In simulation of complex stochastic systems, such as Discrete-Event Systems (DES), statistical distributions are used to model the underlying randomn...

The asymptotic robustness of estimators as a function of a rarity parameter, in the context of rare-event simulation, is often qualified by propertie...

A setwise Gibbs sampler (SGS) method is developed to simulate stationary distributions and performance measures of network occupancy of Baskett-Chand...

When planning simulations of large-scale systems, it is important to anticipate what information is required to model the system and obtain desired o...

To enhance efficiency in Monte Carlo simulations, we develop an adaptive stratified sampling algorithm for allocation of sampling effort within each...