Pages that link to "Item:Q3745232"
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The following pages link to Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems (Q3745232):
Displaying 18 items.
- K-antithetic variates in Monte Carlo simulation (Q635002) (← links)
- A characterization of the multivariate excess wealth ordering (Q654821) (← links)
- Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets (Q811980) (← links)
- The multivariate hazard construction (Q1091020) (← links)
- Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy (Q2098028) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- On multivariate dispersion orderings based on the standard construction (Q2474517) (← links)
- Autoregressive to anything: Time-series input processes for simulation (Q2564301) (← links)
- Common random numbers in multivariate simulations (Q2640337) (← links)
- Variance reduction in stochastic homogenization using antithetic variables (Q2906828) (← links)
- Antithetic variates revisited (Q3319755) (← links)
- A farewell to the use of antithetic variates in Monte Carlo simulation (Q3394093) (← links)
- Variance Reduction Techniques for Digital Simulation (Q3703173) (← links)
- A perspective on variance reduction in dynamic simulation experiments (Q3763557) (← links)
- Antithetic Variates, Common Random Numbers and Optimal Computer Time Allocation in Simulation (Q4080637) (← links)
- Two Variability Orders (Q4950706) (← links)
- A simulation method for finite non-stationary time series (Q5220010) (← links)
