Pierre L'Ecuyer

According to our database1, Pierre L'Ecuyer authored at least 172 papers between 1986 and 2020.

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Bibliography

2020
An algorithm to compute the t-value of a digital net and of its projections.
J. Comput. Appl. Math., 2020

2019
Quasi-Monte Carlo simulation of coagulation-fragmentation.
Mathematics and Computers in Simulation, 2019

Editorial Introduction to the Special Issue on MCM 2017.
Mathematics and Computers in Simulation, 2019

Array-RQMC for Option Pricing Under Stochastic Volatility Models.
Proceedings of the 2019 Winter Simulation Conference, 2019

Simulation from the Tail of the Univariate and Multivariate Normal Distribution.
Proceedings of the Systems Modeling: Methodologies and Tools, 2019

2018
Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons.
Mathematics and Computers in Simulation, 2018

Non-neutrality of search engines and its impact on innovation.
Internet Technol. Lett., 2018

Modeling bursts in the arrival Process to an Emergency Call Center.
Proceedings of the 2018 Winter Simulation Conference, 2018

On a generalized splitting method for Sampling from a Conditional Distribution.
Proceedings of the 2018 Winter Simulation Conference, 2018

Exact posterior simulation from the linear Lasso Regression.
Proceedings of the 2018 Winter Simulation Conference, 2018

2017
Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs.
Mathematics and Computers in Simulation, 2017

Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers.
Operations Research, 2017

History of uniform random number generation.
Proceedings of the 2017 Winter Simulation Conference, 2017

Accurate computation of the right tail of the sum of dependent log-normal variates.
Proceedings of the 2017 Winter Simulation Conference, 2017

2016
Algorithm 958: Lattice Builder: A General Software Tool for Constructing Rank-1 Lattice Rules.
ACM Trans. Math. Softw., 2016

Static Network Reliability Estimation under the Marshall-Olkin Copula.
ACM Trans. Model. Comput. Simul., 2016

Search (Non-)Neutrality and Impact on Innovation: Short talk.
SIGMETRICS Performance Evaluation Review, 2016

Rate-Based Daily Arrival Process Models with Application to Call Centers.
Operations Research, 2016

Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers.
Eur. J. Oper. Res., 2016

New history-based delay predictors for service systems.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

Two-stage chance-constrained staffing with agent recourse for multi-skill call centers.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

Simulation from the Normal Distribution Truncated to an Interval in the Tail.
Proceedings of the 10th EAI International Conference on Performance Evaluation Methodologies and Tools, 2016

2015
Waiting time predictors for multi-skill call centers.
Proceedings of the 2015 Winter Simulation Conference, 2015

Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty.
Proceedings of the 2015 Winter Simulation Conference, 2015

Imitation challenges: from uniform random variables to complex systems.
Proceedings of the 2015 Winter Simulation Conference, 2015

Random number generation with multiple streams for sequential and parallel computing.
Proceedings of the 2015 Winter Simulation Conference, 2015

Efficient probability estimation and simulation of the truncated multivariate student-t distribution.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Guest editors' introduction to special issue on the third INFORMS simulation society research workshop.
ACM Trans. Model. Comput. Simul., 2014

Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times.
Manufacturing & Service Operations Management, 2014

On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators.
INFORMS Journal on Computing, 2014

Retail store scheduling for profit.
Eur. J. Oper. Res., 2014

An adaptive zero-variance importance sampling approximation for static network dependability evaluation.
Comput. Oper. Res., 2014

Reliability of stochastic flow networks with continuous link capacities.
Proceedings of the 2014 Winter Simulation Conference, 2014

Scheduling Agents Using Forecast Call Arrivals at Hydro-Québec's Call Centers.
Proceedings of the Principles and Practice of Constraint Programming, 2014

2013
Call-type dependence in multiskill call centers.
Simulation, 2013

Markov chain importance sampling with applications to rare event probability estimation.
Statistics and Computing, 2013

Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models.
Manufacturing & Service Operations Management, 2013

Static Network Reliability Estimation via Generalized Splitting.
INFORMS Journal on Computing, 2013

Modeling and simulation grand challenges: An OR/MS perspective.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs.
Proceedings of the Fundamental Approaches to Software Engineering, 2013

2012
Variance bounds and existence results for randomly shifted lattice rules.
J. Comput. Appl. Math., 2012

A normal copula model for the arrival process in a call center.
ITOR, 2012

Constructing adapted lattice rules using problem-dependent criteria.
Proceedings of the Winter Simulation Conference, 2012

On the modeling and forecasting of call center arrivals.
Proceedings of the Winter Simulation Conference, 2012

Dependent failures in highly reliable static networks.
Proceedings of the Winter Simulation Conference, 2012

2011
Uniform Random Number Generators.
Proceedings of the International Encyclopedia of Statistical Science, 2011

Non-uniform Random Variate Generations.
Proceedings of the International Encyclopedia of Statistical Science, 2011

Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation.
IEEE Trans. Reliability, 2011

Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights.
J. Complex., 2011

Approximating zero-variance importance sampling in a reliability setting.
Annals OR, 2011

Graph reductions to speed up importance sampling-based static reliability estimation.
Proceedings of the Winter Simulation Conference 2011, 2011

An importance sampling method based on a one-step look-ahead density from a Markov chain.
Proceedings of the Winter Simulation Conference 2011, 2011

RMSIM: a Java library for simulating revenue management systems.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
Asymptotic robustness of estimators in rare-event simulation.
ACM Trans. Model. Comput. Simul., 2010

Resolution-stationary random number generators.
Mathematics and Computers in Simulation, 2010

Coupling from the past with randomized quasi-Monte Carlo.
Mathematics and Computers in Simulation, 2010

Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space.
Mathematics and Computers in Simulation, 2010

Optimizing daily agent scheduling in a multiskill call center.
Eur. J. Oper. Res., 2010

American option pricing with randomized quasi-Monte Carlo simulations.
Proceedings of the 2010 Winter Simulation Conference, 2010

Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence.
INFORMS Journal on Computing, 2009

Quasi-Monte Carlo methods with applications in finance.
Finance and Stochastics, 2009

On the Error Distribution for Randomly-shifted Lattice Rules.
Proceedings of the 2009 Winter Simulation Conference, 2009

Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals.
Proceedings of the 2009 Winter Simulation Conference, 2009

A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract.
Proceedings of the 4th International Conference on Performance Evaluation Methodologies and Tools, 2009

Importance Sampling in Rare Event Simulation.
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

Splitting Techniques.
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

2008
Staffing Multiskill Call Centers via Linear Programming and Simulation.
Management Science, 2008

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains.
Operations Research, 2008

Efficient Jump Ahead for 2-Linear Random Number Generators.
INFORMS Journal on Computing, 2008

Four Canadian Contributions to Stochastic Modeling.
INFOR, 2008

Approximate zero-variance simulation.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Simulation of a Lévy process by PCA sampling to reduce the effective dimension.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Speeding up call center simulation and optimization by Markov chain uniformization.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation.
Proceedings of the Sequences and Their Applications, 2008

A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space.
Proceedings of the Sequences and Their Applications, 2008

2007
TestU01: A C library for empirical testing of random number generators.
ACM Trans. Math. Softw., 2007

Rare events, splitting, and quasi-Monte Carlo.
ACM Trans. Model. Comput. Simul., 2007

Markov chain models of a telephone call center with call blending.
Comput. Oper. Res., 2007

Efficient and portable 32-bit random variate generators (1986).
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

Fortieth anniversary special panel: Landmark papers.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

Estimating the probability of a rare event over a finite time horizon.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

2006
Improved long-period generators based on linear recurrences modulo 2.
ACM Trans. Math. Softw., 2006

Inverting the symmetrical beta distribution.
ACM Trans. Math. Softw., 2006

Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model.
Management Science, 2006

Splitting for rare-event simulation.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

Variance reduction in the simulation of call centers.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

Splitting with weight windows to control the likelihood ratio in importance sampling.
Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

Modeling and Optimization Problems in Contact Centers.
Proceedings of the Third International Conference on the Quantitative Evaluation of Systems (QEST 2006), 2006

2005
On the xorshift random number generators.
ACM Trans. Model. Comput. Simul., 2005

Fast random number generators based on linear recurrences modulo 2: overview and comparison.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Simulation in java with SSJ.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

A java library for simulating contact centers.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Modeling and simulation of call centers.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004
On the Deng-Lin random number generators and related methods.
Statistics and Computing, 2004

Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res., 2004

Modeling Daily Arrivals to a Telephone Call Center.
Management Science, 2004

Quasi-Monte Carlo Methods in Finance.
Proceedings of the 36th conference on Winter simulation, 2004

2003
Guest introduction.
ACM Trans. Model. Comput. Simul., 2003

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation.
SIAM J. Scientific Computing, 2003

Combined generators with components from different families.
Mathematics and Computers in Simulation, 2003

Customer relations management: call center operations: modelling and simulation of a telephone call center.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002
Sparse Serial Tests of Uniformity for Random Number Generators.
SIAM J. Scientific Computing, 2002

A Dynamic Programming Procedure for Pricing American-Style Asian Options.
Management Science, 2002

An Object-Oriented Random-Number Package with Many Long Streams and Substreams.
Operations Research, 2002

SSJ: SSJ: a framework for stochastic simulation in Java.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001
Estimating small cell-loss ratios in ATM switches via importance sampling.
ACM Trans. Model. Comput. Simul., 2001

Software for uniform random number generation: distinguishing the good and the bad.
Proceedings of the 33nd conference on Winter simulation, 2001

Panel: academic perspectives: various ways academics teach simulation: are they all appropriate?
Proceedings of the 33nd conference on Winter simulation, 2001

On the Use of Quasi-Monte Carlo Methods in Computational Finance.
Proceedings of the Computational Science - ICCS 2001, 2001

Lattice Rules and Randomized Quasi-Monte Carlo.
Proceedings of the Computational Science - ICCS 2001, 2001

2000
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature.
SIAM J. Scientific Computing, 2000

Lattice computations for random numbers.
Math. Comput., 2000

Global Stochastic Optimization with Low-Dispersion Point Sets.
Operations Research, 2000

Close-Point Spatial Tests and Their Application to Random Number Generators.
Operations Research, 2000

Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
Proceedings of the 32nd conference on Winter simulation, WSC 2000, 2000

Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r.
Proceedings of the 32nd conference on Winter simulation, WSC 2000, 2000

A new class of linear feedback shift register generators.
Proceedings of the 32nd conference on Winter simulation, WSC 2000, 2000

1999
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r.
ACM Trans. Math. Softw., 1999

Bootstrap confidence intervals for ratios of expectations.
ACM Trans. Model. Comput. Simul., 1999

Tables of maximally equidistributed combined LFSR generators.
Math. Comput., 1999

Tables of linear congruential generators of different sizes and good lattice structure.
Math. Comput., 1999

Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators.
Operations Research, 1999

Strategic directions in simulation research (panel).
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Quasi-Monte Carlo via linear shift-register sequences.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998
Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation.
ACM Trans. Model. Comput. Simul., 1998

Budget-Dependent Convergence Rate of Stochastic Approximation.
SIAM Journal on Optimization, 1998

Efficiency Improvement by Lattice Rules for Pricing Asian Options.
Proceedings of the 30th conference on Winter simulation, WSC 1998, 1998

Uniform Random Number Generators.
Proceedings of the 30th conference on Winter simulation, WSC 1998, 1998

An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.
Proceedings of the MASCOTS 1998, 1998

1997
Distribution properties of multiply-with-c arry random number generators.
Math. Comput., 1997

An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators.
INFORMS Journal on Computing, 1997

Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences.
INFORMS Journal on Computing, 1997

Functional Estimation with Respect to a Threshold Parameter via Dynamic Split-and-Merge.
Discrete Event Dynamic Systems, 1997

Combining the Stochastic Counterpart and Stochastic Approximation Methods.
Discrete Event Dynamic Systems, 1997

Uniform Random Number Generators: A Review.
Proceedings of the 29th conference on Winter simulation, 1997

1996
Maximally equidistributed combined Tausworthe generators.
Math. Comput., 1996

Orbits and lattices for linear random number generators with composite moduli.
Math. Comput., 1996

Combined Multiple Recursive Random Number Generators.
Operations Research, 1996

Commentary - Simulation of Algorithms for Performance Analysis.
INFORMS Journal on Computing, 1996

Importance Sampling for Large ATM-Type Queueing Networks.
Proceedings of the 28th conference on Winter simulation, 1996

1995
Linear Recurrences with Carry as Uniform Random Number Generators.
Proceedings of the 27th conference on Winter simulation, 1995

1994
Gradient estimation via perturbation analysis, by Paul Glasserman, Kluwer, Boston. MA, 1991, 221 pp.
Networks, 1994

On the Convergence Rates of IPA and FDC Derivative Estimators.
Operations Research, 1994

Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models.
Discrete Event Dynamic Systems, 1994

Uniform random number generation.
Annals OR, 1994

Recent advances in uniform random number generation.
Proceedings of the 26th conference on Winter simulation, 1994

Efficiency improvement and variance reduction.
Proceedings of the 26th conference on Winter simulation, 1994

1993
On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators.
ACM Trans. Model. Comput. Simul., 1993

A Search for Good Multiple Recursive Random Number Generators.
ACM Trans. Model. Comput. Simul., 1993

Two approaches for estimating the gradient in functional form.
Proceedings of the 25th Winter Simulation Conference, 1993

1992
Convergence rates for steady-state derivative estimators.
Annals OR, 1992

Analysis of Add-with-Carry and Subtract-with-Borrow Generators.
Proceedings of the 24th Winter Simulation Conference, 1992

Testing random number generators.
Proceedings of the 24th Winter Simulation Conference, 1992

1991
Implementing a random number package with splitting facilities.
ACM Trans. Math. Softw., 1991

Efficient and Portable Combined Tausworthe Random Number Generators.
ACM Trans. Model. Comput. Simul., 1991

Comparing alternative methods for derivative estimation when IPA does not apply directly.
Proceedings of the 23th Winter Simulation Conference, 1991

An overview of derivative estimation.
Proceedings of the 23th Winter Simulation Conference, 1991

Gradient estimation for ratios.
Proceedings of the 23th Winter Simulation Conference, 1991

1990
Random Numbers for Simulation.
Commun. ACM, 1990

1989
About polynomial-time "unpredictable" generators.
Proceedings of the 21st Winter Simulation Conference, 1989

A tutorial on uniform variate generation.
Proceedings of the 21st Winter Simulation Conference, 1989

1988
Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems.
IEEE Trans. Computers, 1988

Discrete Event Dynamic Programming with Simultaneous Events.
Math. Oper. Res., 1988

Efficient and Portable Combined Random Number Generators.
Commun. ACM, 1988

Linear congruential generators of order K>1.
Proceedings of the 20th conference on Winter simulation, 1988

1987
Formal formatting rules for Pascal programs.
J. Syst. Softw., 1987

A process-oriented simulation package based on Modula-2.
Proceedings of the 19th conference on Winter simulation, 1987

1986
Efficient and portable 32-bit random variate generators.
Proceedings of the 18th conference on Winter simulation, WSC 1986, 1986


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