Common Random Numbers (CRN)
The common random numbers variance reduction technique is a popular and useful variance reduction technique which applies when we are comparing two or more alternative configurations (of a system) instead of investigating a single configuration. CRN has also been called Correlated sampling, Matched streams or Matched pairs.
CRN requires synchronization of the random number streams, which ensures that in addition to using the same random numbers to simulate all configurations, a specific random number used for a specific purpose in one configuration is used for exactly the same purpose in all other configurations. For example, in queueing theory, if we are comparing two different configurations of tellers in a bank, we would want the (random) time of arrival of the Nth customer to be generated using the same draw from a random number stream for both configurations.
Read more about this topic: Variance Reduction
Famous quotes containing the words common, random and/or numbers:
“Just as language has no longer anything in common with the thing it names, so the movements of most of the people who live in cities have lost their connexion with the earth; they hang, as it were, in the air, hover in all directions, and find no place where they can settle.”
—Rainer Maria Rilke (1875–1926)
“... the random talk of people who have no chance of immortality and thus can speak their minds out has a setting, often, of lights, streets, houses, human beings, beautiful or grotesque, which will weave itself into the moment for ever.”
—Virginia Woolf (1882–1941)
“The only phenomenon with which writing has always been concomitant is the creation of cities and empires, that is the integration of large numbers of individuals into a political system, and their grading into castes or classes.... It seems to have favored the exploitation of human beings rather than their enlightenment.”
—Claude Lévi-Strauss (b. 1908)