L'Ecuyer Pierre

Pierre L'Ecuyer

Information about the author Pierre L'Ecuyer will soon be added to the site.
Found 19 papers in total
Forecasting Call Center Arrivals: Fixed‐Effects, Mixed‐Effects, and Bivariate Models
Forecasting Call Center Arrivals: Fixed‐Effects, Mixed‐Effects, and Bivariate Models
2013
We consider different statistical models for the call arrival process in telephone...
Static Network Reliability Estimation via Generalized Splitting
Static Network Reliability Estimation via Generalized Splitting
2013
We propose a novel simulation‐based method that exploits a generalized...
Four Canadian Contributions to Stochastic Modeling
Four Canadian Contributions to Stochastic Modeling
2008
We outline the history, significance, and impact of four important contributions by...
Staffing multi-skill call centers via search methods and a performance approximation
Staffing multi-skill call centers via search methods and a performance approximation
2009
A multi-skill staffing problem in a call center where the agent skill sets are...
Efficient Jump Ahead for 𝔽2-Linear Random Number Generators
Efficient Jump Ahead for 𝔽2-Linear Random Number Generators
2008
The fastest long–period random number generators currently available are based...
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence
2009
A popular approach for modeling dependence in a finite–dimensional random vector...
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
2008
We introduce and study a randomized quasi–Monte Carlo method for the simulation...
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
2007
We develop and evaluate time-series models of call volume to the emergency medical...
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
2006
We develop and study efficient Monte Carlo algorithms for pricing path-dependent...
Modeling daily arrivals to a telephone call center
Modeling daily arrivals to a telephone call center
2004
We develop stochastic models of time-dependent arrivals, with focus on the application...
Combination of general antithetic transformations and control variables
Combination of general antithetic transformations and control variables
2004
Several methods for reducing the variance in the context of Monte Carlo simulation are...
An object-oriented random-number package with many long streams and substreams
An object-oriented random-number package with many long streams and substreams
2002
Multiple independent streams of random numbers are often required in simulation...
A dynamic programming procedure for pricing American-style Asian options
A dynamic programming procedure for pricing American-style Asian options
2002
Pricing European-style Asian options based on the arithmetic average, under the Black...
Global stochastic optimization with low-dispersion point sets
Global stochastic optimization with low-dispersion point sets
2000
This study concerns a generic model-free stochastic optimization problem requiring the...
Functional estimation for a multicomponent age replacement model
Functional estimation for a multicomponent age replacement model
1999
We consider a multicomponent system with identical components subject to failures,...
Variance reduction via lattice rules
Variance reduction via lattice rules
2000
This is a review article on lattice methods for multiple integration over the unit...
Good parameters and implementations for combined multiple recursive random number generators
Good parameters and implementations for combined multiple recursive random number generators
1999
Combining parallel multiple recursive sequences provides an efficient way of...
An implementation of the lattice and spectral tests for multiple recursive linear random number generators
An implementation of the lattice and spectral tests for multiple recursive linear random number generators
1997
We discuss the implementation of theoretical tests to assess the structural properties...
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences
1997
Usually, the t -dimensional spectral test for linear congruential generators examines...
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