Sciweavers

WSC
2007
14 years 1 months ago
Replicated batch means for steady-state simulations with initial transients
We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
Christos Alexopoulos, Sigrún Andradó...
WSC
2007
14 years 1 months ago
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
Ming-hua Hsieh, Yu-fen Chiu
WSC
2008
14 years 1 months ago
Efficient simulation for tail probabilities of Gaussian random fields
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
Robert J. Adler, Jose Blanchet, Jingchen Liu
WSC
2008
14 years 1 months ago
Towards applications of particle filters in wildfire spread simulation
Wildfire propagation is a complex process influenced by many factors. Simulation models of wildfire spread, such as DEVS-FIRE, are important tools for studying fire behavior. This...
Feng Gu, Xiaolin Hu
WSC
2007
14 years 1 months ago
Simulation implements demand-driven workforce scheduler for service industry
Simulation has long been a significant and powerful force for the improvement of manufacturing operations. More recently, it has been used to increase the efficiency, efficacy, an...
Marcelo Zottolo, Edward J. Williams, Onur M. Ü...
WSC
2008
14 years 1 months ago
Distributed multi-layered workload synthesis for testing stream processing systems
Testing and benchmarking of stream processing systems requires workload representative of real world scenarios with myriad of users, interacting through different applications ove...
Eric Bouillet, Parijat Dube, David George, Zhen Li...
WSC
2007
14 years 1 months ago
Automating DES output analysis: how many replications to run
This paper describes the selection and automation of a method for estimating how many replications should be run to achieve a required accuracy in the output. The motivation is to...
Kathryn Hoad, Stewart Robinson, Ruth Davies
WSC
2008
14 years 1 months ago
Information fusion in underwater sonar simulation
This paper discusses information fusion methodologies, selection of one of these methodologies, and application of these fusion methodologies to underwater sonar simulation. Bayes...
Yanshen Zhu, Maria Bull, Haluk M. Akin, José...
WSC
2007
14 years 1 months ago
Efficient suboptimal rare-event simulation
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn