= Some Guidelines and Guarantees for Common Random Numbers by Paul Glasserman and David D. Yao
{c}
{tag=Work by Paul Glasserman}
{tag=Work by David D. Yao}
{title2=1992}
https://doi.org/10.1287/mnsc.38.6.884
https://business.columbia.edu/sites/default/files-efs/pubfiles/4261/glasserman_yao_guidelines.pdf
Primary paper, \i[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: https://business.columbia.edu/sites/default/files-efs/pubfiles/4261/glasserman_yao_guidelines.pdf[§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].
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