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WSC
1997
13 years 10 months ago
A Stochastic Disk I/O Simulation Technique
In this paper, we describe a technique to construct accurate stochastic simulation models from acquired trace data. The resulting simulation models accept input trace data and ret...
Niki C. Thornock, Xiao-Hong Tu, J. Kelly Flanagan
DATE
2007
IEEE
92views Hardware» more  DATE 2007»
14 years 3 months ago
Random sampling of moment graph: a stochastic Krylov-reduction algorithm
In this paper we introduce a new algorithm for model order reduction in the presence of parameter or process variation. Our analysis is performed using a graph interpretation of t...
Zhenhai Zhu, Joel R. Phillips
PE
2010
Springer
135views Optimization» more  PE 2010»
13 years 3 months ago
Performance evaluation of component-based software systems: A survey
Performance prediction and measurement approaches for component-based software systems help software architects to evaluate their systems based on component performance specificat...
Heiko Koziolek
WSC
1997
13 years 10 months ago
Petri Net Based Simulation of Construction Schedules
Scheduling of a construction project requires: a) hierarchical decomposition of the project; b) incorporation of risk and uncertainty in the activity time and cost estimates; and ...
Anil Sawhney
WSC
2007
13 years 11 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman