Name
Abstract | ||
|---|---|---|
The use of common random numbers is a method of variance reduction usually implemented by allocating different but repeatable random number streams to different distributions in a simulation. Linear or multiplicative congruential generators with linearly related seeds for the streams are commonly used. We show that there is a simple mathematical relationship between the ith number in streams of multiple recursive or congruential generators and that streams produced from linearly related seeds have serious undesirable correlations. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1057/palgrave.jos.4250013 | Journal of Simulation |
Keywords | DocType | Volume |
discrete event simulation,simulation | Journal | 1 |
Issue | ISSN | Citations |
2 | 1747-7786 | 1 |
PageRank | References | Authors |
0.35 | 5 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| R Davies | 1 | 1 | 0.35 |
| R J Brooks | 2 | 1 | 0.35 |