| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Vasile Sinescu, Pierre L'Ecuyer |
Variance bounds and existence results for randomly shifted lattice rules.  |
J. Computational Applied Mathematics  |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Gerardo Rubino, Samira Saggadi, Bruno Tuffin |
Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation. |
IEEE Transactions on Reliability |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Vasile Sinescu, Pierre L'Ecuyer |
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. |
J. Complexity |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Bruno Tuffin |
Approximating zero-variance importance sampling in a reliability setting. |
Annals OR |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn |
Asymptotic robustness of estimators in rare-event simulation. |
ACM Trans. Model. Comput. Simul. |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane |
Optimizing daily agent scheduling in a multiskill call center. |
European Journal of Operational Research |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Rany El Haddad, Christian Lécot, Pierre L'Ecuyer, N. Nassif |
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space. |
Mathematics and Computers in Simulation |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | François Panneton, Pierre L'Ecuyer |
Resolution-stationary random number generators. |
Mathematics and Computers in Simulation |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, C. Sanvido |
Coupling from the past with randomized quasi-Monte Carlo. |
Mathematics and Computers in Simulation |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Héctor Cancela, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin |
Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation. |
Winter Simulation Conference |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Maxime Dion, Pierre L'Ecuyer |
American option pricing with randomized quasi-Monte Carlo simulations. |
Winter Simulation Conference |
2010 |
DBLP DOI BibTeX RDF |
|
| 1 | Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer |
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. |
INFORMS Journal on Computing |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Nabil Channouf, Pierre L'Ecuyer |
Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. |
Winter Simulation Conference |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Bruno Tuffin |
On the Error Distribution for Randomly-shifted Lattice Rules. |
Winter Simulation Conference |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin |
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. |
Operations Research |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Mehmet Tolga Çezik, Pierre L'Ecuyer |
Staffing Multiskill Call Centers via Linear Programming and Simulation. |
Management Science |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, François Panneton, Pierre L'Ecuyer |
Efficient Jump Ahead for 2-Linear Random Number Generators. |
INFORMS Journal on Computing |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. |
SETA |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer |
A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. |
SETA |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Eric Buist, Wyean Chan, Pierre L'Ecuyer |
Speeding up call center simulation and optimization by Markov chain uniformization. |
Winter Simulation Conference |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Bruno Tuffin |
Approximate zero-variance simulation. |
Winter Simulation Conference |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion |
Simulation of a Lévy process by PCA sampling to reduce the effective dimension. |
Winter Simulation Conference |
2008 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin |
Rare events, splitting, and quasi-Monte Carlo. |
ACM Trans. Model. Comput. Simul. |
2007 |
DBLP DOI BibTeX RDF |
highly-reliable Markovian systems, Markov chain, importance sampling, variance reduction, splitting, RESTART, Quasi-Monte Carlo |
| 1 | Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis |
Markov chain models of a telephone call center with call blending. |
Computers & OR |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Richard J. Simard |
TestU01: A C library for empirical testing of random number generators. |
ACM Trans. Math. Softw. |
2007 |
DBLP DOI BibTeX RDF |
Statistical software, random number generators, statistical test, random number tests |
| 1 | Pierre L'Ecuyer |
Efficient and portable 32-bit random variate generators (1986). |
Winter Simulation Conference |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon |
Fortieth anniversary special panel: Landmark papers. |
Winter Simulation Conference |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin |
Estimating the probability of a rare event over a finite time horizon. |
Winter Simulation Conference |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon |
Fortieth anniversary special panel: Landmark papers. |
Winter Simulation Conference |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | François Panneton, Pierre L'Ecuyer, Makoto Matsumoto |
Improved long-period generators based on linear recurrences modulo 2. |
ACM Trans. Math. Softw. |
2006 |
DBLP DOI BibTeX RDF |
GFSR linear recurrence modulo 2, linear feedback shift register, Random number generation, Mersenne twister |
| 1 | Pierre L'Ecuyer, Richard J. Simard |
Inverting the symmetrical beta distribution. |
ACM Trans. Math. Softw. |
2006 |
DBLP DOI BibTeX RDF |
symmetrical beta distribution, quantiles, inversion method, Random variate generation |
| 1 | Athanassios N. Avramidis, Pierre L'Ecuyer |
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. |
Management Science |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Bruno Tuffin |
Splitting with weight windows to control the likelihood ratio in importance sampling. |
VALUETOOLS |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Modeling and Optimization Problems in Contact Centers. |
QEST |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Eric Buist |
Variance reduction in the simulation of call centers. |
Winter Simulation Conference |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin |
Splitting for rare-event simulation. |
Winter Simulation Conference |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | François Panneton, Pierre L'Ecuyer |
On the xorshift random number generators. |
ACM Trans. Model. Comput. Simul. |
2005 |
DBLP DOI BibTeX RDF |
linear recurrence modulo 2, xorshift, linear feedback shift register, Random number generation |
| 1 | Pierre L'Ecuyer, Eric Buist |
Simulation in java with SSJ. |
Winter Simulation Conference |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, François Panneton |
Fast random number generators based on linear recurrences modulo 2: overview and comparison. |
Winter Simulation Conference |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Eric Buist, Pierre L'Ecuyer |
A java library for simulating contact centers. |
Winter Simulation Conference |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Athanassios N. Avramidis, Pierre L'Ecuyer |
Modeling and simulation of call centers. |
Winter Simulation Conference |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Renée Touzin |
On the Deng-Lin random number generators and related methods. |
Statistics and Computing |
2004 |
DBLP DOI BibTeX RDF |
multiple recursive generator (MRG), efficient generator, statistical test of randomness, lattice structure |
| 1 | Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux |
Combination of General Antithetic Transformations and Control Variables. |
Math. Oper. Res. |
2004 |
DBLP DOI BibTeX RDF |
|
| 1 | Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer |
Modeling Daily Arrivals to a Telephone Call Center. |
Management Science |
2004 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Quasi-Monte Carlo Methods in Finance. |
Winter Simulation Conference |
2004 |
DBLP BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Guest introduction. |
ACM Trans. Model. Comput. Simul. |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Jacinthe Granger-Piché |
Combined generators with components from different families. |
Mathematics and Computers in Simulation |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer (eds.) |
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part I |
ICCSA |
2003 |
DBLP BibTeX RDF |
|
| 1 | Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer (eds.) |
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III |
ICCSA |
2003 |
DBLP BibTeX RDF |
|
| 1 | Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer (eds.) |
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part II |
ICCSA |
2003 |
DBLP BibTeX RDF |
|
| 1 | Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis |
Customer relations management: call center operations: modelling and simulation of a telephone call center. |
Winter Simulation Conference |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay |
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. |
Winter Simulation Conference |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. |
Winter Simulation Conference |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, W. David Kelton |
An Object-Oriented Random-Number Package with Many Long Streams and Substreams. |
Operations Research |
2002 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher |
SSJ: SSJ: a framework for stochastic simulation in Java. |
Winter Simulation Conference |
2002 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Yanick Champoux |
Estimating small cell-loss ratios in ATM switches via importance sampling. |
ACM Trans. Model. Comput. Simul. |
2001 |
DBLP DOI BibTeX RDF |
ATM, importance sampling, variance reduction, rare events |
| 1 | Christiane Lemieux, Pierre L'Ecuyer |
On the Use of Quasi-Monte Carlo Methods in Computational Finance. |
International Conference on Computational Science |
2001 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Lattice Rules and Randomized Quasi-Monte Carlo. |
International Conference on Computational Science |
2001 |
DBLP DOI BibTeX RDF |
|
| 1 | 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? |
Winter Simulation Conference |
2001 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Software for uniform random number generation: distinguishing the good and the bad. |
Winter Simulation Conference |
2001 |
DBLP DOI BibTeX RDF |
|
| 1 | Raymond Couture, Pierre L'Ecuyer |
Lattice computations for random numbers. |
Math. Comput. |
2000 |
DBLP DOI BibTeX RDF |
|
| 1 | Christiane Lemieux, Pierre L'Ecuyer |
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. |
Winter Simulation Conference |
2000 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, François Panneton |
A new class of linear feedback shift register generators. |
Winter Simulation Conference |
2000 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Renée Touzin |
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r. |
Winter Simulation Conference |
2000 |
DBLP DOI BibTeX RDF |
|
| 1 | Denis Choquet, Pierre L'Ecuyer, Christian Léger |
Bootstrap confidence intervals for ratios of expectations. |
ACM Trans. Model. Comput. Simul. |
1999 |
DBLP DOI BibTeX RDF |
ratio estimation problem, regenerative simulation, bootstrap, confidence intervals |
| 1 | Pierre L'Ecuyer, Richard J. Simard |
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r. |
ACM Trans. Math. Softw. |
1999 |
DBLP DOI BibTeX RDF |
correlation test, random number generation, linear congruential generators |
| 1 | Pierre L'Ecuyer |
Tables of maximally equidistributed combined LFSR generators. |
Math. Comput. |
1999 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Tables of linear congruential generators of different sizes and good lattice structure. |
Math. Comput. |
1999 |
DBLP DOI BibTeX RDF |
|
| 1 | 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. |
Winter Simulation Conference |
1999 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Christiane Lemieux |
Quasi-Monte Carlo via linear shift-register sequences. |
Winter Simulation Conference |
1999 |
DBLP DOI BibTeX RDF |
|
| 1 | Ernest H. Page, David M. Nicol, Osman Balci, Richard Fujimoto, Paul A. Fishwick, Pierre L'Ecuyer, Roger Smith |
Strategic directions in simulation research (panel). |
Winter Simulation Conference |
1999 |
DBLP DOI BibTeX RDF |
|
| 1 | Raymond Couture, Pierre L'Ecuyer |
Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation. |
ACM Trans. Model. Comput. Simul. |
1998 |
DBLP DOI BibTeX RDF |
|
| 1 | Christiane Lemieux, Pierre L'Ecuyer |
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. (PDF / PS) |
MASCOTS |
1998 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Uniform Random Number Generators. |
Winter Simulation Conference |
1998 |
DBLP BibTeX RDF |
|
| 1 | Christiane Lemieux, Pierre L'Ecuyer |
Efficiency Improvement by Lattice Rules for Pricing Asian Options. |
Winter Simulation Conference |
1998 |
DBLP BibTeX RDF |
|
| 1 | Raymond Couture, Pierre L'Ecuyer |
Distribution properties of multiply-with-c arry random number generators. |
Math. Comput. |
1997 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences. |
INFORMS Journal on Computing |
1997 |
DBLP BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Raymond Couture |
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators. |
INFORMS Journal on Computing |
1997 |
DBLP BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Uniform Random Number Generators: A Review. |
Winter Simulation Conference |
1997 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Maximally equidistributed combined Tausworthe generators. |
Math. Comput. |
1996 |
DBLP DOI BibTeX RDF |
|
| 1 | Raymond Couture, Pierre L'Ecuyer |
Orbits and lattices for linear random number generators with composite moduli. |
Math. Comput. |
1996 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Commentary - Simulation of Algorithms for Performance Analysis. |
INFORMS Journal on Computing |
1996 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Yanick Champoux |
Importance Sampling for Large ATM-Type Queueing Networks. |
Winter Simulation Conference |
1996 |
DBLP DOI BibTeX RDF |
|
| 1 | Raymond Couture, Pierre L'Ecuyer |
Linear Recurrences with Carry as Uniform Random Number Generators. |
Winter Simulation Conference |
1995 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Efficiency improvement and variance reduction. |
Winter Simulation Conference |
1994 |
DBLP BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Recent advances in uniform random number generation. |
Winter Simulation Conference |
1994 |
DBLP BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, François Blouin, Raymond Couture |
A Search for Good Multiple Recursive Random Number Generators. |
ACM Trans. Model. Comput. Simul. |
1993 |
DBLP DOI BibTeX RDF |
full period, linear congruential, multiple recursive generators, portable code, spectral test, lattice structure |
| 1 | Shu Tezuka, Pierre L'Ecuyer, Raymond Couture |
On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators. |
ACM Trans. Model. Comput. Simul. |
1993 |
DBLP DOI BibTeX RDF |
add-with-carry, subtract-with-borrow, linear congruential generators, spectral test, lattice structure |
| 1 | Pierre L'Ecuyer |
Two approaches for estimating the gradient in functional form. |
Winter Simulation Conference |
1993 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Testing random number generators. |
Winter Simulation Conference |
1992 |
DBLP DOI BibTeX RDF |
|
| 1 | Shu Tezuka, Pierre L'Ecuyer |
Analysis of Add-with-Carry and Subtract-with-Borrow Generators. |
Winter Simulation Conference |
1992 |
DBLP DOI BibTeX RDF |
|
| 1 | Shu Tezuka, Pierre L'Ecuyer |
Efficient and Portable Combined Tausworthe Random Number Generators. |
ACM Trans. Model. Comput. Simul. |
1991 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Serge Côté |
Implementing a random number package with splitting facilities. |
ACM Trans. Math. Softw. |
1991 |
DBLP DOI BibTeX RDF |
|
| 1 | Peter W. Glynn, Pierre L'Ecuyer, Michel Adès |
Gradient estimation for ratios. |
Winter Simulation Conference |
1991 |
DBLP DOI BibTeX RDF |
|
| 1 | Felisa J. Vázquez-Abad, Pierre L'Ecuyer |
Comparing alternative methods for derivative estimation when IPA does not apply directly. |
Winter Simulation Conference |
1991 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
An overview of derivative estimation. |
Winter Simulation Conference |
1991 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
Random Numbers for Simulation. |
Commun. ACM |
1990 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, René Proulx |
About polynomial-time "unpredictable" generators. |
Winter Simulation Conference |
1989 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer |
A tutorial on uniform variate generation. |
Winter Simulation Conference |
1989 |
DBLP DOI BibTeX RDF |
|
| 1 | Pierre L'Ecuyer, Jacques Malenfant |
Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems. |
IEEE Trans. Computers |
1988 |
DBLP DOI BibTeX RDF |
|
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