Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Importance sampling (IS) is the most widely used efficiency improvement method for rare-event simulation. When estimating the probability of a rare event, the IS estimator is the ...
In this paper, we propose an adaptive algorithm for sampling and reconstructing two-dimensional fields using mobile sensors that can move to designated locations to collect measu...
In this paper, we identify and discuss the features we believe are key to the successful use of simulation as a manufacturing support tool. The discussion begins with three sample...
A new method is presented for use in simulating samples of disease and normal chromosomes bearing multiple linked genetic markers under a neutral model of mutation, genetic drift, ...