- Consider a single run of a simulation model whose purpose is
to estimate a
*steady state*, or*long run*, characteristics of the system. - Assume are observations, which in general are
samples of an autocorrelated time series.
- The steady-state measure of performance to be
estimated is defined by

- This result is independent of initial conditions, random number streams, ...

- Initialization Bias in Steady-State Simulations
- Replication Method for Steady-State Simulations
- Sample Size in Steady-State Simulations
- Batch Means for Interval Estimation in Steady-State Simulations

Meng Xiannong 2002-10-18