123 search results - page 12 / 25 » Monte Carlo and discrete-event simulations in C and R |
AMC
2010
13 years 7 months ago
2010
: We present a formula to calculate the probability density function of the solution of the random linear transport equation in terms of the density functions of the velocity and t...
TCAD
2010
13 years 2 months ago
2010
PSP and the backward propagation of variance (BPV) method are used to characterize the statistical variations of metal-oxide-semiconductor field effect transistors (MOSFETs). BPV s...
MOBICOM
2004
ACM
14 years 25 days ago
2004
ACM
Many sensor network applications require location awareness, but it is often too expensive to include a GPS receiver in a sensor network node. Hence, localization schemes for sens...
FS
2011
12 years 11 months ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
IPPS
2010
IEEE
13 years 5 months ago
2010
IEEE
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...