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WSC
2000
13 years 10 months ago
A comparison of five steady-state truncation heuristics for simulation
We compare the performance of five well-known truncation heuristics for mitigating the effects of initialization bias in the output analysis of steady-state simulations. Two of th...
K. Preston White, Michael J. Cobb, Stephen C. Spra...
IOR
2006
192views more  IOR 2006»
13 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
JCNS
1998
134views more  JCNS 1998»
13 years 9 months ago
Analytical and Simulation Results for Stochastic Fitzhugh-Nagumo Neurons and Neural Networks
An analytical approach is presented for determining the response of a neuron or of the activity in a network of connected neurons, represented by systems of nonlinear ordinary stoc...
Henry C. Tuckwell, Roger Rodriguez
INFOCOM
2005
IEEE
14 years 2 months ago
Perfect simulation and stationarity of a class of mobility models
— We define “random trip", a generic mobility model for independent mobiles that contains as special cases: the random waypoint on convex or non convex domains, random wa...
Jean-Yves Le Boudec, Milan Vojnovic
BMCBI
2006
131views more  BMCBI 2006»
13 years 9 months ago
SIMAGE: simulation of DNA-microarray gene expression data
Background: Simulation of DNA-microarray data serves at least three purposes: (i) optimizing the design of an intended DNA microarray experiment, (ii) comparing existing pre-proce...
Casper J. Albers, Ritsert C. Jansen, Jan Kok, Osca...