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L’Ecuyer, Pierre

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Author ID: lecuyer.pierre Recent zbMATH articles by "L'Ecuyer, Pierre"
Published as: L’Ecuyer, P.; L’Ecuyer, Pierre; L’ecuyer, Pierre; L’Écuyer, P.; L’Écuyer, Pierre
External Links: MGP · ORCID · dblp
Documents Indexed: 133 Publications since 1982, including 5 Books
all top 5

Co-Authors

20 single-authored
13 Tuffin, Bruno
9 Couture, Raymond
9 Simard, Richard J.
8 Lécot, Christian
7 Haurie, Alain B.
7 Lemieux, Christiane
7 Panneton, François
6 Glynn, Peter W.
5 Avramidis, Athanassios N.
5 Breton, Michèle
5 Tezuka, Shu
4 El Haddad, Rami
4 Munger, David
4 Vázquez-Abad, Felisa J.
3 Ben-Ameur, Hatem
3 Botev, Zdravko I.
3 Gavrilova, Marina L.
3 Kumar, Vipin
3 Matsumoto, Makoto
3 Sinescu, Vasile
3 Tan, Chih Jeng Kenneth
2 Channouf, Nabil
2 Chen, Hanfu
2 Deslauriers, Alexandre
2 Giroux, Nataly
2 Haramoto, Hiroshi
2 Hellekalek, Peter
2 Oreshkin, Boris N.
2 Owen, Art B.
2 Tang, Qianyu
1 Andres, Terry H.
1 Ben Abdellah, Amal
1 Blanchet, Jose H.
1 Blouin, François
1 Bourceret, Erwan
1 Çezik, Mehmet Tolga
1 Champoux, Yanick
1 Chan, Wyean
1 Chapados, Nicolas
1 Choquet, Denis
1 Cordeau, Jean-François
1 Côté, Serge
1 Demers, Valérie
1 Dror, Moshe
1 Dussault, Jean-Pierre
1 Edel, Yves
1 El Maalouf, Joseph
1 Entacher, Karl
1 Gendreau, Michel
1 Godin, Maxime
1 Granger-Piché, Jacinthe
1 Haas, Peter J.
1 Henderson, Shane G.
1 Hickernell, Fred J.
1 Hollander, Abraham
1 Hong, Hee Sun
1 Ibrahim, Rouba
1 Ingolfsson, Armann
1 Joliveau, Marc
1 Karoui, Lotfi
1 Labrecque, Donald
1 L’Archevêque-Gaudet, Adam
1 Le Gland, François
1 Léger, Christian
1 Lezaud, Pascal
1 Maillé, Patrick
1 Malenfant, Jacques
1 Mandjes, Michel Robertus Hendrikus
1 Marion, Pierre
1 Martin, Benoît
1 Nassif, Nayla
1 Nishimura, Takuji
1 Perron, Gaétan
1 Pichitlamken, Juta
1 Pisacane, Ornella
1 Puchhammer, Florian
1 Réegnard, Nazim
1 Rousseau, Louis-Martin
1 Rubinstein, Reuven Y.
1 Saggadi, Samira
1 Sanvido, C.
1 Shen, Haipeng
1 Stier-Moses, Nicolás E.
1 Szidarovszky, Ferenc P.
1 Tarhini, Ali
1 Thiongane, Mamadou
1 Van Delft, Christian
1 Wambergue, Paul
1 Wegenkittl, Stefan
1 Yakowitz, Sidney J.
1 Yin, George M.

Publications by Year

Citations contained in zbMATH

100 Publications have been cited 951 times in 588 Documents Cited by Year
TestU01: a C library for empirical testing of random number generators. Zbl 1365.65008
L’Ecuyer, Pierre; Simard, Richard J.
72
2007
Good parameters and implementations for combined multiple recursive random number generators. Zbl 1042.65505
L’Écuyer, Pierre
36
1999
Uniform random number generation. Zbl 0843.65004
L’Ecuyer, Pierre
36
1994
A unified view of the IPA, SF, and LR gradient estimation techniques. Zbl 0731.65130
L’Ecuyer, Pierre
35
1990
Tables of linear congruential generators of different sizes and good lattice structure. Zbl 0917.65002
L’Ecuyer, Pierre
34
1999
A search for good multiple recursive random number generators. Zbl 0842.65004
L’Ecuyer, Pierre; Blouin, François; Couture, Raymond
31
1993
Variance reduction via lattice rules. Zbl 1232.65008
L’Ecuyer, Pierre; Lemieux, Christiane
29
2000
Modeling daily arrivals to a telephone call center. Zbl 1232.90268
Avramidis, Athanassios N.; Deslauriers, Alexandre; L’ecuyer, Pierre
26
2004
Quasi-Monte Carlo methods with applications in finance. Zbl 1199.65004
L’Ecuyer, Pierre
25
2009
Improved long-period generators based on linear recurrences modulo 2. Zbl 1346.94089
Panneton, François; L’ecuyer, Pierre; Matsumoto, Makoto
22
2006
On the convergence rates of IPA and FDC derivative estimators. Zbl 0863.65096
L’Ecuyer, Pierre; Perron, Gaétan
22
1994
Implementing a random number package with splitting facilities. Zbl 0900.65008
L’Ecuyer, Pierre; Côté, Serge
22
1991
An implementation of the lattice and spectral tests for multiple recursive linear random number generators. Zbl 0889.65004
L’Ecuyer, Pierre; Couture, Raymond
21
1997
Optimizing daily agent scheduling in a multiskill call center. Zbl 1177.90262
Avramidis, Athanassios N.; Chan, Wyean; Gendreau, Michel; L’Ecuyer, Pierre; Pisacane, Ornella
20
2010
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model. Zbl 1232.91700
Avramidis, Athanassios N.; L’Ecuyer, Pierre
20
2006
Maximally equidistributed combined Tausworthe generators. Zbl 0853.65007
L’Ecuyer, Pierre
20
1996
Markov chain models of a telephone call center with call blending. Zbl 1159.90332
Deslauriers, Alexandre; L’ecuyer, Pierre; Pichitlamken, Juta; Ingolfsson, Armann; Avramidis, Athanassios N.
19
2007
Extensible lattice sequences for quasi-Monte Carlo quadrature. Zbl 0974.65004
Hickernell, Fred J.; Hong, Hee Sun; L’Écuyer, Pierre; Lemieux, Christiane
19
2000
Combined multiple recursive random number generators. Zbl 0904.65004
L’Ecuyer, Pierre
17
1996
Staffing multiskill call centers via linear programming and simulation. Zbl 1232.90301
Cezik, Mehmet Tolga; L’ecuyer, Pierre
15
2008
A randomized quasi-Monte Carlo simulation method for Markov chains. Zbl 1167.90673
L’Ecuyer, Pierre; Lécot, Christian; Tuffin, Bruno
14
2008
Randomized polynomial lattice rules for multivariate integration and simulation. Zbl 1071.11049
Lemieux, Christiane; L’Écuyer, Pierre
14
2003
A dynamic programming procedure for pricing American-style Asian options. Zbl 1232.91645
Ben-Ameur, Hatem; Breton, Michèle; L’Ecuyer, Pierre
14
2002
Tables of maximally equidistributed combined LFSR generators. Zbl 0917.65003
L’Ecuyer, Pierre
14
1999
Stochastic optimization by simulation: Numerical experiments with the \(M/M/1\) queue in steady-state. Zbl 0822.90066
L’Ecuyer, Pierre; Giroux, Nataly; Glynn, Peter W.
14
1994
Structural properties for two classes of combined random number generators. Zbl 0748.65007
L’Ecuyer, Pierre; Tezuka, Shu
14
1991
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
13
2007
Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003
Tezuka, Shu; L’Ecuyer, Pierre
13
1991
Budget-dependent convergence rate of stochastic approximation. Zbl 0911.60003
L’Ecuyer, Pierre; Yin, George
12
1998
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences. Zbl 0894.65004
L’Ecuyer, Pierre
12
1997
Likelihood ratio gradient estimation for stochastic recursions. Zbl 0835.62071
Glynn, Peter W.; L’Ecuyer, Pierre
11
1995
Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence. Zbl 1243.62081
Avramidis, Athanassios N.; Channouf, Nabil; L’Ecuyer, Pierre
10
2009
A dynamic programming approach for pricing options embedded in bonds. Zbl 1163.91380
Ben-Ameur, Hatem; Breton, Michèle; Karoui, Lotfi; L’ecuyer, Pierre
10
2007
Polynomial integration lattices. Zbl 1041.65008
L’Écuyer, Pierre
9
2004
Sparse serial tests of uniformity for random number generators. Zbl 1037.62006
L’Ecuyer, Pierre; Simard, Richard; Wegenkittl, Stefan
9
2002
Close-point spatial tests and their application to random number generators. Zbl 1106.65301
L’Écuyer, Pierre; Cordeau, Jean-François; Simard, Richard
9
2000
On the interchange of derivative and expectation for likelihood ratio derivative estimators. Zbl 0844.62003
L’Ecuyer, Pierre
9
1995
Stochastic optimization by simulation: Convergence proofs for the \(GI/G/1\) queue in steady-state. Zbl 0823.90046
L’Ecuyer, Pierre; Glynn, Peter W.
9
1994
Approximation and bounds in discrete event dynamic programming. Zbl 0592.90092
Haurie, Alain; L’Ecuyer, Pierre
9
1986
On selection criteria for lattice rules and other quasi-Monte Carlo point sets. Zbl 0981.65007
Lemieux, Christiane; L’Ecuyer, Pierre
8
2001
On the lattice structure of certain linear congruential sequences related to AWC/SWB generators. Zbl 0803.65005
Couture, Raymond; L’Ecuyer, Pierre
8
1994
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0843.65003
Tezuka, Shu; L’Ecuyer, Pierre; Couture, Raymond
8
1993
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
7
2010
Importance sampling in rare event simulation. Zbl 1165.62027
L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno
7
2009
A stochastic control approach to group preventive replacement in a multicomponent system. Zbl 0479.93077
Haurie, A.; L’Ecuyer, P.
7
1982
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. Zbl 1235.65007
Sinescu, Vasile; L’Ecuyer, Pierre
6
2011
On the performance of birthday spacings tests with certain families of random number generators. Zbl 0981.65008
L’Ecuyer, Pierre; Simard, Richard
6
2001
Random number generators: Selection criteria and testing. Zbl 0915.65004
L’Ecuyer, Pierre; Hellekalek, Peter
6
1998
On the distribution of \(k\)-dimensional vectors for simple and combined Tausworthe sequences. Zbl 0780.65003
Couture, Raymond; L’Ecuyer, Pierre; Tezuka, Shu
6
1993
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers. Zbl 1346.90253
Ibrahim, Rouba; L’Ecuyer, Pierre; Shen, Haipeng; Thiongane, Mamadou
5
2016
Markov chain importance sampling with applications to rare event probability estimation. Zbl 1322.62010
Botev, Zdravko I.; L’Ecuyer, Pierre; Tuffin, Bruno
5
2013
Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space. Zbl 1097.65016
L’Ecuyer, Pierre; Lécot, Christian; Tuffin, Bruno
5
2006
On the xorshift random number generators. Zbl 1390.65015
Panneton, François; L’Ecuyer, Pierre
5
2005
Global stochastic optimization with low-dispersion point sets. Zbl 1106.90364
Yakowitz, Sidney; L’Écuyer, Pierre; Vázquez-Abad, Felisa
5
2000
Lattice computations for random numbers. Zbl 0952.65003
Couture, Raymond; L’Ecuyer, Pierre
5
2000
A random number generator based on the combination of four LCGs. Zbl 1017.65501
L’Ecuyer, Pierre; Andres, Terry H.
5
1997
A normal copula model for the arrival process in a call center. Zbl 06175282
Channouf, Nabil; L’Ecuyer, Pierre
4
2012
Approximating zero-variance importance sampling in a reliability setting. Zbl 1235.90057
L’Ecuyer, Pierre; Tuffin, Bruno
4
2011
On the distribution of integration error by randomly-shifted lattice rules. Zbl 1329.62082
L’Ecuyer, Pierre; Munger, David; Tuffin, Bruno
4
2010
Efficient jump ahead for \(\mathbb{F}_{2}\)-linear random number generators. Zbl 1243.65006
Haramoto, Hiroshi; Matsumoto, Makoto; Nishimura, Takuji; Panneton, François; L’ecuyer, Pierre
4
2008
Quasi-Monte Carlo node sets from linear congruential generators. Zbl 0942.65025
Entacher, Karl; Hellekalek, Peter; L’Ecuyer, Pierre
4
2000
Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models. Zbl 0791.93104
Haurie, A.; L’Ecuyer, P.; van Delft, Ch.
4
1994
Retail store scheduling for profit. Zbl 1339.90129
Chapados, Nicolas; Joliveau, Marc; L’Ecuyer, Pierre; Rousseau, Louis-Martin
3
2014
On the lattice structure of a special class of multiple recursive random number generators. Zbl 1304.65006
L’Ecuyer, Pierre; Simard, Richard
3
2014
On figures of merit for randomly-shifted lattice rules. Zbl 1271.65045
L’Ecuyer, Pierre; Munger, David
3
2012
Splitting techniques. Zbl 1168.65309
L’Ecuyer, Pierre; Le Gland, François; Lezaud, Pascal; Tuffin, Bruno
3
2009
Combined generators with components from different families. Zbl 1019.65006
L’Ecuyer, Pierre; Granger-Piché, Jacinthe
3
2003
Beware of linear congruential generators with multipliers of the form \(a=\pm 2^q\pm 2^r\). Zbl 0964.65002
L’Ecuyer, Pierre; Simard, Richard
3
1999
Optimal research and development expenditures under an incremental tax incentive scheme. Zbl 0565.90036
L’Écuyer, P.; Haurie, A.; Hollander, A.
3
1985
Randomized quasi-Monte Carlo: an introduction for practitioners. Zbl 1407.65013
L’Ecuyer, Pierre
2
2018
Revenue-maximizing rankings for online platforms with quality-sensitive consumers. Zbl 1366.90146
L’ecuyer, Pierre; Maillé, Patrick; Stier-Moses, Nicolás E.; Tuffin, Bruno
2
2017
An adaptive zero-variance importance sampling approximation for static network dependability evaluation. Zbl 1348.90217
Tuffin, Bruno; Saggadi, Samira; L’Ecuyer, Pierre
2
2014
Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces. Zbl 1141.65311
El Haddad, Rami; Lécot, Christian; L’Ecuyer, Pierre
2
2008
Inverting the symmetrical beta distribution. Zbl 1230.65014
L’Ecuyer, Pierre; Simard, Richard J.
2
2006
Tests based on sum-functions of spacings for uniform random numbers. Zbl 0901.65001
L’Ecuyer, Pierre
2
1997
Distribution properties of multiply-with-carry random number generators. Zbl 0866.65003
Couture, Raymond; L’Ecuyer, Pierre
2
1997
Orbits and lattices for linear random number generators with composite moduli. Zbl 0851.65005
Couture, Raymond; L’Ecuyer, Pierre
2
1996
Convergence rates for steady-state derivative estimators. Zbl 0778.93105
L’Ecuyer, Pierre
2
1992
Discrete event dynamic programming with simultaneous events. Zbl 0648.90086
L’Ecuyer, Pierre; Haurie, Alain
2
1988
The repair vs. replacement problem: A stochastic control approach. Zbl 0629.90043
L’Ecuyer, Pierre; Haurie, Alain
2
1987
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
1
2016
Rate-based daily arrival process models with application to call centers. Zbl 1345.60106
Oreshkin, Boris N.; Réegnard, Nazim; L’ecuyer, Pierre
1
2016
Variance bounds and existence results for randomly shifted lattice rules. Zbl 1264.65005
Sinescu, Vasile; L’ecuyer, Pierre
1
2012
On the behavior of the weighted star discrepancy bounds for shifted lattice rules. Zbl 1184.65011
Sinescu, Vasile; L’Ecuyer, Pierre
1
2009
On array-RQMC for Markov chains: Mapping alternatives and convergence rates. Zbl 1184.65018
L’Ecuyer, Pierre; Lécot, Christian; L’Archevêque-Gaudet, Adam
1
2009
A fast jump ahead algorithm for linear recurrences in a polynomial space. Zbl 1206.94034
Haramoto, Hiroshi; Matsumoto, Makoto; L’Ecuyer, Pierre
1
2008
A coding theoretic approach to building nets with well-equidistributed projections. Zbl 1151.11336
Edel, Yves; L’Ecuyer, Pierre
1
2008
Infinite-dimensional highly-uniform point sets defined via linear recurrences in \(\mathbb F_{2^w}\). Zbl 1097.65007
Panneton, François; L’Ecuyer, Pierre
1
2006
Combination of general antithetic transformations and control variables. Zbl 1082.65002
Ben-Ameur, Hatem; L’Ecuyer, Pierre; Lemieux, Christiane
1
2004
Random number generators based on linear recurrences in \(\mathbb{F}_{2^w}\). Zbl 1042.65012
Panneton, François; L’Écuyer, Pierre
1
2004
Construction of equidistributed generators based on linear recurrences modulo 2. Zbl 1005.65009
L’Ecuyer, Pierre; Panneton, François
1
2002
Modeling uncertainty. An examination of stochastic theory, methods, and applications. Zbl 0979.00016
Dror, Moshe (ed.); L’Ecuyer, Pierre (ed.); Szidarovszky, Ferenc (ed.)
1
2002
On the use of quasi-Monte Carlo methods in computational finance. Zbl 0982.68712
Lemieux, Christiane; L’Ecuyer, Pierre
1
2001
Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis. Zbl 0976.62080
Tang, Qian-Yu; L’Ecuyer, Pierre; Chen, Han Fu
1
2000
A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets. Zbl 0941.65028
Lemieux, Christiane; L’Ecuyer, Pierre
1
2000
Bootstrap confidence intervals for ratios of expectations. Zbl 1391.65027
Choquet, Denis; L’Ecuyer, Pierre; Léger, Christian
1
1999
Asymptotic efficiency of perturbation-analysis-based stochastic approximation with averaging. Zbl 1054.62576
Tang, Qian-Yu; L’Ecuyer, Pierre; Chen, Han-Fu
1
1999
Functional estimation with respect to a threshold parameter via dynamic split-and-merge. Zbl 0875.93577
L’Ecuyer, Pierre; Vázquez-Abad, Felisa J.
1
1997
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0945.65503
Tezuka, Shu; L’Ecuyer, Pierre
1
1993
Preventive replacement for multicomponent systems: An opportunistic discrete-time dynamic programming model. Zbl 0514.90041
L’Ecuyer, Pierre; Haurie, Alain
1
1983
Randomized quasi-Monte Carlo: an introduction for practitioners. Zbl 1407.65013
L’Ecuyer, Pierre
2
2018
Revenue-maximizing rankings for online platforms with quality-sensitive consumers. Zbl 1366.90146
L’ecuyer, Pierre; Maillé, Patrick; Stier-Moses, Nicolás E.; Tuffin, Bruno
2
2017
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers. Zbl 1346.90253
Ibrahim, Rouba; L’Ecuyer, Pierre; Shen, Haipeng; Thiongane, Mamadou
5
2016
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
1
2016
Rate-based daily arrival process models with application to call centers. Zbl 1345.60106
Oreshkin, Boris N.; Réegnard, Nazim; L’ecuyer, Pierre
1
2016
Retail store scheduling for profit. Zbl 1339.90129
Chapados, Nicolas; Joliveau, Marc; L’Ecuyer, Pierre; Rousseau, Louis-Martin
3
2014
On the lattice structure of a special class of multiple recursive random number generators. Zbl 1304.65006
L’Ecuyer, Pierre; Simard, Richard
3
2014
An adaptive zero-variance importance sampling approximation for static network dependability evaluation. Zbl 1348.90217
Tuffin, Bruno; Saggadi, Samira; L’Ecuyer, Pierre
2
2014
Markov chain importance sampling with applications to rare event probability estimation. Zbl 1322.62010
Botev, Zdravko I.; L’Ecuyer, Pierre; Tuffin, Bruno
5
2013
A normal copula model for the arrival process in a call center. Zbl 06175282
Channouf, Nabil; L’Ecuyer, Pierre
4
2012
On figures of merit for randomly-shifted lattice rules. Zbl 1271.65045
L’Ecuyer, Pierre; Munger, David
3
2012
Variance bounds and existence results for randomly shifted lattice rules. Zbl 1264.65005
Sinescu, Vasile; L’ecuyer, Pierre
1
2012
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. Zbl 1235.65007
Sinescu, Vasile; L’Ecuyer, Pierre
6
2011
Approximating zero-variance importance sampling in a reliability setting. Zbl 1235.90057
L’Ecuyer, Pierre; Tuffin, Bruno
4
2011
Optimizing daily agent scheduling in a multiskill call center. Zbl 1177.90262
Avramidis, Athanassios N.; Chan, Wyean; Gendreau, Michel; L’Ecuyer, Pierre; Pisacane, Ornella
20
2010
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
7
2010
On the distribution of integration error by randomly-shifted lattice rules. Zbl 1329.62082
L’Ecuyer, Pierre; Munger, David; Tuffin, Bruno
4
2010
Quasi-Monte Carlo methods with applications in finance. Zbl 1199.65004
L’Ecuyer, Pierre
25
2009
Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence. Zbl 1243.62081
Avramidis, Athanassios N.; Channouf, Nabil; L’Ecuyer, Pierre
10
2009
Importance sampling in rare event simulation. Zbl 1165.62027
L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno
7
2009
Splitting techniques. Zbl 1168.65309
L’Ecuyer, Pierre; Le Gland, François; Lezaud, Pascal; Tuffin, Bruno
3
2009
On the behavior of the weighted star discrepancy bounds for shifted lattice rules. Zbl 1184.65011
Sinescu, Vasile; L’Ecuyer, Pierre
1
2009
On array-RQMC for Markov chains: Mapping alternatives and convergence rates. Zbl 1184.65018
L’Ecuyer, Pierre; Lécot, Christian; L’Archevêque-Gaudet, Adam
1
2009
Staffing multiskill call centers via linear programming and simulation. Zbl 1232.90301
Cezik, Mehmet Tolga; L’ecuyer, Pierre
15
2008
A randomized quasi-Monte Carlo simulation method for Markov chains. Zbl 1167.90673
L’Ecuyer, Pierre; Lécot, Christian; Tuffin, Bruno
14
2008
Efficient jump ahead for \(\mathbb{F}_{2}\)-linear random number generators. Zbl 1243.65006
Haramoto, Hiroshi; Matsumoto, Makoto; Nishimura, Takuji; Panneton, François; L’ecuyer, Pierre
4
2008
Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces. Zbl 1141.65311
El Haddad, Rami; Lécot, Christian; L’Ecuyer, Pierre
2
2008
A fast jump ahead algorithm for linear recurrences in a polynomial space. Zbl 1206.94034
Haramoto, Hiroshi; Matsumoto, Makoto; L’Ecuyer, Pierre
1
2008
A coding theoretic approach to building nets with well-equidistributed projections. Zbl 1151.11336
Edel, Yves; L’Ecuyer, Pierre
1
2008
TestU01: a C library for empirical testing of random number generators. Zbl 1365.65008
L’Ecuyer, Pierre; Simard, Richard J.
72
2007
Markov chain models of a telephone call center with call blending. Zbl 1159.90332
Deslauriers, Alexandre; L’ecuyer, Pierre; Pichitlamken, Juta; Ingolfsson, Armann; Avramidis, Athanassios N.
19
2007
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
13
2007
A dynamic programming approach for pricing options embedded in bonds. Zbl 1163.91380
Ben-Ameur, Hatem; Breton, Michèle; Karoui, Lotfi; L’ecuyer, Pierre
10
2007
Improved long-period generators based on linear recurrences modulo 2. Zbl 1346.94089
Panneton, François; L’ecuyer, Pierre; Matsumoto, Makoto
22
2006
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model. Zbl 1232.91700
Avramidis, Athanassios N.; L’Ecuyer, Pierre
20
2006
Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space. Zbl 1097.65016
L’Ecuyer, Pierre; Lécot, Christian; Tuffin, Bruno
5
2006
Inverting the symmetrical beta distribution. Zbl 1230.65014
L’Ecuyer, Pierre; Simard, Richard J.
2
2006
Infinite-dimensional highly-uniform point sets defined via linear recurrences in \(\mathbb F_{2^w}\). Zbl 1097.65007
Panneton, François; L’Ecuyer, Pierre
1
2006
On the xorshift random number generators. Zbl 1390.65015
Panneton, François; L’Ecuyer, Pierre
5
2005
Modeling daily arrivals to a telephone call center. Zbl 1232.90268
Avramidis, Athanassios N.; Deslauriers, Alexandre; L’ecuyer, Pierre
26
2004
Polynomial integration lattices. Zbl 1041.65008
L’Écuyer, Pierre
9
2004
Combination of general antithetic transformations and control variables. Zbl 1082.65002
Ben-Ameur, Hatem; L’Ecuyer, Pierre; Lemieux, Christiane
1
2004
Random number generators based on linear recurrences in \(\mathbb{F}_{2^w}\). Zbl 1042.65012
Panneton, François; L’Écuyer, Pierre
1
2004
Randomized polynomial lattice rules for multivariate integration and simulation. Zbl 1071.11049
Lemieux, Christiane; L’Écuyer, Pierre
14
2003
Combined generators with components from different families. Zbl 1019.65006
L’Ecuyer, Pierre; Granger-Piché, Jacinthe
3
2003
A dynamic programming procedure for pricing American-style Asian options. Zbl 1232.91645
Ben-Ameur, Hatem; Breton, Michèle; L’Ecuyer, Pierre
14
2002
Sparse serial tests of uniformity for random number generators. Zbl 1037.62006
L’Ecuyer, Pierre; Simard, Richard; Wegenkittl, Stefan
9
2002
Construction of equidistributed generators based on linear recurrences modulo 2. Zbl 1005.65009
L’Ecuyer, Pierre; Panneton, François
1
2002
Modeling uncertainty. An examination of stochastic theory, methods, and applications. Zbl 0979.00016
Dror, Moshe (ed.); L’Ecuyer, Pierre (ed.); Szidarovszky, Ferenc (ed.)
1
2002
On selection criteria for lattice rules and other quasi-Monte Carlo point sets. Zbl 0981.65007
Lemieux, Christiane; L’Ecuyer, Pierre
8
2001
On the performance of birthday spacings tests with certain families of random number generators. Zbl 0981.65008
L’Ecuyer, Pierre; Simard, Richard
6
2001
On the use of quasi-Monte Carlo methods in computational finance. Zbl 0982.68712
Lemieux, Christiane; L’Ecuyer, Pierre
1
2001
Variance reduction via lattice rules. Zbl 1232.65008
L’Ecuyer, Pierre; Lemieux, Christiane
29
2000
Extensible lattice sequences for quasi-Monte Carlo quadrature. Zbl 0974.65004
Hickernell, Fred J.; Hong, Hee Sun; L’Écuyer, Pierre; Lemieux, Christiane
19
2000
Close-point spatial tests and their application to random number generators. Zbl 1106.65301
L’Écuyer, Pierre; Cordeau, Jean-François; Simard, Richard
9
2000
Global stochastic optimization with low-dispersion point sets. Zbl 1106.90364
Yakowitz, Sidney; L’Écuyer, Pierre; Vázquez-Abad, Felisa
5
2000
Lattice computations for random numbers. Zbl 0952.65003
Couture, Raymond; L’Ecuyer, Pierre
5
2000
Quasi-Monte Carlo node sets from linear congruential generators. Zbl 0942.65025
Entacher, Karl; Hellekalek, Peter; L’Ecuyer, Pierre
4
2000
Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis. Zbl 0976.62080
Tang, Qian-Yu; L’Ecuyer, Pierre; Chen, Han Fu
1
2000
A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets. Zbl 0941.65028
Lemieux, Christiane; L’Ecuyer, Pierre
1
2000
Good parameters and implementations for combined multiple recursive random number generators. Zbl 1042.65505
L’Écuyer, Pierre
36
1999
Tables of linear congruential generators of different sizes and good lattice structure. Zbl 0917.65002
L’Ecuyer, Pierre
34
1999
Tables of maximally equidistributed combined LFSR generators. Zbl 0917.65003
L’Ecuyer, Pierre
14
1999
Beware of linear congruential generators with multipliers of the form \(a=\pm 2^q\pm 2^r\). Zbl 0964.65002
L’Ecuyer, Pierre; Simard, Richard
3
1999
Bootstrap confidence intervals for ratios of expectations. Zbl 1391.65027
Choquet, Denis; L’Ecuyer, Pierre; Léger, Christian
1
1999
Asymptotic efficiency of perturbation-analysis-based stochastic approximation with averaging. Zbl 1054.62576
Tang, Qian-Yu; L’Ecuyer, Pierre; Chen, Han-Fu
1
1999
Budget-dependent convergence rate of stochastic approximation. Zbl 0911.60003
L’Ecuyer, Pierre; Yin, George
12
1998
Random number generators: Selection criteria and testing. Zbl 0915.65004
L’Ecuyer, Pierre; Hellekalek, Peter
6
1998
An implementation of the lattice and spectral tests for multiple recursive linear random number generators. Zbl 0889.65004
L’Ecuyer, Pierre; Couture, Raymond
21
1997
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences. Zbl 0894.65004
L’Ecuyer, Pierre
12
1997
A random number generator based on the combination of four LCGs. Zbl 1017.65501
L’Ecuyer, Pierre; Andres, Terry H.
5
1997
Tests based on sum-functions of spacings for uniform random numbers. Zbl 0901.65001
L’Ecuyer, Pierre
2
1997
Distribution properties of multiply-with-carry random number generators. Zbl 0866.65003
Couture, Raymond; L’Ecuyer, Pierre
2
1997
Functional estimation with respect to a threshold parameter via dynamic split-and-merge. Zbl 0875.93577
L’Ecuyer, Pierre; Vázquez-Abad, Felisa J.
1
1997
Maximally equidistributed combined Tausworthe generators. Zbl 0853.65007
L’Ecuyer, Pierre
20
1996
Combined multiple recursive random number generators. Zbl 0904.65004
L’Ecuyer, Pierre
17
1996
Orbits and lattices for linear random number generators with composite moduli. Zbl 0851.65005
Couture, Raymond; L’Ecuyer, Pierre
2
1996
Likelihood ratio gradient estimation for stochastic recursions. Zbl 0835.62071
Glynn, Peter W.; L’Ecuyer, Pierre
11
1995
On the interchange of derivative and expectation for likelihood ratio derivative estimators. Zbl 0844.62003
L’Ecuyer, Pierre
9
1995
Uniform random number generation. Zbl 0843.65004
L’Ecuyer, Pierre
36
1994
On the convergence rates of IPA and FDC derivative estimators. Zbl 0863.65096
L’Ecuyer, Pierre; Perron, Gaétan
22
1994
Stochastic optimization by simulation: Numerical experiments with the \(M/M/1\) queue in steady-state. Zbl 0822.90066
L’Ecuyer, Pierre; Giroux, Nataly; Glynn, Peter W.
14
1994
Stochastic optimization by simulation: Convergence proofs for the \(GI/G/1\) queue in steady-state. Zbl 0823.90046
L’Ecuyer, Pierre; Glynn, Peter W.
9
1994
On the lattice structure of certain linear congruential sequences related to AWC/SWB generators. Zbl 0803.65005
Couture, Raymond; L’Ecuyer, Pierre
8
1994
Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models. Zbl 0791.93104
Haurie, A.; L’Ecuyer, P.; van Delft, Ch.
4
1994
A search for good multiple recursive random number generators. Zbl 0842.65004
L’Ecuyer, Pierre; Blouin, François; Couture, Raymond
31
1993
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0843.65003
Tezuka, Shu; L’Ecuyer, Pierre; Couture, Raymond
8
1993
On the distribution of \(k\)-dimensional vectors for simple and combined Tausworthe sequences. Zbl 0780.65003
Couture, Raymond; L’Ecuyer, Pierre; Tezuka, Shu
6
1993
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0945.65503
Tezuka, Shu; L’Ecuyer, Pierre
1
1993
Convergence rates for steady-state derivative estimators. Zbl 0778.93105
L’Ecuyer, Pierre
2
1992
Implementing a random number package with splitting facilities. Zbl 0900.65008
L’Ecuyer, Pierre; Côté, Serge
22
1991
Structural properties for two classes of combined random number generators. Zbl 0748.65007
L’Ecuyer, Pierre; Tezuka, Shu
14
1991
Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003
Tezuka, Shu; L’Ecuyer, Pierre
13
1991
A unified view of the IPA, SF, and LR gradient estimation techniques. Zbl 0731.65130
L’Ecuyer, Pierre
35
1990
Discrete event dynamic programming with simultaneous events. Zbl 0648.90086
L’Ecuyer, Pierre; Haurie, Alain
2
1988
The repair vs. replacement problem: A stochastic control approach. Zbl 0629.90043
L’Ecuyer, Pierre; Haurie, Alain
2
1987
Approximation and bounds in discrete event dynamic programming. Zbl 0592.90092
Haurie, Alain; L’Ecuyer, Pierre
9
1986
Optimal research and development expenditures under an incremental tax incentive scheme. Zbl 0565.90036
L’Écuyer, P.; Haurie, A.; Hollander, A.
3
1985
Preventive replacement for multicomponent systems: An opportunistic discrete-time dynamic programming model. Zbl 0514.90041
L’Ecuyer, Pierre; Haurie, Alain
1
1983
A stochastic control approach to group preventive replacement in a multicomponent system. Zbl 0479.93077
Haurie, A.; L’Ecuyer, P.
7
1982
all top 5

Cited by 999 Authors

41 L’Ecuyer, Pierre
13 Dick, Josef
12 Tang, Hui-Chin
11 Pillichshammer, Friedrich
10 Niederreiter, Harald
9 Kao, Chiang
9 Tang, Huichin
8 Harase, Shin
8 Hickernell, Fred J.
8 Kritzer, Peter
8 Phung-Duc, Tuan
8 Rubinstein, Reuven Y.
7 Owen, Art B.
7 Wang, Xiaoqun
6 Fu, Michael C.
6 Haurie, Alain B.
6 Kuo, Frances Y.
6 Van Delft, Christian
6 Yin, Gang George
5 Ben-Ameur, Hatem
5 Botev, Zdravko I.
5 Entacher, Karl
5 Glynn, Peter W.
5 Lemieux, Christiane
5 Sloan, Ian Hugh
5 Tuffin, Bruno
4 Baldeaux, Jan
4 Chen, Shih-Pin
4 Couture, Raymond
4 He, Zhijian
4 Jouini, Oualid
4 Savvidy, George K.
4 Simard, Richard J.
4 Sulak, Fatih
4 Vaisman, Radislav
3 Avramidis, Athanassios N.
3 Boyle, Phelim P.
3 Couchot, Jean-François
3 Dekker, Rommert
3 Deng, Lih-Yuan
3 Dimov, Ivan Todor
3 Doğanaksoy, Ali
3 Dragieva, Velika I.
3 Eichenauer-Herrmann, Jürgen
3 El Haddad, Rami
3 Ermakov, Sergeĭ Mikhaĭlovich
3 Henderson, Shane G.
3 Hu, Jian-Qiang
3 Ingolfsson, Armann
3 Jacobson, Sheldon H.
3 Kohatsu-Higa, Arturo
3 Kung, Chingjing
3 Lécot, Christian
3 Legros, Benjamin
3 Leobacher, Gunther
3 Liu, LingFeng
3 Lu, Henry Horng-Shing
3 Matsumoto, Makoto
3 McCullough, B. D.
3 Peng, Yijie
3 Sabino, Piergiacomo
3 Savvidy, Konstantin G.
3 Schell, Thomas
3 Schwab, Christoph
3 Sezgin, Fatin
3 Sinescu, Vasile
3 Törn, Aimo A.
3 Tsai, Shing Chih
3 Uğuz, Muhiddin
3 Uhl, Andreas
3 Vázquez-Abad, Felisa J.
3 Wasilkowski, Grzegorz W.
3 Waterhouse, Benjamin J.
3 Whitlock, Paula A.
3 Whitt, Ward
3 Zhang, Qing
2 Aktekin, Tevfik
2 Al-Khayyal, Faiz A.
2 Ali, Mir Masoom
2 Andradóttir, Sigrún
2 Arsham, Hossein
2 Artalejo, Jesus R.
2 Barash, Lev Yur’evich
2 Beliën, Jeroen
2 Bors, Alexander
2 Boukas, El-Kébir
2 Breton, Michèle
2 Broadie, Mark N.
2 Cao, Xi-Ren
2 Channouf, Nabil
2 Chowdhury, Rajib
2 Contassot-Vivier, Sylvain
2 Corsaro, Stefania
2 Dai, Min
2 De Angelis, Pasquale L.
2 De Bruecker, Philippe
2 Demeulemeester, Erik L.
2 Ding, Qun
2 Ding, Sihan
2 Dingeç, Kemal Dinçer
...and 899 more Authors
all top 5

Cited in 176 Serials

45 European Journal of Operational Research
25 Mathematics and Computers in Simulation
20 Annals of Operations Research
19 Journal of Computational and Applied Mathematics
19 Journal of Complexity
16 Mathematics of Computation
14 Computers & Operations Research
13 INFORMS Journal on Computing
12 Computational Statistics and Data Analysis
11 Journal of Optimization Theory and Applications
10 Computers & Mathematics with Applications
8 Computer Physics Communications
8 Journal of Computational Physics
8 Quantitative Finance
8 Statistics and Computing
7 Operations Research
7 Operations Research Letters
7 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
6 Applied Mathematics and Computation
6 Discrete Event Dynamic Systems
6 Journal of Statistical Computation and Simulation
6 Mathematical Finance
5 Chaos, Solitons and Fractals
5 Communications in Statistics. Simulation and Computation
5 Mathematical Programming. Series A. Series B
5 Vestnik St. Petersburg University. Mathematics
5 Monte Carlo Methods and Applications
5 ACM Transactions on Modeling and Computer Simulation
5 Nonlinear Dynamics
5 Stochastic Models
5 OR Spectrum
5 North American Actuarial Journal
5 Electronic Journal of Statistics
4 Computing
4 Naval Research Logistics
4 Statistics & Probability Letters
4 Applied Mathematical Modelling
4 International Journal of Computer Mathematics
4 Finite Fields and their Applications
4 Applied Mathematical Finance
4 Bernoulli
4 Mathematical Problems in Engineering
4 Finance and Stochastics
4 Probability in the Engineering and Informational Sciences
3 The Annals of Statistics
3 Journal of Econometrics
3 Numerische Mathematik
3 Journal of Information & Optimization Sciences
3 Insurance Mathematics & Economics
3 Constructive Approximation
3 Statistical Science
3 Asia-Pacific Journal of Operational Research
3 Journal of Economic Dynamics & Control
3 Mathematical and Computer Modelling
3 Queueing Systems
3 The Annals of Applied Probability
3 Journal of Global Optimization
3 Computational Statistics
3 International Transactions in Operational Research
3 Journal of Scheduling
3 International Journal of Theoretical and Applied Finance
3 Journal of Discrete Mathematical Sciences & Cryptography
3 Cryptography and Communications
3 SIAM/ASA Journal on Uncertainty Quantification
2 Discrete Applied Mathematics
2 Information Processing Letters
2 Journal of Statistical Physics
2 Physica A
2 Automatica
2 BIT
2 Information Sciences
2 Programming and Computer Software
2 Applied Numerical Mathematics
2 Computational Mathematics and Mathematical Physics
2 Stochastic Processes and their Applications
2 Journal of Nonlinear Science
2 Experimental Mathematics
2 Top
2 Complexity
2 Mathematical Methods of Operations Research
2 Chaos
2 The ANZIAM Journal
2 Scandinavian Actuarial Journal
2 4OR
2 Asia-Pacific Financial Markets
2 Computational Management Science
1 Advances in Applied Probability
1 Bulletin of the Australian Mathematical Society
1 Communications in Algebra
1 International Journal of Systems Science
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Psychometrika
1 Theoretical and Mathematical Physics
1 Bulletin of Mathematical Biology
1 ACM Transactions on Mathematical Software
1 Annals of the Institute of Statistical Mathematics
1 Biometrics
1 Czechoslovak Mathematical Journal
1 Functiones et Approximatio. Commentarii Mathematici
...and 76 more Serials
all top 5

Cited in 37 Fields

277 Numerical analysis (65-XX)
156 Operations research, mathematical programming (90-XX)
116 Statistics (62-XX)
104 Probability theory and stochastic processes (60-XX)
83 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
75 Number theory (11-XX)
45 Computer science (68-XX)
32 Information and communication theory, circuits (94-XX)
29 Systems theory; control (93-XX)
21 Dynamical systems and ergodic theory (37-XX)
11 Approximations and expansions (41-XX)
11 Statistical mechanics, structure of matter (82-XX)
9 Combinatorics (05-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
6 Biology and other natural sciences (92-XX)
5 Ordinary differential equations (34-XX)
5 Partial differential equations (35-XX)
4 Functional analysis (46-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Integral equations (45-XX)
3 Fluid mechanics (76-XX)
2 Group theory and generalizations (20-XX)
2 Quantum theory (81-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Real functions (26-XX)
1 Functions of a complex variable (30-XX)
1 Sequences, series, summability (40-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Integral transforms, operational calculus (44-XX)
1 Operator theory (47-XX)
1 Geometry (51-XX)
1 Convex and discrete geometry (52-XX)
1 Mechanics of deformable solids (74-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year