Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks

DOI10.1287/mnsc.28.5.563zbMath0484.65089OpenAlexW2006688299MaRDI QIDQ3943972

Ronny Schaul, Robert S. Sullivan, Jack C. Hayya

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.5.563

zbMATH Keywords

stochastic networksestimatorsstatistical efficiencyantithetic variate simulation

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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