On the optimality and efficiency of common random numbers
- 31 December 1984
- journal article
- Published by Elsevier in Mathematics and Computers in Simulation
- Vol. 26 (6) , 502-512
- https://doi.org/10.1016/0378-4754(84)90030-2
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Proof of the antithetic-variates theorem for unbounded functionsMathematical Proceedings of the Cambridge Philosophical Society, 1979
- On the Effectiveness of Common Random NumbersManagement Science, 1979
- Bivariate Distributions with Given MarginalsThe Annals of Statistics, 1976
- Variance Reduction by Antithetic Variates in GI/G/1 Queuing SimulationsOperations Research, 1973
- On Monte Carlo Methods in Congestion Problems: II. Simulation of Queuing SystemsOperations Research, 1965
- A new Monte Carlo technique: antithetic variatesMathematical Proceedings of the Cambridge Philosophical Society, 1956
- Stochastic Estimation of the Maximum of a Regression FunctionThe Annals of Mathematical Statistics, 1952
- A Stochastic Approximation MethodThe Annals of Mathematical Statistics, 1951