On the validity of long-run estimation methods for discrete-event systems
Peter J. Haas, Peter W. Glynn · ACM SIGMETRICS Performance Evaluation Review · 2002
this paper we assume that can be represented as a generalized semi-Markov process (gsmp) and consider simulationbased methods for obtaining point estimates and confidence intervals for time-average limits. We also consider timeaverage limits of the form r( f) = lim n## f(S j ,C j ), where is the general state space Markov chain used to define the gsmp (see below)