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WSC
2000
14 years 11 months ago
Generating "dependent" quasi-random numbers
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
Shane G. Henderson, Belinda A. Chiera, Roger M. Co...
WSC
2000
14 years 11 months ago
On simulation model complexity
Nowadays the size and complexity of models is growing more and more, forcing modelers to face some problems that they were not accustomed to. Before trying to study ways to deal w...
Leonardo Chwif, Marcos Ribeiro Pereira Barretto, R...
WSC
2000
14 years 11 months ago
Practical aspects of simulating systems having arrival processes with long-range dependence
Analysis of network traffic indicates that packet arrival processes have significant stochastic dependence. It has been suggested that this dependence is so strong as to be wellmo...
Robert Geist, James Westall
WSC
2000
14 years 11 months ago
A real options design for quality control charts
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...
Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan
WSC
2000
14 years 11 months ago
Java engine for UML based hybrid state machines
One of the approaches to modeling hybrid systems is to assign algebraic-differential equations describing the continuous behavior to states of state machines that represent discre...
Andrei Borshchev, Yuri B. Kolesov, Yuri B. Seniche...