WSC
2007
13 years 12 months ago
2007
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 ...
WSC
2008
13 years 12 months ago
2008
WSC
2007
13 years 12 months ago
2007
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...
WSC
2008
13 years 12 months ago
2008
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...
WSC
2008
13 years 12 months ago
2008
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...
WSC
2007
13 years 12 months ago
2007
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...
WSC
2008
13 years 12 months ago
2008
Testing and benchmarking of stream processing systems requires workload representative of real world scenarios with myriad of users, interacting through different applications ove...
WSC
2007
13 years 12 months ago
2007
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...
WSC
2008
13 years 12 months ago
2008
This paper discusses information fusion methodologies, selection of one of these methodologies, and application of these fusion methodologies to underwater sonar simulation. Bayes...
WSC
2007
13 years 12 months ago
2007
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...