Simulation output analysis based on excursions

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for the steady-state mean using normalized excursions of the simulated process. An alternative approach splits the output at the last zero crossing of the normalized path. The methods use a bounded memory of size determined by the user.

Original languageAmerican English
Pages (from-to)681-684
Number of pages4
JournalProceedings - Winter Simulation Conference
StatePublished - Dec 1 2004

ASJC Scopus subject areas

  • General Engineering


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