROBLEM ATTRIBUTED TO SCHR?DINGER EQUATION
As a sequel of the recent works, we would like to discuss another stage for the solution of the mixed problem which considers the concepts of well operated conditions applicable to the solution of mixed problem, i.e. the existence and uniqueness of the solution must always conformable with some assumptions.
متن کاملA numerical technique for solving a class of 2D variational problems using Legendre spectral method
An effective numerical method based on Legendre polynomials is proposed for the solution of a class of variational problems with suitable boundary conditions. The Ritz spectral method is used for finding the approximate solution of the problem. By utilizing the Ritz method, the given nonlinear variational problem reduces to the problem of solving a system of algebraic equations. The advantage o...
متن کاملAntilock Regenerative Braking System Design for a Hybrid Electric Vehicle
Hybrid electric vehicles employ a hydraulic braking system and a regenerative braking system together to provide enhanced braking performance and energy regeneration. In this paper an integrated braking system is proposed for an electric hybrid vehicle that include a hydraulic braking system and a regenerative braking system which is functionally connected to an electric traction motor. In the ...
متن کاملApproximate solution of system of nonlinear Volterra integro-differential equations by using Bernstein collocation method
This paper presents a numerical matrix method based on Bernstein polynomials (BPs) for approximate the solution of a system of m-th order nonlinear Volterra integro-differential equations under initial conditions. The approach is based on operational matrices of BPs. Using the collocation points,this approach reduces the systems of Volterra integro-differential equations associated with the giv...
متن کامل