A Modified Version of Handscomb’s Antithetic Variates Theorem

DOI10.1137/0908008zbMath0663.65002OpenAlexW1982123276MaRDI QIDQ3813124

Gennady Samorodnitsky, Reuven Y. Rubinstein

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908008

zbMATH Keywords

variance reductionantithetic variatesrandom numberMonte Carlo method simulation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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