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 Tagged: Work by David D. Yao

Some Guidelines and Guarantees for Common Random Numbers by Paul Glasserman and David D. Yao 2026-11-05
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doi.org/10.1287/mnsc.38.6.884
business.columbia.edu/sites/default/files-efs/pubfiles/4261/glasserman_yao_guidelines.pdf
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.
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