Some Guidelines and Guarantees for Common Random Numbers

DOI10.1287/mnsc.38.6.884zbMath0758.65091OpenAlexW2171554447MaRDI QIDQ4018309

Paul Glasserman, David D. W. Yao

Publication date: 16 January 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.6.884

zbMATH Keywords

sensitivity analysisvariance reductionrandom number generatorsstochastic systemscommon random numbersDistribution comparisonsstructural comparisons

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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