Antithetic variates revisited

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Antithetic variates revisited

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Communications of the ACM archive
Volume 26 , Issue 11 (November 1983) table of contents

Pages: 964 - 971

Year of Publication: 1983

ISSN:0001-0782

Authors

George S. Fishman	Univ. of North Carolina at Chapel Hill, Chapel Hill
Baosheng D. Huang	Univ. of North Carolina at Chapel Hill, Chapel Hill

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 7, Downloads (12 Months): 70, Citation Count: 8

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Andreasson, I.J. Combinations of antithetic methods in simulation. Report NA 72.49, Department of Information Processing Computer Science. The Royal Institute of Technology, Stockholm, Sweden, 1972.
	2	Andreasson, l.J. and Dahlquist, G. Groups of antithetic transformations in simulation. Report NA 72.57, Department of Information Processing Computer Science, The Royal Institute of Technology, Stockholm, Sweden, 1972.
	3	Fishman, G.S. Variance reduction for population growth models. Oper. Res. 27, (1979) 997-1010.
	4	Fishman, G.S. Accelerated accuracy in the simulation of Markov chains. Oper. Res. 31 (1983). 466-487.
	5	Fishman, G.S. Accelerated convergence in the simulation of countably infinite state Markov chains. TR 81-4. Curriculum in Operations Research and Systems Analysis, University of North Carolina at Chapel Hill, 1981.
	6	Fishman, G.S. Superefficient simulation of Markov chains and semi- Markov processes. TR UNC/ORSA/TR-82/5, Curriculum in Operations Research and Systems Analysis, University of North Carolina at Chapel Hill, 1982.
	7	J. H. Halton , D. C. Handscomb, A Method for Increasing the Efficiency of Monte Carlo Integration, Journal of the ACM (JACM), v.4 n.3, p.329-340, July 1957 [doi>10.1145/320881.320889]
	8	Hammersley, J.M. and Mauldon, J.G. General principles of antithetic variates. Proc. Cambridge Philosophical Society, 52, (1956) 476-481.
	9	Hammersley, J.M. and Morton. K.W. A new Monte Carlo technique: Antithetic variates. Proc. Cambridge Philosophical Society, 52, (1956) 449-475.
	10	Handscomb, D.C. Proof of the antithetic-variates theorems for n > 2. Proc. Cambridge Philosophical Society, 54 (1958), 300-301.
	11	Baosheng Douglas Huang, The antithetic sampling method: variance reduction technique in computer simulation, 1980
	12	Lyness, J.N. and Ninham, B.W. Numerical quadrature and asymptotic expansions. Math. Comput. 21, (1967) 162-178.
	13	Mardia. K.V. Families of Bivariate Distributions, London: Griffin Statistical Monographs, 1970.
	14	Roach, W.L. Antithetic sampling in system simulation. Unpublished Ph.D. Thesis, School of Business Administration, The University of Michigan, 1973.
	15	Whitt, W. Bivariate distributions with given marginals. Ann. Statistics, 4 (1976), 1280-1289.
	16	Wilson, J.R. Proof of the antithetic-variates theorem for unbounded functions. Math. Proc. of the Cambridge Philosophical Society, 86 (1979), 477-479.

CITED BY 8

	Pierre L'Ecuyer, Efficiency improvement and variance reduction, Proceedings of the 26th conference on Winter simulation, p.122-132, December 11-14, 1994, Orlando, Florida, United States
	Louis R. Moore, Monotonic generation of positive random variables, Proceedings of the 15th conference on Winter simulation, p.189-192, December 12-14, 1983, Arlington, Virginia, United States
	Barry L. Nelson, A decomposition approach to variance reduction, Proceedings of the 17th conference on Winter simulation, p.23-32, December 11-13, 1985, San Francisco, California, United States
	James J. Swain , Phillip A. Farrington, Designing simulation experiments for evaluating manufacturing systems, Proceedings of the 26th conference on Winter simulation, p.69-76, December 11-14, 1994, Orlando, Florida, United States
	Russell C. H. Cheng, Variance reduction methods, Proceedings of the 18th conference on Winter simulation, p.60-68, December 08-10, 1986, Washington, D.C., United States
	Phillip A Farrington , James J. Swain, Design of simulation experiments with manufacturing applications, Proceedings of the 25th conference on Winter simulation, p.69-75, December 12-15, 1993, Los Angeles, California, United States
	George S. Fishman, Antithetic variates and quasirandom points as variance reduction techniques, Proceedings of the 15th conference on Winter Simulation, p.557-560, December 12-14, 1983, Arlington, Virginia, United States
	Simon Streltsov , Pirooz Vakili, Parallel replicated simulation of Markov chains: implementation and variance reduction, Proceedings of the 25th conference on Winter simulation, p.430-436, December 12-15, 1993, Los Angeles, California, United States