| 2009 | ||
|---|---|---|
| 85 | 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 | ||
| 84 | Pierre L'Ecuyer: Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. SETA 2008: 1-17 | |
| 83 | Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer: A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. SETA 2008: 290-298 | |
| 82 | Eric Buist, Wyean Chan, Pierre L'Ecuyer: Speeding up call center simulation and optimization by Markov chain uniformization. Winter Simulation Conference 2008: 1652-1660 | |
| 81 | Pierre L'Ecuyer, Bruno Tuffin: Approximate zero-variance simulation. Winter Simulation Conference 2008: 170-181 | |
| 80 | 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 | |
| 79 | 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) | |
| 78 | 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 | ||
| 77 | 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 | |
| 76 | 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 | |
| 75 | 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 | |
| 74 | Pierre L'Ecuyer: Efficient and portable 32-bit random variate generators (1986). Winter Simulation Conference 2007: 5 | |
| 73 | Pierre L'Ecuyer, Richard J. Simard: TestU01: A C library for empirical testing of random number generators. ACM Trans. Math. Softw. 33(4): (2007) | |
| 72 | Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin: Rare events, splitting, and quasi-Monte Carlo. ACM Trans. Model. Comput. Simul. 17(2): (2007) | |
| 71 | 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 | ||
| 70 | Pierre L'Ecuyer: Modeling and Optimization Problems in Contact Centers. QEST 2006: 145-156 | |
| 69 | Pierre L'Ecuyer, Bruno Tuffin: Splitting with weight windows to control the likelihood ratio in importance sampling. VALUETOOLS 2006: 21 | |
| 68 | Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin: Splitting for rare-event simulation. Winter Simulation Conference 2006: 137-148 | |
| 67 | Pierre L'Ecuyer, Eric Buist: Variance reduction in the simulation of call centers. Winter Simulation Conference 2006: 604-613 | |
| 66 | 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) | |
| 65 | Pierre L'Ecuyer, Richard J. Simard: Inverting the symmetrical beta distribution. ACM Trans. Math. Softw. 32(4): 509-520 (2006) | |
| 2005 | ||
| 64 | Pierre L'Ecuyer, François Panneton: Fast random number generators based on linear recurrences modulo 2: overview and comparison. Winter Simulation Conference 2005: 110-119 | |
| 63 | Athanassios N. Avramidis, Pierre L'Ecuyer: Modeling and simulation of call centers. Winter Simulation Conference 2005: 144-152 | |
| 62 | Eric Buist, Pierre L'Ecuyer: A java library for simulating contact centers. Winter Simulation Conference 2005: 556-565 | |
| 61 | Pierre L'Ecuyer, Eric Buist: Simulation in java with SSJ. Winter Simulation Conference 2005: 611-620 | |
| 60 | François Panneton, Pierre L'Ecuyer: On the xorshift random number generators. ACM Trans. Model. Comput. Simul. 15(4): 346-361 (2005) | |
| 2004 | ||
| 59 | Pierre L'Ecuyer: Quasi-Monte Carlo Methods in Finance. Winter Simulation Conference 2004: 1645- | |
| 58 | Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux: Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) | |
| 57 | Pierre L'Ecuyer, Renée Touzin: On the Deng-Lin random number generators and related methods. Statistics and Computing 14(1): 5-9 (2004) | |
| 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 I 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 II Springer 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 III Springer 2003 | |
| 53 | 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 | |
| 52 | 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 | |
| 51 | Pierre L'Ecuyer: Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. Winter Simulation Conference 2003: 81-89 | |
| 50 | Pierre L'Ecuyer: Guest introduction. ACM Trans. Model. Comput. Simul. 13(4): 295-298 (2003) | |
| 49 | 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 | ||
| 48 | Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher: SSJ: SSJ: a framework for stochastic simulation in Java. Winter Simulation Conference 2002: 234-242 | |
| 47 | 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 | ||
| 46 | 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 | |
| 45 | Pierre L'Ecuyer: Lattice Rules and Randomized Quasi-Monte Carlo. International Conference on Computational Science (1) 2001: 9 | |
| 44 | 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 | |
| 43 | Pierre L'Ecuyer: Software for uniform random number generation: distinguishing the good and the bad. Winter Simulation Conference 2001: 95-105 | |
| 42 | 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 | ||
| 41 | 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 | |
| 40 | Pierre L'Ecuyer, Renée Touzin: Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r. Winter Simulation Conference 2000: 683-689 | |
| 39 | Pierre L'Ecuyer, François Panneton: A new class of linear feedback shift register generators. Winter Simulation Conference 2000: 690-696 | |
| 38 | Raymond Couture, Pierre L'Ecuyer: Lattice computations for random numbers. Math. Comput. 69(230): 757-765 (2000) | |
| 1999 | ||
| 37 | 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 | |
| 36 | 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 | |
| 35 | Pierre L'Ecuyer, Christiane Lemieux: Quasi-Monte Carlo via linear shift-register sequences. Winter Simulation Conference 1999: 632-639 | |
| 34 | 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) | |
| 33 | Denis Choquet, Pierre L'Ecuyer, Christian Léger: Bootstrap confidence intervals for ratios of expectations. ACM Trans. Model. Comput. Simul. 9(4): 326-348 (1999) | |
| 32 | Pierre L'Ecuyer: Tables of linear congruential generators of different sizes and good lattice structure. Math. Comput. 68(225): 249-260 (1999) | |
| 31 | Pierre L'Ecuyer: Tables of maximally equidistributed combined LFSR generators. Math. Comput. 68(225): 261-269 (1999) | |
| 1998 | ||
| 30 | Christiane Lemieux, Pierre L'Ecuyer: An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106 | |
| 29 | Christiane Lemieux, Pierre L'Ecuyer: Efficiency Improvement by Lattice Rules for Pricing Asian Options. Winter Simulation Conference 1998: 579-586 | |
| 28 | Pierre L'Ecuyer: Uniform Random Number Generators. Winter Simulation Conference 1998: 97-104 | |
| 27 | 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 | ||
| 26 | Pierre L'Ecuyer: Uniform Random Number Generators: A Review. Winter Simulation Conference 1997: 127-134 | |
| 25 | 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) | |
| 24 | 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) | |
| 23 | Raymond Couture, Pierre L'Ecuyer: Distribution properties of multiply-with-c arry random number generators. Math. Comput. 66(218): 591-607 (1997) | |
| 1996 | ||
| 22 | Pierre L'Ecuyer, Yanick Champoux: Importance Sampling for Large ATM-Type Queueing Networks. Winter Simulation Conference 1996: 309-316 | |
| 21 | Pierre L'Ecuyer: Commentary - Simulation of Algorithms for Performance Analysis. INFORMS Journal on Computing 8(1): 16-20 (1996) | |
| 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 | Raymond Couture, Pierre L'Ecuyer: Linear Recurrences with Carry as Uniform Random Number Generators. Winter Simulation Conference 1995: 263-267 | |
| 1994 | ||
| 17 | Pierre L'Ecuyer: Efficiency improvement and variance reduction. Winter Simulation Conference 1994: 122-132 | |
| 16 | Pierre L'Ecuyer: Recent advances in uniform random number generation. Winter Simulation Conference 1994: 176-183 | |
| 1993 | ||
| 15 | Pierre L'Ecuyer: Two approaches for estimating the gradient in functional form. Winter Simulation Conference 1993: 338-346 | |
| 14 | 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 | 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 | Pierre L'Ecuyer: Testing random number generators. Winter Simulation Conference 1992: 305-313 | |
| 11 | Shu Tezuka, Pierre L'Ecuyer: Analysis of Add-with-Carry and Subtract-with-Borrow Generators. Winter Simulation Conference 1992: 443-447 | |
| 1991 | ||
| 10 | 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 | Pierre L'Ecuyer: An overview of derivative estimation. Winter Simulation Conference 1991: 207-217 | |
| 8 | Peter W. Glynn, Pierre L'Ecuyer, Michel Adès: Gradient estimation for ratios. Winter Simulation Conference 1991: 986-994 | |
| 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, 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 | Pierre L'Ecuyer: Formal formatting rules for Pascal programs. Journal of Systems and Software 7(4): 311-322 (1987) | |