L'Ecuyer, Pierre - Département d'Informatique et recherche opérationnelle, Université de Montréal

• Amelioration de l'Efficacite Efficacite d'un estimateur X pour estimer
• On the Use of Quasi-Monte Carlo Methods in Computational Finance
• CENTRAL LIMIT THEOREMS FOR STOCHASTIC OPTIMIZATION ALGORITHMS USING INFINITESIMAL
• MATHEMATICS OF COMPUTATION VOLUME 00, NUMBER 00
• Version: March 5, 2002 SPARSE SERIAL TESTS OF UNIFORMITY FOR RANDOM
• IFT-6561: SIMULATION Automne 2009 Prof. Pierre L'Ecuyer
• AN OBJECT-ORIENTED RANDOM-NUMBER PACKAGE WITH MANY LONG STREAMS AND PIERRE L'ECUYER and RICHARD SIMARD
• Lois empiriques et quasi-empiriques Observations x1, . . . , xn; observations triees x(1), . . . , x(n).
• IFT-6561 SIMULATION Automne 2005 Prof. Pierre L'Ecuyer
• Contract no: 20851A2/1/143 Random Numbers
• Simulation `a evenements discrets Des evenements e0, e1, e2, . . . surviennent aux instants 0 = t0 t1 t2 .
• Optimization via Simulation. Want to minimize ff(`).
• UNIFORM RANDOM NUMBER GENERATORS Pierre L'Ecuyer
• Version: February 1, 1997 BUDGETDEPENDENT CONVERGENCE RATE
• Variance Reduction via Lattice Rules Pierre L'Ecuyer Christiane Lemieux
• Proceedings of the 2010 Winter Simulation Conference B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Yucesan, eds.
• ORBITS AND LATTICES FOR LINEAR RANDOM NUMBER GENERATORS
• This is page 1 Printer: Opaque this
• RECENT ADVANCES IN UNIFORM RANDOM NUMBER GENERATION
• TESTING RANDOM NUMBER GENERATORS Pierre L'Ecuyer
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2010 Prof. Pierre L'Ecuyer
• On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates
• Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
• Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2
• Amelioration de l'Efficacite Efficacite d'un estimateur X
• ABOUT POLYNOMIALTIME ``UNPREDICTABLE'' GENERATORS Pierre L'Ecuyer and Ren'e Proulx
• To appear in the Annals of Operations Research (1994) Version: Fall 1993
• Optimal Long-Term Financial Contracting Peter M. DeMarzo
• IFT-6561 SIMULATION Automne 2005 Prof. Pierre L'Ecuyer
• LATEX2 SVMult Document Class Editor Instructions
• JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Issue II. http://www.jstatsoft.org/
• Modelisation Generalites: abstraction, simplification, validation, recommendations.
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• Proceedings of the 1993 Winter Simulation Conference G. W. Evans, M. Mollaghasemi, E. C. Russell, W.E. Biles (eds.)
• Proceedings of the 2004 Winter Simulation Conference R. G. Ingalls, M. D. Rossetti, J. S. Smith, and B. A. Peters, eds.
• F2-Linear Random Number Generators Pierre L'Ecuyer and Franois Panneton
• Horizon fini Un mod`ele est sur horizon fini si la mesure de performance qui nous interesse
• Generation de Valeurs Aleatoires Non Uniformes On dispose d'un generateur fournissant des v.a. i.i.d. U(0, 1).
• Echantillonnage strategique (ou pondere) "importance sampling (IS)"
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2010 Prof. Pierre L'Ecuyer
• Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in F2w
• Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number
• On the Behavior of the Weighted Star Discrepancy Bounds for Shifted
• Syst`emes, Mod`eles et Simulation Mod`ele: description simplifiee d'un syst`eme, dans le but de d'evaluer sa
• RANDOM NUMBER GENERATION 1 Pierre L'Ecuyer
• GERAD report G9641, 1996 This version: March 1997
• Beware of Linear Congruential Generators with Multipliers of the form a = \Sigma2 q \Sigma 2 r
• Moyenne sur horizon infini, etat stationnaire Soit {Ci, i 1} un processus faiblement stationnaire;
• Proceedings of the 2005 European Simulation Multiconference A COMBINATION OF RANDOMIZED QUASI-MONTE CARLO
• Proceedings of the 1999 Winter Simulation Conference P. A. Farrington, H. B. Nembhard, D. T. Sturrock, and G. W. Evans, eds.
• PROGRAMMATION DYNAMIQUE Chapitre 3
• Discrete Event Dynamic Systems: Theory and Applications, , 1--25 (Draft: June 19, 1995) fl Draft: June 19, 1995 Kluwer Academic Publishers, Boston. Manufactured in The Netherlands.
• ANY INFORMS JOURNAL March 2005, pp. 117
• Chapitre 1: Introduction Lisez d'abord l'appendice, qui rappelle certaines notions de base en probabilite et
• IFT-6561: SIMULATION Automne 2007 Prof. Pierre L'Ecuyer
• Partial Hedging for Options Based on Extreme Values and Passage Times \Lambda
• LINEAR RECURRENCES WITH CARRY AS UNIFORM RANDOM NUMBER GENERATORS
• LATTICE COMPUTATIONS FOR RANDOM NUMBERS RAYMOND COUTURE AND PIERRE L'ECUYER
• EXTENSIBLE LATTICE SEQUENCES FOR QUASIMONTE CARLO FRED J. HICKERNELL yz , HEE SUN HONG y , PIERRE L' '
• Submitted to: 2007 European Simulation and Modeling Conference EFFECTIVE APPROXIMATION OF ZERO-VARIANCE SIMULATION IN A RELIABILITY SETTING
• Guide d'utilisation de SSJ Langage Java
• Estimation et Intervalles de Confiance On a un estimateur X pour .
• To appear in Management Science Version: March 22, 2000
• Version: November 27, 1995 ON THE LATTICE STRUCTURE OF THE
• ASYMPTOTIC EFFICIENCY OF PERTURBATIONANALYSISBASED STOCHASTIC
• UNIFORM RANDOM NUMBER GENERATION Pierre L'Ecuyer
• Existence and Construction of Shifted Lattice Rules with an Arbitrary Number of Points and Bounded
• RANDOMIZED POLYNOMIAL LATTICE RULES FOR MULTIVARIATE INTEGRATION AND SIMULATION
• IFT-6561 Simulation Examen de mi-session Date : Mardi le 6 novembre 2007
• IFT-6561: SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
• PROGRAMMATION DYNAMIQUE Chapitre 1: Introduction
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2010 Prof. Pierre L'Ecuyer
• LATEX2 SVMult Document Class Author Instructions
• Inverting the Symmetrical Beta Distribution PIERRE L'ECUYER and RICHARD SIMARD
• Esperance conditionnelle (EC) ou Monte Carlo conditionnel (CMC)
• IFT-6561, Solution Intra Nov. 2003 1. (a) Soient x(1), . . . , x(n) les observations triees. On a
• PROGRAMMATION DYNAMIQUE Chapitre 6
• Version: August 27, 1996 To appear in: INFORMS Journal on Computing
• Submitted to: Proceedings of the 2007 INFORMS Simulation Society Research Workshop ASYMPTOTIC ROBUSTNESS OF ESTIMATORS IN RARE-EVENT SIMULATION
• Long version, May 4, 1998 GOOD PARAMETERS AND IMPLEMENTATIONS
• 1 Welcome to Montreal for MCQMC 2008 3 2 Sponsoring Societies 5
• CLOSE-POINT SPATIAL TESTS AND THEIR APPLICATION TO RANDOM NUMBER GENERATORS
• Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on
• IFT-6561: SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• Echantillonnage strategique (ou pondere) "importance sampling (IS)"
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2010 Prof. Pierre L'Ecuyer
• FUNCTIONAL ESTIMATION FOR A MULTICOMPONENT AGE REPLACEMENT MODEL
• TABLES OF MAXIMALLYEQUIDISTRIBUTED COMBINED LFSR GENERATORS
• Proceedings of the 1991 Winter Simulation Conference, pp. 207--217.
• Moyenne sur horizon infini, etat stationnaire Soit {Ci, i 1} un processus faiblement stationnaire;
• Variables de contr^ole (VC) Idee: exploiter de l'information auxiliaire pour faire une correction `a l'estimateur.
• 1 Quick Start SVMult 1.1 Initializing the Class
• Departement d'informatique et de Automne 2008 recherche operationnelle (IRO)
• Generateurs Uniformes S, espace d'etats fini; s0, germe (etat initial);
• IFT-6561: SIMULATION Automne 2009 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2007 Prof. Pierre L'Ecuyer
• Estimating Small CellLoss Ratios in ATM Switches via Importance Sampling
• Variables de contr^ole (VC) Idee: exploiter de l'information auxiliaire pour faire une correction `a l'estimateur.
• Rare Events, Splitting, and Quasi-Monte Carlo PIERRE L'ECUYER and VALERIE DEMERS
• SOFTWARE FOR UNIFORM RANDOM NUMBER GENERATION: DISTINGUISHING THE GOOD AND THE BAD
• UNIFORM RANDOM NUMBER GENERATORS: A REVIEW Pierre L'Ecuyer
• An Empirical Comparison of Diffusion Approximations and Simulation in ATM Christiane Lemieux and Pierre L'Ecuyer
• MAXIMALLY EQUIDISTRIBUTED COMBINED TAUSWORTHE GENERATORS
• VARIANCE REDUCTION OF MONTE CARLO AND RANDOMIZED QUASIMONTE CARLO ESTIMATORS FOR STOCHASTIC VOLATILITY MODELS IN FINANCE
• To appear in Advances in Applied Probability , 1995 Version: June 5, 1995
• PROGRAMMATION DYNAMIQUE Chapitre 5
• Moyenne sur horizon infini, etat stationnaire Soit {Ci, i 1} un processus tel que E[Ci] = , Var[Ci] = 2
• On Choices of Discrepancy for Randomly-Shifted Lattice Rules
• AN OBJECT-ORIENTED RANDOM-NUMBER PACKAGE IN JAVA WITH MANY LONG STREAMS AND SUBSTREAMS
• Errata for the book Dynamic Programming: Models and Applications
• IFT-6561: SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• Random Numbers Pierre L'Ecuyer
• Generateurs Uniformes S, espace d'etats fini; s0, germe (etat initial);
• IFT-6561: SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• Robustness Properties for Simulations of Highly Reliable Systems Bruno Tuffin
• Combined Generators with Components from Different Families
• Computers & Operations Research 27 (2000) 399}408 Solving a savings allocation problem by numerical dynamic
• QuasiMonte Carlo Node Sets from Linear Congruential Generators
• Definition fonctionnelle et guide d'utilisation Premiere version de ce guide: aout 1987
• Bootstrap Confidence Intervals for Ratios of Expectations
• Lattice Rules for the Simulation of Ruin Problems Christiane Lemieux and Pierre L'Ecuyer
• AN OBJECT-ORIENTED RANDOM-NUMBER PACKAGE WITH MANY LONG STREAMS AND PIERRE L'ECUYER and RICHARD SIMARD
• INFORMS Journal on Computing Vol. 20, No. 3, Summer 2008, pp. 385390
• IFT-6521 Programmation dynamique Examen de mi-session Date : Mercredi le 27 fevrier 2008
• On the Interaction Between Stratification and Control Variates, with Illustrations in a Call Center Simulation
• Version: November 25, 1997 A Random Number Generator
• MANAGEMENT SCIENCE Vol. 50, No. 7, July 2004, pp. 896908
• PROGRAMMATION DYNAMIQUE Chapitre 2
• Monte Carlo avec Regression par Moindres Carres JN (x) = gN (x) pour x XN ,
• Les Cahiers du GERAD ISSN: 07112440 On Array-RQMC for Markov Chains
• Proceedings of the 2006 Winter Simulation Conference L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R. M. Fujimoto, eds.
• IFT-6561 Simulation Examen de mi-session 2010 Voici une liste des sections des notes de cours `a etudier pour l'examen intra.
• Modeling and Optimization Problems in Contact Centers Pierre L'Ecuyer
• Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Moench, O. Rose, eds.
• PLEASE SCROLL DOWN FOR ARTICLE This article was downloaded by: [University of Southampton]
• Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Moench, O. Rose, eds.
• Proceedings of the 2007 Winter Simulation Conference S. G. Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. D. Tew, and R. R. Barton, eds.
• POSTDOCTORAL OPPORTUNITY Topic: Stochastic Modeling, Simulation, and Optimization of Call Centers
• Call for Papers ACM Transactions on Modeling and Computer Simulation
• Une foule d'applications informatiques sont bases sur le tirage de nombres au hasard. Mais les ordinateurs ne peuvent pas reproduire exactement le hasard, ils ne font que le
• Approximate Zero-Variance Importance Sampling for Static Network Reliability
• Analysis and Improvements of Path-Based Methods for Monte Carlo Reliability Evaluation
• Coupling from the Past with Randomized Quasi-Monte Carlo
• PSEUDORANDOM NUMBER GENERATORS Pierre L'Ecuyer
• Four Canadian Contributions to Stochastic Modeling Winfried K. Grassmann
• A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space
• Staffing Multiskill Call Centers via Linear Programming and Simulation
• A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections
• 2007 European Simulation and Modeling Conference VARIANCE REDUCTION'S GREATEST HITS
• Health Care Manage Sci DOI 10.1007/s10729-006-9006-3
• Markov chain models of a telephone call center with call blending
• MANAGEMENT SCIENCE Vol. 52, No. 12, December 2006, pp. 19301944
• Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space
• RSTREAM: STREAMS OF RANDOM NUMBERS FOR STOCHASTIC SIMULATION rstream: Streams of Random Numbers for
• Random Number Generators Based on Linear Recurrences in F2w
• On the Deng-Lin Random Number Generators and Related Methods
• Proceedings of the 2003 Winter Simulation Conference S. Chick, P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds.
• RANDOMIZED POLYNOMIAL LATTICE RULES FOR MULTIVARIATE INTEGRATION AND SIMULATION
• Proceedings of the 2002 Winter Simulation Conference E. Yucesan, C.-H. Chen, J. L. Snowdon, and J. M. Charnes, eds.
• AN OBJECT-ORIENTED RANDOM-NUMBER PACKAGE WITH MANY LONG STREAMS AND SUBSTREAMS
• A Dynamic Programming Procedure for Pricing American-Style Asian Options
• GLOBAL STOCHASTIC OPTIMIZATION WITH LOW-DISPERSION SIDNEY YAKOWITZ
• n the mind of the average computer user, the problem
• Draft Version: September 1989 Computing Approximate Solutions
• RESEARCHCONTRIBUTIONS Modeling Efficient and Portableand Statistical
• PROGRAMMATION DYNAMIQUE Chapitre 4
• PROGRAMMATION DYNAMIQUE Chapitre 4(b)
• PROGRAMMATION DYNAMIQUE Chapitre 7
• Introduction Option europenne
• Departement d'informatique et de Automne 2010 recherche operationnelle (IRO)
• Chapitre 1: Introduction Lisez d'abord l'appendice, qui rappelle certaines notions de base en probabilite et
• Methodes quasi-Monte Carlo (QMC) On veut estimer
• Modelisation: sujets traites Generalites: abstraction, simplification, validation, recommendations.
• Lois empiriques et quasi-empiriques Observations x1, . . . , xn; observations triees x(1), . . . , x(n).
• Processus stochastiques Un processus stochastique est une famille Y = {Yt, t I} de variables aleatoires
• Horizon fini Un mod`ele est sur horizon fini si la mesure de performance qui nous interesse
• Amelioration de l'Efficacite Efficacite d'un estimateur X
• Induction de correlation Conditions suffisantes pour que la correlation entre deux v.a. soit positive, ou soit
• Esperance conditionnelle (EC) ou Monte Carlo conditionnel (CMC)
• IFT-6561 Simulation Examen Intra Date : Mardi le 4 novembre 2003
• LATEX2e SVMult Document Class Version 5.x Reference Guide for
• Departement d'informatique et de Hiver 2005 recherche operationnelle (IRO)
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• Probabilites et Statistique: Br`eve Revision Le comportement d'un mod`ele stochastique depend de la realisation d'un
• Simulation `a evenements discrets Des evenements e0, e1, e2, . . . surviennent aux instants 0 = t0 t1 t2 .
• Processus stochastiques Un processus stochastique est une famille {Yt, t I} de variables aleatoires
• Generation de Valeurs Aleatoires Non Uniformes On dispose d'un generateur fournissant des v.a. i.i.d. U(0, 1).
• Estimation et Intervalles de Confiance On a un estimateur X pour .
• Valeurs aleatoires communes (VAC) On utilise = X2 -X1 pour estimer 2 -1 = E[X2] -E[X1]. On a
• Les Cahiers du GERAD ISSN: 07112440 Quasi-Monte Carlo Methods with
• Les Cahiers du GERAD ISSN: 07112440 Approximating Zero-Variance
• On the Distribution of Integration Error by Randomly-Shifted Lattice Rules
• Proceedings of the 2002 Winter Simulation Conference E. Yucesan, C.-H. Chen, J. L. Snowdon, and J. M. Charnes, eds.
• Resolution-Stationary Random Number Generators
• knplernenting with Splitting
• Asymptotic Robustness of Estimators in Rare-Event Simulation
• TestU01: A C Library for Empirical Testing of Random Number Generators
• Improved Long-Period Generators Based on Linear Recurrences Modulo 2
• Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Moench, O. Rose, eds.
• RngStreams: An object-oriented random-number package in C with many long streams and substreams
• RngStreams: An object-oriented random-number package in C with many long streams and substreams
• AUTHOR-YEAR REFERENCES February 2005, pp. 18
• Secondproofs Monte Carlo and Quasi-Monte Carlo Methods 2008
• Use the template dedic.tex together with the Springer document class SVMono for
• Ultra-Fast Low-Discrepancy Points Usain Bolt and Michael Phelps
• IFT-6561: SIMULATION Automne 2009 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2008 Prof. Pierre L'Ecuyer
• IFT-6561 SIMULATION Automne 2005 Prof. Pierre L'Ecuyer
• IFT-6561 SIMULATION Automne 2004 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2008 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2009 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2009 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2007 Prof. Pierre L'Ecuyer
• Induction de correlation Conditions suffisantes pour que la correlation entre deux v.a. soit positive, ou soit
• Esperance conditionnelle (EC) ou Monte Carlo conditionnel (CMC)
• IFT-6561 SIMULATION Automne 2003 Prof. Pierre L'Ecuyer
• Simulation `a evenements discrets Des evenements e0, e1, e2, . . . surviennent aux instants 0 = t0 t1 t2 .
• Departement d'informatique et de Automne 2004 recherche operationnelle (IRO)
• Departement d'informatique et de Automne 2007 recherche operationnelle (IRO)
• Consent to Publish Title of the Book/Volume/Conference
• Generation de Valeurs Aleatoires Non Uniformes On dispose d'un generateur fournissant des v.a. i.i.d. U(0, 1).
• Estimation et Intervalles de Confiance On a un estimateur X pour .
• Variance Bounds and Existence Results for Randomly Shifted Lattice Rules
• Proceedings of the 2010 Winter Simulation Conference B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Ycesan, eds.
• Departement d'informatique et de Automne 2005 recherche operationnelle (IRO)
• Variables de contr^ole (VC) Idee: exploiter de l'information auxiliaire pour faire une correction `a l'estimateur.
• Generation de Valeurs Aleatoires Non Uniformes On dispose d'un generateur fournissant des v.a. i.i.d. U(0, 1).
• IFT-3240 SIMULATION ET MOD`ELES Hiver 2005 Prof. Pierre L'Ecuyer
• This is page 1 Printer: Opaque this
• STATEMENT OF CONTRIBUTION COMBINED MULTIPLE RECURSIVE
• Improved Long-Period Generators Based on Linear Recurrences Modulo 2
• Contribution Title Name of First Author and Name of Second Author
• Uniform Random Number Generation Pierre L'Ecuyer
• Version: March 5, 2002 SPARSE SERIAL TESTS OF UNIFORMITY FOR RANDOM
• Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
• IFT-6561 Simulation Examen de mi-session Date : Mardi le 4 novembre 2008
• Polynomial Integration Lattices Pierre L'Ecuyer
• Appendix for: "Efficient correlation matching for fitting
• Proceedings of the 2009 Winter Simulation Conference M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds.
• Probability pASM87a S. Asmussen. Applied Probability and Queues. Wiley, 1987.
• General simulation sALE93a C. Alexopoulos. Advanced simulation output analysis for a single sys*
• General mathematics mALA64a J. D. Alanen and D. E. Knuth. Tables of finite fields. SAKHYA~: Th*
• Random number generation (uniform pseudorandom, quasirandom, nonuniform) rAFF85a L. Afflerbach and H. Grothe. Calculation of Minkowski-reduced lattice*
• RECENT ADVANCES IN RANDOMIZED QUASI-MONTE CARLO METHODS
• Global Stochastic Optimization with LowDispersion Point Sets
• General mathematics mALA64a J. D. Alanen and D. E. Knuth. Tables of finite fields. SANKHY
• EFFICIENCY IMPROVEMENT BY LATTICE RULES FOR PRICING ASIAN OPTIONS Christiane Lemieux and Pierre L'Ecuyer
• Draft Version: March 14, 1997 Submitted to Journal of Statistical Computation and Simulation
• IFT-6561 SIMULATION Automne 2004 Prof. Pierre L'Ecuyer
• Common mostly minor LaTeX errors This is a list of common errors in LaTeX. A lot of them arise from cryptic
• STATEMENT OF CONTRIBUTION CLOSEPOINT SPATIAL TESTS
• D'efinition fonctionnelle et guide d'utilisation Premi`ere version : aout 1987
• TABLES OF LINEAR CONGRUENTIAL GENERATORS OF DIFFERENT SIZES AND GOOD LATTICE STRUCTURE
• On Selection Criteria for Lattice Rules and Other QuasiMonte Carlo Point Sets
• IFT-6561: SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• IFT-6521 PROGRAMMATION DYNAMIQUE Hiver 2010 Prof. Pierre L'Ecuyer
• IFT-6561: SIMULATION Automne 2007 Prof. Pierre L'Ecuyer
• Journal of Economic Dynamics & Control ] (]]]]) ]]]]]] A dynamic programming approach for pricing
• Optimization oABR91a D. Abramson. Constructing school timetables using simulated annealing*
• Statistics tAND84a T. W. Anderson. An Introduction to Multivariate Statistical Analysis.*
• General mathematics mALA64a J. D. Alanen and D. E. Knuth. Tables of finite fields. SANKHYA~: Th*
• Mise-`a-jour: 25 Octobre 19* mylib
• Computer science iBRA87b G. Brassard and P. Bratley. Algorithmique, Conception et Analyse. Mas*
• Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
• Proceedings of the 2009 Winter Simulation Conference M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds.
• Discrete Event Dynamic Systems: Theory and Applications, *, 1--24 (Draft: April 18, 1996) fl Draft: April 18, 1996 Kluwer Academic Publishers, Boston. Manufactured in The Netherlands.
• Derivative Estimation. ` 2 IR : Continuous parameter.
• On the Performance of Birthday Spacings Tests with Certain Families of Random
• Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2
• A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains Pierre L'Ecuyer
• Submitted to: 2007 Industrial Simulation Conference SIMULATION-BASED OPTIMIZATION OF AGENT SCHEDULING IN MULTISKILL CALL CENTERS
• Annals of Operations Research manuscript No. (will be inserted by the editor)
• Proceedings of the 2003 Winter Simulation Conference S. Chick, P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds.
• IFT-6561 SIMULATION Automne 2010 Prof. Pierre L'Ecuyer
• Generateurs Uniformes S, espace d'etats fini; s0, germe (etat initial);
• Consent to Publish Title of the Book/Volume/Conference
• On the Xorshift Random Number Generators FRANCOIS PANNETON and PIERRE L'ECUYER
• Innovative Applications of O.R. Optimizing daily agent scheduling in a multiskill call center
• EFFICIENCY IMPROVEMENT AND VARIANCE REDUCTION Pierre L'Ecuyer
• IMPORTANCE SAMPLING FOR LARGE ATMTYPE QUEUEING NETWORKS Pierre L'Ecuyer and Yanick Champoux
• Version: December 12, 2001 A Dynamic Programming Procedure for
• A Comparison of Monte Carlo, Lattice Rules and Other LowDiscrepancy Point Sets
• QUASIMONTE CARLO VIA LINEAR SHIFTREGISTER SEQUENCES Pierre L'Ecuyer and Christiane Lemieux
• InfiniteDimensional HighlyUniform Point Sets Defined via Linear Recurrences in F 2 w
• Version: December 16, 1996 To appear in: INFORMS J. on Computing, 9 (1), Winter 1997
• Contribution Title Name of First Author and Name of Second Author
• Efficient correlation matching for fitting discrete multivariate distributions
• Random Number Generation Pierre L'Ecuyer1
• __|_This is pa* | Printer: O*
• Variance reduction / efficiency improvement vALQ93a W. A. Al-Qaq, M Devetsikiotis, and K. R. Townsend. Importance samplin*
• Le hasard artificiel Pierre L'Ecuyer
• Departement d'informatique et de Automne 2011 recherche operationnelle (IRO)
• Pierre L'Ecuyer holds the Canada Research Chair in Stochastic Simulation and Optimization, in the Departement d'Informatique et de Recherche Operationnelle at the
• Methodes quasi-Monte Carlo (QMC) On veut estimer
• Online Appendices to Estimation of the Mixed Logit Likelihood Function by
• Chapitre 1: Introduction Lisez d'abord l'appendice, qui rappelle certaines notions de base en probabilite et
• IFT-6561: SIMULATION Automne 2011 Prof. Pierre L'Ecuyer
• Estimation of the Mixed Logit Likelihood Function by Randomized Quasi-Monte Carlo
• VEILLEURTRIOMPHE, DUCHESNE PATECouronn vainqueur des
• Static Network Reliability Estimation Via Generalized Splitting
• Simulation `a evenements discrets Des evenements e0, e1, e2, . . . surviennent aux instants 0 = t0 t1 t2 .
• Statistics and Computing manuscript No. (will be inserted by the editor)
• Online Appendices to On Figures of Merit for
• POSTDOCTORAL OPPORTUNITY Topic: Stochastic Modeling, Simulation, and Optimization
• Submitted to iManufacturing & Service Operations Management manuscript 0000
• Submitted to iManufacturing & Service Operations Management manuscript 0000
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2012 Prof. Pierre L'Ecuyer
• On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators
• MANUFACTURING & SERVICE OPERATIONS MANAGEMENT Vol. 00, No. 0, Xxxxx 0000, pp. 000000
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2012 Prof. Pierre L'Ecuyer
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2012 Prof. Pierre L'Ecuyer
• IFT-6521: PROGRAMMATION DYNAMIQUE Hiver 2012 Prof. Pierre L'Ecuyer
• Departement d'informatique et de Hiver 2012 recherche operationnelle (IRO)