Pierre L'Ecuyer, François Blouin, Raymond Couture
We report the results of an extensive computer search for good multiple recursive generators, in terms of their lattice structure and implementation speed. Those generators are a little slower than the usual linear congruential generators, but have ...
We introduce the radical inverse function with respect to polynomial arithmetic over finite fields, and thereby construct a polynomial arithmetic analogue of Halton sequences. Next, we generalize the definition of Niederreiter sequences so that his ...
Sequential procedures for controlling the length of a simulation run are widely used when a single mean is estimated, In many practical situations, however, the analyst is simultaneously interested in several means We propose a sequential procedure ...
In this article we present estimates for the gradients of the cycle variables with respect to a thinning parameter m the arrival process of G\G\ 1 queuing systems. Our estimates belong to the category of the likehhood ratio method, ...