Amvik eBook Solutions

The purpose of this report is to provide an introduction to the regenerative method for simulation analysis. The simulations are simulations of stochastic syste

This paper contains an expository account of the regenerative method for simulating stable stochastic systems.

A wide variety of stochastic systems may be viewed as Markov chains taking on values in a general state space. An example is the class of generalized semi-Marko