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Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
7 references·1 citing·30 second hop
Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems (1985)Antithetic Variates, Multivariate Depende…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…On the Effectiveness of Common Random Numbers (1979)On the Effectiveness of Commo…DESIGNING CORRELATION INDUCTION STRATEGIES FOR SIMULATION EXPERIMENTS (1979)DESIGNING CORRELATION INDUCTI…Comparing stochastic systems using regenerative simulation with common random numbers (1979)Comparing stochastic systems …Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments (1978)Pseudorandom Number Assignmen…Statistical Techniques in Simulation (1976)Statistical Techniques in Sim…On Monte Carlo Methods in Congestion Problems: II. Simulation of Queuing Systems (1965)On Monte Carlo Methods in Con…Comparison of conditional distributions in portfolios of dependent risks (2014)Comparison of conditional dis…Multi-Factor Experimental Designs for Exploring Response Surfaces (1957)Theory of Optimal Experiments. (1972)Design and Analysis of Experiments. (1977)A perspective on variance reduction in dynamic simulation experiments (1987)Correlated Simulation Experiments in First-Order Response Surface Design (1987)Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification (1992)Some Tactical Problems in Digital Simulation (1963)Concepts and Methods in Discrete Event Digital Simulation. (1975)Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy (1987)A Simulation of Partial Information Use in Decision Making: Implications for DSS Design (1998)Making sense of transient responses in simulation studies (2013)Concepts and Methods in Discrete Event Digital Simulation (1974)Efficient techniques for the simulation of computer communications networks (1988)Premium Calculation by Transforming the Layer Premium Density (1996)The concept of comonotonicity in actuarial science and finance: theory (2002)Actuarial Theory for Dependent Risks (2005)Introduction to Operations Research (1968)Theory of optimal experiments (1972)Metamodels for simulation input-output relations (1992)Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation (1995)Response Surface Methodology (1996)Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures (2003)Achieving specific accuracy in simulation output analysis (1977)The Use of Antithetic Variates in Computer Simulations (1982)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Perspectives on the Evolution of Simulation (2002)Chapter 18 Metamodel-Based Simulation Optimization (2006)
this work references cited by second hop

References

  • 2016Simulation and the Monte Carlo Method3,356 cited
  • 1976Statistical Techniques in Simulation343 cited
  • 1978Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments179 cited
  • 1979On the Effectiveness of Common Random Numbers51 cited
  • 1979DESIGNING CORRELATION INDUCTION STRATEGIES FOR SIMULATION EXPERIMENTS48 cited
  • 1965On Monte Carlo Methods in Congestion Problems: II. Simulation of Queuing Systems48 cited
  • 1979Comparing stochastic systems using regenerative simulation with common random numbers38 cited

Cited by

  • 2014Comparison of conditional distributions in portfolios of dependent risks30 cited

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