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Pierre L'Ecuyer :
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Pierre L'Ecuyer Lattice Rules and Randomized Quasi-Monte Carlo. [Citation Graph (0, 0)][DBLP ] International Conference on Computational Science (1), 2001, pp:9- [Conf ] Christiane Lemieux , Pierre L'Ecuyer On the Use of Quasi-Monte Carlo Methods in Computational Finance. [Citation Graph (0, 0)][DBLP ] International Conference on Computational Science (1), 2001, pp:607-618 [Conf ] Christiane Lemieux , Pierre L'Ecuyer An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. [Citation Graph (0, 0)][DBLP ] MASCOTS, 1998, pp:101-106 [Conf ] Pierre L'Ecuyer Modeling and Optimization Problems in Contact Centers. [Citation Graph (0, 0)][DBLP ] QEST, 2006, pp:145-156 [Conf ] Tayfur Altiok , W. David Kelton , Pierre L'Ecuyer , Barry L. Nelson , Bruce W. Schmeiser , Thomas J. Schriber , Lee Schruben , James R. Wilson Panel: academic perspectives: various ways academics teach simulation: are they all appropriate? [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2001, pp:1580-1591 [Conf ] Hatem Ben Ameur , Pierre L'Ecuyer , Christiane Lemieux Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1999, pp:336-343 [Conf ] Athanassios N. Avramidis , Pierre L'Ecuyer Modeling and simulation of call centers. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2005, pp:144-152 [Conf ] Athanassios N. Avramidis , Pierre L'Ecuyer , Pierre-Alexandre Tremblay New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2003, pp:319-326 [Conf ] Eric Buist , Pierre L'Ecuyer A java library for simulating contact centers. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2005, pp:556-565 [Conf ] Raymond Couture , Pierre L'Ecuyer Linear Recurrences with Carry as Uniform Random Number Generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1995, pp:263-267 [Conf ] Peter W. Glynn , Pierre L'Ecuyer , Michel Adès Gradient estimation for ratios. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1991, pp:986-994 [Conf ] Pierre L'Ecuyer Software for uniform random number generation: distinguishing the good and the bad. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2001, pp:95-105 [Conf ] Pierre L'Ecuyer Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2003, pp:81-89 [Conf ] Pierre L'Ecuyer Quasi-Monte Carlo Methods in Finance. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2004, pp:1645-0 [Conf ] Pierre L'Ecuyer A tutorial on uniform variate generation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1989, pp:40-49 [Conf ] Pierre L'Ecuyer An overview of derivative estimation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1991, pp:207-217 [Conf ] Pierre L'Ecuyer Testing random number generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1992, pp:305-313 [Conf ] Pierre L'Ecuyer Two approaches for estimating the gradient in functional form. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1993, pp:338-346 [Conf ] Pierre L'Ecuyer Efficiency improvement and variance reduction. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1994, pp:122-132 [Conf ] Pierre L'Ecuyer Recent advances in uniform random number generation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1994, pp:176-183 [Conf ] Pierre L'Ecuyer Uniform Random Number Generators: A Review. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1997, pp:127-134 [Conf ] Pierre L'Ecuyer Uniform Random Number Generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1998, pp:97-104 [Conf ] Pierre L'Ecuyer , Eric Buist Simulation in java with SSJ. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2005, pp:611-620 [Conf ] Pierre L'Ecuyer , Yanick Champoux Importance Sampling for Large ATM-Type Queueing Networks. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1996, pp:309-316 [Conf ] Pierre L'Ecuyer , Christiane Lemieux Quasi-Monte Carlo via linear shift-register sequences. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1999, pp:632-639 [Conf ] Pierre L'Ecuyer , Lakhdar Meliani , Jean G. Vaucher SSJ: SSJ: a framework for stochastic simulation in Java. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2002, pp:234-242 [Conf ] Pierre L'Ecuyer , François Panneton A new class of linear feedback shift register generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2000, pp:690-696 [Conf ] Pierre L'Ecuyer , François Panneton Fast random number generators based on linear recurrences modulo 2: overview and comparison. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2005, pp:110-119 [Conf ] Pierre L'Ecuyer , René Proulx About polynomial-time "unpredictable" generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1989, pp:467-476 [Conf ] Pierre L'Ecuyer , Renée Touzin Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r . [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2000, pp:683-689 [Conf ] Christiane Lemieux , Pierre L'Ecuyer Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2000, pp:509-516 [Conf ] Christiane Lemieux , Pierre L'Ecuyer Efficiency Improvement by Lattice Rules for Pricing Asian Options. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1998, pp:579-586 [Conf ] Ernest H. Page , David M. Nicol , Osman Balci , Richard Fujimoto , Paul A. Fishwick , Pierre L'Ecuyer , Roger Smith Strategic directions in simulation research (panel). [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1999, pp:1509-1520 [Conf ] Juta Pichitlamken , Alexandre Deslauriers , Pierre L'Ecuyer , Athanassios N. Avramidis Customer relations management: call center operations: modelling and simulation of a telephone call center. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2003, pp:1805-1812 [Conf ] Shu Tezuka , Pierre L'Ecuyer Analysis of Add-with-Carry and Subtract-with-Borrow Generators. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1992, pp:443-447 [Conf ] Felisa J. Vázquez-Abad , Pierre L'Ecuyer Comparing alternative methods for derivative estimation when IPA does not apply directly. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 1991, pp:1004-1011 [Conf ] Pierre L'Ecuyer , Eric Buist Variance reduction in the simulation of call centers. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2006, pp:604-613 [Conf ] Pierre L'Ecuyer , Valérie Demers , Bruno Tuffin Splitting for rare-event simulation. [Citation Graph (0, 0)][DBLP ] Winter Simulation Conference, 2006, pp:137-148 [Conf ] Pierre L'Ecuyer , Bruno Tuffin Splitting with weight windows to control the likelihood ratio in importance sampling. [Citation Graph (0, 0)][DBLP ] VALUETOOLS, 2006, pp:21- [Conf ] Pierre L'Ecuyer Efficient and Portable Combined Random Number Generators. [Citation Graph (0, 0)][DBLP ] Commun. ACM, 1988, v:31, n:6, pp:742-749 [Journal ] Pierre L'Ecuyer Random Numbers for Simulation. [Citation Graph (0, 0)][DBLP ] Commun. ACM, 1990, v:33, n:10, pp:85-97 [Journal ] Alexandre Deslauriers , Pierre L'Ecuyer , Juta Pichitlamken , Armann Ingolfsson , Athanassios N. Avramidis Markov chain models of a telephone call center with call blending. [Citation Graph (0, 0)][DBLP ] Computers & OR, 2007, v:34, n:6, pp:1616-1645 [Journal ] Pierre L'Ecuyer Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences. [Citation Graph (0, 0)][DBLP ] INFORMS Journal on Computing, 1997, v:9, n:1, pp:57-60 [Journal ] Pierre L'Ecuyer , Raymond Couture An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators. [Citation Graph (0, 0)][DBLP ] INFORMS Journal on Computing, 1997, v:9, n:2, pp:206-217 [Journal ] Pierre L'Ecuyer Formal formatting rules for Pascal programs. [Citation Graph (0, 0)][DBLP ] Journal of Systems and Software, 1987, v:7, n:4, pp:311-322 [Journal ] Raymond Couture , Pierre L'Ecuyer Lattice computations for random numbers. [Citation Graph (0, 0)][DBLP ] Math. Comput., 2000, v:69, n:230, pp:757-765 [Journal ] Raymond Couture , Pierre L'Ecuyer Orbits and lattices for linear random number generators with composite moduli. [Citation Graph (0, 0)][DBLP ] Math. Comput., 1996, v:65, n:213, pp:189-201 [Journal ] Raymond Couture , Pierre L'Ecuyer Distribution properties of multiply-with-c arry random number generators. [Citation Graph (0, 0)][DBLP ] Math. Comput., 1997, v:66, n:218, pp:591-607 [Journal ] Pierre L'Ecuyer Maximally equidistributed combined Tausworthe generators. [Citation Graph (0, 0)][DBLP ] Math. Comput., 1996, v:65, n:213, pp:203-213 [Journal ] Pierre L'Ecuyer Tables of linear congruential generators of different sizes and good lattice structure. [Citation Graph (0, 0)][DBLP ] Math. Comput., 1999, v:68, n:225, pp:249-260 [Journal ] Pierre L'Ecuyer Tables of maximally equidistributed combined LFSR generators. [Citation Graph (0, 0)][DBLP ] Math. Comput., 1999, v:68, n:225, pp:261-269 [Journal ] Hatem Ben Ameur , Pierre L'Ecuyer , Christiane Lemieux Combination of General Antithetic Transformations and Control Variables. [Citation Graph (0, 0)][DBLP ] Math. Oper. Res., 2004, v:29, n:4, pp:946-960 [Journal ] Pierre L'Ecuyer , Jacques Malenfant Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems. [Citation Graph (0, 0)][DBLP ] IEEE Trans. Computers, 1988, v:37, n:4, pp:491-496 [Journal ] Denis Choquet , Pierre L'Ecuyer , Christian Léger Bootstrap confidence intervals for ratios of expectations. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 1999, v:9, n:4, pp:326-348 [Journal ] Raymond Couture , Pierre L'Ecuyer Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 1998, v:8, n:1, pp:1-2 [Journal ] Pierre L'Ecuyer Guest introduction. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 2003, v:13, n:4, pp:295-298 [Journal ] Pierre L'Ecuyer , François Blouin , Raymond Couture A Search for Good Multiple Recursive Random Number Generators. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 1993, v:3, n:2, pp:87-98 [Journal ] Pierre L'Ecuyer , Yanick Champoux Estimating small cell-loss ratios in ATM switches via importance sampling. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 2001, v:11, n:1, pp:76-105 [Journal ] François Panneton , Pierre L'Ecuyer On the xorshift random number generators. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 2005, v:15, n:4, pp:346-361 [Journal ] Shu Tezuka , Pierre L'Ecuyer Efficient and Portable Combined Tausworthe Random Number Generators. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 1991, v:1, n:2, pp:99-112 [Journal ] Shu Tezuka , Pierre L'Ecuyer , Raymond Couture On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 1993, v:3, n:4, pp:315-331 [Journal ] Pierre L'Ecuyer , Richard J. Simard Beware of linear congruential generators with multipliers of the form a = ±2q ±2r . [Citation Graph (0, 0)][DBLP ] ACM Trans. Math. Softw., 1999, v:25, n:3, pp:367-374 [Journal ] François Panneton , Pierre L'Ecuyer , Makoto Matsumoto Improved long-period generators based on linear recurrences modulo 2. [Citation Graph (0, 0)][DBLP ] ACM Trans. Math. Softw., 2006, v:32, n:1, pp:1-16 [Journal ] Pierre L'Ecuyer , Richard J. Simard Inverting the symmetrical beta distribution. [Citation Graph (0, 0)][DBLP ] ACM Trans. Math. Softw., 2006, v:32, n:4, pp:509-520 [Journal ] Pierre L'Ecuyer , Jacinthe Granger-Piché Combined generators with components from different families. [Citation Graph (0, 0)][DBLP ] Mathematics and Computers in Simulation, 2003, v:62, n:3-6, pp:395-404 [Journal ] Pierre L'Ecuyer , Valérie Demers , Bruno Tuffin Rare events, splitting, and quasi-Monte Carlo. [Citation Graph (0, 0)][DBLP ] ACM Trans. Model. Comput. Simul., 2007, v:17, n:2, pp:- [Journal ] Pierre L'Ecuyer , Richard J. Simard TestU01: A C library for empirical testing of random number generators. [Citation Graph (0, 0)][DBLP ] ACM Trans. Math. Softw., 2007, v:33, n:4, pp:- [Journal ] Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. [Citation Graph (, )][DBLP ] A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. [Citation Graph (, )][DBLP ] Efficient and portable 32-bit random variate generators (1986). [Citation Graph (, )][DBLP ] Fortieth anniversary special panel: Landmark papers. [Citation Graph (, )][DBLP ] Estimating the probability of a rare event over a finite time horizon. [Citation Graph (, )][DBLP ] Fortieth anniversary special panel: Landmark papers. [Citation Graph (, )][DBLP ] Approximate zero-variance simulation. [Citation Graph (, )][DBLP ] Simulation of a Lévy process by PCA sampling to reduce the effective dimension. [Citation Graph (, )][DBLP ] Speeding up call center simulation and optimization by Markov chain uniformization. [Citation Graph (, )][DBLP ] On the Error Distribution for Randomly-shifted Lattice Rules. [Citation Graph (, )][DBLP ] Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. [Citation Graph (, )][DBLP ] Search in 0.040secs, Finished in 0.043secs