On an Initial Transient Deletion Rule with Rigorous Theoretical Support
Hernan P. Awad, Peter W. Glynn · 2006
We study an initial transient deletion rule proposed by Glynn and Iglehart. We argue that it has desirable properties both from a theoretical and practical standpoint; we discuss its bias reducing properties, and its use both in the single replication setting and in the multiple replications/parallel processing context