On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods
研究了稳态仿真中的初始暂态问题，分析了边际标准误差规则（MSER）的删除点由随机游走最小化决定，并发现MSER在某些情况下无法准确预测初始暂态时长，建议扩大测试问题集。
In the planning of steady-state simulations, a central issue is the initial transient problem, in which an initial segment of the simulation output is adversely contaminated by initialization bias. Our article makes several contributions toward the analysis of this computational challenge. To begin, we introduce useful ways for measuring the magnitude of the initial transient effect in the single replication setting. We then analyze the marginal standard error rule (MSER) and prove that MSER’s deletion point is determined, as the simulation time horizon tends to infinity, by the minimizer of a certain random walk. We use this insight, together with fluid limit intuition associated with queueing models, to generate two nonpathological examples in which at least one variant of MSER fails to accurately predict the duration of the initial transient. Our results suggest that the efficacy of a deletion procedure is sensitive to the choice of performance measure, and that the set of standard test problems on which initial transient procedures are tested should be significantly broadened.