Gal, S.; Rubinstein, R.Y.; Ziv, A. - In: Mathematics and Computers in Simulation (MATCOM) 26 (1984) 6, pp. 502-512
Some theoretical and practical aspects of common random numbers (CRN) for variance reduction in simulation analysis are considered. A simple proof of the optimality of CRN is presented and the efficiency of this technique for variance reduction is discussed. Applications of CRN to production...