 Some Guidelines and Guarantees for Common Random Numbers by Paul Glasserman and David D. Yao

Primary paper, Management Science 38(6), 884–908 (1992), by Paul Glasserman and David D. Yao. Page884 gives the covariance identity for a difference of simulated outputs; the abstract and later results state conditions for effective common random numbers.

Additional locators: §3, equations 8–9, printed p. 894, arrival and service-completion recursions; §4.2, Example 4.6, printed p. 897, initially empty single-server queue and event-time properties.