| 2008 |
|---|
| 81 | EE | Pierre L'Ecuyer:
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation.
SETA 2008: 1-17 |
| 80 | EE | Hiroshi Haramoto,
Makoto Matsumoto,
Pierre L'Ecuyer:
A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space.
SETA 2008: 290-298 |
| 79 | EE | Eric Buist,
Wyean Chan,
Pierre L'Ecuyer:
Speeding up call center simulation and optimization by Markov chain uniformization.
Winter Simulation Conference 2008: 1652-1660 |
| 78 | EE | Pierre L'Ecuyer,
Bruno Tuffin:
Approximate zero-variance simulation.
Winter Simulation Conference 2008: 170-181 |
| 77 | EE | 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: 436-443 |
| 76 | EE | Hiroshi Haramoto,
Makoto Matsumoto,
Takuji Nishimura,
François Panneton,
Pierre L'Ecuyer:
Efficient Jump Ahead for 2-Linear Random Number Generators.
INFORMS Journal on Computing 20(3): 385-390 (2008) |
| 2007 |
|---|
| 75 | EE | 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: 14-25 |
| 74 | EE | 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: 2-13 |
| 73 | EE | 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: 403-411 |
| 72 | EE | Pierre L'Ecuyer:
Efficient and portable 32-bit random variate generators (1986).
Winter Simulation Conference 2007: 5 |
| 71 | EE | Pierre L'Ecuyer,
Richard J. Simard:
TestU01: A C library for empirical testing of random number generators.
ACM Trans. Math. Softw. 33(4): (2007) |
| 70 | EE | Pierre L'Ecuyer,
Valérie Demers,
Bruno Tuffin:
Rare events, splitting, and quasi-Monte Carlo.
ACM Trans. Model. Comput. Simul. 17(2): (2007) |
| 69 | EE | 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 34(6): 1616-1645 (2007) |
| 2006 |
|---|
| 68 | EE | Pierre L'Ecuyer:
Modeling and Optimization Problems in Contact Centers.
QEST 2006: 145-156 |
| 67 | EE | Pierre L'Ecuyer,
Bruno Tuffin:
Splitting with weight windows to control the likelihood ratio in importance sampling.
VALUETOOLS 2006: 21 |
| 66 | EE | Pierre L'Ecuyer,
Valérie Demers,
Bruno Tuffin:
Splitting for rare-event simulation.
Winter Simulation Conference 2006: 137-148 |
| 65 | EE | Pierre L'Ecuyer,
Eric Buist:
Variance reduction in the simulation of call centers.
Winter Simulation Conference 2006: 604-613 |
| 64 | EE | François Panneton,
Pierre L'Ecuyer,
Makoto Matsumoto:
Improved long-period generators based on linear recurrences modulo 2.
ACM Trans. Math. Softw. 32(1): 1-16 (2006) |
| 63 | EE | Pierre L'Ecuyer,
Richard J. Simard:
Inverting the symmetrical beta distribution.
ACM Trans. Math. Softw. 32(4): 509-520 (2006) |
| 2005 |
|---|
| 62 | EE | Pierre L'Ecuyer,
François Panneton:
Fast random number generators based on linear recurrences modulo 2: overview and comparison.
Winter Simulation Conference 2005: 110-119 |
| 61 | EE | Athanassios N. Avramidis,
Pierre L'Ecuyer:
Modeling and simulation of call centers.
Winter Simulation Conference 2005: 144-152 |
| 60 | EE | Eric Buist,
Pierre L'Ecuyer:
A java library for simulating contact centers.
Winter Simulation Conference 2005: 556-565 |
| 59 | EE | Pierre L'Ecuyer,
Eric Buist:
Simulation in java with SSJ.
Winter Simulation Conference 2005: 611-620 |
| 58 | EE | François Panneton,
Pierre L'Ecuyer:
On the xorshift random number generators.
ACM Trans. Model. Comput. Simul. 15(4): 346-361 (2005) |
| 2004 |
|---|
| 57 | EE | Pierre L'Ecuyer:
Quasi-Monte Carlo Methods in Finance.
Winter Simulation Conference 2004: 1645- |
| 56 | EE | Hatem Ben Ameur,
Pierre L'Ecuyer,
Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res. 29(4): 946-960 (2004) |
| 55 | EE | Pierre L'Ecuyer,
Renée Touzin:
On the Deng-Lin random number generators and related methods.
Statistics and Computing 14(1): 5-9 (2004) |
| 2003 |
|---|
| 54 | | Vipin Kumar,
Marina L. Gavrilova,
Chih Jeng Kenneth Tan,
Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part I
Springer 2003 |
| 53 | | Vipin Kumar,
Marina L. Gavrilova,
Chih Jeng Kenneth Tan,
Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part II
Springer 2003 |
| 52 | | Vipin Kumar,
Marina L. Gavrilova,
Chih Jeng Kenneth Tan,
Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III
Springer 2003 |
| 51 | EE | 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: 1805-1812 |
| 50 | EE | 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: 319-326 |
| 49 | EE | Pierre L'Ecuyer:
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation.
Winter Simulation Conference 2003: 81-89 |
| 48 | EE | Pierre L'Ecuyer:
Guest introduction.
ACM Trans. Model. Comput. Simul. 13(4): 295-298 (2003) |
| 47 | EE | Pierre L'Ecuyer,
Jacinthe Granger-Piché:
Combined generators with components from different families.
Mathematics and Computers in Simulation 62(3-6): 395-404 (2003) |
| 2002 |
|---|
| 46 | EE | Pierre L'Ecuyer,
Lakhdar Meliani,
Jean G. Vaucher:
SSJ: SSJ: a framework for stochastic simulation in Java.
Winter Simulation Conference 2002: 234-242 |
| 2001 |
|---|
| 45 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
On the Use of Quasi-Monte Carlo Methods in Computational Finance.
International Conference on Computational Science (1) 2001: 607-618 |
| 44 | EE | Pierre L'Ecuyer:
Lattice Rules and Randomized Quasi-Monte Carlo.
International Conference on Computational Science (1) 2001: 9 |
| 43 | EE | 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: 1580-1591 |
| 42 | EE | Pierre L'Ecuyer:
Software for uniform random number generation: distinguishing the good and the bad.
Winter Simulation Conference 2001: 95-105 |
| 41 | EE | Pierre L'Ecuyer,
Yanick Champoux:
Estimating small cell-loss ratios in ATM switches via importance sampling.
ACM Trans. Model. Comput. Simul. 11(1): 76-105 (2001) |
| 2000 |
|---|
| 40 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
Winter Simulation Conference 2000: 509-516 |
| 39 | EE | Pierre L'Ecuyer,
Renée Touzin:
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r.
Winter Simulation Conference 2000: 683-689 |
| 38 | EE | Pierre L'Ecuyer,
François Panneton:
A new class of linear feedback shift register generators.
Winter Simulation Conference 2000: 690-696 |
| 37 | | Raymond Couture,
Pierre L'Ecuyer:
Lattice computations for random numbers.
Math. Comput. 69(230): 757-765 (2000) |
| 1999 |
|---|
| 36 | EE | 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: 1509-1520 |
| 35 | EE | 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: 336-343 |
| 34 | EE | Pierre L'Ecuyer,
Christiane Lemieux:
Quasi-Monte Carlo via linear shift-register sequences.
Winter Simulation Conference 1999: 632-639 |
| 33 | EE | Pierre L'Ecuyer,
Richard J. Simard:
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r.
ACM Trans. Math. Softw. 25(3): 367-374 (1999) |
| 32 | EE | Denis Choquet,
Pierre L'Ecuyer,
Christian Léger:
Bootstrap confidence intervals for ratios of expectations.
ACM Trans. Model. Comput. Simul. 9(4): 326-348 (1999) |
| 31 | | Pierre L'Ecuyer:
Tables of linear congruential generators of different sizes and good lattice structure.
Math. Comput. 68(225): 249-260 (1999) |
| 30 | | Pierre L'Ecuyer:
Tables of maximally equidistributed combined LFSR generators.
Math. Comput. 68(225): 261-269 (1999) |
| 1998 |
|---|
| 29 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.
MASCOTS 1998: 101-106 |
| 28 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options.
Winter Simulation Conference 1998: 579-586 |
| 27 | EE | Pierre L'Ecuyer:
Uniform Random Number Generators.
Winter Simulation Conference 1998: 97-104 |
| 26 | EE | Raymond Couture,
Pierre L'Ecuyer:
Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation.
ACM Trans. Model. Comput. Simul. 8(1): 1-2 (1998) |
| 1997 |
|---|
| 25 | EE | Pierre L'Ecuyer:
Uniform Random Number Generators: A Review.
Winter Simulation Conference 1997: 127-134 |
| 24 | EE | Pierre L'Ecuyer:
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences.
INFORMS Journal on Computing 9(1): 57-60 (1997) |
| 23 | EE | Pierre L'Ecuyer,
Raymond Couture:
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators.
INFORMS Journal on Computing 9(2): 206-217 (1997) |
| 22 | | Raymond Couture,
Pierre L'Ecuyer:
Distribution properties of multiply-with-c arry random number generators.
Math. Comput. 66(218): 591-607 (1997) |
| 1996 |
|---|
| 21 | EE | Pierre L'Ecuyer,
Yanick Champoux:
Importance Sampling for Large ATM-Type Queueing Networks.
Winter Simulation Conference 1996: 309-316 |
| 20 | | Raymond Couture,
Pierre L'Ecuyer:
Orbits and lattices for linear random number generators with composite moduli.
Math. Comput. 65(213): 189-201 (1996) |
| 19 | | Pierre L'Ecuyer:
Maximally equidistributed combined Tausworthe generators.
Math. Comput. 65(213): 203-213 (1996) |
| 1995 |
|---|
| 18 | EE | Raymond Couture,
Pierre L'Ecuyer:
Linear Recurrences with Carry as Uniform Random Number Generators.
Winter Simulation Conference 1995: 263-267 |
| 1994 |
|---|
| 17 | EE | Pierre L'Ecuyer:
Efficiency improvement and variance reduction.
Winter Simulation Conference 1994: 122-132 |
| 16 | EE | Pierre L'Ecuyer:
Recent advances in uniform random number generation.
Winter Simulation Conference 1994: 176-183 |
| 1993 |
|---|
| 15 | EE | Pierre L'Ecuyer:
Two approaches for estimating the gradient in functional form.
Winter Simulation Conference 1993: 338-346 |
| 14 | EE | Pierre L'Ecuyer,
François Blouin,
Raymond Couture:
A Search for Good Multiple Recursive Random Number Generators.
ACM Trans. Model. Comput. Simul. 3(2): 87-98 (1993) |
| 13 | EE | 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. 3(4): 315-331 (1993) |
| 1992 |
|---|
| 12 | EE | Pierre L'Ecuyer:
Testing random number generators.
Winter Simulation Conference 1992: 305-313 |
| 11 | EE | Shu Tezuka,
Pierre L'Ecuyer:
Analysis of Add-with-Carry and Subtract-with-Borrow Generators.
Winter Simulation Conference 1992: 443-447 |
| 1991 |
|---|
| 10 | EE | Felisa J. Vázquez-Abad,
Pierre L'Ecuyer:
Comparing alternative methods for derivative estimation when IPA does not apply directly.
Winter Simulation Conference 1991: 1004-1011 |
| 9 | EE | Pierre L'Ecuyer:
An overview of derivative estimation.
Winter Simulation Conference 1991: 207-217 |
| 8 | EE | Peter W. Glynn,
Pierre L'Ecuyer,
Michel Adès:
Gradient estimation for ratios.
Winter Simulation Conference 1991: 986-994 |
| 7 | EE | Shu Tezuka,
Pierre L'Ecuyer:
Efficient and Portable Combined Tausworthe Random Number Generators.
ACM Trans. Model. Comput. Simul. 1(2): 99-112 (1991) |
| 1990 |
|---|
| 6 | | Pierre L'Ecuyer:
Random Numbers for Simulation.
Commun. ACM 33(10): 85-97 (1990) |
| 1989 |
|---|
| 5 | EE | Pierre L'Ecuyer:
A tutorial on uniform variate generation.
Winter Simulation Conference 1989: 40-49 |
| 4 | EE | Pierre L'Ecuyer,
René Proulx:
About polynomial-time "unpredictable" generators.
Winter Simulation Conference 1989: 467-476 |
| 1988 |
|---|
| 3 | | Pierre L'Ecuyer:
Efficient and Portable Combined Random Number Generators.
Commun. ACM 31(6): 742-749, 774 (1988) |
| 2 | | Pierre L'Ecuyer,
Jacques Malenfant:
Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems.
IEEE Trans. Computers 37(4): 491-496 (1988) |
| 1987 |
|---|
| 1 | EE | Pierre L'Ecuyer:
Formal formatting rules for Pascal programs.
Journal of Systems and Software 7(4): 311-322 (1987) |
