Binomial random variate generation
Communications of the ACM
Panel: simulation environment: simulation environment for the new millennium (panel)
Proceedings of the 33nd conference on Winter simulation
Taking Account of Correlations Between Streams in Queueing Network Approximations
Queueing Systems: Theory and Applications
Comparing two systems: beyond common random numbers
Proceedings of the 40th Conference on Winter Simulation
Some properties of simulation interval estimators under dependence induction
Operations Research Letters
Sharpening comparisons via gaussian copulas and semidefinite programming
ACM Transactions on Modeling and Computer Simulation (TOMACS)
| Hi-index | 0.02 |
Inducing correlation between estimators is a common way to try to reduce variance in simulation experiments. To induce the correlation between estimators, random variates are generated as functions of the same random-number streams. Although the optimal correlation induction occurs with the inverse transformation. The inverse can be quite slow compared to other methods for generating random variates. We discuss an approach for generating random variates quickly while still obtaining substantial correlation induction.