CaVi provides a uniform interface to state-of-the-art simulation methods and formal verification methods for wireless sensor network. Simulation is suitable to examine the behavi...
A constrained Monte Carlo problem arises when one computes an expectation in the presence of a priori computable constraints on the expectations of quantities that are correlated ...
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
This paper presents a statistic-based approach for evaluating the testability of nodes in combinational circuits. This testability measurement is obtained via Monte Carlo simulati...
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...