We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
The exponential distribution is a key distribution in many event-driven Monte-Carlo simulations, where it is used to model the time between random events in the system. This paper...
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
A Monte Carlo methodology is proposed for simulating air traffic blockage patterns under the impact of convective weather. The simulation utilizes probabilistic convective weather...
Abstract. We describe a Markov chain Monte Carlo based particle filter that effectively deals with interacting targets, i.e., targets that are influenced by the proximity and/or be...