Contact

All Stories

  1. Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs

    Article • European Journal of Operational Research, March 2025, Elsevier

    Pierre L'Ecuyer

  2. Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights

    Article • SIAM Journal on Scientific Computing, August 2022, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  3. Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning

    Article • INFORMS Journal on Computing, May 2022, INFORMS

    Pierre L'Ecuyer

  4. A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty

    Article • European Journal of Operational Research, September 2021, Elsevier

    Pierre L'Ecuyer

  5. Density Estimation by Randomized Quasi-Monte Carlo

    Article • SIAM/ASA Journal on Uncertainty Quantification, January 2021, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  6. Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo

    Article • December 2020, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  7. An algorithm to compute the t-value of a digital net and of its projections

    Article • Journal of Computational and Applied Mathematics, June 2020, Elsevier

    Pierre L'Ecuyer

  8. Sampling Conditionally on a Rare Event via Generalized Splitting

    Article • INFORMS Journal on Computing, April 2020, INFORMS

    Pierre L'Ecuyer

  9. Spectral Analysis of the MIXMAX Random Number Generators

    Article • INFORMS Journal on Computing, January 2020, INFORMS

    Pierre L'Ecuyer

  10. Monte Carlo and Quasi-Monte Carlo Methods

    Article • January 2020, Springer Science + Business Media

    Pierre L'Ecuyer

  11. Array-RQMC for Option Pricing Under Stochastic Volatility Models

    Article • December 2019, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  12. Quasi-Monte Carlo simulation of coagulation–fragmentation

    Article • Mathematics and Computers in Simulation, July 2019, Elsevier

    Pierre L'Ecuyer

  13. Editorial Introduction to the Special Issue on MCM 2017

    Article • Mathematics and Computers in Simulation, July 2019, Elsevier

    Pierre L'Ecuyer

  14. EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION

    Article • December 2018, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  15. MODELING BURSTS IN THE ARRIVAL PROCESS TO AN EMERGENCY CALL CENTER

    Article • December 2018, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  16. ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION

    Article • December 2018, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  17. Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons

    Article • Mathematics and Computers in Simulation, January 2018, Elsevier

    Pierre L'Ecuyer

  18. Randomized Quasi-Monte Carlo: An Introduction for Practitioners

    Article • January 2018, Springer Science + Business Media

    Pierre L'Ecuyer

  19. History of uniform random number generation

    Article • December 2017, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  20. Accurate computation of the right tail of the sum of dependent log-normal variates

    Article • December 2017, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  21. Non-neutrality of search engines and its impact on innovation

    Article • Internet Technology Letters, November 2017, Wiley

    Pierre L'Ecuyer

  22. Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs

    Article • Mathematics and Computers in Simulation, May 2017, Elsevier

    Pierre L'Ecuyer

  23. Revenue management and optimal ranking for Internet search engines

    Article • Operations Research, April 2017, INFORMS

    Bruno Tuffin, Pierre L'Ecuyer

  24. Search (Non-)Neutrality and Impact on Innovation

    Article • ACM SIGMETRICS Performance Evaluation Review, January 2017, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  25. Simulation from the Normal Distribution Truncated to an Interval in the Tail

    Article • January 2017, Institute for Computer Sciences, Social Informatics and Telecommunications Engineering (ICST)

    Pierre L'Ecuyer

  26. New history-based delay predictors for service systems

    Article • December 2016, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  27. Two-stage chance-constrained staffing with agent recourse for multi-skill call centers

    Article • December 2016, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  28. Modeling and forecasting call center arrivals: A literature survey and a case study

    Article • International Journal of Forecasting, July 2016, Elsevier

    Pierre L'Ecuyer

  29. Algorithm 958

    Article • ACM Transactions on Mathematical Software, June 2016, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  30. Rate-Based Daily Arrival Process Models with Application to Call Centers

    Article • Operations Research, April 2016, INFORMS

    Pierre L'Ecuyer

  31. Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers

    Article • European Journal of Operational Research, April 2016, Elsevier

    Pierre L'Ecuyer

  32. Static Network Reliability Estimation under the Marshall-Olkin Copula

    Article • ACM Transactions on Modeling and Computer Simulation, January 2016, ACM (Association for Computing Machinery)

    Bruno Tuffin, Pierre L'Ecuyer

  33. Random number generation with multiple streams for sequential and parallel computing

    Article • December 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  34. Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty

    Article • December 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  35. Efficient probability estimation and simulation of the truncated multivariate student-t distribution

    Article • December 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  36. Waiting time predictors for multi-skill call centers

    Article • December 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  37. Reliability of stochastic flow networks with continuous link capacities

    Article • December 2014, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  38. Retail store scheduling for profit

    Article • European Journal of Operational Research, December 2014, Elsevier

    Pierre L'Ecuyer

  39. Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times

    Article • Manufacturing & Service Operations Management, October 2014, INFORMS

    Ger Koole, Pierre L'Ecuyer

  40. On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators

    Article • INFORMS Journal on Computing, August 2014, INFORMS

    Pierre L'Ecuyer

  41. An adaptive zero-variance importance sampling approximation for static network dependability evaluation

    Article • Computers & Operations Research, May 2014, Elsevier

    Pierre L'Ecuyer

  42. Scheduling Agents Using Forecast Call Arrivals at Hydro-Québec’s Call Centers

    Article • January 2014, Springer Science + Business Media

    Pierre L'Ecuyer

  43. Guest editors’ introduction to special issue on the third INFORMS simulation society research workshop

    Article • ACM Transactions on Modeling and Computer Simulation, January 2014, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  44. Modeling and simulation grand challenges: An OR/MS perspective

    Article • December 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  45. Call-type dependence in multiskill call centers

    Article • SIMULATION, April 2013, SAGE Publications

    Pierre L'Ecuyer

  46. Static Network Reliability Estimation via Generalized Splitting

    Article • INFORMS Journal on Computing, February 2013, INFORMS

    Pierre L'Ecuyer

  47. Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models

    Article • Manufacturing & Service Operations Management, February 2013, INFORMS

    Pierre L'Ecuyer

  48. Random Number Generators

    Article • January 2013, Springer Science + Business Media

    Pierre L'Ecuyer

  49. The Cross-Entropy Method for Optimization

    Article • January 2013, Elsevier

    Pierre L'Ecuyer

  50. Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs

    Article • January 2013, Springer Science + Business Media

    Pierre L'Ecuyer

  51. On the modeling and forecasting of call center arrivals

    Article • December 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  52. Constructing adapted lattice rules using problem-dependent criteria

    Article • December 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  53. Dependent failures in highly reliable static networks

    Article • December 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  54. Variance bounds and existence results for randomly shifted lattice rules

    Article • Journal of Computational and Applied Mathematics, July 2012, Elsevier

    Pierre L'Ecuyer

  55. A normal copula model for the arrival process in a call center

    Article • International Transactions in Operational Research, March 2012, Wiley

    Pierre L'Ecuyer

  56. Estimation of the mixed logit likelihood function by randomized quasi-Monte Carlo

    Article • Transportation Research Part B Methodological, February 2012, Elsevier

    Pierre L'Ecuyer

  57. On Figures of Merit for Randomly-Shifted Lattice Rules

    Article • January 2012, Springer Science + Business Media

    Pierre L'Ecuyer

  58. Random Number Generation

    Article • December 2011, Springer Science + Business Media

    Pierre L'Ecuyer

  59. Markov chain importance sampling with applications to rare event probability estimation

    Article • Statistics and Computing, December 2011, Springer Science + Business Media

    Pierre L'Ecuyer

  60. An importance sampling method based on a one-step look-ahead density from a Markov chain

    Article • December 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  61. Graph reductions to speed up importance sampling-based static reliability estimation

    Article • December 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  62. RMSim: A java library for simulating revenue management systems

    Article • December 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

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

    Article • Journal of Complexity, October 2011, Elsevier

    Pierre L'Ecuyer

  64. Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation

    Article • IEEE Transactions on Reliability, September 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  65. Uniform Random Number Generators

    Article • January 2011, Springer Science + Business Media

    Pierre L'Ecuyer

  66. Computing the Two-Sided Kolmogorov-Smirnov Distribution

    Article • Journal of Statistical Software, January 2011, Foundation for Open Access Statistic

    Pierre L'Ecuyer

  67. Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation

    Article • December 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  68. American option pricing with randomized quasi-Monte Carlo simulations

    Article • December 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  69. Coupling from the past with randomized quasi-Monte Carlo

    Article • Mathematics and Computers in Simulation, November 2010, Elsevier

    Pierre L'Ecuyer

  70. Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space

    Article • Mathematics and Computers in Simulation, November 2010, Elsevier

    Pierre L'Ecuyer

  71. 4.3: Qualification of the 500W Ka band TWT

    Article • May 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  72. Resolution-stationary random number generators

    Article • Mathematics and Computers in Simulation, February 2010, Elsevier

    Pierre L'Ecuyer

  73. Optimizing daily agent scheduling in a multiskill call center

    Article • European Journal of Operational Research, February 2010, Elsevier

    Pierre L'Ecuyer

  74. Asymptotic robustness of estimators in rare-event simulation

    Article • ACM Transactions on Modeling and Computer Simulation, January 2010, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  75. Fitting a normal copula for a multivariate distribution with both discrete and continuous marginals

    Article • December 2009, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  76. On the error distribution for randomly-shifted lattice rules

    Article • December 2009, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  77. Quasi-Monte Carlo methods with applications in finance

    Article • Finance and Stochastics, July 2009, Springer Science + Business Media

    Pierre L'Ecuyer

  78. Staffing multi-skill call centers via search methods and a performance approximation

    Article • IIE Transactions, April 2009, Taylor & Francis

    Pierre L'Ecuyer

  79. Approximating zero-variance importance sampling in a reliability setting

    Article • Annals of Operations Research, March 2009, Springer Science + Business Media

    Pierre L'Ecuyer

  80. Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence

    Article • INFORMS Journal on Computing, February 2009, INFORMS

    Pierre L'Ecuyer

  81. Monte Carlo and Quasi-Monte Carlo Methods 2008

    Article • January 2009, Springer Science + Business Media

    Pierre L'Ecuyer

  82. A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract

    Article • January 2009, Institute for Computer Sciences, Social Informatics and Telecommunications Engineering (ICST)

    Pierre L'Ecuyer

  83. On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates

    Article • January 2009, Springer Science + Business Media

    Pierre L'Ecuyer

  84. On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules

    Article • January 2009, Springer Science + Business Media

    Pierre L'Ecuyer

  85. Approximate zero-variance simulation

    Article • December 2008, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  86. Speeding up call center simulation and optimization by Markov chain uniformization

    Article • December 2008, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  87. Efficient Jump Ahead for

    Article • August 2008, INFORMS

    Pierre L'Ecuyer

  88. A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

    Article • Operations Research, August 2008, INFORMS

    Bruno Tuffin, Pierre L'Ecuyer

  89. On the interaction between stratification and control variates, with illustrations in a call centre simulation

    Article • Journal of Simulation, March 2008, Taylor & Francis

    Pierre L'Ecuyer

  90. Staffing Multiskill Call Centers via Linear Programming and Simulation

    Article • Management Science, February 2008, INFORMS

    Pierre L'Ecuyer

  91. Four Canadian Contributions to Stochastic Modeling

    Article • INFOR Information Systems and Operational Research, February 2008, Taylor & Francis

    Armann Ingolfsson, Pierre L'Ecuyer

  92. Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces

    Article • January 2008, Springer Science + Business Media

    Pierre L'Ecuyer

  93. A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections

    Article • January 2008, Springer Science + Business Media

    Pierre L'Ecuyer

  94. Estimating the probability of a rare event over a finite time horizon

    Article • December 2007, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  95. Fortieth anniversary special panel: Landmark papers

    Article • December 2007, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  96. Fortieth anniversary special panel: Landmark papers

    Article • December 2007, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  97. TestU01

    Article • ACM Transactions on Mathematical Software, August 2007, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  98. A dynamic programming approach for pricing options embedded in bonds

    Article • Journal of Economic Dynamics and Control, July 2007, Elsevier

    Pierre L'Ecuyer

  99. Markov chain models of a telephone call center with call blending

    Article • Computers & Operations Research, June 2007, Elsevier

    Armann Ingolfsson, Pierre L'Ecuyer

  100. Rare events, splitting, and quasi-Monte Carlo

    Article • ACM Transactions on Modeling and Computer Simulation, April 2007, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  101. Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model

    Article • Management Science, December 2006, INFORMS

    Pierre L'Ecuyer

  102. Inverting the symmetrical beta distribution

    Article • ACM Transactions on Mathematical Software, December 2006, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  103. Splitting for Rare-Event Simulation

    Article • December 2006, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  104. Variance Reduction in the Simulation of Call Centers

    Article • December 2006, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  105. The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta

    Article • Health Care Management Science, November 2006, Springer Science + Business Media

    Armann Ingolfsson, Pierre L'Ecuyer

  106. Improved long-period generators based on linear recurrences modulo 2

    Article • ACM Transactions on Mathematical Software, March 2006, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  107. Chapter 3 Uniform Random Number Generation

    Article • January 2006, Elsevier

    Pierre L'Ecuyer

  108. Modeling and Optimization Problems in Contact Centers

    Article • January 2006, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  109. Splitting with weight windows to control the likelihood ratio in importance sampling

    Article • January 2006, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  110. On the xorshift random number generators

    Article • ACM Transactions on Modeling and Computer Simulation, October 2005, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  111. Control Variates for Quasi-Monte Carlo

    Article • Statistical Science, February 2005, Institute of Mathematical Statistics

    Pierre L'Ecuyer

  112. Combination of General Antithetic Transformations and Control Variables

    Article • Mathematics of Operations Research, November 2004, INFORMS

    Pierre L'Ecuyer

  113. Modeling Daily Arrivals to a Telephone Call Center

    Article • Management Science, July 2004, INFORMS

    Pierre L'Ecuyer

  114. On the Deng-Lin random number generators and related methods

    Article • Statistics and Computing, January 2004, Springer Science + Business Media

    Pierre L'Ecuyer

  115. Polynomial Integration Lattices

    Article • January 2004, Springer Science + Business Media

    Pierre L'Ecuyer

  116. Guest introduction

    Article • ACM Transactions on Modeling and Computer Simulation, October 2003, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  117. Combined generators with components from different families

    Article • Mathematics and Computers in Simulation, March 2003, Elsevier

    Pierre L'Ecuyer

  118. Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation

    Article • SIAM Journal on Scientific Computing, January 2003, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  119. An Object-Oriented Random-Number Package with Many Long Streams and Substreams

    Article • Operations Research, December 2002, INFORMS

    Dr W. David Kelton, Pierre L'Ecuyer

  120. A Dynamic Programming Procedure for Pricing American-Style Asian Options

    Article • Management Science, May 2002, INFORMS

    Pierre L'Ecuyer

  121. Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2

    Article • January 2002, Springer Science + Business Media

    Pierre L'Ecuyer

  122. Sparse Serial Tests of Uniformity for Random Number Generators

    Article • SIAM Journal on Scientific Computing, January 2002, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  123. On selection criteria for lattice rules and other quasi-Monte Carlo point sets

    Article • Mathematics and Computers in Simulation, February 2001, Elsevier

    Pierre L'Ecuyer

  124. On the performance of birthday spacings tests with certain families of random number generators

    Article • Mathematics and Computers in Simulation, February 2001, Elsevier

    Pierre L'Ecuyer

  125. Estimating small cell-loss ratios in ATM switches via importance sampling

    Article • ACM Transactions on Modeling and Computer Simulation, January 2001, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  126. Global Stochastic Optimization with Low-Dispersion Point Sets

    Article • Operations Research, December 2000, INFORMS

    Pierre L'Ecuyer

  127. Variance Reduction via Lattice Rules

    Article • Management Science, September 2000, INFORMS

    Pierre L'Ecuyer

  128. Close-Point Spatial Tests and Their Application to Random Number Generators

    Article • Operations Research, April 2000, INFORMS

    Pierre L'Ecuyer

  129. Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature

    Article • SIAM Journal on Scientific Computing, January 2000, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  130. Central Limit Theorems for Stochastic Optimization Algorithms Using Infinitesimal Perturbation Analysis

    Article • Discrete Event Dynamic Systems, January 2000, Springer Science + Business Media

    Pierre L'Ecuyer

  131. Bootstrap confidence intervals for ratios of expectations

    Article • ACM Transactions on Modeling and Computer Simulation, October 1999, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  132. Beware of linear congruential generators with multipliers of the form a = ±2 q ±2 r

    Article • ACM Transactions on Mathematical Software, September 1999, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  133. Lattice computations for random numbers

    Article • Mathematics of Computation, February 1999, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  134. Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators

    Article • Operations Research, February 1999, INFORMS

    Pierre L'Ecuyer

  135. Asymptotic Efficiency of Perturbation-Analysis-Based Stochastic Approximation with Averaging

    Article • SIAM Journal on Control and Optimization, January 1999, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  136. Quasi-Monte Carlo via linear shift-register sequences

    Article • January 1999, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  137. Tables of linear congruential generators of different sizes and good lattice structure

    Article • Mathematics of Computation, January 1999, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  138. Tables of maximally equidistributed combined LFSR generators

    Article • Mathematics of Computation, January 1999, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  139. Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance

    Article • January 1999, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  140. Budget-Dependent Convergence Rate of Stochastic Approximation

    Article • SIAM Journal on Optimization, February 1998, Society for Industrial & Applied Mathematics (SIAM)

    Pierre L'Ecuyer

  141. Random Number Generators: Selection Criteria and Testing

    Article • January 1998, Springer Science + Business Media

    Pierre L'Ecuyer

  142. Guest editors' introduction: special issue on uniform random number generation

    Article • ACM Transactions on Modeling and Computer Simulation, January 1998, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  143. Tests based on sum-functions of spacings for uniform random numbers

    Article • Journal of Statistical Computation and Simulation, November 1997, Taylor & Francis

    Pierre L'Ecuyer

  144. A random number generator based on the combination of four LCGs

    Article • Mathematics and Computers in Simulation, May 1997, Elsevier

    Pierre L'Ecuyer

  145. An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators

    Article • INFORMS Journal on Computing, May 1997, INFORMS

    Pierre L'Ecuyer

  146. Distribution properties of multiply-with-c arry random number generators

    Article • Mathematics of Computation, April 1997, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  147. Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences

    Article • INFORMS Journal on Computing, February 1997, INFORMS

    Pierre L'Ecuyer

  148. Uniform random number generators

    Article • January 1997, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  149. Combining the Stochastic Counterpart and Stochastic Approximation Methods

    Article • Discrete Event Dynamic Systems, January 1997, Springer Science + Business Media

    Pierre L'Ecuyer

  150. Functional Estimation with Respect to a Threshold Parameter via Dynamic Split-and-Merge

    Article • Discrete Event Dynamic Systems, January 1997, Springer Science + Business Media

    Pierre L'Ecuyer

  151. Combined Multiple Recursive Random Number Generators

    Article • Operations Research, October 1996, INFORMS

    Pierre L'Ecuyer

  152. Importance sampling for large ATM-type queueing networks

    Article • January 1996, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  153. Maximally equidistributed combined Tausworthe generators

    Article • Mathematics of Computation, January 1996, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  154. Orbits and lattices for linear random number generators with composite moduli

    Article • Mathematics of Computation, January 1996, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  155. Linear recurrences with carry as uniform random number generators

    Article • January 1995, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  156. Uniform random number generation

    Article • Annals of Operations Research, December 1994, Springer Science + Business Media

    Pierre L'Ecuyer

  157. Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State

    Article • Management Science, November 1994, INFORMS

    Pierre L'Ecuyer

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

    Article • Networks, March 1994, Wiley

    Pierre L'Ecuyer

  159. Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models

    Article • Discrete Event Dynamic Systems, February 1994, Springer Science + Business Media

    Pierre L'Ecuyer

  160. On the lattice structure of certain linear congruential sequences related to AWC/SWB generators

    Article • Mathematics of Computation, January 1994, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  161. On the lattice structure of the add-with-carry and subtract-with-borrow random number generators

    Article • ACM Transactions on Modeling and Computer Simulation, October 1993, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  162. A search for good multiple recursive random number generators

    Article • ACM Transactions on Modeling and Computer Simulation, April 1993, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  163. Two approaches for estimating the gradient in functional form

    Article • January 1993, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  164. On the distribution of

    Article • Mathematics of Computation, January 1993, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  165. Convergence rates for steady-state derivative estimators

    Article • Annals of Operations Research, December 1992, Springer Science + Business Media

    Pierre L'Ecuyer

  166. Testing random number generators

    Article • January 1992, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  167. Analysis of add-with-carry and subtract-with-borrow generators

    Article • January 1992, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  168. Structural Properties for Two Classes of Combined Random Number Generators

    Article • Mathematics of Computation, October 1991, JSTOR

    Pierre L'Ecuyer

  169. Efficient and portable combined Tausworthe random number generators

    Article • ACM Transactions on Modeling and Computer Simulation, April 1991, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  170. Implementing a random number package with splitting facilities

    Article • ACM Transactions on Mathematical Software, March 1991, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  171. Structural properties for two classes of combined random number generators

    Article • Mathematics of Computation, January 1991, American Mathematical Society (AMS)

    Pierre L'Ecuyer

  172. Random numbers for simulation

    Article • Communications of the ACM, October 1990, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  173. Noncooperative stochastic games under a n-stage local contraction assumption

    Article • Stochastics and Stochastics Reports, April 1989, Taylor & Francis

    Pierre L'Ecuyer

  174. A tutorial on uniform variate generation

    Article • January 1989, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  175. About polynomial-time “unpredictable” generators

    Article • January 1989, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  176. Efficient and portable combined random number generators

    Article • Communications of the ACM, June 1988, ACM (Association for Computing Machinery)

    Pierre L'Ecuyer

  177. Computing optimal checkpointing strategies for rollback and recovery systems

    Article • IEEE Transactions on Computers, April 1988, Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  178. Discrete Event Dynamic Programming with Simultaneous Events

    Article • Mathematics of Operations Research, February 1988, INFORMS

    Pierre L'Ecuyer

  179. Computing transfer lines performance measures using dynamic programming

    Article • Computers & Industrial Engineering, January 1985, Elsevier

    Pierre L'Ecuyer

  180. Dynamic programming solution to the stochastic multiple lot dispatching in an FMS

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  181. Random Number Generation

    Article • Wiley

    Pierre L'Ecuyer

  182. Software for Random Number Generation

    Article • Springer Science + Business Media

    Pierre L'Ecuyer

  183. Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space

    Article • Springer Science + Business Media

    Pierre L'Ecuyer

  184. A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space

    Article • Springer Science + Business Media

    Pierre L'Ecuyer

  185. Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation

    Article • Springer Science + Business Media

    Pierre L'Ecuyer

  186. A java library for simulating contact centers

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  187. Fast Random Number Generators Based on Linear Recurrences Modulo 2: Overview and Comparison

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  188. Modeling and Simulation of Call Centers

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  189. Simulation in Java with SSJ

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Pierre L'Ecuyer

  190. Approximate solutions to continuous stochastic games

    Article • Springer Science + Business Media

    Pierre L'Ecuyer