Rubinstein, Reuven Y.; Samorodnitsky, Gennady; Shaked, Moshe - In: Management Science 31 (1985) 1, pp. 66-77
Some theoretical and practical aspects antithetic and common random numbers for variance reduction in simulation of stochastic systems with dependent elements are considered. A proof of their optimality in estimating the expected value of the response sum or the response difference of a pair of...