Pierre L'Ecuyer

	2012
102		Vasile Sinescu, Pierre L'Ecuyer: Variance bounds and existence results for randomly shifted lattice rules. J. Computational Applied Mathematics 236(13): 3296-3307 (2012)
	2011
101		Pierre L'Ecuyer, Bruno Tuffin: Approximating zero-variance importance sampling in a reliability setting. Annals OR 189(1): 277-297 (2011)
100		Pierre L'Ecuyer, Gerardo Rubino, Samira Saggadi, Bruno Tuffin: Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation. IEEE Transactions on Reliability 60(3): 590-604 (2011)
99		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 27(5): 449-465 (2011)
	2010
98		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: 1263-1274
97		Maxime Dion, Pierre L'Ecuyer: American option pricing with randomized quasi-Monte Carlo simulations. Winter Simulation Conference 2010: 2705-2720
96		Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn: Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1): (2010)
95		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 200(3): 822-832 (2010)
94		François Panneton, Pierre L'Ecuyer: Resolution-stationary random number generators. Mathematics and Computers in Simulation 80(6): 1096-1103 (2010)
93		Pierre L'Ecuyer, C. Sanvido: Coupling from the past with randomized quasi-Monte Carlo. Mathematics and Computers in Simulation 81(3): 476-489 (2010)
92		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 81(3): 560-567 (2010)
	2009
91		Nabil Channouf, Pierre L'Ecuyer: Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. Winter Simulation Conference 2009: 352-358
90		Pierre L'Ecuyer, Bruno Tuffin: On the Error Distribution for Randomly-shifted Lattice Rules. Winter Simulation Conference 2009: 392-402
89		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 21(1): 88-106 (2009)
	2008
88		Pierre L'Ecuyer: Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. SETA 2008: 1-17
87		Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer: A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. SETA 2008: 290-298
86		Eric Buist, Wyean Chan, Pierre L'Ecuyer: Speeding up call center simulation and optimization by Markov chain uniformization. Winter Simulation Conference 2008: 1652-1660
85		Pierre L'Ecuyer, Bruno Tuffin: Approximate zero-variance simulation. Winter Simulation Conference 2008: 170-181
84		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
83		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)
82		Mehmet Tolga Çezik, Pierre L'Ecuyer: Staffing Multiskill Call Centers via Linear Programming and Simulation. Management Science 54(2): 310-323 (2008)
81		Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin: A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. Operations Research 56(4): 958-975 (2008)
	2007
80		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
79		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
78		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
77		Pierre L'Ecuyer: Efficient and portable 32-bit random variate generators (1986). Winter Simulation Conference 2007: 5
76		Pierre L'Ecuyer, Richard J. Simard: TestU01: A C library for empirical testing of random number generators. ACM Trans. Math. Softw. 33(4): (2007)
75		Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin: Rare events, splitting, and quasi-Monte Carlo. ACM Trans. Model. Comput. Simul. 17(2): (2007)
74		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
73		Pierre L'Ecuyer: Modeling and Optimization Problems in Contact Centers. QEST 2006: 145-156
72		Pierre L'Ecuyer, Bruno Tuffin: Splitting with weight windows to control the likelihood ratio in importance sampling. VALUETOOLS 2006: 21
71		Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin: Splitting for rare-event simulation. Winter Simulation Conference 2006: 137-148
70		Pierre L'Ecuyer, Eric Buist: Variance reduction in the simulation of call centers. Winter Simulation Conference 2006: 604-613
69		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)
68		Pierre L'Ecuyer, Richard J. Simard: Inverting the symmetrical beta distribution. ACM Trans. Math. Softw. 32(4): 509-520 (2006)
67		Athanassios N. Avramidis, Pierre L'Ecuyer: Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Management Science 52(12): 1930-1944 (2006)
	2005
66		Pierre L'Ecuyer, François Panneton: Fast random number generators based on linear recurrences modulo 2: overview and comparison. Winter Simulation Conference 2005: 110-119
65		Athanassios N. Avramidis, Pierre L'Ecuyer: Modeling and simulation of call centers. Winter Simulation Conference 2005: 144-152
64		Eric Buist, Pierre L'Ecuyer: A java library for simulating contact centers. Winter Simulation Conference 2005: 556-565
63		Pierre L'Ecuyer, Eric Buist: Simulation in java with SSJ. Winter Simulation Conference 2005: 611-620
62		François Panneton, Pierre L'Ecuyer: On the xorshift random number generators. ACM Trans. Model. Comput. Simul. 15(4): 346-361 (2005)
	2004
61		Pierre L'Ecuyer: Quasi-Monte Carlo Methods in Finance. Winter Simulation Conference 2004: 1645-
60		Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer: Modeling Daily Arrivals to a Telephone Call Center. Management Science 50(7): 896-908 (2004)
59		Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux: Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004)
58		Pierre L'Ecuyer, Renée Touzin: On the Deng-Lin random number generators and related methods. Statistics and Computing 14(1): 5-9 (2004)
	2003
57		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
56		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
55		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
54		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
53		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
52		Pierre L'Ecuyer: Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. Winter Simulation Conference 2003: 81-89
51		Pierre L'Ecuyer: Guest introduction. ACM Trans. Model. Comput. Simul. 13(4): 295-298 (2003)
50		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
49		Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher: SSJ: SSJ: a framework for stochastic simulation in Java. Winter Simulation Conference 2002: 234-242
48		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 50(6): 1073-1075 (2002)
	2001
47		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
46		Pierre L'Ecuyer: Lattice Rules and Randomized Quasi-Monte Carlo. International Conference on Computational Science (1) 2001: 9
45		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
44		Pierre L'Ecuyer: Software for uniform random number generation: distinguishing the good and the bad. Winter Simulation Conference 2001: 95-105
43		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
42		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
41		Pierre L'Ecuyer, Renée Touzin: Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r. Winter Simulation Conference 2000: 683-689
40		Pierre L'Ecuyer, François Panneton: A new class of linear feedback shift register generators. Winter Simulation Conference 2000: 690-696
39		Raymond Couture, Pierre L'Ecuyer: Lattice computations for random numbers. Math. Comput. 69(230): 757-765 (2000)
	1999
38		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
37		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
36		Pierre L'Ecuyer, Christiane Lemieux: Quasi-Monte Carlo via linear shift-register sequences. Winter Simulation Conference 1999: 632-639
35		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)
34		Denis Choquet, Pierre L'Ecuyer, Christian Léger: Bootstrap confidence intervals for ratios of expectations. ACM Trans. Model. Comput. Simul. 9(4): 326-348 (1999)
33		Pierre L'Ecuyer: Tables of linear congruential generators of different sizes and good lattice structure. Math. Comput. 68(225): 249-260 (1999)
32		Pierre L'Ecuyer: Tables of maximally equidistributed combined LFSR generators. Math. Comput. 68(225): 261-269 (1999)
	1998
31		Christiane Lemieux, Pierre L'Ecuyer: An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106
30		Christiane Lemieux, Pierre L'Ecuyer: Efficiency Improvement by Lattice Rules for Pricing Asian Options. Winter Simulation Conference 1998: 579-586
29		Pierre L'Ecuyer: Uniform Random Number Generators. Winter Simulation Conference 1998: 97-104
28		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
27		Pierre L'Ecuyer: Uniform Random Number Generators: A Review. Winter Simulation Conference 1997: 127-134
26		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)
25		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)
24		Raymond Couture, Pierre L'Ecuyer: Distribution properties of multiply-with-c arry random number generators. Math. Comput. 66(218): 591-607 (1997)
	1996
23		Pierre L'Ecuyer, Yanick Champoux: Importance Sampling for Large ATM-Type Queueing Networks. Winter Simulation Conference 1996: 309-316
22		Pierre L'Ecuyer: Commentary - Simulation of Algorithms for Performance Analysis. INFORMS Journal on Computing 8(1): 16-20 (1996)
21		Raymond Couture, Pierre L'Ecuyer: Orbits and lattices for linear random number generators with composite moduli. Math. Comput. 65(213): 189-201 (1996)
20		Pierre L'Ecuyer: Maximally equidistributed combined Tausworthe generators. Math. Comput. 65(213): 203-213 (1996)
	1995
19		Raymond Couture, Pierre L'Ecuyer: Linear Recurrences with Carry as Uniform Random Number Generators. Winter Simulation Conference 1995: 263-267
	1994
18		Pierre L'Ecuyer: Efficiency improvement and variance reduction. Winter Simulation Conference 1994: 122-132
17		Pierre L'Ecuyer: Recent advances in uniform random number generation. Winter Simulation Conference 1994: 176-183
	1993
16		Pierre L'Ecuyer: Two approaches for estimating the gradient in functional form. Winter Simulation Conference 1993: 338-346
15		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)
14		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
13		Pierre L'Ecuyer: Testing random number generators. Winter Simulation Conference 1992: 305-313
12		Shu Tezuka, Pierre L'Ecuyer: Analysis of Add-with-Carry and Subtract-with-Borrow Generators. Winter Simulation Conference 1992: 443-447
	1991
11		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
10		Pierre L'Ecuyer: An overview of derivative estimation. Winter Simulation Conference 1991: 207-217
9		Peter W. Glynn, Pierre L'Ecuyer, Michel Adès: Gradient estimation for ratios. Winter Simulation Conference 1991: 986-994
8		Pierre L'Ecuyer, Serge Côté: Implementing a random number package with splitting facilities. ACM Trans. Math. Softw. 17(1): 98-111 (1991)
7		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		Pierre L'Ecuyer: A tutorial on uniform variate generation. Winter Simulation Conference 1989: 40-49
4		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 (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		Pierre L'Ecuyer: Formal formatting rules for Pascal programs. Journal of Systems and Software 7(4): 311-322 (1987)

Coauthor Index

1	Michel Adès	[9]
2	Tayfur Altiok	[45]
3	Hatem Ben Ameur	[37] [59]
4	Nilay Tanik Argon	[79] [80]
5	Athanassios N. Avramidis	[53] [54] [60] [65] [67] [74] [89] [95]
6	Osman Balci	[38]
7	Jose H. Blanchet (Jose Blanchet)	[96]
8	François Blouin	[15]
9	Pieter-Tjerk de Boer	[78]
10	Eric Buist	[63] [64] [70] [86]
11	Héctor Cancela (Héctor Cancela Bosi)	[98]
12	Mehmet Tolga Çezik	[82]
13	Yanick Champoux	[23] [43]
14	Wyean Chan	[86] [95]
15	Nabil Channouf	[89] [91]
16	E. Jack Chen	[48]
17	Denis Choquet	[34]
18	Serge Côté	[8]
19	Raymond Couture	[14] [15] [19] [21] [24] [25] [28] [39]
20	Valérie Demers	[71] [75]
21	Alexandre Deslauriers	[54] [60] [74]
22	Maxime Dion	[84] [97]
23	Paul A. Fishwick	[38]
24	Richard M. Fujimoto (Richard Fujimoto)	[38]
25	Marina L. Gavrilova	[55] [56] [57]
26	Michel Gendreau	[95]
27	Peter W. Glynn	[9] [96]
28	David Goldsman	[79] [80]
29	Jacinthe Granger-Piché	[50]
30	Rany El Haddad	[92]
31	Hiroshi Haramoto	[83] [87]
32	James O. Henriksen	[79] [80]
33	Armann Ingolfsson	[74]
34	W. David Kelton	[45] [48]
35	Vipin Kumar	[55] [56] [57]
36	Christian Lécot	[81] [92]
37	Christian Léger	[34]
38	Christiane Lemieux	[30] [31] [36] [37] [42] [47] [59]
39	Jacques Malenfant	[2]
40	Makoto Matsumoto	[69] [83] [87]
41	Lakhdar Meliani	[49]
42	N. Nassif	[92]
43	Barry L. Nelson	[45] [79] [80]
44	David M. Nicol	[38]
45	Takuji Nishimura	[83]
46	Ernest H. Page	[38]
47	François Panneton	[40] [62] [66] [69] [83] [94]
48	Jean-Sebastien Parent-Chartier	[84]
49	Juta Pichitlamken	[54] [74]
50	Ornella Pisacane	[95]
51	René Proulx	[4]
52	Gerardo Rubino	[78] [98] [100]
53	Samira Saggadi	[100]
54	C. Sanvido	[93]
55	Bruce W. Schmeiser	[45]
56	Thomas J. Schriber	[45]
57	Lee W. Schruben (Lee Schruben)	[45]
58	Richard J. Simard	[35] [48] [68] [76]
59	Vasile Sinescu	[99] [102]
60	Roger Smith	[38]
61	Chih Jeng Kenneth Tan	[55] [56] [57]
62	Shu Tezuka	[7] [12] [14]
63	Renée Touzin	[41] [58]
64	Pierre-Alexandre Tremblay	[53]
65	Bruno Tuffin	[71] [72] [75] [78] [81] [85] [90] [96] [98] [100] [101]
66	Jean G. Vaucher	[49]
67	Felisa J. Vázquez-Abad	[11]
68	James R. Wilson	[45]
69	David H. Withers	[79] [80]

Colors in the list of coauthors

Last update Fri May 25 01:42:58 2012 CET by the DBLP Team — Data released under the ODC-BY 1.0 license — See also our legal information page