Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
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Publication:3745232
DOI10.1287/mnsc.31.1.66zbMath0606.65099OpenAlexW2114659506MaRDI QIDQ3745232
Gennady Samorodnitsky, Shaked, Moshe, Reuven Y. Rubinstein
Publication date: 1985
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.31.1.66
simulationreliabilitynetworksvariance reductionstochastic systemsqueueing systemsantithetic variatesmultivariate dependence
Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Reliability and life testing (62N05) Probabilistic methods, stochastic differential equations (65C99)
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