Notes: Conditions for the Applicability of the Regenerative Method
给出了再生方法中中心极限定理和方差一致估计的弱充分条件，并讨论了其与标准化时间序列方法条件的关系，对仿真输出分析研究者有参考价值。
The regenerative method for estimating steady-state parameters is one of the basic methods in simulation output analysis. This method depends on central limit theorems for regenerative processes and weakly consistent estimates for the variance constants arising in the central limit theorems. A weak sufficient condition for both the central limit theorems and consistent estimates is given. Previous authors have implicitly made stronger moment assumptions which have led to strongly consistent variance estimates, more than is needed for the regenerative method to hold. The relationship between conditions for the validity of the regenerative method and those for the validity of standardized time series methods is also discussed.