Standard Article

Initial Transient Period in Steady-State Systems

  1. K. Preston White Jr1,
  2. Stewart Robinson2

Published Online: 14 JAN 2011

DOI: 10.1002/9780470400531.eorms0408

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

White, K. P. and Robinson, S. 2011. Initial Transient Period in Steady-State Systems. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. 1

    University of Virginia, Charlottesville, Virginia

  2. 2

    University of Warwick, Warwick Business School, Coventry, UK

Publication History

  1. Published Online: 14 JAN 2011

Abstract

This article describes the problem of the initial transient that arises when estimating the limiting distribution of a nonterminating stochastic process. Concepts are explored with references to simple M/M/1 queueing model with an artificially induced initial bias. A range of solution methods have been proposed and here we explore two such approaches, graphical and heuristic. We also demonstrate how these methods might be combined. Results from test problems consistently show that truncation of output data from a single long run is more economical than the replication/deletion approach for nonterminating simulations.

Keywords:

  • discrete-event simulation;
  • output analysis;
  • initialization-bias problem;
  • state transient;
  • Welch's method;
  • MSER-5;
  • autocorrelation