Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
With the advent of high-performance COTS clusters, there is a need for a simple, scalable and faulttolerant parallel programming and execution paradigm. In this paper, we show that...
Reza Farivar, Abhishek Verma, Ellick Chan, Roy H. ...
: The publications that relate to the application of simulation to healthcare have steadily increased over the years. These publications are scattered amongst various journals that...
Navonil Mustafee, Korina Katsaliaki, Simon J. E. T...
We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the ex...
Maria de los A. Irizarry, Michael E. Kuhl, Emily K...