Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks

DOI10.1287/MNSC.28.5.563MaRDI QIDQ3943972zbMATH OpenOpenAlexFDO

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

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

antithetic variate simulationestimatorsstatistical efficiencystochastic networks

Mathematics Subject Classification ID

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

Cited in

(3)

• Bias and variance reduction in computer simulation studies
• Correlation-inducing variance reduction in regenerative simulation
• Tutorial

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