On an Initial Transient Deletion Rule with Rigorous Theoretical SupportH. Awad and P. W. Glynn Proceedings of the 2006 Winter Simulation Conference, 264-271 (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.
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