The Use of Antithetic Variates in Computer Simulations

DOI10.2307/2581487MaRDI QIDQ3932191zbMATH OpenOpenAlexFDO

Authors Russell C. H. Cheng

Publication date 1982

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2581487

zbMATH Keywords

numerical examplemethod of antithetic variatescomputer simulation experimentsreducing the variability of estimators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(4)

• Antithetic variate methods for simulations of processes with peaks and troughs
• Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy
• Efficiency improvement techniques
• Simulation methodology - an introduction for queueing theorists

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