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Math Help - warm up period

  1. #1
    Junior Member
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    warm up period

    Hi, Im trying to determine the appropriate warm up period for a simulation: is it just what ever warm up period makes the trajectory converge faster to the stationary distribution is the most appropriate??

    is that how i decide the best warm up period??
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  2. #2
    Super Member
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    Quote Originally Posted by gconfused View Post
    Hi, Im trying to determine the appropriate warm up period for a simulation: is it just what ever warm up period makes the trajectory converge faster to the stationary distribution is the most appropriate??
    is that how i decide the best warm up period??
    Depends.
    In some cases the initial conditions create the warm up period (however, in general it's biased).
    Otherwise, use the longest warm up period required to get a steady state condition between intervals.
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