Variance Reduction by Antithetic Variates in GI/G/1 Queuing Simulations

DOI10.1287/OPRE.21.4.988MaRDI QIDQ4404237zbMATH OpenOpenAlexFDO

Authors Bill Mitchell

Publication date 1973

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.21.4.988

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

Cited in

(8)

• Simulation methodology - an introduction for queueing theorists
• The Monte Carlo method
• Variance reduction by the use of common and antithetic random variables
• Variance reduction for a replacement process
• Controlling antithetic variates
• Antithetic variates revisited again
• Simulating hospital emergency departments queuing systems: (GI/G/m(t)):(IHFF/N/\(\infty)\)
• On the optimality and efficiency of common random numbers

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