Performance evaluation of complex systems is a critical issue and bounds computation provides confidence about service quality, reliability, etc. of such systems. The stochastic ...
Abstract. Computer simulations of realistic applications usually require solving a set of non-linear partial di erential equations PDEs over a nite region. The process of obtaini...
Leonid Oliker, Xiaoye S. Li, Gerd Heber, Rupak Bis...
Multivariate Time Series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is...
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...