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%%% BibTeX-file{
%%% author = "Nelson H. F. Beebe",
%%% version = "1.62",
%%% date = "17 April 2015",
%%% time = "06:43:30 MDT",
%%% filename = "tomacs.bib",
%%% address = "University of Utah
%%% Department of Mathematics, 110 LCB
%%% 155 S 1400 E RM 233
%%% Salt Lake City, UT 84112-0090
%%% USA",
%%% telephone = "+1 801 581 5254",
%%% FAX = "+1 801 581 4148",
%%% URL = "http://www.math.utah.edu/~beebe",
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%%% email = "beebe at math.utah.edu, beebe at acm.org,
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%%% the journal ACM Transactions on Modeling and
%%% Computer Simulation (CODEN ATMCEZ, ISSN
%%% 1049-3301 (print), 1558-1195 (electronic)),
%%% for 1991--date.
%%%
%%% Publication began with volume 1, number 1, in
%%% January 1991. The journal appears quarterly,
%%% in January, April, July, and October.
%%%
%%% The journal has a World-Wide Web site at:
%%%
%%% http://www.acm.org/pubs/tomacs
%%% http://www.acm.org/pubs/contents/journals/tomacs/
%%% http://portal.acm.org/tomacs/
%%% http://portal.acm.org/browse_dl.cfm?&idx=J781
%%%
%%% Tables-of-contents of all issues are
%%% available at:
%%%
%%% http://www.acm.org/pubs/contents/journals/tomacs/
%%%
%%% Qualified subscribers can retrieve the full
%%% text of recent articles in PDF form.
%%%
%%% At version 1.62, the COMPLETE journal
%%% coverage looked like this:
%%%
%%% 1991 ( 17) 2000 ( 16) 2009 ( 16)
%%% 1992 ( 14) 2001 ( 16) 2010 ( 32)
%%% 1993 ( 18) 2002 ( 15) 2011 ( 25)
%%% 1994 ( 17) 2003 ( 20) 2012 ( 17)
%%% 1995 ( 14) 2004 ( 17) 2013 ( 25)
%%% 1996 ( 13) 2005 ( 15) 2014 ( 23)
%%% 1997 ( 20) 2006 ( 17) 2015 ( 16)
%%% 1998 ( 18) 2007 ( 23)
%%% 1999 ( 16) 2008 ( 18)
%%%
%%% Article: 458
%%%
%%% Total entries: 458
%%%
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%%%
%%% In this bibliography, entries are sorted in
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|http://www.math.utah.edu/~beebe/|"}
%%% ====================================================================
%%% Journal abbreviations:
@String{j-ANN-APPL-PROBAB = "Annals of Applied Probability"}
@String{j-APPL-MATH-COMP = "Applied Mathematics and Computation"}
@String{j-COMP-MATH-APPL = "Computers and Mathematics with Applications"}
@String{j-INT-STAT-REV = "International Statistical Review =
Revue Internationale de Statistique"}
@String{j-SCIENCE-NEWS = "Science News (Washington, DC)"}
@String{j-TOMACS = "ACM Transactions on Modeling and
Computer Simulation"}
%%% ====================================================================
%%% Publisher abbreviations:
@String{pub-ACM = "ACM Press"}
@String{pub-ACM:adr = "New York, NY 10036, USA"}
%%% ====================================================================
%%% Bibliography entries:
@Article{Glynn:1991:APR,
author = "Peter W. Glynn and Philip Heidelberger",
title = "Analysis of parallel replicated simulations under a
completion time constraint",
journal = j-TOMACS,
volume = "1",
number = "1",
pages = "3--23",
month = jan,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:1991:PBP,
author = "David M. Nicol",
title = "Performance bounds on parallel self-initiating
discrete-event simulations",
journal = j-TOMACS,
volume = "1",
number = "1",
pages = "24--50",
month = jan,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lin:1991:STW,
author = "Yi-Bing Lin and Edward D. Lazowska",
title = "A study of time warp rollback mechanisms",
journal = j-TOMACS,
volume = "1",
number = "1",
pages = "51--72",
month = jan,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lin:1991:TDA,
author = "Yi-Bing Lin and Edward D. Lazowska",
title = "A time-division algorithm for parallel simulation",
journal = j-TOMACS,
volume = "1",
number = "1",
pages = "73--83",
month = jan,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kiviat:1991:STD,
author = "Philip J. Kiviat",
title = "Simulation, technology, and the decision process",
journal = j-TOMACS,
volume = "1",
number = "2",
pages = "89--98",
month = apr,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tezuka:1991:EPC,
author = "Shu Tezuka and Pierre L'Ecuyer",
title = "Efficient and portable combined {Tausworthe} random
number generators",
journal = j-TOMACS,
volume = "1",
number = "2",
pages = "99--112",
month = apr,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Sanderson:1991:HSL,
author = "D. P. Sanderson and R. Sharma and R. Rozin and S.
Treu",
title = "The hierarchical simulation language {HSL}: a
versatile tool for process-oriented simulation",
journal = j-TOMACS,
volume = "1",
number = "2",
pages = "113--153",
month = apr,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lubachevsky:1991:ARB,
author = "Boris Lubachevsky and Adam Schwartz and Alan Weiss",
title = "An analysis of rollback-based simulation",
journal = j-TOMACS,
volume = "1",
number = "2",
pages = "154--193",
month = apr,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:22 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zeigler:1991:MBM,
author = "Bernard P. Zeigler and Cheng-Jye Luh and Tag-Gon
Kim",
title = "Model base management for multifacetted systems",
journal = j-TOMACS,
volume = "1",
number = "3",
pages = "195--218",
month = jul,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lomow:1991:MUI,
author = "Greg Lomow and Samir Ranjan Das and Richard M.
Fujimoto",
title = "Mechanisms for user-invoked retraction of events in
time warp",
journal = j-TOMACS,
volume = "1",
number = "3",
pages = "219--243",
month = jul,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Madisetti:1991:AAP,
author = "Vijay K. Madisetti and Jean C. Walrand and David G.
Messerschmitt",
title = "Asynchronous algorithms for the parallel simulation of
event-driven dynamical systems",
journal = j-TOMACS,
volume = "1",
number = "3",
pages = "244--274",
month = jul,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lin:1991:OMM,
author = "Yi-Bing Lin and Bruno R. Preiss",
title = "Optimal memory management for time warp parallel
simulation",
journal = j-TOMACS,
volume = "1",
number = "4",
pages = "283--307",
month = oct,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Soule:1991:ECM,
author = "Larry Soul{\'e} and Anoop Gupta",
title = "An evaluation of the {Chandy-Misra-Bryant} algorithm
for digital logic simulation",
journal = j-TOMACS,
volume = "1",
number = "4",
pages = "308--347",
month = oct,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bagrodia:1991:UFD,
author = "R. Bagrodia and K. M. Chandy and Wen Toh Liao",
title = "A unifying framework for distributed simulation",
journal = j-TOMACS,
volume = "1",
number = "4",
pages = "348--385",
month = oct,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Felderman:1991:BAS,
author = "Robert E. Felderman and Leonard Kleinrock",
title = "Bounds and approximations for self-initiating
distributed simulation without lookahead",
journal = j-TOMACS,
volume = "1",
number = "4",
pages = "386--406",
month = oct,
year = "1991",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:23 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eichenauer-Herrmann:1992:NIC,
author = "J{\"u}rgen Eichenauer-Herrmann and Holger Grothe",
title = "A new inversive congruential pseudorandom number
generator with power of two modulus",
journal = j-TOMACS,
volume = "2",
number = "1",
pages = "1--11",
month = jan,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Madisetti:1992:SMD,
author = "Vijay K. Madisetti and David A. Hardaker",
title = "Synchronization mechanisms for distributed
event-driven computation",
journal = j-TOMACS,
volume = "2",
number = "1",
pages = "12--50",
month = jan,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fishwick:1992:MMQ,
author = "Paul A. Fishwick and Bernard P. Zeigler",
title = "A multimodel methodology for qualitative model
engineering",
journal = j-TOMACS,
volume = "2",
number = "1",
pages = "52--81",
month = jan,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Yucesan:1992:SBE,
author = "Enver Y{\"u}cesan and Lee Schruben",
title = "Structural and behavioral equivalence of simulation
models",
journal = j-TOMACS,
volume = "2",
number = "1",
pages = "82--103",
month = jan,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Cota:1992:MPI,
author = "Bruce A. Cota and Robert G. Sargent",
title = "A modification of the process interaction world view",
journal = j-TOMACS,
volume = "2",
number = "2",
pages = "109--129",
month = apr,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Asmussen:1992:SDI,
author = "S{\o}ren Asmussen and Peter W. Glynn and Hermann
Thorisson",
title = "Stationarity detection in the initial transient
problem",
journal = j-TOMACS,
volume = "2",
number = "2",
pages = "130--157",
month = apr,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ammar:1992:TWS,
author = "Hany H. Ammar and Su Deng",
title = "Time warp simulation using time scale decomposition",
journal = j-TOMACS,
volume = "2",
number = "2",
pages = "158--177",
month = apr,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:24 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Matsumoto:1992:TGG,
author = "Makoto Matsumoto and Yoshiharu Kurita",
title = "Twisted {GFSR} generators",
journal = j-TOMACS,
volume = "2",
number = "3",
pages = "179--194",
month = jul,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bratley:1992:ITL,
author = "Paul Bratley and Bennett L. Fox and Harald
Niederreiter",
title = "Implementation and tests of low-discrepancy
sequences",
journal = j-TOMACS,
volume = "2",
number = "3",
pages = "195--213",
month = jul,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Vakili:1992:MPD,
author = "Pirooz Vakili",
title = "Massively parallel and distributed simulation of a
class of discrete event systems: a different
perspective",
journal = j-TOMACS,
volume = "2",
number = "3",
pages = "214--238",
month = jul,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lin:1992:PAP,
author = "Yi-Bing Lin",
title = "Parallelism analyzers for parallel discrete event
simulation",
journal = j-TOMACS,
volume = "2",
number = "3",
pages = "239--264",
month = jul,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Miller:1992:AWS,
author = "David P. Miller and R. James Firby and Paul A.
Fishwick and Jeff Rothenberg",
title = "{AI}: what simulationists really need to know",
journal = j-TOMACS,
volume = "2",
number = "4",
pages = "269--284",
month = oct,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lee:1992:MSB,
author = "Yuh-Jeng Lee and James F. Stascavage",
title = "Multitasking simulation of a boiler system using
qualitative model-based reasoning",
journal = j-TOMACS,
volume = "2",
number = "4",
pages = "285--306",
month = oct,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fishwick:1992:IAS,
author = "Paul A. Fishwick",
title = "An integrated approach to system modeling using a
synthesis of artificial intelligence, software
engineering and simulation methodologies",
journal = j-TOMACS,
volume = "2",
number = "4",
pages = "307--330",
month = oct,
year = "1992",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:25 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Rajasekaran:1993:FAG,
author = "Sanguthevar Rajasekaran and Keith W. Ross",
title = "Fast algorithms for generating discrete random
variates with changing distributions",
journal = j-TOMACS,
volume = "3",
number = "1",
pages = "1--19",
month = jan,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Baccelli:1993:PSS,
author = "Fran{\c{c}}ois Baccelli and Miguel Canales",
title = "Parallel simulation of stochastic {Petri} nets using
recurrence equations",
journal = j-TOMACS,
volume = "3",
number = "1",
pages = "20--41",
month = jan,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nadoli:1993:IMS,
author = "Gajanana Nadoli and John E. Biegel",
title = "{Intelligent Manufacturing-Simulation Agents Tool
(IMSAT)}",
journal = j-TOMACS,
volume = "3",
number = "1",
pages = "42--65",
month = jan,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Yuan:1993:MCB,
author = "Mingjian Yuan and Barry L. Nelson",
title = "Multiple comparisons with the best for steady-state
simulation",
journal = j-TOMACS,
volume = "3",
number = "1",
pages = "66--79",
month = jan,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{LEcuyer:1993:SGM,
author = "Pierre L'Ecuyer and Fran{\c{c}}ois Blouin and Raymond
Couture",
title = "A search for good multiple recursive random number
generators",
journal = j-TOMACS,
volume = "3",
number = "2",
pages = "87--98",
month = apr,
year = "1993",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/169702.169698",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We report the results of an extensive computer search
for good multiple recursive generators, in terms of
their lattice structure and implementation speed. Those
generators are a little slower than the usual linear
congruential generators, but have much longer periods
and much better statistical properties. We provide
specific parameter sets for 32-bit, 48-bit, and 64-bit
computers. We also explain how to build efficient
portable implementations and give examples of computer
codes in Pascal and C.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tezuka:1993:PAA,
author = "Shu Tezuka",
title = "Polynomial arithmetic analogue of {Halton} sequences",
journal = j-TOMACS,
volume = "3",
number = "2",
pages = "99--107",
month = apr,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Raatikainen:1993:SPS,
author = "Kimmo E. E. Raatikainen",
title = "A sequential procedure for simultaneous estimation of
several means",
journal = j-TOMACS,
volume = "3",
number = "2",
pages = "108--133",
month = apr,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bremaud:1993:DLR,
author = "P. Br{\'e}maud and W.-B. Gong",
title = "Derivatives of likelihood ratios and smoothed
perturbation analysis for the routing problem",
journal = j-TOMACS,
volume = "3",
number = "2",
pages = "134--161",
month = apr,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:26 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Andradottir:1993:VRT,
author = "Sigr{\'u}n Andrad{\'o}ttir and Daniel P. Heyman and
Teunis J. Ott",
title = "Variance reduction through smoothing and control
variates for {Markov} chain simulations",
journal = j-TOMACS,
volume = "3",
number = "3",
pages = "167--189",
month = jul,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Donohue:1993:SED,
author = "Joan M. Donohue and Ernest C. Houck and Raymond H.
Myers",
title = "A sequential experimental design procedure for the
estimation of first- and second-order simulation
metamodels",
journal = j-TOMACS,
volume = "3",
number = "3",
pages = "190--224",
month = jul,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nelson:1993:RMC,
author = "Barry L. Nelson",
title = "Robust multiple comparisons under common random
numbers",
journal = j-TOMACS,
volume = "3",
number = "3",
pages = "225--243",
month = jul,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ross:1993:AOI,
author = "Keith W. Ross and Jie Wang",
title = "Asymptotically optimal importance sampling for
product-form queuing networks",
journal = j-TOMACS,
volume = "3",
number = "3",
pages = "244--268",
month = jul,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kesidis:1993:QSA,
author = "G. Kesidis and J. Walrand",
title = "Quick simulation of {ATM} buffers with on-off
multiclass {Markov} fluid sources",
journal = j-TOMACS,
volume = "3",
number = "3",
pages = "269--276",
month = jul,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Page:1993:DDE,
author = "Ernest H. Page",
title = "In defense of discrete-event simulation",
journal = j-TOMACS,
volume = "3",
number = "4",
pages = "281--286",
month = oct,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eick:1993:SRP,
author = "Stephen G. Eick and Albert G. Greenberg and Boris D.
Lubachevsky and Alan Weiss",
title = "Synchronous relaxation for parallel simulations with
applications to circuit-switched networks",
journal = j-TOMACS,
volume = "3",
number = "4",
pages = "287--314",
month = oct,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tezuka:1993:LSA,
author = "Shu Tezuka and Pierre L'Ecuyer and Raymond Couture",
title = "On the lattice structure of the add-with-carry and
subtract-with-borrow random number generators",
journal = j-TOMACS,
volume = "3",
number = "4",
pages = "315--331",
month = oct,
year = "1993",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/159737.159749",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
MRclass = "65C10",
MRnumber = "1302042",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
note = "See remark in \cite[page
248]{Eichenauer-Herrmann:1995:PNG}, and
\cite{Marsaglia:1991:NCR} for the original work
analyzed in this paper.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
remark = "See",
}
@Article{Davies:1993:SMM,
author = "Ruth M. Davies and Robert M. O'Keefe and Huw T. O.
Davies",
title = "Simplifying the modeling of multiple activities,
multiple queuing, and interruptions: a new low-level
data structure",
journal = j-TOMACS,
volume = "3",
number = "4",
pages = "332--346",
month = oct,
year = "1993",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Radiya:1994:LBF,
author = "Ashvin Radiya and Robert G. Sargent",
title = "A logic-based foundation of discrete event modeling
and simulation",
journal = j-TOMACS,
volume = "4",
number = "1",
pages = "3--51",
month = jan,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nakayama:1994:CSF,
author = "Marvin K. Nakayama",
title = "A characterization of the simple failure-biasing
method for simulations of highly reliable {Markovian
Systems}",
journal = j-TOMACS,
volume = "4",
number = "1",
pages = "52--88",
month = jan,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eichenauer-Herrmann:1994:SIN,
author = "J{\"u}rgen Eichenauer-Herrmann and Harald
Niederreiter",
title = "On the statistical independence of nonlinear
congruential pseudorandom numbers",
journal = j-TOMACS,
volume = "4",
number = "1",
pages = "89--95",
month = jan,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hormann:1994:NQR,
author = "Wolfgang H{\"o}rmann",
title = "A note on the quality of random variates generated by
the ratio of uniforms method",
journal = j-TOMACS,
volume = "4",
number = "1",
pages = "96--106",
month = jan,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zorn:1994:EMM,
author = "Benjamin Zorn and Dirk Grunwald",
title = "Evaluating models of memory allocation",
journal = j-TOMACS,
volume = "4",
number = "1",
pages = "107--131",
month = jan,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Heidelberger:1994:BRE,
author = "Philip Heidelberger and Perwez Shahabuddin and Victor
F. Nicola",
title = "Bounded relative error in estimating transient
measures of highly dependable non-{Markovian} systems",
journal = j-TOMACS,
volume = "4",
number = "2",
pages = "137--164",
month = apr,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lin:1994:EBE,
author = "Yi-Bing Lin and Victor W. Mak",
title = "Eliminating the boundary effect of a large-scale
personal communication service network simulation",
journal = j-TOMACS,
volume = "4",
number = "2",
pages = "165--190",
month = apr,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Niederreiter:1994:PVG,
author = "Harald Niederreiter",
title = "Pseudorandom vector generation by the inversive
method",
journal = j-TOMACS,
volume = "4",
number = "2",
pages = "191--212",
month = apr,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Keane:1994:BF,
author = "M. S. Keane and George L. O'Brien",
title = "A {Bernoulli} factory",
journal = j-TOMACS,
volume = "4",
number = "2",
pages = "213--219",
month = apr,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Preiss:1994:ECI,
author = "Bruno R. Preiss and Wayne M. Loucks and Ian D.
Macintyre",
title = "Effects of the checkpoint interval on time and space
in time warp",
journal = j-TOMACS,
volume = "4",
number = "3",
pages = "223--253",
month = jul,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Matsumoto:1994:TGG,
author = "Makoto Matsumoto and Yoshiharu Kurita",
title = "Twisted {GFSR} generators {II}",
journal = j-TOMACS,
volume = "4",
number = "3",
pages = "254--266",
month = jul,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Epstein:1994:GTR,
author = "Peter Epstein and J{\"o}rg-R{\"u}diger Sack",
title = "Generating triangulations at random",
journal = j-TOMACS,
volume = "4",
number = "3",
pages = "267--278",
month = jul,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tezuka:1994:NPA,
author = "Shu Tezuka and Takeshi Tokuyama",
title = "A note on polynomial arithmetic analogue of {Halton}
sequences",
journal = j-TOMACS,
volume = "4",
number = "3",
pages = "279--284",
month = jul,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:28 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bonarini:1994:QSA,
author = "Andrea Bonarini and Gianluca Bontempi",
title = "A qualitative simulation approach for fuzzy dynamical
models",
journal = j-TOMACS,
volume = "4",
number = "4",
pages = "285--313",
month = oct,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Dwarkadas:1994:EDS,
author = "S. Dwarkadas and J. R. Jump and J. B. Sinclair",
title = "Execution-driven simulation of multiprocessors:
address and timing analysis",
journal = j-TOMACS,
volume = "4",
number = "4",
pages = "314--338",
month = oct,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eichenauer-Herrmann:1994:DIP,
author = "J{\"u}rgen Eichenauer-Herrmann and Harald
Niederreiter",
title = "Digital inversive pseudorandom numbers",
journal = j-TOMACS,
volume = "4",
number = "4",
pages = "339--349",
month = oct,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bailey:1994:EMO,
author = "Mary L. Bailey and Michael A. Pagels",
title = "Empirical measurements of overheads in conservative
asynchronous simulations",
journal = j-TOMACS,
volume = "4",
number = "4",
pages = "350--367",
month = oct,
year = "1994",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fleming:1995:EMC,
author = "Philip J. Fleming and Dennis Schaeffer and Burton
Simon",
title = "Efficient {Monte-Carlo} simulation of a product-form
model for a cellular system with dynamic resource
sharing",
journal = j-TOMACS,
volume = "5",
number = "1",
pages = "3--21",
month = jan,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Glasserman:1995:AIS,
author = "Paul Glasserman and Shing-Gang Kou",
title = "Analysis of an importance sampling estimator for
tandem queues",
journal = j-TOMACS,
volume = "5",
number = "1",
pages = "22--42",
month = jan,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Heidelberger:1995:FSR,
author = "Philip Heidelberger",
title = "Fast simulation of rare events in queueing and
reliability models",
journal = j-TOMACS,
volume = "5",
number = "1",
pages = "43--85",
month = jan,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:29 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Percus:1995:TAM,
author = "Ora E. Percus and Paula A. Whitlock",
title = "Theory and application of {Marsaglia}'s monkey test
for pseudorandom number generators",
journal = j-TOMACS,
volume = "5",
number = "2",
pages = "87--100",
month = apr,
year = "1995",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/210330.210331",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://dblp.uni-trier.de/db/journals/tomacs/tomacs5.html#PercusW95;
http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
note = "See \cite{Marsaglia:1993:MTR}.",
ZMnumber = "0853.65009",
abstract-1 = "A theoretical analysis is given for a new test, the
``Monkey'' test, for pseudorandom number sequences,
which was proposed by Marsaglia. Selected results,
using the test on several pseudorandom number
generators in the literature, are also presented.",
abstract-2 = "The authors give a survey on theory and application of
Marsaglia's monkey test for pseudo-random number
generators. The aim of the test is to find out
correlations between small subsequences of the full
sequence of a pseudorandom number generator. For
illustration, the test is used to investigate five
known pseudorandom number generators.",
acknowledgement = ack-nhfb,
classmath = "*65C10 Random number generation 11K45 Pseudo-random
numbers, etc.",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "empirical tests; Marsaglia's monkey test; pseudorandom
number generators",
oldlabel = "PercusW95",
XMLdata = "ftp://ftp.informatik.uni-trier.de/pub/users/Ley/bib/records.tar.gz#journals/tomacs/PercusW95",
ZMreviewer = "B. Mathiszik (Halle)",
}
@Article{Sellami:1995:PSM,
author = "Hatem Sellami and Sudhakar Yalamanchili",
title = "Parallelism in sequential multiprocessor simulation
models: a case study",
journal = j-TOMACS,
volume = "5",
number = "2",
pages = "101--128",
month = apr,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tuzhilin:1995:ETL,
author = "Alexander Tuzhilin",
title = "Extending temporal logic to support high-level
simulations",
journal = j-TOMACS,
volume = "5",
number = "2",
pages = "129--155",
month = apr,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wagner:1995:GIS,
author = "Mary Ann Flanigan Wagner and James R. Wilson",
title = "Graphical interactive simulation input modeling with
bivariate {B{\'e}zier} distributions",
journal = j-TOMACS,
volume = "5",
number = "3",
pages = "163--189",
month = jul,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Healey:1995:VRT,
author = "Christopher G. Healey and Kellogg S. Booth and James
T. Enns",
title = "Visualizing real-time multivariate data using
preattentive processing",
journal = j-TOMACS,
volume = "5",
number = "3",
pages = "190--221",
month = jul,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Granieri:1995:PPH,
author = "John P. Granieri and Jonathan Crabtree and Norman I.
Badler",
title = "Production and playback of human figure motion for
visual simulation",
journal = j-TOMACS,
volume = "5",
number = "3",
pages = "222--241",
month = jul,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Cremer:1995:HFB,
author = "James Cremer and Joseph Kearney and Yiannis Papelis",
title = "{HCSM}: a framework for behavior and scenario control
in virtual environments",
journal = j-TOMACS,
volume = "5",
number = "3",
pages = "242--267",
month = jul,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:30 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Andradottir:1995:TSP,
author = "Sigr{\'u}n Andrad{\'o}ttir and Teunis J. Ott",
title = "Time-segmentation parallel simulation of networks of
queues with loss or communication blocking",
journal = j-TOMACS,
volume = "5",
number = "4",
pages = "269--305",
month = oct,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chang:1995:FSP,
author = "Cheng-Shang Chang and Philip Heidelberger and Perwez
Shahabuddin",
title = "Fast simulation of packet loss rates in a shared
buffer communications switch",
journal = j-TOMACS,
volume = "5",
number = "4",
pages = "306--325",
month = oct,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:1995:CSP,
author = "David M. Nicol and Philip Heidelberger",
title = "A comparative study of parallel algorithms for
simulating continuous time {Markov} chains",
journal = j-TOMACS,
volume = "5",
number = "4",
pages = "326--354",
month = oct,
year = "1995",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Srikant:1996:SRL,
author = "Rayadurgam Srikant and Ward Whitt",
title = "Simulation run lengths to estimate blocking
probabilities",
journal = j-TOMACS,
volume = "6",
number = "1",
pages = "7--52",
month = jan,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Yucesan:1996:CIA,
author = "Enver Y{\"u}cesan and Sheldon H. Jacobson",
title = "Computational issues for accessibility in discrete
event simulation",
journal = j-TOMACS,
volume = "6",
number = "1",
pages = "53--75",
month = jan,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Birta:1996:KBA,
author = "Louis G. Birta and F. Nur {\"O}zmizrak",
title = "A knowledge-based approach for the validation of
simulation models: the foundation",
journal = j-TOMACS,
volume = "6",
number = "1",
pages = "76--98",
month = jan,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:31 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Matsumoto:1996:SDR,
author = "Makoto Matsumoto and Yoshiharu Kurita",
title = "Strong deviations from randomness in $m$-sequences
based on trinomials",
journal = j-TOMACS,
volume = "6",
number = "2",
pages = "99--106",
month = apr,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Greenberg:1996:SPD,
author = "Albert G. Greenberg and Boris D. Lubachevsky and Isi
Mitrani",
title = "Superfast parallel discrete event simulations",
journal = j-TOMACS,
volume = "6",
number = "2",
pages = "107--136",
month = apr,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Park:1996:SEL,
author = "Taeshin Park and Paul I. Barton",
title = "State event location in differential-algebraic
models",
journal = j-TOMACS,
volume = "6",
number = "2",
pages = "137--165",
month = apr,
year = "1996",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hormann:1996:RIG,
author = "W. H{\"o}rmann and G. Derflinger",
title = "Rejection-inversion to generate variates from monotone
discrete distributions",
journal = j-TOMACS,
volume = "6",
number = "3",
pages = "169--184",
month = jul,
year = "1996",
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ISSN = "1049-3301 (print), 1558-1195 (electronic)",
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bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Krantz:1996:AEA,
author = "Alan T. Krantz",
title = "Analysis of an efficient algorithm for the hard-sphere
problem",
journal = j-TOMACS,
volume = "6",
number = "3",
pages = "185--209",
month = jul,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:1996:PES,
author = "David Nicol and Philip Heidelberger",
title = "Parallel execution for serial simulators",
journal = j-TOMACS,
volume = "6",
number = "3",
pages = "210--242",
month = jul,
year = "1996",
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ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:32 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Yang:1996:CAV,
author = "Wei-Ning Yang and Wei-Win Liou",
title = "Combining antithetic variates and control variates in
simulation experiments",
journal = j-TOMACS,
volume = "6",
number = "4",
pages = "243--260",
month = oct,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
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bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Johnson:1996:RES,
author = "Brad C. Johnson",
title = "Radix-$b$ extensions to some common empirical tests
for pseudorandom number generators",
journal = j-TOMACS,
volume = "6",
number = "4",
pages = "261--273",
month = oct,
year = "1996",
CODEN = "ATMCEZ",
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bibdate = "Thu Aug 7 12:05:33 MDT 2003",
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http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hickernell:1996:MSD,
author = "Fred J. Hickernell",
title = "The mean square discrepancy of randomized nets",
journal = j-TOMACS,
volume = "6",
number = "4",
pages = "274--296",
month = oct,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
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bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Dickens:1996:ABT,
author = "Phillip M. Dickens and David M. Nicol and Paul F.
{Reynolds, Jr.} and J. M. Duva",
title = "Analysis of bounded time warp and comparison with
{YAWNS}",
journal = j-TOMACS,
volume = "6",
number = "4",
pages = "297--320",
month = oct,
year = "1996",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Heidelberger:1997:E,
author = "Philip Heidelberger",
title = "Editorial",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "3--3",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Uhlig:1997:TDM,
author = "Richard Uhlig and David Nagle and Trevor Mudge and
Stuart Sechrest",
title = "Trap-driven memory simulation with {Tapeworm II}",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "7--41",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lebeck:1997:AMN,
author = "Alvin R. Lebeck and David A. Wood",
title = "Active memory: a new abstraction for memory system
simulation",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "42--77",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Rosenblum:1997:USM,
author = "Mendel Rosenblum and Edouard Bugnion and Scott Devine
and Stephen A. Herrod",
title = "Using the {SimOS} machine simulator to study complex
computer systems",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "78--103",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Falsafi:1997:MCP,
author = "Babak Falsafi and David A. Wood",
title = "Modeling cost/performance of a parallel computer
simulator",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "104--130",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Stiliadis:1997:RHA,
author = "Dimitrios Stiliadis and Anujan Varma",
title = "A reconfigurable hardware approach to network
simulation",
journal = j-TOMACS,
volume = "7",
number = "1",
pages = "131--156",
month = jan,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ronngren:1997:CSP,
author = "Robert R{\"o}nngren and Rassul Ayani",
title = "A comparative study of parallel and sequential
priority queue algorithms",
journal = j-TOMACS,
volume = "7",
number = "2",
pages = "157--209",
month = apr,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Shorey:1997:IPL,
author = "Rajeev Shorey and Anurag Kumar and Kiran M. Rege",
title = "Instability and performance limits of distributed
simulators of feedforward queueing networks",
journal = j-TOMACS,
volume = "7",
number = "2",
pages = "210--238",
month = apr,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Das:1997:AMM,
author = "Samir R. Das and Richard M. Fujimoto",
title = "Adaptive memory management and optimism control in
time warp",
journal = j-TOMACS,
volume = "7",
number = "2",
pages = "239--271",
month = apr,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Leeb:1997:ILC,
author = "Hannes Leeb and Stefan Wegenkittl",
title = "Inversive and linear congruential pseudorandom number
generators in empirical tests",
journal = j-TOMACS,
volume = "7",
number = "2",
pages = "272--286",
month = apr,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Balci:1997:GES,
author = "Osman Balci",
title = "Guest editorial{---}Simulation for training:
foundations and techniques",
journal = j-TOMACS,
volume = "7",
number = "3",
pages = "291--292",
month = jul,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bassiouni:1997:PRA,
author = "Mostafa A. Bassiouni and Ming-Hsing Chiu and Margaret
Loper and Michael Garnsey and Jim Williams",
title = "Performance and reliability analysis of relevance
filtering for scalable distributed interactive
simulation",
journal = j-TOMACS,
volume = "7",
number = "3",
pages = "293--331",
month = jul,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schiavone:1997:TDI,
author = "Guy A. Schiavone and S. Sureshchandran and Kenneth C.
Hardis",
title = "Terrain database interoperability issues in training
with distributed interactive simulation",
journal = j-TOMACS,
volume = "7",
number = "3",
pages = "332--367",
month = jul,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Reynolds:1997:CMM,
author = "Paul F. {Reynolds, Jr.} and Anand Natrajan and Sudhir
Srinivasan",
title = "Consistency maintenance in multiresolution
simulation",
journal = j-TOMACS,
volume = "7",
number = "3",
pages = "368--392",
month = jul,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Page:1997:CSV,
author = "Ernest H. Page and Bradford S. Canova and John A.
Tufarolo",
title = "A case study of verification, validation, and
accreditation for advanced distributed simulation",
journal = j-TOMACS,
volume = "7",
number = "3",
pages = "393--424",
month = jul,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:1997:E,
author = "David Nicol",
title = "Editorial",
journal = j-TOMACS,
volume = "7",
number = "4",
pages = "424--424",
month = oct,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fujimoto:1997:CGV,
author = "Richard M. Fujimoto and Maria Hybinette",
title = "Computing global virtual time in shared-memory
multiprocessors",
journal = j-TOMACS,
volume = "7",
number = "4",
pages = "425--446",
month = oct,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Devroye:1997:RVG,
author = "Luc Devroye",
title = "Random variate generation for multivariate unimodal
densities",
journal = j-TOMACS,
volume = "7",
number = "4",
pages = "447--477",
month = oct,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tuffin:1997:VRA,
author = "Bruno Tuffin",
title = "Variance reduction applied to product form multiclass
queuing networks",
journal = j-TOMACS,
volume = "7",
number = "4",
pages = "478--500",
month = oct,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Barros:1997:MFD,
author = "Fernando J. Barros",
title = "Modeling formalisms for dynamic structure systems",
journal = j-TOMACS,
volume = "7",
number = "4",
pages = "501--515",
month = oct,
year = "1997",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Couture:1998:GEI,
author = "Raymond Couture and Pierre L'Ecuyer",
title = "Guest editors' introduction: special issue on uniform
random number generation",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "1--2",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Matsumoto:1998:MTD,
author = "Makoto Matsumoto and Takuji Nishimura",
title = "{Mersenne} twister: a 623-dimensionally
equidistributed uniform pseudo-random number
generator",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "3--30",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/272991.272995",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Mar 15 17:33:34 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://www.math.keio.ac.jp/~matsumoto/emt.html",
abstract = "A new algorithm called Mersenne Twister (MT) is
proposed for generating uniform pseudorandom numbers.
For a particular choice of parameters, the algorithm
provides a super astronomical period of $2^{19937} - 1$
and 623-dimensional equidistribution up to 32-bit
accuracy, while using a working area of only 624 words.
This is a new variant of the previously proposed
generators, TGFSR, modified so as to admit a
Mersenne-prime period. The characteristic polynomial
has many terms. The distribution up to $v$ bits
accuracy for $1 \leq v \leq 32$ is also shown to be
good. An algorithm is also given that checks the
primitivity of the characteristic polynomial of MT with
computational complexity $O(p^2)$ where $p$ is the
degree of the polynomial.\par
We implemented this generator in portable C-code. It
passed several stringent statistical tests, including
diehard. Its speed is comparable to other modern
generators. Its merits are due to the efficient
algorithms that are unique to polynomial calculations
over the two-element field.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
remark = "See remark in \cite{Plesser:2010:RSI} about bad
initializers for the Mersenne Twister.",
}
@Article{Matsumoto:1998:SCA,
author = "Makoto Matsumoto",
title = "Simple cellular automata as pseudorandom $m$-sequence
generators for built-in self-test",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "31--42",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hellekalek:1998:WST,
author = "Peter Hellekalek and Harald Niederreiter",
title = "The weighted spectral test: diaphony",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "43--60",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Entacher:1998:BSW,
author = "Karl Entacher",
title = "Bad subsequences of well-known linear congruential
pseudorandom number generators",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "61--70",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/272991.273009",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a spectral test analysis of full-period
subsequences with small step sizes generated by
well-known linear congruential pseudorandom number
generators. Subsequences may occur in certain
simulation problems or as a method to get parallel
streams of pseudorandom numbers. Applying the spectral
test, it is possible to find bad subsequences with
small step sizes for almost all linear pseudorandom
number generators currently in use.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Owen:1998:LSS,
author = "Art B. Owen",
title = "Latin supercube sampling for very high-dimensional
simulations",
journal = j-TOMACS,
volume = "8",
number = "1",
pages = "71--102",
month = jan,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:35 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Srinivasan:1998:ET,
author = "Sudhir Srinivasan and Paul F. {Reynolds, Jr.}",
title = "Elastic time",
journal = j-TOMACS,
volume = "8",
number = "2",
pages = "103--139",
month = apr,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Emmerich:1998:SIP,
author = "Frank Emmerich",
title = "Statistical independence properties of inversive
pseudorandom vectors over parts of the period",
journal = j-TOMACS,
volume = "8",
number = "2",
pages = "140--152",
month = apr,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Calvin:1998:UPR,
author = "James M. Calvin and Marvin K. Nakayama",
title = "Using permutations in regenerative simulations to
reduce variance",
journal = j-TOMACS,
volume = "8",
number = "2",
pages = "153--193",
month = apr,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Buchholz:1998:NAC,
author = "Peter Buchholz",
title = "A new approach combining simulation and randomization
for the analysis of large continuous time {Markov}
chains",
journal = j-TOMACS,
volume = "8",
number = "2",
pages = "194--222",
month = apr,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:1998:TPT,
author = "Wu-Lin Chen and Colm Art O'Cinneide",
title = "Towards a polynomial-time randomized algorithm for
closed product-form networks",
journal = j-TOMACS,
volume = "8",
number = "3",
pages = "227--253",
month = jul,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Leydold:1998:RTS,
author = "Josef Leydold",
title = "A rejection technique for sampling from log-concave
multivariate distributions",
journal = j-TOMACS,
volume = "8",
number = "3",
pages = "254--280",
month = jul,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tofts:1998:DSP,
author = "Chris Tofts and Graham Birtwistle",
title = "A denotational semantics for a process-based
simulation language",
journal = j-TOMACS,
volume = "8",
number = "3",
pages = "281--305",
month = jul,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ware:1998:AMF,
author = "Peter P. Ware and Thomas W. {Page, Jr.} and Barry L.
Nelson",
title = "Automatic modeling of file system workloads using
two-level arrival processes",
journal = j-TOMACS,
volume = "8",
number = "3",
pages = "305--330",
month = jul,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hein:1998:PDE,
author = "Axel Hein and Mario {Dal Cin}",
title = "Performance and dependability evaluation of scalable
massively parallel computer systems with conjoint
simulation",
journal = j-TOMACS,
volume = "8",
number = "4",
pages = "333--373",
month = oct,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Frolund:1998:DTS,
author = "Svend Fr{\o}lund and Pankaj Garg",
title = "Design-time simulation of a large-scale, distributed
object system",
journal = j-TOMACS,
volume = "8",
number = "4",
pages = "374--400",
month = oct,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Mascarenhas:1998:MCA,
author = "Edward Mascarenhas and Felipe Knop and Reuben Pasquini
and Vernon Rego",
title = "Minimum cost adaptive synchronization: experiments
with the {ParaSol} system",
journal = j-TOMACS,
volume = "8",
number = "4",
pages = "401--430",
month = oct,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Coe:1998:TNH,
author = "P. S. Coe and F. W. Howell and R. N. Ibbett and L. M.
Williams",
title = "Technical note: a hierarchical computer architecture
design and simulation environment",
journal = j-TOMACS,
volume = "8",
number = "4",
pages = "431--446",
month = oct,
year = "1998",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:36 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Damerdji:1999:TSM,
author = "Halim Damerdji and Marvin K. Nakayama",
title = "Two-stage multiple-comparison procedures for
steady-state simulations",
journal = j-TOMACS,
volume = "9",
number = "1",
pages = "1--30",
month = jan,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Entacher:1999:PSL,
author = "Karl Entacher",
title = "Parallel streams of linear random numbers in the
spectral test",
journal = j-TOMACS,
volume = "9",
number = "1",
pages = "31--44",
month = jan,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Falkner:1999:FSN,
author = "Matthias Falkner and Michael Devetsikiotis and Ioannis
Lambadaris",
title = "Fast simulation of networks of queues with effective
and decoupling bandwidths",
journal = j-TOMACS,
volume = "9",
number = "1",
pages = "45--58",
month = jan,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Stadlober:1999:PRT,
author = "Ernst Stadlober and Heinz Zechner",
title = "The patchwork rejection technique for sampling from
unimodal distributions",
journal = j-TOMACS,
volume = "9",
number = "1",
pages = "59--80",
month = jan,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:1999:RTS,
author = "Jim X. Chen and Xiadong Fu and J. Wegman",
title = "Real-time simulation of dust behavior generated by a
fast traveling vehicle",
journal = j-TOMACS,
volume = "9",
number = "2",
pages = "81--104",
month = apr,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Haraszti:1999:TDP,
author = "Zsolt Haraszti and J. Keith Townsend",
title = "The theory of direct probability redistribution and
its application to rare event simulation",
journal = j-TOMACS,
volume = "9",
number = "2",
pages = "105--140",
month = apr,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lee:1999:ORM,
author = "Kangsun Lee and Paul A. Fishwick",
title = "{OOPM/RT}: a multimodeling methodology for real-time
simulation",
journal = j-TOMACS,
volume = "9",
number = "2",
pages = "141--170",
month = apr,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Yau:1999:APS,
author = "Victor Yau",
title = "Automating parallel simulation using parallel time
streams",
journal = j-TOMACS,
volume = "9",
number = "2",
pages = "171--201",
month = apr,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:37 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Barbe:1999:SEF,
author = "Philippe Barbe and Michel Broniatowski",
title = "Simulation in exponential families",
journal = j-TOMACS,
volume = "9",
number = "3",
pages = "203--223",
month = jul,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:38 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Carothers:1999:EOP,
author = "Christopher D. Carothers and Kalyan S. Perumalla and
Richard M. Fujimoto",
title = "Efficient optimistic parallel simulations using
reverse computation",
journal = j-TOMACS,
volume = "9",
number = "3",
pages = "224--253",
month = jul,
year = "1999",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:38 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nance:1999:RMS,
author = "Richard E. Nance and C. Michael Overstreet and Ernest
H. Page",
title = "Redundancy in model specifications for discrete event
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bibdate = "Thu Aug 7 12:05:38 MDT 2003",
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author = "Stefan Wegenkittl and Makoto Matsumoto",
title = "Getting rid of correlations among pseudorandom
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volume = "9",
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author = "Robert D. Foley and David Goldsman",
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http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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}
@Article{Choquet:1999:BCI,
author = "Denis Choquet and Pierre L'Ecuyer and Christian
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title = "Bootstrap confidence intervals for ratios of
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volume = "9",
number = "4",
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bibdate = "Thu Aug 7 12:05:38 MDT 2003",
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http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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author = "Sigr{\'u}n Andrad{\'o}ttir",
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volume = "9",
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http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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@Article{Rao:2000:WBN,
author = "Dhananjai Madhava Rao and Radharamanan Radhakrishnan
and Philip A. Wilsey",
title = "{Web}-based network analysis and design",
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volume = "10",
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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@Article{Kapadia:2000:PUN,
author = "Nirav H. Kapadia and Jos{\'e} A. B. Fortes and Mark S.
Lundstrom",
title = "The {Purdue University} network-computing hubs:
running unmodified simulation tools via the {WWW}",
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volume = "10",
number = "1",
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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@Article{Reed:2000:IAD,
author = "John A. Reed and Gregory J. Follen and Abdollah A.
Afjeh",
title = "Improving the aircraft design process using
{Web-based} modeling and simulation",
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volume = "10",
number = "1",
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month = jan,
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
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http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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@Article{Ramesh:2000:CBP,
author = "Sridhar Ramesh and George N. Rouskas and Harry G.
Perros",
title = "Computing blocking probabilities in multiclass
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
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http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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volume = "10",
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lopez-Ardao:2000:USS,
author = "Jos{\'e} C. L{\'o}pez-Ardao and C{\'a}ndido
L{\'o}pez-Garc{\'\i}a and Andr{\'e}s
Su{\'a}rez-Gonz{\'a}lez and Manuel Fern{\'a}ndez-Veiga
and Ra{\'u}l Rodr{\'\i}guez-Rubio",
title = "On the use of self-similar processes in network
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volume = "10",
number = "2",
pages = "125--151",
month = apr,
year = "2000",
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bibdate = "Thu Aug 7 12:05:39 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Park:2000:PEM,
author = "Kihong Park and Tsunyi Tuan",
title = "Performance evaluation of multiple time scale {TCP}
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volume = "10",
number = "2",
pages = "152--177",
month = apr,
year = "2000",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:39 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Erickson:2000:OSC,
author = "K. Bruce Erickson and Richard E. Ladner and Anthony
Lamarca",
title = "Optimizing static calendar queues",
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volume = "10",
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year = "2000",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ingalls:2000:ITI,
author = "Ricki G. Ingalls and Douglas J. Morrice and Andrew B.
Whinston",
title = "The implementation of temporal intervals in
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volume = "10",
number = "3",
pages = "215--240",
month = jul,
year = "2000",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Jha:2000:SEL,
author = "Vikas Jha and Rajive Bagrodia",
title = "Simultaneous events and lookahead in simulation
protocols",
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volume = "10",
number = "3",
pages = "241--267",
month = jul,
year = "2000",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lu:2000:SLS,
author = "Tainchi Lu and Chungnan Lee and Wenyang Hsia and
Mingtang Lin",
title = "Supporting large-scale distributed simulation using
{HLA}",
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volume = "10",
number = "3",
pages = "268--294",
month = jul,
year = "2000",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Korkmaz:2000:SOT,
author = "Turgay Korkmaz and Marwan Krunz",
title = "Source-oriented topology aggregation with multiple
{QoS} parameters in hierarchical networks",
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volume = "10",
number = "4",
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month = oct,
year = "2000",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lassila:2000:NOI,
author = "Pasi E. Lassila and Jorma T. Virtamo",
title = "Nearly optimal importance sampling for {Monte Carlo}
simulation of loss systems",
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volume = "10",
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month = oct,
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nishimura:2000:TBM,
author = "Takuji Nishimura",
title = "Tables of 64-bit {Mersenne} twisters",
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volume = "10",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Unger:2000:PSM,
author = "Brian Unger and Zhonge Xiao and John Cleary and
Jya-Jang Tsai and Carey Williamson",
title = "Parallel shared-memory simulator performance for large
{ATM} networks",
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volume = "10",
number = "4",
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year = "2000",
CODEN = "ATMCEZ",
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bibdate = "Thu Aug 7 12:05:40 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Aldini:2001:CQI,
author = "Alessandro Aldini and Marco Bernardo and Roberto
Gorrieri and Marco Roccetti",
title = "Comparing the {QoS} of {Internet} audio mechanisms via
formal methods",
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volume = "11",
number = "1",
pages = "1--42",
month = jan,
year = "2001",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kumaran:2001:PFS,
author = "Krishnan Kumaran and Debasis Mitra",
title = "Performance and fluid simulations of a novel shared
buffer management system",
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volume = "11",
number = "1",
pages = "43--75",
month = jan,
year = "2001",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{LEcuyer:2001:ESC,
author = "Pierre L'Ecuyer and Yanick Champoux",
title = "Estimating small cell-loss ratios in {ATM} switches
via importance sampling",
journal = j-TOMACS,
volume = "11",
number = "1",
pages = "76--105",
month = jan,
year = "2001",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Stytz:2001:DMT,
author = "Martin R. Stytz and Sheila B. Banks",
title = "The distributed mission training integrated threat
environment system architecture and design",
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volume = "11",
number = "1",
pages = "106--133",
month = jan,
year = "2001",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Jin:2001:FPS,
author = "Wei Jin and Xiaobai Sun and Jeffrey S. Chase",
title = "{FastSlim}: prefetch-safe trace reduction for {I/O}
cache simulation",
journal = j-TOMACS,
volume = "11",
number = "2",
pages = "135--160",
month = apr,
year = "2001",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Feb 08 08:37:57 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Li:2001:APF,
author = "Na Li and Marissa Borrego and San-Qi Li",
title = "Achieving per-flow fair rate allocation in
{Diffserv}",
journal = j-TOMACS,
volume = "11",
number = "2",
pages = "161--181",
month = apr,
year = "2001",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schormans:2001:HTA,
author = "John Schormans and Enjie Liu and Laurie Cuthbert and
Jonathan Pitts",
title = "A hybrid technique for accelerated simulation of {ATM}
networks and network elements",
journal = j-TOMACS,
volume = "11",
number = "2",
pages = "182--205",
month = apr,
year = "2001",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Uhrmacher:2001:DSM,
author = "A. M. Uhrmacher",
title = "Dynamic structures in modeling and simulation: a
reflective approach",
journal = j-TOMACS,
volume = "11",
number = "2",
pages = "206--232",
month = apr,
year = "2001",
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ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:41 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fuks:2001:PDM,
author = "Henryk Fuk{\'s} and Anna T. Lawniczak and Stanislav
Volkov",
title = "Packet delay in models of data networks",
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volume = "11",
number = "3",
pages = "233--250",
month = jul,
year = "2001",
CODEN = "ATMCEZ",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Kim:2001:FSP,
author = "Seong-Hee Kim and Barry L. Nelson",
title = "A fully sequential procedure for indifference-zone
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volume = "11",
number = "3",
pages = "251--273",
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year = "2001",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Gallardo:2001:FSB,
author = "Jos{\'e} R. Gallardo and Dimitrios Makrakis and Luis
Orozco-Barbosa",
title = "Fast simulation of broadband telecommunications
networks carrying long-range dependent bursty traffic",
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volume = "11",
number = "3",
pages = "274--293",
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year = "2001",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Levin:2001:SIC,
author = "Mordechay B. Levin",
title = "On the statistical independence of compound
pseudorandom numbers over part of the period",
journal = j-TOMACS,
volume = "11",
number = "3",
pages = "294--311",
month = jul,
year = "2001",
CODEN = "ATMCEZ",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Henderson:2001:RSS,
author = "Shane G. Henderson and Peter W. Glynn",
title = "Regenerative steady-state simulation of discrete-event
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volume = "11",
number = "4",
pages = "313--345",
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year = "2001",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Wu:2001:RNG,
author = "Pei-Chi Wu",
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journal = j-TOMACS,
volume = "11",
number = "4",
pages = "346--351",
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year = "2001",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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}
@Article{Balci:2001:MCM,
author = "Osman Balci",
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simulation applications",
journal = j-TOMACS,
volume = "11",
number = "4",
pages = "352--377",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Hybinette:2001:CPS,
author = "Maria Hybinette and Richard M. Fujimoto",
title = "Cloning parallel simulations",
journal = j-TOMACS,
volume = "11",
number = "4",
pages = "378--407",
month = oct,
year = "2001",
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bibdate = "Thu Aug 7 12:05:42 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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}
@Article{Mandjes:2002:LDA,
author = "Michel Mandjes and Ad Ridder",
title = "A large deviations analysis of the transient of a
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volume = "12",
number = "1",
pages = "1--26",
month = jan,
year = "2002",
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bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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}
@Article{Rubinstein:2002:CER,
author = "Reuven Y. Rubinstein",
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volume = "12",
number = "1",
pages = "27--53",
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bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
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}
@Article{Vazquez-abad:2002:EBP,
author = "Felisa J. V{\'a}zquez-abad and Lachlan L. H. Andrew
and David Everitt",
title = "Estimation of blocking probabilities in cellular
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volume = "12",
number = "1",
pages = "54--81",
month = jan,
year = "2002",
CODEN = "ATMCEZ",
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bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hormann:2002:FGO,
author = "Wolfgang H{\"o}rmann and Gerhard Derflinger",
title = "Fast generation of order statistics",
journal = j-TOMACS,
volume = "12",
number = "2",
pages = "83--93",
month = apr,
year = "2002",
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bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Juneja:2002:SHT,
author = "Sandeep Juneja and Perwez Shahabuddin",
title = "Simulating heavy tailed processes using delayed hazard
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journal = j-TOMACS,
volume = "12",
number = "2",
pages = "94--118",
month = apr,
year = "2002",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kroese:2002:EST,
author = "Dirk P. Kroese and Victor F. Nicola",
title = "Efficient simulation of a tandem {Jackson} network",
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volume = "12",
number = "2",
pages = "119--141",
month = apr,
year = "2002",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:43 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Quaglia:2002:PSP,
author = "Francesco Quaglia and Vittorio Cortellessa",
title = "On the processor scheduling problem in time warp
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journal = j-TOMACS,
volume = "12",
number = "3",
pages = "143--175",
month = jul,
year = "2002",
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ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chidester:2002:PSC,
author = "Matthew Chidester and Alan George",
title = "Parallel simulation of chip-multiprocessor
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journal = j-TOMACS,
volume = "12",
number = "3",
pages = "176--200",
month = jul,
year = "2002",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lan:2002:RMP,
author = "Kun-Chan Lan and John Heidemann",
title = "Rapid model parameterization from traffic
measurements",
journal = j-TOMACS,
volume = "12",
number = "3",
pages = "201--229",
month = jul,
year = "2002",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kim:2002:TSM,
author = "Taewoo Kim and Jinho Lee and Paul Fishwick",
title = "A two-stage modeling and simulation process for
{Web}-based modeling and simulation",
journal = j-TOMACS,
volume = "12",
number = "3",
pages = "230--248",
month = jul,
year = "2002",
CODEN = "ATMCEZ",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Mosterman:2002:GES,
author = "Pieter J. Mosterman and Hans Vangheluwe",
title = "Guest editorial: {Special} issue on computer automated
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volume = "12",
number = "4",
pages = "249--255",
month = oct,
year = "2002",
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bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Barton:2002:MSS,
author = "Paul I. Barton and Cha Kun Lee",
title = "Modeling, simulation, sensitivity analysis, and
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journal = j-TOMACS,
volume = "12",
number = "4",
pages = "256--289",
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year = "2002",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Atkinson:2002:RUI,
author = "Colin Atkinson and Thomas K{\"u}hne",
title = "Rearchitecting the {UML} infrastructure",
journal = j-TOMACS,
volume = "12",
number = "4",
pages = "290--321",
month = oct,
year = "2002",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Flatscher:2002:MEC,
author = "Rony G. Flatscher",
title = "Metamodeling in {EIA/CDIF---meta-metamodel} and
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volume = "12",
number = "4",
pages = "322--342",
month = oct,
year = "2002",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Liu:2002:CBA,
author = "Jie Liu and Edward A. Lee",
title = "A component-based approach to modeling and simulating
mixed-signal and hybrid systems",
journal = j-TOMACS,
volume = "12",
number = "4",
pages = "343--368",
month = oct,
year = "2002",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kaplan:2003:FRT,
author = "Scott F. Kaplan and Yannis Smaragdakis and Paul R.
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title = "Flexible reference trace reduction for {VM}
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volume = "13",
number = "1",
pages = "1--38",
month = jan,
year = "2003",
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ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{vanBeek:2003:DUD,
author = "D. A. van Beek and V. Bos and J. E. Rooda",
title = "Declaration of unknowns in {DAE}-based hybrid system
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volume = "13",
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year = "2003",
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bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wang:2003:ESQ,
author = "Chia-Li Wang and Ronald W. Wolff",
title = "Efficient simulation of queues in heavy traffic",
journal = j-TOMACS,
volume = "13",
number = "1",
pages = "62--81",
month = jan,
year = "2003",
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bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ledeczi:2003:MMI,
author = "Akos Ledeczi and James Davis and Sandeep Neema and
Aditya Agrawal",
title = "Modeling methodology for integrated simulation of
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journal = j-TOMACS,
volume = "13",
number = "1",
pages = "82--103",
month = jan,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Aug 7 12:05:44 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fu:2003:GE,
author = "Michael Fu and Barry Nelson",
title = "Guest editorial",
journal = j-TOMACS,
volume = "13",
number = "2",
pages = "105--107",
month = apr,
year = "2003",
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ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
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fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Homem-De-Mello:2003:VSM,
author = "Tito Homem-De-Mello",
title = "Variable-sample methods for stochastic optimization",
journal = j-TOMACS,
volume = "13",
number = "2",
pages = "108--133",
month = apr,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Swisher:2003:DES,
author = "James R. Swisher and Sheldon H. Jacobson and Enver
Y{\"u}cesan",
title = "Discrete-event simulation optimization using ranking,
selection, and multiple comparison procedures: a
survey",
journal = j-TOMACS,
volume = "13",
number = "2",
pages = "134--154",
month = apr,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Pichitlamken:2003:CPO,
author = "Juta Pichitlamken and Barry L. Nelson",
title = "A combined procedure for optimization via simulation",
journal = j-TOMACS,
volume = "13",
number = "2",
pages = "155--179",
month = apr,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bhatnagar:2003:TTS,
author = "Shalabh Bhatnagar and Michael C. Fu and Steven I.
Marcus and I-Jeng Wang",
title = "Two-timescale simultaneous perturbation stochastic
approximation using deterministic perturbation
sequences",
journal = j-TOMACS,
volume = "13",
number = "2",
pages = "180--209",
month = apr,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:33 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Biller:2003:MGM,
author = "Bahar Biller and Barry L. Nelson",
title = "Modeling and generating multivariate time-series input
processes using a vector autoregressive technique",
journal = j-TOMACS,
volume = "13",
number = "3",
pages = "211--237",
month = jul,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lee:2003:CDF,
author = "Shing-Hoi Lee and Peter W. Glynn",
title = "Computing the distribution function of a conditional
expectation via {Monte Carlo}: {Discrete} conditioning
spaces",
journal = j-TOMACS,
volume = "13",
number = "3",
pages = "238--258",
month = jul,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Barros:2003:DSM,
author = "Fernando J. Barros",
title = "Dynamic structure multiparadigm modeling and
simulation",
journal = j-TOMACS,
volume = "13",
number = "3",
pages = "259--275",
month = jul,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ghosh:2003:BNM,
author = "Soumyadip Ghosh and Shane G. Henderson",
title = "Behavior of the {NORTA} method for correlated random
vector generation as the dimension increases",
journal = j-TOMACS,
volume = "13",
number = "3",
pages = "276--294",
month = jul,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Sep 5 18:09:34 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tocs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{LEcuyer:2003:GI,
author = "Pierre L'Ecuyer",
title = "Guest introduction",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "295--298",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Deng:2003:SHD,
author = "Lih-Yuan Deng and Hongquan Xu",
title = "A system of high-dimensional, efficient, long-cycle
and portable uniform random number generators",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "299--309",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose a system of multiple recursive generators
of modulus $p$ and order $k$ where all nonzero
coefficients of the recurrence are equal. The advantage
of this property is that a single multiplication is
needed to compute the recurrence, so the generator
would run faster than the general case. For $p = 2^{31}
- 1$, the most popular modulus used, we provide tables
of specific parameter values yielding maximum period
for recurrence of order $k = 102$ and $120$. For $p =
2^{31} - 55719$ and $k = 1511$, we have found
generators with a period length approximately
$10^{14100.5}$.",
acknowledgement = ack-nhfb,
annote = "Best period is $2^{46841} \approx 10^{14100}$.",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Goresky:2003:EMC,
author = "Mark Goresky and Andrew Klapper",
title = "Efficient multiply-with-carry random number generators
with maximal period",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "310--321",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this (largely expository) article, we propose a
simple modification of the multiply-with-carry random
number generators of Marsaglia [1994] and Couture and
L'Ecuyer [1997]. The resulting generators are both
efficient (since they may be configured with a base b
which is a power of 2) and exhibit maximal period.
These generators are analyzed using a simple but
powerful algebraic technique involving $b$-adic
numbers.",
acknowledgement = ack-nhfb,
annote = "Best period is $2^{2521} \approx 10^{758}$, but
appears to require arithmetic with multiword
integers.",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hellekalek:2003:EEC,
author = "Peter Hellekalek and Stefan Wegenkittl",
title = "Empirical evidence concerning {AES}",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "322--333",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/945511.945515",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://random.mat.sbg.ac.at/ftp/pub/publications/peter/aes_sub.ps;
http://random.mat.sbg.ac.at/~peter/slides_YACC04.pdf",
abstract = "AES, the Advanced Encryption Standard, is one of the
most important algorithms in modern cryptography.
Certain randomness properties of AES are of vital
importance for its security. At the same time, these
properties make AES an interesting candidate for a fast
nonlinear random number generator for stochastic
simulation. In this article, we address both of these
two aspects of AES. We study the performance of AES in
a series of statistical tests that are related to
cryptographic notions like confusion and diffusion. At
the same time, these tests provide empirical evidence
for the suitability of AES in stochastic simulation. A
substantial part of this article is devoted to the
strategy behind our tests and to their relation to
other important test statistics like Maurer's Universal
Test.",
acknowledgement = ack-nhfb,
annote = "Best period is $2^{128} \approx 10^{38}$. From the
article: ``It appears that our test results are the
first detailed statistical results for AES in the
published literature. \ldots{}\par
AES has been evaluated using the NIST package (see NIST
[2001a]). In principle, we consider this type of
testing necessary and valuable. However, up to now, AES
has only been tested using relatively small sample
sizes. Furthermore, the exact test procedure and the
parameters that were used have not been published.
There are no refereed publications on this topic.
\ldots{} \par
4. FINDINGS\par
AES performed very well. The empirical results support
the hypothesis that AES is not only an excellent
cryptographic algorithm, but also a very interesting
nonlinear random number generator for stochastic
simulation.\par
We were unable to find any statistical weaknesses. Most
of the $p$-values were completely uncritical, no
systematic trends popped up in the tests.\par
\ldots{} \par
The results indicate that AES pseudorandom numbers are
indistinguishable from real random numbers with respect
to bit-vectors up to length 16 and with respect to the
distribution of 0's and 1's in bit-vectors up to length
256.\par
From the results for DIFF we conclude that AES is able
to compensate for an extreme lack of 1's in the
plaintext, and hence provides excellent diffusion in
this case. The results for KCOUNT provide some
confidence that the key schedule used for generating
the internal keys for the encryption rounds in AES does
a good job. Similar keys do not yield correlated output
sequences.''",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Seznec:2003:HUL,
author = "Andr{\'e} Seznec and Nicolas Sendrier",
title = "{HAVEGE}: a user-level software heuristic for
generating empirically strong random numbers",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "334--346",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Random numbers with high cryptographic quality are
needed to enhance the security of cryptography
applications. Software heuristics for generating
empirically strong random number sequences rely on
entropy gathering by measuring unpredictable external
events. These generators only deliver a few bits per
event. This limits them to being used as seeds for
pseudorandom generators. General-purpose processors
feature a large number of hardware mechanisms that aim
to improve performance: caches, branch predictors,
\ldots{}. The state of these components is not
architectural (i.e., the result of an ordinary
application does not depend on it). It is also volatile
and cannot be directly monitored by the user. On the
other hand, every operating system interrupt modifies
thousands of these binary volatile states. In this
article, we present and analyze HAVEGE (HArdware
Volatile Entropy Gathering and Expansion), a new
user-level software heuristic to generate practically
strong random numbers on general-purpose computers. The
hardware clock cycle counter of the processor can be
used to gather part of the entropy\slash uncertainty
introduced by operating system interrupts in the
internal states of the processor. Then, we show how
this entropy gathering technique can be combined with
pseudorandom number generation in HAVEGE. Since the
internal state of HAVEGE includes thousands of internal
volatile hardware states, it seems impossible even for
the user itself to reproduce the generated sequences.",
acknowledgement = ack-nhfb,
annote = "From the article: ``On current PCs and workstations,
the HAVEG algorithms collects several tens of thousands
of empirically strong random bits, on average, per
every operating system interrupt, that is, HAVEG is
three to four orders of magnitude more efficient than
previous software entropy gathering
techniques.\par
\ldots{}\par
\ldots{} on all the target platforms of HAVEGE in 2002
[Seznec and Sendrier 2002], the HAVEG algorithm
illustrated in Figure 1 allows to gather at least
8K--64K random bits in average per operating system
interrupt (from 8K on Itanium/Linux to 64K on
Solaris/UltraSparc II). That is, at least three to four
orders of magnitude more than the `entropy' gathered by
previously available entropy-gathering
techniques.\par
\ldots{}\par
In average on Pentium III, 920 million $\pm5\%$ cycles
were needed to collect 32 Mbytes of random numbers,
while on the UltraSparc II, 500 million $\pm5\%$ cycles
were sufficient. This throughput is in the same range
as the throughput of standard pseudorandom number
generators.''\par
Thus, it seems that this algorithm deserves careful
consideration for use in {\tt /dev/random} and {\tt
/dev/urandom} pseudodevices in Unix systems, since the
former in particular on several platforms can be
rapidly drained of data, causing very long input waits
(e.g., two days to read 10MB of data.)",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hormann:2003:CRV,
author = "Wolfgang H{\"o}rmann and Josef Leydold",
title = "Continuous random variate generation by fast numerical
inversion",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "347--362",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://statistik.wu-wien.ac.at/unuran/",
abstract = "The inversion method for generating nonuniform random
variates has some advantages compared to other
generation methods, since it monotonically transforms
uniform random numbers into non-uniform random
variates. Hence, it is the method of choice in the
simulation literature. However, except for some simple
cases where the inverse of the cumulative distribution
function is a simple function we need numerical
methods. Often inversion by ``brute force'' is used,
applying either very slow iterative methods or linear
interpolation of the CDF and huge tables. But then the
user has to accept unnecessarily large errors or
excessive memory requirements, that slow down the
algorithm. In this article, we demonstrate that with
Hermite interpolation of the inverse CDF we can obtain
very small error bounds close to machine precision.
Using our adaptive interval splitting method, this
accuracy is reached with moderately sized tables that
allow for a fast and simple generation procedure.",
acknowledgement = ack-nhfb,
annote = "From the article: ``we have written this article to
demonstrate that numerical inversion can be realized in
a simple, accurate and fast algorithm utilizing tables
of moderate size. It has fairly short code and is
implemented in our freely available UNU.RAN library
(see Leydold and H{\"o}rmann [2002]).\par
To test the correctness of an inversion algorithm, it
is not necessary to make statistical tests. It is
enough to compute the maximal and the average $u$-error
$|u - F(x)|$ obtained in a large sample of uniformly
distributed $u$ values.
The generation speed is for all distributions (much)
faster than using iterative methods and about the same
as generating an exponential random variate.''.",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Owen:2003:VAS,
author = "Art B. Owen",
title = "Variance with alternative scramblings of digital
nets",
journal = j-TOMACS,
volume = "13",
number = "4",
pages = "363--378",
month = oct,
year = "2003",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Oct 31 05:50:26 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Randhawa:2004:CIS,
author = "R. S. Randhawa and S. Juneja",
title = "Combining importance sampling and temporal difference
control variates to simulate {Markov Chains}",
journal = j-TOMACS,
volume = "14",
number = "1",
pages = "1--30",
month = jan,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zhou:2004:TSC,
author = "Suiping Zhou and Wentong Cai and Bu-Sung Lee and
Stephen J. Turner",
title = "Time-space consistency in large-scale distributed
virtual environments",
journal = j-TOMACS,
volume = "14",
number = "1",
pages = "31--47",
month = jan,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lu:2004:MTM,
author = "Quan Lu and Maged Dessouky and Robert C. Leachman",
title = "Modeling train movements through complex rail
networks",
journal = j-TOMACS,
volume = "14",
number = "1",
pages = "48--75",
month = jan,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Alexopoulos:2004:BB,
author = "Christos Alexopoulos and David Goldsman",
title = "To batch or not to batch?",
journal = j-TOMACS,
volume = "14",
number = "1",
pages = "76--114",
month = jan,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:2004:E,
author = "David Nicol",
title = "Editorial",
journal = j-TOMACS,
volume = "14",
number = "2",
pages = "115--115",
month = apr,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Riley:2004:FAD,
author = "George F. Riley and Mostafa H. Ammar and Richard M.
Fujimoto and Alfred Park and Kalyan Perumalla and
Donghua Xu",
title = "A federated approach to distributed network
simulation",
journal = j-TOMACS,
volume = "14",
number = "2",
pages = "116--148",
month = apr,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zhou:2004:MIH,
author = "Junlan Zhou and Zhengrong Ji and Mineo Takai and
Rajive Bagrodia",
title = "{MAYA}: {Integrating} hybrid network modeling to the
physical world",
journal = j-TOMACS,
volume = "14",
number = "2",
pages = "149--169",
month = apr,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Walsh:2004:SSG,
author = "Kevin Walsh and Emin G{\"u}n Sirer",
title = "Staged simulation: a general technique for improving
simulation scale and performance",
journal = j-TOMACS,
volume = "14",
number = "2",
pages = "170--195",
month = apr,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Warren:2004:NSE,
author = "Gary Warren and Ronald Nolte and Ken Funk and Brian
Merrell",
title = "Network simulation enhancing network management in
real-time",
journal = j-TOMACS,
volume = "14",
number = "2",
pages = "196--210",
month = apr,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:09 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicol:2004:DEF,
author = "David M. Nicol and Guanhua Yan",
title = "Discrete event fluid modeling of background {TCP}
traffic",
journal = j-TOMACS,
volume = "14",
number = "3",
pages = "211--250",
month = jul,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:10 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Melamed:2004:HSH,
author = "Benjamin Melamed and Shuo Pan and Yorai Wardi",
title = "{HNS}: a streamlined {Hybrid Network Simulator}",
journal = j-TOMACS,
volume = "14",
number = "3",
pages = "251--277",
month = jul,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:10 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wu:2004:EAB,
author = "Yujing Wu and Weibo Gong",
title = "Error analysis of burst level modeling of active-idle
sources",
journal = j-TOMACS,
volume = "14",
number = "3",
pages = "278--304",
month = jul,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:10 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Liu:2004:SFM,
author = "Yong Liu and Francesco L. Presti and Vishal Misra and
Donald F. Towsley and Yu Gu",
title = "Scalable fluid models and simulations for large-scale
{IP} networks",
journal = j-TOMACS,
volume = "14",
number = "3",
pages = "305--324",
month = jul,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Aug 2 19:17:10 MDT 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hsieh:2004:EPB,
author = "Ming-Hua Hsieh and Donald L. Iglehart and Peter W.
Glynn",
title = "Empirical performance of bias-reducing estimators for
regenerative steady-state simulations",
journal = j-TOMACS,
volume = "14",
number = "4",
pages = "325--343",
month = oct,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Nov 4 08:32:44 MST 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Cheng:2004:CCI,
author = "R. C. H. Cheng and W. Holland",
title = "Calculation of confidence intervals for simulation
output",
journal = j-TOMACS,
volume = "14",
number = "4",
pages = "344--362",
month = oct,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Nov 4 08:32:44 MST 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Esposito:2004:AIE,
author = "Joel M. Esposito and Vijay Kumar",
title = "An asynchronous integration and event detection
algorithm for simulating multi-agent hybrid systems",
journal = j-TOMACS,
volume = "14",
number = "4",
pages = "363--388",
month = oct,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Nov 4 08:32:44 MST 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bobeanu:2004:MDE,
author = "Carmen-Veronica Bobeanu and Eugene J. H. Kerckhoffs
and Hendrik Van Landeghem",
title = "Modeling of discrete event systems: a holistic and
incremental approach using {Petri} nets",
journal = j-TOMACS,
volume = "14",
number = "4",
pages = "389--423",
month = oct,
year = "2004",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Nov 4 08:32:44 MST 2004",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Deng:2005:EPM,
author = "Lih-Yuan Deng",
title = "Efficient and portable multiple recursive generators
of large order",
journal = j-TOMACS,
volume = "15",
number = "1",
pages = "1--13",
month = jan,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Apr 14 10:37:25 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Raczy:2005:SBD,
author = "C. Raczy and G. Tan and J. Yu",
title = "A sort-based {DDM} matching algorithm for {HLA}",
journal = j-TOMACS,
volume = "15",
number = "1",
pages = "14--38",
month = jan,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Apr 14 10:37:25 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Steiger:2005:ABM,
author = "Natalie M. Steiger and Emily K. Lada and James R.
Wilson and Jeffrey A. Joines and Christos Alexopoulos
and David Goldsman",
title = "{ASAP3}: a batch means procedure for steady-state
simulation analysis",
journal = j-TOMACS,
volume = "15",
number = "1",
pages = "39--73",
month = jan,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Apr 14 10:37:25 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bhatnagar:2005:AMT,
author = "Shalabh Bhatnagar",
title = "Adaptive multivariate three-timescale stochastic
approximation algorithms for simulation based
optimization",
journal = j-TOMACS,
volume = "15",
number = "1",
pages = "74--107",
month = jan,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Apr 14 10:37:25 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Cai:2005:ATM,
author = "Wentong Cai and Stephen J. Turner and Bu-Sung Lee and
Junlan Zhou",
title = "An alternative time management mechanism for
distributed simulations",
journal = j-TOMACS,
volume = "15",
number = "2",
pages = "109--137",
month = apr,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 29 15:32:09 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Grassmann:2005:SMR,
author = "Winfried K. Grassmann and Jingxiang Luo",
title = "Simulating {Markov}-reward processes with rare
events",
journal = j-TOMACS,
volume = "15",
number = "2",
pages = "138--154",
month = apr,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 29 15:32:09 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kim:2005:CSF,
author = "Seong-Hee Kim",
title = "Comparison with a standard via fully sequential
procedures",
journal = j-TOMACS,
volume = "15",
number = "2",
pages = "155--174",
month = apr,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 29 15:32:09 MDT 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Tang:2005:LQP,
author = "Wai Teng Tang and Rick Siow Mong Goh and Ian Li-Jin
Thng",
title = "Ladder queue: an {$O(1)$} priority queue structure
for large-scale discrete event simulation",
journal = j-TOMACS,
volume = "15",
number = "3",
pages = "175--204",
month = jul,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 7 07:02:19 MST 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Beliakov:2005:UNR,
author = "Gleb Beliakov",
title = "Universal nonuniform random vector generator based on
acceptance-rejection",
journal = j-TOMACS,
volume = "15",
number = "3",
pages = "205--232",
month = jul,
year = "2005",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1103323.1103325",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 7 07:02:19 MST 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The acceptance/rejection approach is widely used in
universal nonuniform random number generators. Its key
part is an accurate approximation of a given
probability density from above by a hat function. This
article uses a piecewise constant hat function, whose
values are overestimates of the density on the elements
of the partition of the domain. It uses a sawtooth
overestimate of Lipschitz continuous densities, and
then examines all local maximizers of such an
overestimate. The method is applicable to multivariate
multimodal distributions. It exhibits relatively short
preprocessing time and fast generation of random
variates from a very large class of distributions.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "PRNG (pseudo-random number generator)",
}
@Article{Matloff:2005:EIF,
author = "Norman Matloff",
title = "Estimation of {Internet} file-access\slash
modification rates from indirect data",
journal = j-TOMACS,
volume = "15",
number = "3",
pages = "233--253",
month = jul,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 7 07:02:19 MST 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fishwick:2005:MRA,
author = "Paul Fishwick and Timothy Davis and Jane Douglas",
title = "Model representation with aesthetic computing:
{Method} and empirical study",
journal = j-TOMACS,
volume = "15",
number = "3",
pages = "254--279",
month = jul,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 7 07:02:19 MST 2005",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Juneja:2005:ESB,
author = "Sandeep Juneja and Victor Nicola",
title = "Efficient simulation of buffer overflow probabilities
in {Jackson} networks with feedback",
journal = j-TOMACS,
volume = "15",
number = "4",
pages = "281--315",
month = oct,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Feb 16 10:42:56 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:2005:AHB,
author = "Dan Chen and Stephen J. Turner and Wentong Cai and
Boon Ping Gan and Malcolm Yoke Hean Low",
title = "Algorithms for {HLA}-based distributed simulation
cloning",
journal = j-TOMACS,
volume = "15",
number = "4",
pages = "316--345",
month = oct,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Feb 16 10:42:56 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Panneton:2005:XRN,
author = "Fran{\c{c}}ois Panneton and Pierre L'Ecuyer",
title = "On the xorshift random number generators",
journal = j-TOMACS,
volume = "15",
number = "4",
pages = "346--361",
month = oct,
year = "2005",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1113316.1113319",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Feb 16 10:42:56 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "G. Marsaglia recently introduced a class of very fast
xorshift random number generators, whose implementation
uses three ``xorshift'' operations. They belong to a
large family of generators based on linear recurrences
modulo 2, which also includes shift-register
generators, the Mersenne twister, and several others.
In this article, we analyze the theoretical properties
of xorshift generators, search for the best ones with
respect to the equidistribution criterion, and test
them empirically. We find that the vast majority of
xorshift generators with only three xorshift
operations, including those having good
equidistribution, fail several simple statistical
tests. We also discuss generators with more than three
xorshifts.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Sanchez:2005:VLF,
author = "Susan M. Sanchez and Paul J. Sanchez",
title = "Very large fractional factorial and central composite
designs",
journal = j-TOMACS,
volume = "15",
number = "4",
pages = "362--377",
month = oct,
year = "2005",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Feb 16 10:42:56 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{North:2006:ECT,
author = "Michael J. North and Nicholson T. Collier and Jerry R.
Vos",
title = "Experiences creating three implementations of the
{Repast} agent modeling toolkit",
journal = j-TOMACS,
volume = "16",
number = "1",
pages = "1--25",
month = jan,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 29 10:47:06 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ng:2006:RPU,
author = "Szu Hui Ng and Stephen E. Chick",
title = "Reducing parameter uncertainty for stochastic
systems",
journal = j-TOMACS,
volume = "16",
number = "1",
pages = "26--51",
month = jan,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 29 10:47:06 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nelson:2006:CVS,
author = "Barry L. Nelson and Jeremy Staum",
title = "Control variates for screening, selection, and
estimation of the best",
journal = j-TOMACS,
volume = "16",
number = "1",
pages = "52--75",
month = jan,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 29 10:47:06 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Murdoch:2006:PSQ,
author = "Duncan J. Murdoch and Glen Takahara",
title = "Perfect sampling for queues and network models",
journal = j-TOMACS,
volume = "16",
number = "1",
pages = "76--92",
month = jan,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 29 10:47:06 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ghosh:2006:CBN,
author = "Soumyadip Ghosh and Shane G. Henderson",
title = "Corrigendum: {Behavior} of the {NORTA} method for
correlated random vector generation as the dimension
increases",
journal = j-TOMACS,
volume = "16",
number = "1",
pages = "93--94",
month = jan,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 29 10:47:06 MST 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zhang:2006:ACT,
author = "Jianlong Zhang and Petros A. Ioannou and Anastasios
Chassiakos",
title = "Automated container transport system between inland
port and terminals",
journal = j-TOMACS,
volume = "16",
number = "2",
pages = "95--118",
month = apr,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1138464.1138465",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Jun 15 06:38:53 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Dieker:2006:FSO,
author = "A. B. Dieker and M. Mandjes",
title = "Fast simulation of overflow probabilities in a queue
with {Gaussian} input",
journal = j-TOMACS,
volume = "16",
number = "2",
pages = "119--151",
month = apr,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1138464.1138466",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Jun 15 06:38:53 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fishman:2006:HHT,
author = "George S. Fishman and Ivo J. B. F. Adan",
title = "How heavy-tailed distributions affect
simulation-generated time averages",
journal = j-TOMACS,
volume = "16",
number = "2",
pages = "152--173",
month = apr,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1138464.1138467",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Jun 15 06:38:53 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nutaro:2006:DEM,
author = "James Nutaro",
title = "A discrete event method for wave simulation",
journal = j-TOMACS,
volume = "16",
number = "2",
pages = "174--195",
month = apr,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1138464.1138468",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Thu Jun 15 06:38:53 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wunderlich:2006:SSM,
author = "Roland E. Wunderlich and Thomas F. Wenisch and Babak
Falsafi and James C. Hoe",
title = "Statistical sampling of microarchitecture simulation",
journal = j-TOMACS,
volume = "16",
number = "3",
pages = "197--224",
month = jul,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1147224.1147225",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 23 15:29:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Current software-based microarchitecture simulators
are many orders of magnitude slower than the hardware
they simulate. Hence, most microarchitecture design
studies draw their conclusions from drastically
truncated benchmark simulations that are often
inaccurate and misleading. This article presents the
Sampling Microarchitecture Simulation (SMARTS)
framework as an approach to enable fast and accurate
performance measurements of full-length benchmarks.
SMARTS accelerates simulation by selectively measuring
in detail only an appropriate benchmark subset. SMARTS
prescribes a statistically sound procedure for
configuring a systematic sampling simulation run to
achieve a desired quantifiable confidence in estimates.
Analysis of the SPEC CPU2000 benchmark suite shows that
CPI and energy per instruction (EPI) can be estimated
to within $\pm3\%$ with $99.7\%$ confidence by
measuring fewer than 50 million instructions per
benchmark. In practice, inaccuracy in
microarchitectural state initialization introduces an
additional uncertainty which we empirically bound to
$\pm2\%$ for the tested benchmarks. Our implementation
of SMARTS achieves an actual average error of only
$0.64\%$ on CPI and $0.59\%$ on EPI for the tested
benchmarks, running with average speedups of 35 and 60
over detailed simulation of 8-way and 16-way
out-of-order processors, respectively.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{DeBoer:2006:ASI,
author = "Pieter Tjerk {De Boer}",
title = "Analysis of state-independent importance-sampling
measures for the two-node tandem queue",
journal = j-TOMACS,
volume = "16",
number = "3",
pages = "225--250",
month = jul,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 23 15:29:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Villen-Altamirano:2006:ERM,
author = "Manuel Vill{\'e}n-Altamirano and Jos{\'e}
Vill{\'e}n-Altamirano",
title = "On the efficiency of {RESTART} for multidimensional
state systems",
journal = j-TOMACS,
volume = "16",
number = "3",
pages = "251--279",
month = jul,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 23 15:29:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Calvin:2006:SRM,
author = "James M. Calvin and Peter W. Glynn and Marvin K.
Nakayama",
title = "The semi-regenerative method of simulation output
analysis",
journal = j-TOMACS,
volume = "16",
number = "3",
pages = "280--315",
month = jul,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 23 15:29:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Alexopoulos:2006:RBM,
author = "Christos Alexopoulos and Sigr{\'u}n Andrad{\'o}ttir
and Nilay Tanik Argon and David Goldsman",
title = "Replicated batch means variance estimators in the
presence of an initial transient",
journal = j-TOMACS,
volume = "16",
number = "4",
pages = "317--328",
month = oct,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Oct 28 05:43:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ji:2006:ISW,
author = "Zhengrong Ji and Junlan Zhou and Mineo Takai and
Rajive Bagrodia",
title = "Improving scalability of wireless network simulation
with bounded inaccuracies",
journal = j-TOMACS,
volume = "16",
number = "4",
pages = "329--356",
month = oct,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Oct 28 05:43:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Andradottir:2006:SOC,
author = "Sigr{\'u}n Andrad{\'o}ttir",
title = "Simulation optimization with countably infinite
feasible regions: {Efficiency} and convergence",
journal = j-TOMACS,
volume = "16",
number = "4",
pages = "357--374",
month = oct,
year = "2006",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1176249.1176252",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Oct 28 05:43:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Martens:2006:FST,
author = "Jurgen Martens and Ferdi Put and Etienne Kerre",
title = "A fuzzy set theoretic approach to validate simulation
models",
journal = j-TOMACS,
volume = "16",
number = "4",
pages = "375--398",
month = oct,
year = "2006",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Oct 28 05:43:47 MDT 2006",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Awad:2007:TCL,
author = "Hernan P. Awad and Peter W. Glynn",
title = "On the theoretical comparison of low-bias steady-state
estimators",
journal = j-TOMACS,
volume = "17",
number = "1",
pages = "??--??",
month = jan,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Doornik:2007:CHP,
author = "Jurgen A. Doornik",
title = "Conversion of high-period random numbers to floating
point",
journal = j-TOMACS,
volume = "17",
number = "1",
pages = "3:1--3:5",
month = jan,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1189756.1189759",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Conversion of unsigned 32-bit random integers to
double precision floating point is discussed. It is
shown that the standard practice can be unnecessarily
slow and inflexible. It is argued that simulation
experiments could benefit from making better use of the
available precision.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Esposito:2007:SED,
author = "Joel M. Esposito and Vijay Kumar",
title = "A state event detection algorithm for numerically
simulating hybrid systems with model singularities",
journal = j-TOMACS,
volume = "17",
number = "1",
pages = "??--??",
month = jan,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Milenkovic:2007:ESP,
author = "Aleksandar Milenkovi\'c and Milena Milenkovi\'c",
title = "An efficient single-pass trace compression technique
utilizing instruction streams",
journal = j-TOMACS,
volume = "17",
number = "1",
pages = "??--??",
month = jan,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Andradottir:2007:PSP,
author = "Sigr{\'u}n Andrad{\'o}ttir and Paul Glasserman and
Peter W. Glynn and Philip Heidelberger and Sandeep
Juneja",
title = "{Perwez Shahabuddin, 1962--2005}: a professional
appreciation",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Juneja:2007:AFS,
author = "S. Juneja and R. L. Karandikar and P. Shahabuddin",
title = "Asymptotics and fast simulation for tail probabilities
of maximum of sums of few random variables",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "7:1--7:35",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We derive tail asymptotics for the probability that
the maximum of sums of a few random variables exceeds
an increasing threshold, when the random variables may
be light as well as heavy tailed. These probabilities
arise in many applications including in PERT networks
where our interest may be in measuring the probability
of large project delays. We also develop provably
asymptotically optimal importance sampling techniques
to efficiently estimate these probabilities. In the
light-tailed settings we show that an appropriate
mixture of exponentially twisted distributions
efficiently estimates these probabilities. As is well
known, exponential twisting based methods are not
applicable in the heavy-tailed settings. To remedy
this, we develop techniques that rely on ?asymptotic
hazard rate twisting? and prove their effectiveness in
both light and heavy-tailed settings. We show that in
many cases the latter may have implementation
advantages over exponential twisting based methods in
the light-tailed settings. However, our experiments
suggest that when easily implementable, the exponential
twisting based methods significantly outperform
asymptotic hazard rate twisting based methods.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kang:2007:ERS,
author = "Wanmo Kang and Perwez Shahabuddin and Ward Whitt",
title = "Exploiting regenerative structure to estimate finite
time averages via simulation",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{LEcuyer:2007:RES,
author = "Pierre L'Ecuyer and Val{\'e}rie Demers and Bruno
Tuffin",
title = "Rare events, splitting, and quasi-{Monte Carlo}",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nicola:2007:EIS,
author = "Victor F. Nicola and Tatiana S. Zaburnenko",
title = "Efficient importance sampling heuristics for the
simulation of population overflow in {Jackson}
networks",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wilson:2007:EIS,
author = "James R. Wilson",
title = "{Editor}'s introduction: {Special} issue honoring
{Perwez Shahabuddin}",
journal = j-TOMACS,
volume = "17",
number = "2",
pages = "??--??",
month = apr,
year = "2007",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Sat Apr 14 09:34:46 MDT 2007",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lees:2007:DSA,
author = "Michael Lees and Brian Logan and Georgios
Theodoropoulos",
title = "Distributed simulation of agent-based systems with
{HLA}",
journal = j-TOMACS,
volume = "17",
number = "3",
pages = "11:1--11:??",
month = jul,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1243991.1243992",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:45 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article we describe HLA\_AGENT, a tool for the
distributed simulation of agent-based systems, which
integrates the SIM\_AGENT agent toolkit and the High
Level Architecture (HLA) simulator interoperability
framework. HLA\_AGENT offers enhanced simulation
scalability and allows interoperation with other
HLA-compliant simulators, promoting simulation reuse.
Using a simple Tileworld example, we show how
HLA\_AGENT can be used to flexibly distribute a
SIM\_AGENT simulation so as to exploit available
computing resources. We present experimental results
that illustrate the performance of HLA\_AGENT on a
Linux cluster running a distributed version of
Tileworld and compare this with the original
nondistributed SIM\_AGENT version.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "high level architecture; HLA_AGENT; IEEE 1516;
multiagent systems",
}
@Article{Talby:2007:CPA,
author = "David Talby and Dror G. Feitelson and Adi Raveh",
title = "A {Co-Plot} analysis of logs and models of parallel
workloads",
journal = j-TOMACS,
volume = "17",
number = "3",
pages = "12:1--12:??",
month = jul,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1243991.1243993",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:45 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a multivariate analysis technique called
Co-Plot that is especially suitable for few samples of
many variables. Co-Plot embeds the multidimensional
samples in two dimensions, in a way that allows key
variables to be identified, and relations between both
variables and observations to be analyzed together.
When applied to the workloads on parallel
supercomputers, we find two stable perpendicular axes
of highly correlated variables, one representing
individual job attributes and the other representing
multijob attributes. The different workloads, on the
other hand, are rather different from one another, and
may also change over time. Synthetic models for
workload generation are also analyzed, and found to be
reasonable in the sense that they span the same range
of variable combinations as the real workloads.
However, the spread of real workloads implies that a
single model cannot be similar to all of them. This
leads us to construct a parameterized model, with
parameters that correspond to the two axes identified
above. We also find that existing models do not model
the temporal structure of the workload well, and hence
are wanting for tasks such as comparing schedulers, and
that the common methodology for load manipulation of
workloads is problematic.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "co-plot; load manipulation; multivariate analysis;
nonstationary workload; parallel workloads; parametric
model; synthetic workload; workload modeling",
}
@Article{Calvin:2007:SOA,
author = "James M. Calvin",
title = "Simulation output analysis using integrated paths",
journal = j-TOMACS,
volume = "17",
number = "3",
pages = "13:1--13:??",
month = jul,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1243991.1243994",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:45 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article considers the steady-state simulation
output analysis problem for a process that satisfies a
functional central limit theorem. We construct an
estimator for the time-average variance constant that
is based on iterated integrations of the sample path.
When the observations are batched, the method
generalizes the method of batch means. One advantage of
the method is that it can be used without batching the
observations; that is, it can allow for the process
variance to be estimated at any time as the simulation
runs without waiting for a fixed time horizon to
complete. When used in conjunction with batching, the
method can improve efficiency (the reciprocal of work
times mean-squared error) compared with the standard
method of batch means. In numerical experiments,
efficiency improvement ranged from a factor of 1.5 (for
the waiting time sequence in an M/M/1 queueing system
with a single integrated path) up to a factor of 14
(for an autoregressive process and 19 integrated
paths).",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "efficiency improvement; variance reduction",
}
@Article{Dupuis:2007:ISS,
author = "Paul Dupuis and Kevin Leder and Hui Wang",
title = "Importance sampling for sums of random variables with
regularly varying tails",
journal = j-TOMACS,
volume = "17",
number = "3",
pages = "14:1--14:21",
month = jul,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1243991.1243995",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:45 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Importance sampling is a variance reduction technique
for efficient estimation of rare-event probabilities by
Monte Carlo. For random variables with heavy tails
there is little consensus on how to choose the change
of measure used in importance sampling. In this article
we study dynamic importance sampling schemes for sums
of independent and identically distributed random
variables with regularly varying tails. The number of
summands can be random but must be independent of the
summands. For estimating the probability that the sum
exceeds a given threshold, we explicitly identify a
class of dynamic importance sampling algorithms with
bounded relative errors. In fact, these schemes are
nearly asymptotically optimal in the sense that the
second moment of the corresponding importance sampling
estimator can be made as close as desired to the
minimal possible value.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "asymptotically optimal relative error; bounded
relative error; dynamic importance sampling; rare
events; regularly varying tails; variance reduction",
}
@Article{Matsumoto:2007:CDI,
author = "Makoto Matsumoto and Isaku Wada and Ai Kuramoto and
Hyo Ashihara",
title = "Common defects in initialization of pseudorandom
number generators",
journal = j-TOMACS,
volume = "17",
number = "4",
pages = "15:1--15:20",
month = sep,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1276927.1276928",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:54 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We demonstrate that a majority of modern random number
generators, such as the newest version of rand.c,
ranlux, and combined multiple recursive generators,
have some manifest correlations in their outputs if the
initial state is filled up using another linear
recurrence with similar modulus. Among 58 available
generators in the GNU scientific library, 40 show such
defects. This is not because of the recursion, but
because of carelessly chosen initialization schemes in
the implementations. A good initialization scheme
eliminates this phenomenon.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "difference collision; interstream correlation;
Monte-Carlo simulation; nearly affine dependence;
pseudorandom number generator",
}
@Article{Mccoy:2007:MAN,
author = "Aaron Mccoy and Tomas Ward and Seamus Mcloone and
Declan Delaney",
title = "Multistep-ahead neural-network predictors for network
traffic reduction in distributed interactive
applications",
journal = j-TOMACS,
volume = "17",
number = "4",
pages = "16:1--16:??",
month = sep,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1276927.1276929",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:54 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Predictive contract mechanisms such as dead reckoning
are widely employed to support scalable remote entity
modeling in distributed interactive applications
(DIAs). By employing a form of controlled
inconsistency, a reduction in network traffic is
achieved. However, by relying on the distribution of
instantaneous derivative information, dead reckoning
trades remote extrapolation accuracy for low
computational complexity and ease-of-implementation. In
this article, we present a novel extension of dead
reckoning, termed neuro-reckoning, that seeks to
replace the use of instantaneous velocity information
with predictive velocity information in order to
improve the accuracy of entity position extrapolation
at remote hosts. Under our proposed neuro-reckoning
approach, each controlling host employs a bank of
neural network predictors trained to estimate future
changes in entity velocity up to and including some
maximum prediction horizon. The effect of each
estimated change in velocity on the current entity
position is simulated to produce an estimate for the
likely position of the entity over some short
time-span. Upon detecting an error threshold violation,
the controlling host transmits a predictive velocity
vector that extrapolates through the estimated
position, as opposed to transmitting the instantaneous
velocity vector. Such an approach succeeds in reducing
the spatial error associated with remote extrapolation
of entity state. Consequently, a further reduction in
network traffic can be achieved. Simulation results
conducted using several human users in a highly
interactive DIA indicate significant potential for
improved scalability when compared to the use of IEEE
DIS standard dead reckoning. Our proposed
neuro-reckoning framework exhibits low computational
resource overhead for real-time use and can be
seamlessly integrated into many existing dead reckoning
mechanisms.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "collaborative virtual environments; consistency; dead
reckoning; distributed interactive applications;
distributed interactive simulation; multistep-ahead
prediction; network bandwidth reduction; networked
multiplayer computer games; networked virtual
environments; neural networks; predictive contract
mechanisms; scalability; wargames",
}
@Article{Hernandez:2007:DTH,
author = "Jos{\'e} Alberto Hern{\'a}ndez and Iain W. Phillips
and Javier Aracil",
title = "Discrete-time heavy-tailed chains, and their
properties in modeling network traffic",
journal = j-TOMACS,
volume = "17",
number = "4",
pages = "17:1--17:??",
month = sep,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1276927.1276930",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:54 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The particular statistical properties found in network
measurements, namely self-similarity and long-range
dependence, cannot be ignored in modeling network and
Internet traffic. Thus, despite their mathematical
tractability, traditional Markov models are not
appropriate for this purpose, since their memoryless
nature contradicts the burstiness of transmitted
packets. However, it is desirable to find a similarly
tractable model which is, at the same time, rigorous at
capturing the features of network traffic.\par
This work presents discrete-time heavy-tailed chains, a
tractable approach to characterize network traffic as a
superposition of discrete-time ``on/off'' sources. This
is a particular case of the generic ``on/off''
heavy-tailed model, thus shows the same statistical
features as the former, particularly self-similarity
and long-range dependence, when the number of
aggregated sources approaches infinity.\par
The model is then applicable to characterize a number
of discrete-time communication systems, for instance,
ATM and optical packet switching, to further derive
meaningful performance metrics such as average burst
duration and the number of active sources in a random
instant.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "discrete-time heavy-tailed chains; fractional Brownian
motion; heavy-tailed distributions; long-range
dependence; self-similar processes",
}
@Article{Hormann:2007:ITD,
author = "Wolfgang H{\"o}rmann and Josef Leydold and Gerhard
Derflinger",
title = "Inverse transformed density rejection for unbounded
monotone densities",
journal = j-TOMACS,
volume = "17",
number = "4",
pages = "18:1--18:??",
month = sep,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1276927.1276931",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:54 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A new algorithm for sampling from largely arbitrary
monotone, unbounded densities is presented. The user
has to provide a program to evaluate the density and
its derivative and the location of the pole. Then the
setup of the new algorithm constructs different hat
functions for the pole region and tail region,
respectively. For the pole region a new method is
developed that uses a transformed density rejection hat
function of the inverse density. As the order of the
pole is calculated in the setup, conditions that
guarantee correctness of the constructed hat functions
are provided. Numerical experiments indicate that the
new algorithm works correctly and moderately fast for
many different unbounded densities.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "black-box algorithm; nonuniform random variates;
transformed density rejection; unbounded densities;
universal method",
}
@Article{Hong:2007:FLC,
author = "L. Jeff Hong and Barry L. Nelson",
title = "A framework for locally convergent random-search
algorithms for discrete optimization via simulation",
journal = j-TOMACS,
volume = "17",
number = "4",
pages = "19:1--19:??",
month = sep,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1276927.1276932",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:52:54 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The goal of this article is to provide a general
framework for locally convergent random-search
algorithms for stochastic optimization problems when
the objective function is embedded in a stochastic
simulation and the decision variables are integer
ordered. The framework guarantees desirable asymptotic
properties, including almost-sure convergence and known
rate of convergence, for any algorithms that conform to
its mild conditions. Within this framework, algorithm
designers can incorporate sophisticated search schemes
and complicated statistical procedures to design new
algorithms.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "discrete stochastic optimization; Random search",
}
@Article{Hsu:2007:AAA,
author = "Chih-Chieh Hsu and Michael Devetsikiotis",
title = "An adaptive approach to accelerated evaluation of
highly available services",
journal = j-TOMACS,
volume = "18",
number = "1",
pages = "1:1--1:26",
month = dec,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1315575.1315576",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:03 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We motivate and describe improved fast simulation
techniques for the accelerated performance evaluation
of highly available services. In systems that provide
such services, service unavailability events are rare
due to a low component failure rate or high resource
capacity. Using traditional Monte Carlo simulation to
evaluate such services requires a large amount of
runtime. Importance sampling (IS) has been applied to
certain instances of such systems, focusing on
single-class and/or homogeneous resource demands. In
this article, we formulate highly available services as
multiresource losstype systems, and we present two IS
methods for fast simulation, extending to multiple
classes and nonhomogeneous resource demands. First, for
the cases in which component failure rates are small,
we prove that static IS using the Standard Clock
(S-ISSC) method exhibits the bounded relative error
(BRE) property. Second, for estimating failure
probabilities due to large capacity or fast service in
systems that have nonrare component failure rates, we
propose adaptive ISSC (A-ISSC), which estimates the
relative probability of reaching each possible state of
system failure in every step of the simulation. Using
A-ISSC, IS methods which are proven to be efficient can
be extended to multidimensional cases, while still
retaining a very favorable performance, as supported by
our validation experiments.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "adaptive importance sampling; highly available
services; rare event simulation",
}
@Article{Bhatnagar:2007:ANB,
author = "Shalabh Bhatnagar",
title = "Adaptive {Newton-based} multivariate smoothed
functional algorithms for simulation optimization",
journal = j-TOMACS,
volume = "18",
number = "1",
pages = "2:1--2:35",
month = dec,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1315575.1315577",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:03 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we present three smoothed functional
(SF) algorithms for simulation optimization. While one
of these estimates only the gradient by using a finite
difference approximation with two parallel simulations,
the other two are adaptive Newton-based stochastic
approximation algorithms that estimate both the
gradient and Hessian. One of the Newton-based
algorithms uses only one simulation and has a one-sided
estimate in both the gradient and Hessian, while the
other uses two-sided estimates in both quantities and
requires two simulations. For obtaining gradient and
Hessian estimates, we perturb each parameter component
randomly using independent and identically distributed
(i.i.d) Gaussian random variates.\par
The earlier SF algorithms in the literature only
estimate the gradient of the objective function. Using
similar techniques, we derive two unbiased SF-based
estimators for the Hessian and develop suitable
three-timescale stochastic approximation procedures for
simulation optimization. We present a detailed
convergence analysis of our algorithms and show
numerical experiments with parameters of dimension 50
on a setting involving a network of M / G /1 queues
with feedback. We compare the performance of our
algorithms with related algorithms in the literature.
While our two-simulation Newton-based algorithm shows
the best results overall, our one-simulation algorithm
shows better performance compared to other
one-simulation algorithms.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Gaussian perturbations; Newton-based algorithms;
simulation optimization; smoothed functional
algorithms; three-timescale stochastic approximation",
}
@Article{Lewandowski:2007:SBE,
author = "Daniel Lewandowski and Roger M. Cooke and Radboud J.
Duintjer Tebbens",
title = "Sample-based estimation of correlation ratio with
polynomial approximation",
journal = j-TOMACS,
volume = "18",
number = "1",
pages = "3:1--3:17",
month = dec,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1315575.1315578",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:03 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Sensitivity analysis has become a natural step in the
uncertainty analysis framework. As there is no general
sensitivity measure that would capture all information
on impact of input factors on model output, analysts
tend to combine various measures to obtain a broader
image of interactions between different modes. This
article concentrates on the correlation ratio,
demonstrates methods for calculating this quantity
efficiently and accurately, and compares the results. A
new method inspired by artificial intelligence
techniques emerges as outperforming the familiar
methods.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "correlation ratio; sensitivity analysis; Sobol
indices",
}
@Article{Roberts:2007:DSM,
author = "Stephen Roberts and Lijun Wang and Robert Klein and
Reid Ness and Robert Dittus",
title = "Development of a simulation model of colorectal
cancer",
journal = j-TOMACS,
volume = "18",
number = "1",
pages = "4:1--4:30",
month = dec,
year = "2007",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1315575.1315579",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:03 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Colorectal cancer (CRC) is deadly if not found early.
Any protocols developed for screening and surveillance
and any policy decisions regarding the availability of
CRC resources should consider the nature of the disease
and its impact over time on costs and quality-adjusted
life years in a population. Simulation models can
provide a flexible representation needed for such
analysis; however, the development of a credible
simulation model of the natural history of CRC is
hindered by limited data and incomplete knowledge. To
accommodate the extensive modeling and remodeling
required to produce a credible model, we created an
object-oriented simulation platform driven by a
model-independent database within the .NET environment.
The object-oriented structure not only encapsulated the
needs of a simulation replication but created an
extensible framework for specialization of the CRC
components. This robust framework allowed development
to focus modeling on the CRC events and their event
relationships, conveniently facilitating extensive
revision during model construction. As a
second-generation CRC modeling activity, this model
development benefited from prior experience with data
sources and modeling difficulties. A graphical user
interface makes the model accessible by displaying
existing scenarios, showing input variables and their
values, and permitting the creation of new scenarios
and changes to its input. Output from the simulation is
captured in familiar tabbed worksheets and stored in
the database. The eventual CRC model was conceptualized
through a series of assumptions that conformed to
beliefs and data regarding the natural history of CRC.
Throughout the development cycle, extensive
verification and validation calibrated the model. The
result is a simulation model that characterizes the
natural history of CRC with sufficient accuracy to
provide an effective means of evaluating numerous
issues regarding the burden of this disease on
individuals and society. Generalizations from this
study are offered regarding the use of discrete-event
simulation in disease modeling and medical decision
making.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "colorectal cancer; medical applications; medical
decision making",
}
@Article{Nicol:2008:ESI,
author = "David M. Nicol",
title = "Efficient simulation of {Internet} worms",
journal = j-TOMACS,
volume = "18",
number = "2",
pages = "5:1--5:??",
month = apr,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1346325.1346326",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:10 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Simulation of Internet worms (and other malware)
requires tremendous computing resources when every
packet generated by the phenomena is modeled
individually; on the other hand, models of worm growth
based on differential equations lack the significant
variability inherent in worms that sample targets
randomly. This article addresses the problem with a
model that focuses on times of infection. We propose a
hybrid discrete-continuous model that minimizes
execution time subject to an accuracy constraint on
variance. We also develop an efficiently executed model
of preferential random scanning and use it to
investigate the sensitivity of worm propagation speed
to the distribution of susceptible hosts through the
network, and to the local preference probability.
Finally, we propose and study two optimizations to a
fluid-based simulation of scan traffic through a
backbone network, observing an order-of-magnitude
improvement in execution speed.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "denial-of-service; modeling; simulation; worms",
}
@Article{Kesidis:2008:MSR,
author = "George Kesidis and Ihab Hamadeh and Youngmi Jin and
Soranun Jiwasurat and Milan Vojnovi{\'c}",
title = "A model of the spread of randomly scanning {Internet}
worms that saturate access links",
journal = j-TOMACS,
volume = "18",
number = "2",
pages = "6:1--6:??",
month = apr,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1346325.1346327",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:10 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a simple, deterministic mathematical model
for the spread of randomly scanning and
bandwidth-saturating Internet worms. Such worms include
Slammer and Witty, both of which spread extremely
rapidly. Our model, consisting of coupled
Kermack-McKendrick (a.k.a. stratified
susceptibles-infectives (SI)) equations, captures both
the measured scanning activity of the worm and the
network limitation of its spread, that is, the
effective scan-rate per worm/infective. The Internet is
modeled as an ideal core network to which each
peripheral (e.g., enterprise) network is connected via
a single access link. It is further assumed in this
note that as soon as a single end-system in the
peripheral network is infected by the worm, the
subsequent scanning of the rest of the Internet
saturates the access link, that is, there is
``instant'' saturation. We fit our model to available
data for the Slammer worm and demonstrate the model's
ability to accurately represent Slammer's total
scan-rate to the core.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "communications/computer networking; epidemiology;
Internet worms; modeling",
}
@Article{Martinez-Moyano:2008:BTI,
author = "Ignacio J. Martinez-Moyano and Eliot Rich and Stephen
Conrad and David F. Andersen and Thomas R. Stewart",
title = "A behavioral theory of insider-threat risks: a
system dynamics approach",
journal = j-TOMACS,
volume = "18",
number = "2",
pages = "7:1--7:??",
month = apr,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1346325.1346328",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:10 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The authors describe a behavioral theory of the
dynamics of insider-threat risks. Drawing on data
related to information technology security violations
and on a case study created to explain the dynamics
observed in that data, the authors constructed a system
dynamics model of a theory of the development of
insider-threat risks and conducted numerical
simulations to explore the parameter and response
spaces of the model. By examining several scenarios in
which attention to events, increased judging
capabilities, better information, and training
activities are simulated, the authors theorize about
why information technology security effectiveness
changes over time. The simulation results argue against
the common presumption that increased security comes at
the cost of reduced production.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "behavioral theory; insider threat; judgment and
decision making; policy analysis; risk; security
modeling; signal detection theory; system dynamics
modeling",
}
@Article{Rohloff:2008:DSM,
author = "Kurt R. Rohloff and Tamer Bac{\c{s}}ar",
title = "Deterministic and stochastic models for the detection
of random constant scanning worms",
journal = j-TOMACS,
volume = "18",
number = "2",
pages = "8:1--8:??",
month = apr,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1346325.1346329",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 16 16:53:10 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article discusses modeling and detection
properties associated with the stochastic behavior of
Random Constant Scanning (RCS) worms. Although these
worms propagate by randomly scanning network addresses
to find hosts that are susceptible to infection,
traditional RCS worm models are fundamentally
deterministic. A density-dependent Markov jump process
model for RCS worms is presented and analyzed herein.
Conditions are shown for when some stochastic
properties of RCS worm propagation can be ignored and
when deterministic RCS worm models can be used. A
computationally simple hybrid deterministic/stochastic
point-process model for locally observed scanning
behavior due to the global propagation of an RCS
scanning worm epidemic is presented. An optimal
hypothesis-testing approach is presented to detect
epidemics of these under idealized conditions based on
the cumulative sums of log-likelihood ratios using the
hybrid RCS worm model. This article presents in a
mathematically rigorous fashion why detection
techniques that are only based on passively monitoring
local IP addresses cannot quickly detect the global
propagation of an RCS worm epidemic with a low false
alarm rate, even under idealized conditions.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "epidemic modeling; hypothesis testing; stochastic
analysis; worms",
}
@Article{Olstam:2008:FSS,
author = "Johan Janson Olstam and Jan Lundgren and Mikael Adlers
and Pontus Matstoms",
title = "A framework for simulation of surrounding vehicles in
driving simulators",
journal = j-TOMACS,
volume = "18",
number = "3",
pages = "9:1--9:??",
month = jul,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1371574.1371575",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 5 18:04:51 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article describes a framework for generation and
simulation of surrounding vehicles in a driving
simulator. The proposed framework generates a traffic
stream, corresponding to a given target flow and
simulates realistic interactions between vehicles. The
framework is based on an approach in which only a
limited area around the driving simulator vehicle is
simulated. This closest neighborhood is divided into
one inner area and two outer areas. Vehicles in the
inner area are simulated according to a microscopic
simulation model including advanced submodels for
driving behavior while vehicles in the outer areas are
updated according to a less time-consuming mesoscopic
simulation model. The presented work includes a new
framework for generating and simulating vehicles within
a moving area. It also includes the development of an
enhanced model for overtakings and a simple mesoscopic
traffic model. The framework has been validated on the
number of vehicles that catch up with the driving
simulator vehicle and vice versa. The agreement is good
for active and passive catch-ups on rural roads and for
passive catch-ups on freeways, but less good for active
catch-ups on freeways. The reason for this seems to be
deficiencies in the utilized lane-changing model. It
has been verified that the framework is able to achieve
the target flow and that there is a gain in
computational time of using the outer areas. The
framework has also been tested within the VTI Driving
simulator III.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "behavior modeling; driving behavior; driving
simulators; mesoscopic traffic simulation; microscopic
traffic simulation; real-time simulation; traffic
generation; Traffic simulation",
}
@Article{Topcu:2008:MFA,
author = "Okan Top{\c{c}}u and Mehmet Adak and Halit
O{\u{g}}uzt{\"u}z{\"u}n",
title = "A metamodel for federation architectures",
journal = j-TOMACS,
volume = "18",
number = "3",
pages = "10:1--10:??",
month = jul,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1371574.1371576",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 5 18:04:51 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article proposes a metamodel for describing the
architecture of a High Level Architecture (HLA)
compliant federation. A salient feature of the
Federation Architecture Metamodel (FAMM) is the
behavioral description of federates based on live
sequence charts. FAMM formalizes the standard HLA
Object Model and Federate Interface Specification. FAMM
supports processing through automated tools, and in
particular through code generation. It is formulated in
metaGME, the metamodel for the Generic Modeling
Environment.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "architecture; code generation; generic modeling
environment; high-level architecture; live sequence
charts; message sequence charts; metamodel;
Simulation",
}
@Article{Carl:2008:LST,
author = "Glenn Carl and George Kesidis",
title = "Large-scale testing of the {Internet}'s {Border
Gateway Protocol (BGP)} via topological scale-down",
journal = j-TOMACS,
volume = "18",
number = "3",
pages = "11:1--11:??",
month = jul,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1371574.1371577",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 5 18:04:51 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The Internet is a critical communication
infrastructure servicing billions of end-users
world-wide. Ongoing studies of the Internet's
operations show that data loss and increased latency
are occurring due to weaknesses in its interdomain
routing protocol, BGP. Many solutions have been
proposed, but few have experienced widespread adoption.
Both the delayed discovery of the protocol's
shortcomings, and apathy for its proposed solutions,
are partially due to inadequate testing practices.
Internet interdomain routing technologies are not
evaluated at appropriate scale. Better testing is
suggested, which incorporates the specification of
large-scale experimental topologies. This is necessary,
as BGP performs the distributed operation of
interdomain routing across the thousands of networks
composing the Internet. However, only small to
moderately sized topologies can be currently
accommodated by today's testing platforms.\par
A modeling methodology based on path preserving
scale-down is proposed to extend the topological scale
of interdomain routing experimentation. A given
Internet topology is reduced in terms of its autonomous
systems (ASes) using a combination of Gaussian
elimination and several graphical heuristics. The
interdomain routing paths generated by BGP on this
reduced topology are also preserved. Path preservation
keeps the length, composition, and ordering of these
routing paths unchanged. When the routing paths guiding
Internet traffic among ASes are preserved across the
size reduction, the large-scale traffic engineering
induced by BGP can be estimated at much lower scales.
Internet data losses due to certain inappropriate
interdomain routing behaviors can be identified. As an
example, a persistent multiple origin autonomous system
(MOAS) conflict is characterized over a topology
containing 8826 ASes. It is shown that this problem's
large-scale characterization can be obtained using
scale-down models that are 70\% smaller, and thus more
accommodating to common testing platforms (e.g.,
simulation and networking testbeds).",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "BGP; interdomain routing; model reduction; network
topology",
}
@Article{Hung:2008:MSS,
author = "Ying-Chao Hung and George Michailidis",
title = "Modeling, scheduling, and simulation of switched
processing systems",
journal = j-TOMACS,
volume = "18",
number = "3",
pages = "12:1--12:??",
month = jul,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1371574.1371578",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 5 18:04:51 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Switched Processing Systems (SPS) serve as canonical
models in a wide area of applications such as high
performance computing, wireless networking, call
centers, and flexible manufacturing. In this article,
we model the SPS by considering both slotted and
continuous time and analyze it under fairly mild
stochastic assumptions. Two classes of scheduling
policies are introduced and shown to maximize the
throughput and maintain strong stability of the system.
In addition, their performance with respect to the
average job sojourn time is examined by simulating
small SPS subject to different types of input traffic.
By utilizing the simulation result of the proposed
policies, a hybrid control policy is constructed to
reduce the average job sojourn time when the system has
unknown and changing input loads.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "average sojourn time; maximal throughput; scheduling
policy; simulation; strong stability; Switched
processing systems",
}
@Article{Taylor:2008:GEI,
author = "Simon J. E. Taylor and George Riley",
title = "Guest editors' introduction to special issue on
successes in modeling and simulation methodologies",
journal = j-TOMACS,
volume = "18",
number = "4",
pages = "13:1--13:??",
month = sep,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1391978.1391979",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Sep 29 16:00:42 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Pachoulakis:2008:RVA,
author = "Ioannis Pachoulakis",
title = "{$3$D} reconstruction and visualization of
astrophysical wind volumes using physical models",
journal = j-TOMACS,
volume = "18",
number = "4",
pages = "14:1--14:??",
month = sep,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1391978.1391980",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Sep 29 16:00:42 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article reports on the application of a framework
used to model, simulate and visualize the 3D structure
of astrophysical wind volumes. The modeling methodology
is similar to multidirectional medical tomography in
that the spatial structure of an extended target can be
reconstructed from a sequence of images obtained by
scanning that target from several directions. Even
though the controlled environment realized in
diagnostic radiology cannot be replicated in the study
of astrophysical phenomena, strong candidates for
astrophysical tomography do exist in hot, close double
stars locked in orbits around a common center of mass.
As the Keplerian orbit is traced out, the geometry
presented to the observer varies so that each star
constitutes an analyzer upon its companion's wind and
probes its structure. Since these targets are too far
to be resolved spatially, we study and model the UV
spectral lines of prominent wind ions, which scatter
photospheric UV light so that line shapes vary as the
stars revolve and as inhomogeneities form, propagate,
and evolve in the composite wind. The framework
presented is applied to two hot close binaries near the
applicability limits of the discussed methodology. Two
novel custom-made tools that aid the analysis of the
spectra and the visualization of the results are also
presented. The first of these, the {\em Spectrum
Analyzer and Animator}, automates the derivation of
light curves from the observed spectra and the
generation of synthetic binary wind-line profiles,
which reproduce the morphologies and variabilities of
the observed wind profiles. After the composite wind
structure of a binary has been recovered, the second
tool, the {\em Binary 3D Renderer\/} --- also authored
in IDL --- aids the visualization of the results by
simulating the motion of the system (stars, winds and
wind-interaction effects) around the binary's center of
mass. The {\em Binary 3D Renderer\/} thus repackages
the end product of a lengthy physical modeling process
to generate physically sound, realistic multimedia
content and increase the effectiveness and
communication impact of the research results.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "3D volume reconstruction; early type binaries;
photometry; physical models; spectroscopic binaries;
synthetic light curves; volume visualization; wind
modeling",
}
@Article{Strunz:2008:SFS,
author = "Kai Strunz and Qianli Su",
title = "Stochastic formulation of {SPICE}-type electronic
circuit simulation with polynomial chaos",
journal = j-TOMACS,
volume = "18",
number = "4",
pages = "15:1--15:??",
month = sep,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1391978.1391981",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Sep 29 16:00:42 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A methodology for efficient tolerance analysis of
electronic circuits based on nonsampling stochastic
simulation of transients is formulated, implemented,
and validated. We model the stochastic behavior of all
quantities that are subject to tolerance spectrally
with polynomial chaos. A library of stochastic models
of linear and nonlinear circuit elements is created. In
analogy to the deterministic implementation of the
SPICE electronic circuit simulator, the overall
stochastic circuit model is obtained using nodal
analysis. In the proposed case studies, we analyze the
influence of device tolerance on the response of a
lowpass filter, the impact of temperature variability
on the output of an amplifier, and the effect of
changes of the load of a diode bridge on the
probability density function of the output voltage. The
case studies demonstrate that the novel methodology is
computationally faster than the Monte Carlo method and
more accurate and flexible than the root-sum-square
method. This makes the stochastic circuit simulator,
referred to as PolySPICE, a compelling candidate for
the tolerance study of reliability-critical electronic
circuits.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "circuit modeling; circuit simulation; electronic
circuit; Galerkin projection; nonsampling stochastic
analysis; polynomial chaos; power electronics; spectral
methods; SPICE; stochastic differential equations;
tolerance analysis; transients",
}
@Article{Rosenfeld:2008:ABG,
author = "Simon Rosenfeld",
title = "Approximate bivariate gamma generator with
prespecified correlation and different marginal
shapes",
journal = j-TOMACS,
volume = "18",
number = "4",
pages = "16:1--16:??",
month = sep,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1391978.1391982",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Sep 29 16:00:42 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/s-plus.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A new algorithm is proposed for generating approximate
bivariate gamma random samples with a prespecified
correlation coefficient and different marginal shapes.
A distinctive feature of this approach is computational
simplicity and ease of control. Extensive testing
demonstrates high accuracy of the proposed algorithm.
An S-PLUS code implementing the algorithm is provided.
Regression lines produced by the technique are nearly
linear, even when marginal shapes are drastically
different. This feature makes the approach especially
useful in simulation studies associated with linear
regression problems. A real-life example of application
to the analysis of heteroscedastic regression models is
presented. This analysis is a part of a bigger study
aimed at quantification of risk factors in cancer
research. Two-dimensional probabilistic patterns
produced by the algorithm are compared to those
generated by the well-known technique by Schmeiser and
Lal [1982].",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "bivariate gamma distribution; correlation coefficient;
dietary assessment; random sampling",
}
@Article{Stopford:2008:FSS,
author = "Benjamin Stopford and Steve Counsell",
title = "A framework for the simulation of structural software
evolution",
journal = j-TOMACS,
volume = "18",
number = "4",
pages = "17:1--17:??",
month = sep,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1391978.1391983",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Sep 29 16:00:42 MDT 2008",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "As functionality is added to an aging piece of
software, its original design and structure will tend
to erode. This can lead to high coupling, low cohesion
and other undesirable effects associated with spaghetti
architectures. The underlying forces that cause such
degradation have been the subject of much research.
However, progress in this field is slow, as its
complexity makes it difficult to isolate the causal
flows leading to these effects. This is further
complicated by the difficulty of generating enough
empirical data, in sufficient quantity, and attributing
such data to specific points in the causal chain. This
article describes a framework for simulating the
structural evolution of software. A complete simulation
model is built by incrementally adding modules to the
framework, each of which contributes an individual
evolutionary effect. These effects are then combined to
form a multifaceted simulation that evolves a
fictitious code base in a manner approximating
real-world behavior. We describe the underlying
principles and structures of our framework from a
theoretical and user perspective; a validation of a
simple set of evolutionary parameters is then provided
and three empirical software studies generated from
open-source software (OSS) are used to support claims
and generated results. The research illustrates how
simulation can be used to investigate a complex and
under-researched area of the development cycle. It also
shows the value of incorporating certain human traits
into a simulation --- factors that, in real-world
system development, can significantly influence
evolutionary structures.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "agent; evolution; feedback; framework software;
metrics; object-oriented; plug-in; simulation; tool;
user",
}
@Article{Nutaro:2008:COS,
author = "James Nutaro",
title = "On constructing optimistic simulation algorithms for
the discrete event system specification",
journal = j-TOMACS,
volume = "19",
number = "1",
pages = "1:1--1:??",
month = dec,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1456645.1456646",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Jan 6 14:41:20 MST 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article describes a Time Warp simulation
algorithm for discrete event models that are described
in terms of the Discrete Event System Specification
(DEVS). The article shows how the total state
transition and total output function of a DEVS atomic
model can be transformed into an event processing
procedure for a logical process. A specific Time Warp
algorithm is constructed around this logical process,
and it is shown that the algorithm correctly simulates
a DEVS coupled model that consists entirely of
interacting atomic models. The simulation algorithm is
presented abstractly; it is intended to provide a basis
for implementing efficient and scalable parallel
algorithms that correctly simulate DEVS models.",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "DEVS; discrete-event simulation; parallel simulation;
Time Warp",
}
@Article{Mitchell:2008:SAM,
author = "Bradley Mitchell and Levent Yilmaz",
title = "Symbiotic adaptive multisimulation: an autonomic
simulation framework for real-time decision support
under uncertainty",
journal = j-TOMACS,
volume = "19",
number = "1",
pages = "2:1--2:??",
month = dec,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1456645.1456647",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Jan 6 14:41:20 MST 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Inspired by the compound arthropod eye, Symbiotic
Adaptive Multisimulation (SAMS) introduces an autonomic
decision support capability for systems in shifting,
ill-defined, uncertain environments. Rather than rely
on a single authoritative model, SAMS explores an
ensemble of plausible models, which are individually
flawed but collectively provide more insight than would
be possible otherwise. A case study based on a UAV team
search and attack model is presented to illustrate the
potential of SAMS. Results demonstrate the capability
of SAMS to produce a large degree of exploratory
behavior, followed by increased exploitative search
behavior as the physical system unfolds.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Agent simulation; decision support; robust
intelligence; uncertainty",
}
@Article{Chan:2008:MPM,
author = "Wai Kin Victor Chan and Lee W. Schruben",
title = "Mathematical programming models of closed tandem
queueing networks",
journal = j-TOMACS,
volume = "19",
number = "1",
pages = "3:1--3:??",
month = dec,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1456645.1456648",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Jan 6 14:41:20 MST 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Closed tandem queueing networks are an important class
of queueing models. Common approaches for analyzing
these systems include Markov processes, renewal theory,
and random walks. This article presents optimization
models for sample paths of closed tandem queues. These
mathematical models provide a new tool for analyzing
these queueing systems using the techniques and
algorithms from mathematical programming, and from
graph theory in particular. We then apply operators
from computer graphics (electronic picture
manipulation) to graph theoretic representations of
discrete-event system dynamics to establish some
fundamental mathematical properties for these queueing
systems.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "blocking; Event relationship graph; mathematical
programming representation; queueing network;
reversibility; symmetry",
}
@Article{Chertov:2008:FNS,
author = "Roman Chertov and Sonia Fahmy and Ness B. Shroff",
title = "Fidelity of network simulation and emulation: a case
study of {TCP}-targeted denial of service attacks",
journal = j-TOMACS,
volume = "19",
number = "1",
pages = "4:1--4:??",
month = dec,
year = "2008",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1456645.1456649",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Jan 6 14:41:20 MST 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we investigate the differences
between {\em simulation\/} and {\em emulation\/} when
conducting denial of service (DoS) attack experiments.
As a case study, we consider low-rate TCP-targeted DoS
attacks. We design constructs and tools for emulation
testbeds to achieve a level of control comparable to
simulation tools. Through a careful sensitivity
analysis, we expose difficulties in obtaining
meaningful measurements from the DETER, Emulab, and
WAIL testbeds with default system settings. We find
dramatic differences between simulation and emulation
results for DoS experiments. Our results also reveal
that software routers such as Click provide a flexible
experimental platform, but require understanding and
manipulation of the underlying network device drivers.
Our experiments with commercial Cisco routers
demonstrate that they are highly susceptible to the
TCP-targeted attacks when ingress/egress IP filters are
used.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "congestion control; denial of service attacks;
emulation; low-rate TCP-targeted attacks; Simulation;
TCP; testbeds",
}
@Article{Pasupathy:2009:RAA,
author = "Raghu Pasupathy and Bruce W. Schmeiser",
title = "Retrospective-approximation algorithms for the
multidimensional stochastic root-finding problem",
journal = j-TOMACS,
volume = "19",
number = "2",
pages = "5:1--5:??",
month = mar,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1502787.1502788",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 25 17:33:08 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The stochastic root-finding problem (SRFP) is that of
solving a nonlinear system of equations using only a
simulation that provides estimates of the functions at
requested points. Equivalently, SRFPs seek locations
where an unknown vector function attains a given target
using only a simulation capable of providing estimates
of the function. SRFPs find application in a wide
variety of physical settings.\par
We develop a family of retrospective-approximation (RA)
algorithms called Bounding RA that efficiently solves a
certain class of multidimensional SRFPs. During each
iteration, Bounding RA generates and solves a
sample-path problem by identifying a polytope of
stipulated diameter, with an image that bounds the
given target to within stipulated tolerance. Across
iterations, the stipulations become increasingly
stringent, resulting in a sequence of shrinking
polytopes that approach the correct
solution.\par
Efficiency results from: (i) the RA structure, (ii) the
idea of using bounding polytopes to exploit problem
structure, and (iii) careful step-size and direction
choice during algorithm evolution. Bounding RA has good
finite-time performance that is robust with respect to
the location of the initial solution, and algorithm
parameter values. Empirical tests suggest that Bounding
RA outperforms Simultaneous Perturbation Stochastic
Approximation (SPSA), which is arguably the best-known
algorithm for solving SRFPs.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Retrospective approximation; sample-average
approximation; stochastic root finding",
}
@Article{Tafazzoli:2009:PCE,
author = "Ali Tafazzoli and Stephen Roberts and Robert Klein and
Reid Ness and Robert Dittus",
title = "Probabilistic cost-effectiveness comparison of
screening strategies for colorectal cancer",
journal = j-TOMACS,
volume = "19",
number = "2",
pages = "6:1--6:??",
month = mar,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1502787.1502789",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 25 17:33:08 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A stochastic discrete-event simulation model of the
natural history of Colorectal Cancer (CRC) is augmented
with screening technology representations to create a
base for simulating various screening strategies for
CRC. The CRC screening strategies recommended by the
American Gastroenterological Association (AGA) and the
newest screening strategies for which clinical efficacy
has been established are simulated. In addition to
verification steps, validation of screening is pursued
by comparison with the Minnesota Colon Cancer Control
Study. The model accumulates discounted costs and
quality-adjusted life-years. The natural variability in
the modeled random variables for natural history is
conditioned using a probabilistic sensitivity analysis
through a two-stage sampling process that adds other
random variables representing parametric uncertainty.
The analysis of the screening alternatives in a
low-risk population explores both deterministic and
stochastic dominance to eliminate some screening
alternatives. Net benefit analysis, based on
willingness to pay for quality-adjusted life-years, is
used to compare the most cost-effective strategies
through acceptability curves and to make a screening
recommendation. Methodologically, this work
demonstrates how variability from the natural variation
in the development, screening, and treatment of a
disease can be combined with the variation in parameter
uncertainty. Furthermore, a net benefit analysis that
characterizes cost-effectiveness alternatives can
explicitly depend on variation from all sources
producing a probabilistic cost-effectiveness analysis
of decision alternatives.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "acceptability curves; colorectal cancer screening
strategies; Cost-effectiveness analysis; medical
decision-making; net benefit analysis; probabilistic
sensitivity analysis",
}
@Article{Sanchez:2009:TPS,
author = "Susan M. Sanchez and Hong Wan and Thomas W. Lucas",
title = "Two-phase screening procedure for simulation
experiments",
journal = j-TOMACS,
volume = "19",
number = "2",
pages = "7:1--7:??",
month = mar,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1502787.1502790",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 25 17:33:08 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Analysts examining complex simulation models often
conduct screening experiments to identify important
factors. The controlled sequential bifurcation
screening procedures CSB and CSB-X use a sequence of
tests to classify factors as important or unimportant,
while controlling Type I error and power. These
procedures require analysts to identify the directions
of the effects prior to experimentation, which can be
problematic. We propose hybrid two-phase approaches,
FFCSB and FFCSBX, as alternatives. Phase 1 uses an
efficient fractional factorial to estimate factor
effect directions; phase 2 uses CSB or CSB-X. Empirical
investigations show these outperform CSB(X) in
efficiency and effectiveness for many situations of
practical interest.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "controlled sequential bifurcation; experimentation;
Simulation theory",
}
@Article{Bhatnagar:2009:OPT,
author = "Shalabh Bhatnagar and Karmeshu and Vivek Kumar
Mishra",
title = "Optimal parameter trajectory estimation in
parameterized {SDEs}: an algorithmic procedure",
journal = j-TOMACS,
volume = "19",
number = "2",
pages = "8:1--8:??",
month = mar,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1502787.1502791",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 25 17:33:08 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the problem of estimating the optimal
parameter trajectory over a finite time interval in a
parameterized stochastic differential equation (SDE),
and propose a simulation-based algorithm for this
purpose. Towards this end, we consider a discretization
of the SDE over finite time instants and reformulate
the problem as one of finding an optimal parameter at
each of these instants. A stochastic approximation
algorithm based on the smoothed functional technique is
adapted to this setting for finding the optimal
parameter trajectory. A proof of convergence of the
algorithm is presented and results of numerical
experiments over two different settings are shown. The
algorithm is seen to exhibit good performance. We also
present extensions of our framework to the case of
finding optimal parameterized feedback policies for
controlled SDE and present numerical results in this
scenario as well.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Optimal parameter trajectory; parameterized stochastic
differential equations (SDEs); simulation optimization;
smoothed functional algorithm",
}
@Article{Brandao:2009:ANS,
author = "Rita Marques Brand{\~a}o and Ac{\'a}cio M. O. Porta
Nova",
title = "Analysis of nonstationary stochastic simulations using
classical time-series models",
journal = j-TOMACS,
volume = "19",
number = "2",
pages = "9:1--9:??",
month = mar,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1502787.1502792",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 25 17:33:08 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article extends the use of classical
autoregressive and moving average time-series models to
the analysis of a variety of nonstationary
discrete-event simulations. A thorough experimental
evaluation shows that integrated and seasonal
time-series models constitute very promising
metamodels, especially for analyzing queueing system
simulations under congested or cyclical traffic
conditions. In some situations, stationarity-inducing
transformations may be required before this methodology
can be used. Our approach for efficient estimation of
meaningful performance measures of selected responses
in the target system is illustrated using a set of case
studies taken from the simulation literature.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Discrete-event simulation; output analysis; simulation
metamodels; time-series models",
}
@Article{Shortle:2009:RCQ,
author = "John F. Shortle and Brian L. Mark and Donald Gross",
title = "Reduction of closed queueing networks for efficient
simulation",
journal = j-TOMACS,
volume = "19",
number = "3",
pages = "10:1--10:??",
month = jun,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1540530.1540531",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 11 19:21:20 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article gives several methods for approximating a
closed queueing network with a smaller one. The
objective is to reduce the simulation time of the
network. We consider Jackson-like networks with
Markovian routing and with general service
distributions. The basic idea is to first divide the
network into two parts --- the core nodes of interest
and the remaining nodes. We suppose that only metrics
at the core nodes are of interest. The remaining nodes
are collapsed into a reduced set of nodes, in an effort
to approximate the flows into and out of the set of
core nodes. The core nodes and their interactions are
preserved in the reduced network. We test the network
reductions for accuracy and speed. By randomly
generating sample networks, we test the reductions on a
large variety of test networks, rather than on a few
specific cases. The main conclusion is that the
reductions work well when the squared coefficients of
variation of the service distributions are not all
small (that is, the network is not close to being
deterministic) and for nodes where the utilization is
not too high or too low.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "network decomposition; Queueing networks",
}
@Article{Calvin:2009:SOA,
author = "James M. Calvin",
title = "Simulation output analysis using integrated paths
{II}: {Low} bias estimators",
journal = j-TOMACS,
volume = "19",
number = "3",
pages = "11:1--11:??",
month = jun,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1540530.1540532",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 11 19:21:20 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article is a sequel to a previous article that
introduced a class of variance estimators for
steady-state simulation output analysis. The estimators
were constructed by applying a quadratic function to a
vector obtained from iterated integrations of the
simulation output. The previous article concentrated on
deriving the limiting distributions of the estimators
and on their computational efficiency for a particular
choice of quadratic function. The present article
considers estimators constructed from different
quadratic functions, chosen mainly to reduce bias
compared to the estimators of the previous article.
Overlapping and nonoverlapping batch means versions of
the estimators are discussed.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "efficiency improvement; Variance reduction",
}
@Article{Osogami:2009:FPB,
author = "Takayuki Osogami",
title = "Finding probably best systems quickly via
simulations",
journal = j-TOMACS,
volume = "19",
number = "3",
pages = "12:1--12:??",
month = jun,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1540530.1540533",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 11 19:21:20 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose an indifference-zone approach for a ranking
and selection problem with the goal of reducing both
the number of simulated samples of the performance and
the frequency of configuration changes. We prove that
with a prespecified high probability, our algorithm
finds the best system configuration. Our proof hinges
on several ideas, including the use of Anderson's
probability bound, that have not been fully
investigated for the ranking and selection problem.
Numerical experiments show that our algorithm can
select the best system configuration using up to 50\%
fewer simulated samples than existing algorithms
without increasing the frequency of configuration
changes.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Brownian motion; indifference zone; ranking and
selection; Simulation output analysis; switching;
two-stage",
}
@Article{Heidergott:2009:GEC,
author = "Bernd Heidergott and Felisa J. V{\'a}zquez-Abad",
title = "Gradient estimation for a class of systems with bulk
services: a problem in public transportation",
journal = j-TOMACS,
volume = "19",
number = "3",
pages = "13:1--13:??",
month = jun,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1540530.1540534",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 11 19:21:20 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article presents a comparison of different
gradient estimators for the sensitivity of waiting
times in a bulk server system. Inspired by a
transportation network, our model is that of a bursty
arrival process that waits at a ``platform'' until the
server is available (representing a train or bus ready
for departure). At the departure epochs, all waiting
passengers leave at once. The departure process is
assumed to be a renewal process and, based on a
limiting result, the interdeparture times are
approximated by truncated normal random variables. The
interarrival times are assumed to be identically and
independently distributed (i.i.d.), with a general
distribution of bounded density. We are interested in
calculating the sensitivities of the total cumulative
waiting time of all passengers with respect to the
interdeparture times. For this general model where
neither the interarrival times nor the interdeparture
times are exponential, there is no analytical formula
available. However, the estimation of such
sensitivities is an important problem for flow control
in such networks. We establish a Smoothed Perturbation
Analysis (SPA), a Measure-Valued Differentiation (MVD),
and a Score Function (SF) estimator, including
numerical experiments.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Bulk servers; measure-valued differentiation; score
function; sensitivity analysis; smoothed perturbation
analysis",
}
@Article{Wu:2009:OSI,
author = "Tongqiang Tony Wu and Warren B. Powell and Alan
Whisman",
title = "The optimizing-simulator: an illustration using the
military airlift problem",
journal = j-TOMACS,
volume = "19",
number = "3",
pages = "14:1--14:??",
month = jun,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1540530.1540535",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 11 19:21:20 MDT 2009",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "There have been two primary modeling and algorithmic
strategies for modeling operational problems in
transportation and logistics: simulation, offering
tremendous modeling flexibility, and optimization,
which offers the intelligence of math programming. Each
offers significant theoretical and practical
advantages. In this article, we show that you can model
complex problems using a range of decision functions,
including both rule-based and cost-based logic, and
spanning different classes of information. We show how
different types of decision functions can be designed
using up to four classes of information. The choice of
which information classes to use is a modeling choice,
and requires making specific choices in the
representation of the problem. We illustrate these
ideas in the context of modeling military airlift,
where simulation and optimization have been viewed as
competing methodologies. Our goal is to show that these
are simply different flavors of a series of integrated
modeling strategies.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Approximate dynamic programming; control of
simulation; military logistics; modeling information;
optimizing-simulator",
}
@Article{Faure:2009:GHS,
author = "Henri Faure and Christiane Lemieux",
title = "Generalized {Halton} sequences in 2008: a
comparative study",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "15:1--15:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596520",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Halton sequences have always been quite popular with
practitioners, in part because of their intuitive
definition and ease of implementation. However, in
their original form, these sequences have also been
known for their inadequacy to integrate functions in
moderate to large dimensions, in which case
$(t,s)$-sequences such as the Sobol' sequence are
usually preferred. To overcome this problem, one
possible approach is to include permutations in the
definition of Halton sequences --- thereby obtaining
{\em generalized Halton sequences\/} --- an idea that
goes back to almost thirty years ago, and that has been
studied by many researchers in the last few years. In
parallel to these efforts, an important improvement in
the upper bounds for the discrepancy of Halton
sequences has been made by Atanassov in 2004. Together,
these two lines of research have revived the interest
in Halton sequences. In this article, we review
different generalized Halton sequences that have been
proposed recently, and compare them by means of
numerical experiments. We also propose a new
generalized Halton sequence which, we believe, offers a
practical advantage over the surveyed constructions,
and that should be of interest to practitioners.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "discrepancy; Halton sequences; permutations;
scrambling",
}
@Article{Feng:2009:FBB,
author = "Benjamin Zhong Ming Feng and Changcheng Huang and
Michael Devetsikiotis",
title = "{FISTE}: a black box approach for end-to-end {QoS}
management",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "16:1--16:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596521",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The goal of traffic engineering is to achieve a target
Quality of Service (QoS) while maximizing network
utilization. While determining the QoS for end-to-end
paths in a network under self-similar traffic models is
difficult, end-to-end network performance analysis is
still essential in providing QoS to networks such as
Virtual Private Networks (VPN) and Peer-to-Peer (P2P)
networks. The Fast Importance Sampling based Traffic
Engineering (FISTE) approach proposed in this article
is a prediction-based approach that maps the ingress
traffic levels of a network to the QoS of end-to-end
path(s) in the network. Because FISTE is a hybrid of
simulation analysis and closed-form analysis, it can
treat a complex network as a black box. When we
combined Simulated Annealing (SA) with FISTE, the
resulting approach can provide a traffic engineering
solution so that multiple end-to-end QoS requirements
are satisfied while the network resource utilization is
maximized. FISTE originated from the concept of
Importance Sampling (IS), and our approach differs from
the previous Importance Sampling based approaches since
this is the first time that IS is applied to
multi-queue systems under Fractional Gaussian Noise
(FGN) input and traffic engineering.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "buffer overflow; congestion; end-to-end QoS; fractal
gaussian noise; heuristic search; importance Sampling;
latency; Monte Carlo; Overlay network; packet loss;
peer-to-peer; prediction; response surface;
self-similar; simulated annealing; traffic engineering;
virtual private network",
}
@Article{Dimitropoulos:2009:GAM,
author = "Xenofontas Dimitropoulos and Dmitri Krioukov and Amin
Vahdat and George Riley",
title = "Graph annotations in modeling complex network
topologies",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "17:1--17:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596522",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The coarsest approximation of the structure of a
complex network, such as the Internet, is a simple
undirected unweighted graph. This approximation,
however, loses too much detail. In reality, objects
represented by vertices and edges in such a graph
possess some nontrivial internal structure that varies
across and differentiates among distinct types of links
or nodes. In this work, we abstract such additional
information as network {\em annotations}. We introduce
a network topology modeling framework that treats
annotations as an extended correlation profile of a
network. Assuming we have this profile measured for a
given network, we present an algorithm to rescale it in
order to construct networks of varying size that still
reproduce the original measured annotation
profile.\par
Using this methodology, we accurately capture the
network properties essential for realistic simulations
of network applications and protocols, or any other
simulations involving complex network topologies,
including modeling and simulation of network evolution.
We apply our approach to the Autonomous System (AS)
topology of the Internet annotated with business
relationships between ASs. This topology captures the
large-scale structure of the Internet. In depth
understanding of this structure and tools to model it
are cornerstones of research on future Internet
architectures and designs. We find that our techniques
are able to accurately capture the structure of
annotation correlations within this topology, thus
reproducing a number of its important properties in
synthetically-generated random graphs.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Annotations; AS relationships; complex networks;
topology",
}
@Article{Devroye:2009:RVG,
author = "Luc Devroye",
title = "Random variate generation for exponentially and
polynomially tilted stable distributions",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "18:1--18:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596523",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We develop exact random variate generators for the
polynomially and exponentially tilted unilateral stable
distributions. The algorithms, which generalize
Kanter's method, are uniformly fast over all choices of
the tilting and stable parameters. The key to the
solution is a new distribution which we call
Zolotarev's distribution. We also present a novel
double rejection method that is useful whenever
densities have an integral representation involving an
auxiliary variable.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "expected time analysis; importance sampling; Monte
Carlo method; probability inequalities; Random variate
generation; rejection method; simulation; stable
distribution; tempered distributions",
}
@Article{Hu:2009:ISO,
author = "Xiaolin Hu and Lewis Ntaimo",
title = "Integrated simulation and optimization for wildfire
containment",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "19:1--19:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596524",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Wildfire containment is an important but challenging
task. The ability to predict fire spread behavior,
optimize a plan for firefighting resource dispatch and
evaluate such a plan using several firefighting tactics
is essential for supporting decision making for
containing wildfires. In this article, we present an
integrated framework for wildfire spread simulation,
firefighting resource optimization and wildfire
suppression simulation. We present a stochastic
mixed-integer programming model for initial attack to
generate firefighting resource dispatch plans using as
input fire spread scenario results from a standard
wildfire behavior simulator. A new agent-based discrete
event simulation model for fire suppression is used to
simulate fire suppression based on dispatch plans from
the stochastic optimization model, and in turn provides
feedback to the optimization model for revising the
dispatch plans if necessary. We report on several
experimental results, which demonstrate that different
firefighting tactics can lead to significantly
different fire suppression results for a given dispatch
plan, and simulation of these tactics can provide
valuable information for fire managers in selecting
dispatch plans from optimization models before actual
implementation in the field.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "containment; suppression; Wildfire spread",
}
@Article{Ghosh:2009:CBN,
author = "Soumyadip Ghosh and Shane G. Henderson",
title = "Corrigendum: {Behavior} of the {NORTA} method for
correlated random vector generation as the dimension
increases",
journal = j-TOMACS,
volume = "19",
number = "4",
pages = "20:1--20:??",
month = oct,
year = "2009",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1596519.1596525",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:03:47 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This note corrects an error in Ghosh and Henderson
[2003].",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "NORTA method; onion method; sampling random matrices;
semidefinite programming",
}
@Article{Chick:2010:GEI,
author = "Stephen E. Chick and Enver Y{\"u}cesan",
title = "Guest editors' introduction to special issue on the
first {INFORMS} simulation society research workshop",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "1:1--1:3",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667073",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schruben:2010:SMA,
author = "Lee Schruben",
title = "Simulation modeling for analysis",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "2:1--2:22 + 17 (online appendix)",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667074",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article explores possibilities for designing and
executing simulation models with specific analysis
goals in mind, and shows that a tight coupling of the
modeling and analysis phases in a simulation project
can lead to dramatic improvements in the study results.
Suggestions are made for how simulation analysis,
considered in the explicit context of discrete-event
simulation models, can create new opportunities for
meaningful research and more efficient modeling.
Modeling decisions can play a significant role in the
performance of analytical procedures. How a simulation
model is designed can enable, inhibit, or even
invalidate analytical procedures and methodology
research results.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "analysis; Discrete-event simulation; event graphs;
experimental design",
}
@Article{Xu:2010:ISC,
author = "Jie Xu and Barry L. Nelson and Jeff L. Hong",
title = "Industrial strength {COMPASS}: a comprehensive
algorithm and software for optimization via
simulation",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "3:1--3:29 + 14 (online appendix)",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667075",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Industrial Strength COMPASS (ISC) is a particular
implementation of a general framework for optimizing
the expected value of a performance measure of a
stochastic simulation with respect to integer-ordered
decision variables in a finite (but typically large)
feasible region defined by linear-integer constraints.
The framework consists of a global-search phase,
followed by a local-search phase, and ending with a
``clean-up'' (selection of the best) phase. Each phase
provides a probability 1 convergence guarantee as the
simulation effort increases without bound: Convergence
to a globally optimal solution in the global-search
phase; convergence to a locally optimal solution in the
local-search phase; and convergence to the best of a
small number of good solutions in the clean-up phase.
In practice, ISC stops short of such convergence by
applying an improvement-based transition rule from the
global phase to the local phase; a statistical test of
convergence from the local phase to the clean-up phase;
and a ranking-and-selection procedure to terminate the
clean-up phase. Small-sample validity of the
statistical test and ranking-and-selection procedure is
proven for normally distributed data. ISC is compared
to the commercial optimization via simulation package
OptQuest on five test problems that range from 2 to 20
decision variables and on the order of 10$^4$ to
10$^{20}$ feasible solutions. These test cases
represent response-surface models with known properties
and realistic system simulation problems.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Optimization via simulation; random search; ranking
and selection",
}
@Article{He:2010:SOU,
author = "Donghai He and Loo Hay Lee and Chun-Hung Chen and
Michael C. Fu and Segev Wasserkrug",
title = "Simulation optimization using the cross-entropy method
with optimal computing budget allocation",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "4:1--4:22 + 9 (online appendix)",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667076",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose to improve the efficiency of simulation
optimization by integrating the notion of optimal
computing budget allocation into the Cross-Entropy (CE)
method, which is a global optimization search approach
that iteratively updates a parameterized distribution
from which candidate solutions are generated. This
article focuses on continuous optimization problems. In
the stochastic simulation setting where replications
are expensive but noise in the objective function
estimate could mislead the search process, the
allocation of simulation replications can make a
significant difference in the performance of such
global optimization search algorithms. A new allocation
scheme is developed based on the notion of optimal
computing budget allocation. The proposed approach
improves the updating of the sampling distribution by
carrying out this computing budget allocation in an
efficient manner, by minimizing the expected
mean-squared error of the CE weight function. Numerical
experiments indicate that the computational efficiency
of the CE method can be substantially improved if the
ideas of computing budget allocation are applied.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "computing budget allocation; cross-entropy method;
estimation of distribution algorithms; Simulation
optimization",
}
@Article{Heidergott:2010:GED,
author = "Bernd Heidergott and Felisa J. V{\'a}zquez--Abad and
Georg Pflug and Taoying Farenhorst-Yuan",
title = "Gradient estimation for discrete-event systems by
measure-valued differentiation",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "5:1--5:28",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667077",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In simulation of complex stochastic systems, such as
Discrete-Event Systems (DES), statistical distributions
are used to model the underlying randomness in the
system. A sensitivity analysis of the simulation output
with respect to parameters of the input distributions,
such as the mean and the variance, is therefore of
great value. The focus of this article is to provide a
practical guide for robust sensitivity, respectively,
gradient estimation that can be easily implemented
along the simulation of a DES. We study the
Measure-Valued Differentiation (MVD) approach to
sensitivity estimation. Specifically, we will exploit
the ``modular'' structure of the MVD approach, by
firstly providing measure-valued derivatives for input
distributions that are of importance in practice, and
subsequently, by showing that if an input distribution
possesses a measure-valued derivative, then so does the
overall Markov kernel modeling the system transitions.
This simplifies the complexity of applying MVD
drastically: one only has to study the measure-valued
derivative of the input distribution, a measure-valued
derivative of the associated Markov kernel is then
given through a simple formula in canonical form. The
derivative representations of the underlying simple
distributions derived in this article can be stored in
a computer library. Combined with the generic MVD
estimator, this yields an automated gradient estimation
procedure. The challenge in automating MVD so that it
can be included into a simulation package is the
verification of the integrability condition to
guarantee that the estimators are unbiased. The key
contribution of the article is that we establish a
general condition for unbiasedness which is easily
checked in applications. Gradient estimators obtained
by MVD are typically phantom estimators and we discuss
the numerical efficiency of phantom estimators with the
example of waiting times in the G/G/1 queue.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "measure-valued differentiation; Simulation
optimization; stochastic approximation",
}
@Article{LEcuyer:2010:ARE,
author = "Pierre L'Ecuyer and Jose H. Blanchet and Bruno Tuffin
and Peter W. Glynn",
title = "Asymptotic robustness of estimators in rare-event
simulation",
journal = j-TOMACS,
volume = "20",
number = "1",
pages = "6:1--6:41",
month = jan,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1667072.1667078",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Mar 15 09:04:46 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The asymptotic robustness of estimators as a function
of a rarity parameter, in the context of rare-event
simulation, is often qualified by properties such as
bounded relative error (BRE) and logarithmic efficiency
(LE), also called asymptotic optimality. However, these
properties do not suffice to ensure that moments of
order higher than one are well estimated. For example,
they do not guarantee that the variance of the
empirical variance remains under control as a function
of the rarity parameter. We study generalizations of
the BRE and LE properties that take care of this
limitation. They are named bounded relative moment of
order $k$ (BRM-$k$) and logarithmic efficiency of order
$k$ (LE-$k$), where $ k \geq 1$ is an arbitrary real
number. We also introduce and examine a stronger notion
called vanishing relative centered moment of order $k$,
and exhibit examples where it holds. These properties
are of interest for various estimators, including the
empirical mean and the empirical variance. We develop
(sufficient) Lyapunov-type conditions for these
properties in a setting where state-dependent
importance sampling (IS) is used to estimate
first-passage time probabilities. We show how these
conditions can guide us in the design of good IS
schemes, that enjoy convenient asymptotic robustness
properties, in the context of random walks with
light-tailed and heavy-tailed increments. As another
illustration, we study the hierarchy between these
robustness properties (and a few others) for a model of
highly reliable Markovian system (HRMS) where the goal
is to estimate the failure probability of the system.
In this setting, for a popular class of IS schemes, we
show that BRM-$k$ and LE-$k$ are equivalent and that
these properties become strictly stronger when $k$
increases. We also obtain a necessary and sufficient
condition for BRM-$k$ in terms of quantities that can
be readily computed from the parameters of the model.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "bounded relative error; importance sampling;
logarithmic efficiency; Rare-event simulation;
robustness; zero-variance approximation",
}
@Article{Andrew:2010:SFG,
author = "Lachlan L. H. Andrew and Guoqi Qian and Felisa J.
V{\'a}zquez-Abad",
title = "Setwise and filtered {Gibbs} samplers for teletraffic
analysis",
journal = j-TOMACS,
volume = "20",
number = "2",
pages = "7:1--7:??",
month = apr,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1734222.1734223",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed May 5 15:37:10 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A setwise Gibbs sampler (SGS) method is developed to
simulate stationary distributions and performance
measures of network occupancy of
Baskett-Chandy-Muntz-Palacios (BCMP) telecommunication
models. It overcomes the simulation difficulty
encountered in applying the standard Gibbs sampler to
closed BCMP networks with constant occupancy
constraints. We show Markov chains induced by SGS
converge to the target stationary distributions. This
article also investigates the filtered Gibbs sampler
(FGS) as an efficient method for estimating various
network performance measures. It shows that FGS's
efficiency is considerable, but may be improperly
overestimated. A more conservative performance
estimator is then presented.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Gibbs sampler; Markov chain Monte Carlo; product form;
queueing networks",
}
@Article{Roeder:2010:IMQ,
author = "Theresa M. Roeder and Lee W. Schruben",
title = "Information models for queueing system simulation",
journal = j-TOMACS,
volume = "20",
number = "2",
pages = "8:1--8:??",
month = apr,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1734222.1734224",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed May 5 15:37:10 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "When planning simulations of large-scale systems, it
is important to anticipate what information is required
to model the system and obtain desired output. This can
be done without tying the study to a specific
simulation package or language. It is valuable to do so
to avoid unnecessarily long development and execution
times. In this article, we offer a simulation
information model (SIM) designed to help organize
system information in the early stages of a project.
(It can also be used to analyze existing models.) The
SIM allows complexity analysis of the system to be
performed, and may lead to a better selection of
simulation language. The SIM is illustrated using two
examples, and its relationship to current formalisms is
discussed.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "general; model classification; model development;
simulation and modeling; simulation theory",
}
@Article{Kawai:2010:AOA,
author = "Reiichiro Kawai",
title = "Asymptotically optimal allocation of stratified
sampling with adaptive variance reduction by strata",
journal = j-TOMACS,
volume = "20",
number = "2",
pages = "9:1--9:??",
month = apr,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1734222.1734225",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed May 5 15:37:10 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "To enhance efficiency in Monte Carlo simulations, we
develop an adaptive stratified sampling algorithm for
allocation of sampling effort within each stratum, in
which an adaptive variance reduction technique is
applied. Given the number of replications in each
batch, our algorithm updates allocation fractions to
minimize the work-normalized variance of the stratified
estimator of the mean. We establish the asymptotic
normality of the stratified estimator of the mean as
the number of batches tends to infinity. Although
implementation of the proposed algorithm requires a
small amount of initial work, the algorithm has the
potential to yield substantial improvements in
estimator efficiency. Equally important is that the
adaptive framework avoids the need for frequent
recalibration of the parameters of the variance
reduction methods applied within each stratum when
changes occur in the experimental conditions governing
system performance. To illustrate the applicability and
effectiveness of our algorithm, we provide numerical
results for a Black--Scholes option pricing, where we
stratify the underlying Brownian motion with respect to
its terminal value and apply an importance sampling
method to normal random variables filling in the
Brownian path. Relative to the estimator variance with
proportional allocation, the proposed algorithm
achieved a fourfold reduction in estimator variance
with a negligible increase in computing time.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Brownian bridge; control variates; importance
sampling; Poisson stratification; stochastic
approximation algorithm; stratified sampling; variance
reduction",
}
@Article{Stamos:2010:CST,
author = "Konstantinos Stamos and George Pallis and Athena
Vakali and Dimitrios Katsaros and Antonis Sidiropoulos
and Yannis Manolopoulos",
title = "{CDNsim}: a simulation tool for content distribution
networks",
journal = j-TOMACS,
volume = "20",
number = "2",
pages = "10:1--10:??",
month = apr,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1734222.1734226",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed May 5 15:37:10 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Content distribution networks (CDNs) have gained
considerable attention in the past few years. Hence
there is need for developing frameworks for carrying
out CDN simulations. In this article we present a
modeling and simulation framework for CDNs, called
CDNsim. CDNsim has been designated to provide a
realistic simulation for CDNs, simulating the surrogate
servers, the TCP/IP protocol, and the main CDN
functions. The main advantages of this tool are its
high performance, its extensibility, and its user
interface, which is used to configure its parameters.
CDNsim provides an automated environment for conducting
experiments and extracting client, server, and network
statistics. The purpose of CDNsim is to be used as a
testbed for CDN evaluation and experimentation. This is
quite useful to both the research community (to
experiment with new CDN data management techniques),
and for CDN developers (to evaluate profits on prior
certain CDN installations).",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "caching; content distribution network; services;
trace-driven simulation",
}
@Article{Alexopoulos:2010:PFV,
author = "Christos Alexopoulos and Claudia Antonini and David
Goldsman and Melike Meterelliyoz",
title = "Performance of folded variance estimators for
simulation",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "11:1--11:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842714",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We extend and analyze a new class of estimators for
the variance parameter of a steady-state simulation
output process. These estimators are based on
``folded'' versions of the standardized time series
(STS) of the process, and are analogous to the area and
Cram{\'e}r--von Mises estimators calculated from the
original STS. In fact, one can apply the folding
mechanism more than once to produce an entire class of
estimators, all of which reuse the same underlying data
stream. We show that these folded estimators share many
of the same properties as their nonfolded counterparts,
with the added bonus that they are often nearly
independent of the nonfolded versions. In particular,
we derive the asymptotic distributional properties of
the various estimators as the run length increases, as
well as their bias, variance, and mean squared error.
We also study linear combinations of these estimators,
and we show that such combinations yield estimators
with lower variance than their constituents. Finally,
we consider the consequences of batching, and we see
that the batched versions of the new estimators compare
favorably to benchmark estimators such as the
nonoverlapping batch means estimator.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "folded estimators; method of batch means; simulation
output analysis; standardized time series; Steady-state
simulation",
}
@Article{Kunnumkal:2010:SAM,
author = "Sumit Kunnumkal and Huseyin Topaloglu",
title = "A stochastic approximation method with max-norm
projections and its applications to the {Q}-learning
algorithm",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "12:1--12:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842715",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we develop a stochastic approximation
method to solve a monotone estimation problem and use
this method to enhance the empirical performance of the
Q-learning algorithm when applied to Markov decision
problems with monotone value functions. We begin by
considering a monotone estimation problem where we want
to estimate the expectation of a random vector, $ \eta
$. We assume that the components of $ E(\eta) $ are
known to be in increasing order. The stochastic
approximation method that we propose is designed to
exploit this information by projecting its iterates
onto the set of vectors with increasing components. The
novel aspect of the method is that it uses projections
with respect to the max norm. We show the almost sure
convergence of the stochastic approximation method.
After this result, we consider the Q-learning algorithm
when applied to Markov decision problems with monotone
value functions. We study a variant of the Q-learning
algorithm that uses projections to ensure that the
value function approximation obtained at each iteration
is also monotone. Computational results indicate that
the performance of the Q-learning algorithm can be
improved significantly by exploiting the monotonicity
property of the value functions.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "max-norm projection; Q-learning; Stochastic
approximation",
}
@Article{Batur:2010:FFS,
author = "Demet Batur and Seong-Hee Kim",
title = "Finding feasible systems in the presence of
constraints on multiple performance measures",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "13:1--13:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842716",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the problem of finding a set of feasible
or near-feasible systems among a finite number of
simulated systems in the presence of constraints on
secondary performance measures. We first present a
generic procedure that detects the feasibility of one
system in the presence of one constraint and extend it
to the case of two or more systems and constraints. To
accelerate the elimination of infeasible systems, a
method that reuses collected observations and its
variance-updating version are discussed. Experimental
results are presented to compare the performance of the
proposed procedures.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Multiple performance measures; ranking and selection;
stochastic constraints",
}
@Article{Robinson:2010:SCS,
author = "William N. Robinson and Yi Ding",
title = "A survey of customization support in agent-based
business process simulation tools",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "14:1--14:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842717",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Agent-based business process simulation has grown in
popularity, in part because of its analysis
capabilities. The analyses depend on the kinds of
simulations that can be built, adapted, and extended,
which in turn depend on the underlying simulation
framework. We report the results of our analysis of 19
agent-based process simulation tools and their
simulation frameworks. We conclude that a growing
number of simulation tools are using component-based
software techniques. Nevertheless, most simulation
tools do not directly support requirements models,
their transformation into executable simulations, or
the management of model variants over time. Such
practices are becoming more widely applied in software
engineering under the term {\em software product line
engineering\/} (SPLE). Based on our analysis,
agent-based process simulation tools may improve their
customization capacity by: (1) supporting object
modeling more completely and (2) supporting software
product line engineering issues.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Agent-based modeling; application frameworks;
encapsulation; event-driven simulation; modularity;
software product line engineering",
}
@Article{Miretskiy:2010:SDI,
author = "Denis Miretskiy and Werner Scheinhardt and Michel
Mandjes",
title = "State-dependent importance sampling for a {Jackson}
tandem network",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "15:1--15:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842718",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article considers importance sampling as a tool
for rare-event simulation. The focus is on estimating
the probability of overflow in the downstream queue of
a Jacksonian two-node tandem queue; it is known that in
this setting ``traditional'' state-independent
importance-sampling distributions perform poorly. We
therefore concentrate on developing a state-dependent
change of measure, that we prove to be asymptotically
efficient.\par
More specific contributions are the following. (i) We
concentrate on the probability of the second queue
exceeding a certain predefined threshold before the
system empties. Importantly, we identify an
asymptotically efficient importance-sampling
distribution for {\em any\/} initial state of the
system. (ii) The choice of the importance-sampling
distribution is backed up by appealing heuristics that
are rooted in large-deviations theory. (iii) The method
for proving asymptotic efficiency relies on
probabilistic arguments only. The article is concluded
by simulation experiments that show a considerable
speedup.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Vorobeychik:2010:PAS,
author = "Yevgeniy Vorobeychik",
title = "Probabilistic analysis of simulation-based games",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "16:1--16:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842719",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The field of game theory has proved to be of great
importance in modeling interactions between
self-interested parties in a variety of settings.
Traditionally, game-theoretic analysis relied on highly
stylized models to provide interesting insights about
problems at hand. The shortcoming of such models is
that they often do not capture vital detail. On the
other hand, many real strategic settings, such as
sponsored search auctions and supply-chains, can be
modeled in high resolution using simulations. Recently,
a number of approaches have been introduced to perform
analysis of game-theoretic scenarios via
simulation-based models. The first contribution of this
work is the asymptotic analysis of Nash equilibria
obtained from simulation-based models. The second
contribution is to derive expressions for probabilistic
bounds on the quality of Nash equilibrium solutions
obtained using simulation data. In this vein, we derive
very general distribution-free bounds, as well as
bounds which rely on the standard normality
assumptions, and extend the bounds to infinite games
via Lipschitz continuity. Finally, we introduce a new
maximum-a-posteriori estimator of Nash equilibria based
on game-theoretic simulation data and show that it is
consistent and almost surely unique.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Game theory; Nash equilibrium; simulation; simulation
and modeling",
}
@Article{Clary:2010:PDR,
author = "Daniel W. Mc Clary and Violet R. Syrotiuk and Murat
Kulahci",
title = "Profile-driven regression for modeling and runtime
optimization of mobile networks",
journal = j-TOMACS,
volume = "20",
number = "3",
pages = "17:1--17:??",
month = sep,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://doi.acm.org/10.1145/1842713.1842720",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Oct 6 09:39:32 MDT 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Computer networks often display nonlinear behavior
when examined over a wide range of operating
conditions. There are few strategies available for
modeling such behavior and optimizing such systems as
they run. {\em Profile-driven regression\/} is
developed and applied to modeling and runtime
optimization of throughput in a mobile ad hoc network,
a self-organizing collection of mobile wireless nodes
without any fixed infrastructure. The intermediate
models generated in profile-driven regression are used
to fit an overall model of throughput, and are also
used to optimize controllable factors at runtime.
Unlike others, the throughput model accounts for node
speed. The resulting optimization is very effective;
locally optimizing the network factors at runtime
results in throughput as much as six times higher than
that achieved with the factors at their default
levels.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Mobile ad hoc networks; regression modeling; runtime
optimization",
}
@Article{Derflinger:2010:RVG,
author = "Gerhard Derflinger and Wolfgang H{\"o}rmann and Josef
Leydold",
title = "Random variate generation by numerical inversion when
only the density is known",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "18:1--18:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842723",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a numerical inversion method for generating
random variates from continuous distributions when only
the density function is given. The algorithm is based
on polynomial interpolation of the inverse CDF and
Gauss--Lobatto integration. The user can select the
required precision, which may be close to machine
precision for smooth, bounded densities; the necessary
tables have moderate size. Our computational
experiments with the classical standard distributions
(normal, beta, gamma, $t$-distributions) and with the
noncentral chi-square, hyperbolic, generalized
hyperbolic, and stable distributions showed that our
algorithm always reaches the required precision. The
setup time is moderate and the marginal execution time
is very fast and nearly the same for all distributions.
Thus for the case that large samples with fixed
parameters are required the proposed algorithm is the
fastest inversion method known. Speed-up factors up to
1000 are obtained when compared to inversion algorithms
developed for the specific distributions. This makes
our algorithm especially attractive for the simulation
of copulas and for quasi--Monte Carlo applications.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zikos:2010:ISD,
author = "Stylianos Zikos and Helen D. Karatza",
title = "The impact of service demand variability on resource
allocation strategies in a grid system",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "19:1--19:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842724",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Scheduling and resource management play an important
role in building complex distributed systems, such as
grids. In this article we study the impact on
performance of job service demand variability in a
two-level grid architecture, given that the grid and
local schedulers are unaware of each job's service
demand. We examine two scheduling policies at grid
level, which utilize site load information and three
policies at local level. A simulation model is used to
evaluate performance. Results show that service demand
variability degrades performance, and thus a suitable
local resource allocation policy is needed to reduce
its impact.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zhou:2010:CMS,
author = "Suiping Zhou and Dan Chen and Wentong Cai and Linbo
Luo and Malcolm Yoke Hean Low and Feng Tian and Victor
Su-Han Tay and Darren Wee Sze Ong and Benjamin D.
Hamilton",
title = "Crowd modeling and simulation technologies",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "20:1--20:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842725",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "As a collective and highly dynamic social group, the
human crowd is a fascinating phenomenon that has been
frequently studied by experts from various areas.
Recently, computer-based modeling and simulation
technologies have emerged to support investigation of
the dynamics of crowds, such as a crowd's behaviors
under normal and emergent situations. This article
assesses the major existing technologies for crowd
modeling and simulation. We first propose a
two-dimensional categorization mechanism to classify
existing work depending on the size of crowds and the
time-scale of the crowd phenomena of interest. Four
evaluation criteria have also been introduced to
evaluate existing crowd simulation systems from the
point of view of both a modeler and an end-user.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kin:2010:GLT,
author = "Wai Kin and Victor Chan",
title = "Generalized {Lindley}-type recursive representations
for multiserver tandem queues with blocking",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "21:1--21:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842726",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Lindley's recursion is an explicit recursive equation
that describes the recursive relationship between
consecutive waiting times in a single-stage
single-server queue. In this paper, we develop explicit
recursive representations for multiserver tandem queues
with blocking. We demonstrate the application of these
recursive representations with simulations of
large-scale tandem queueing networks. We compare the
computational efficiency of these representations with
two other popular discrete-event simulation approaches,
namely, event scheduling and process interaction.
Experimental results show that these representations
are seven (or more) times faster than their
counterparts based on the event-scheduling and
process-interaction approaches.",
acknowledgement = ack-nhfb,
articleno = "21",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Quarles:2010:MRA,
author = "John Quarles and Paul Fishwick and Samsun Lampotang
and Ira Fischler and Benjamin Lok",
title = "A mixed reality approach for interactively blending
dynamic models with corresponding physical phenomena",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "22:1--22:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842727",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The design, visualization, manipulation, and
implementation of models for computer simulation are
key parts of the discipline. Models are constructed as
a means to understand physical phenomena as state
changes occur over time. One issue that arises is the
need to correlate models and their components with the
phenomena being modeled. For example, a part of an
automotive engine needs to be placed into cognitive
context with the diagrammatic icon that represents that
part's function. A typical solution to this problem is
to display a dynamic model of the engine in one window
and the engine's CAD model in another. Users are
expected to, on their own, mentally blend the dynamic
model and the physical phenomenon into the same
context.",
acknowledgement = ack-nhfb,
articleno = "22",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lee:2010:IHD,
author = "Seungho Lee and Young-Jun Son and Judy Jin",
title = "An integrated human decision making model for
evacuation scenarios under a {BDI} framework",
journal = j-TOMACS,
volume = "20",
number = "4",
pages = "23:1--23:??",
month = oct,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1842722.1842728",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Nov 23 10:48:26 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "An integrated Belief-Desire-Intention (BDI) modeling
framework is proposed for human decision making and
planning for evacuation scenarios, whose submodules are
based on a Bayesian Belief Network (BBN),
Decision-Field-Theory (DFT), and a Probabilistic
Depth-First Search (PDFS) technique. A key novelty of
the proposed model is its ability to represent both the
human decision-making and decision-planning functions
in a unified framework. To mimic realistic human
behaviors, attributes of the BDI framework are
reverse-engineered from human-in-the-loop experiments
conducted in the Cave Automatic Virtual Environment
(CAVE). The proposed modeling framework is demonstrated
for a human's evacuation behaviors in response to a
terrorist bomb attack. The simulated environment and
agents (models of humans) conforming to the proposed
BDI framework are implemented in AnyLogic{\reg}
agent-based simulation software, where each agent calls
external Netica BBN software to perform its perceptual
processing function and Soar software to perform its
real-time planning and decision-execution functions.",
acknowledgement = ack-nhfb,
articleno = "23",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Devetsikiotis:2010:GEI,
author = "Michael Devetsikiotis and Fabrizio Granelli",
title = "Guest editors' introduction: {Special} issue on
modeling and simulation of cross-layer interactions in
communication networks",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "1:1--1:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870086",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{McClary:2010:SAC,
author = "Daniel W. McClary and Violet R. Syrotiuk and Murat
Kulahci",
title = "Steepest-ascent constrained simultaneous perturbation
for multiobjective optimization",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "2:1--2:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870087",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The simultaneous optimization of multiple responses in
a dynamic system is challenging. When a response has a
known gradient, it is often easily improved along the
path of steepest ascent. On the contrary, a stochastic
approximation technique may be used when the gradient
is unknown or costly to obtain. We consider the problem
of optimizing multiple responses in which the gradient
is known for only one response. We propose a hybrid
approach for this problem, called simultaneous
perturbation stochastic approximation steepest ascent,
SPSA-SA or SP(SA)2 for short. SP(SA)2 is an SPSA
technique that leverages information about the known
gradient to constrain the perturbations used to
approximate the others.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Al-Zubaidy:2010:OSH,
author = "Hussein Al-Zubaidy and Ioannis Lambadaris and Jerome
Talim",
title = "Optimal scheduling in high-speed downlink packet
access networks",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "3:1--3:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870088",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present an analytic model and a methodology to
determine the optimal packet scheduling policy in a
High-Speed Downlink Packet Access (HSDPA) system. The
optimal policy is the one that maximizes cell
throughput while maintaining a level of fairness
between the users in the cell. A discrete stochastic
dynamic programming model for the HSDPA downlink
scheduler is presented. Value iteration is then used to
solve for the optimal scheduling policy. We use a FSMC
(Finite State Markov Channel) to model the HSDPA
downlink channel. A near-optimal heuristic scheduling
policy is developed. Simulation is used to study the
performance of the resulting heuristic policy and
compare it to the computed optimal policy.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Song:2010:CLI,
author = "Yang Song and Yuguang Fang",
title = "Cross-layer interactions in multihop wireless sensor
networks: a constrained queueing model",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "4:1--4:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870089",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we propose a constrained queueing
model to investigate the performance of multihop
wireless sensor networks. Specifically, the cross-layer
interactions of rate admission control, traffic
engineering, dynamic routing, and adaptive link
scheduling are studied jointly with the proposed
queueing model. In addition, the stochastic network
utility maximization problem in wireless sensor
networks is addressed within this framework. We propose
an adaptive network resource allocation scheme, called
the ANRA algorithm, which provides a joint solution to
the multiple-layer components of the stochastic network
utility maximization problem. We show that the proposed
ANRA algorithm achieves a near-optimal solution, that
is, $ (1 - \epsilon) $ of the global optimum network
utility where $ \epsilon $ can be arbitrarily small,
with a trade-off with the average delay experienced in
the network.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Sharma:2010:JCC,
author = "Gaurav Sharma and Changhee Joo and Ness B. Shroff and
Ravi R. Mazumdar",
title = "Joint congestion control and distributed scheduling
for throughput guarantees in wireless networks",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "5:1--5:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870090",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the problem of throughput-optimal
cross-layer design of wireless networks. We propose a
joint congestion control and scheduling algorithm that
achieves a fraction 1/dI(G) of the capacity region,
where dI(G) depends on certain structural properties of
the underlying connectivity graph G of the wireless
network, and also on the type of interference
constraints. For a wide range of wireless networks,
dI(G) can be upper bounded by a constant, independent
of the number of nodes in the network. The scheduling
element of our algorithm is the maximal scheduling
policy. Although this scheduling policy has been
considered in several previous works, the challenges
underlying its practical implementation in a fully
distributed manner while accounting for necessary
message exchanges have not been addressed in the
literature.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wu:2010:TFI,
author = "Dalei Wu and Song Ci and Haiyan Luo and Hai-Feng Guo",
title = "A theoretical framework for interaction measure and
sensitivity analysis in cross-layer design",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "6:1--6:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870091",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Cross-layer design has become one of the most
effective and efficient methods to provide Quality of
Service (QoS) over various communication networks,
especially over wireless multimedia networks. However,
current research on cross-layer design has been carried
out in various piecemeal approaches, and lacks a
methodological foundation to gain in-depth
understanding of complex cross-layer behaviors such as
multiscale temporal-spatial behavior, leading to a
design paradox and/or unmanageable design problems. In
this article, we propose a theoretical framework for
quantitative interaction measures, which is further
extended to sensitivity analysis by quantifying the
contribution made by each design variable and by the
interactions among them on the design objective.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Begum:2010:MIB,
author = "Shamim Begum and Ahmed Helmy and Sandeep Gupta",
title = "Modeling the interactions between {MAC} and higher
layer: a systematic approach to generate high-level
scenarios from {MAC-layer} scenarios",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "7:1--7:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870092",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose a new framework for worst-case performance
evaluation of MAC protocols for wireless ad hoc
networks. Given a protocol, its performance metrics and
a network topology, our framework first generates MAC
scenarios which achieve poor performance at MAC level.
In order to evaluate the impact of these MAC scenarios
on the end performance, we model the interactions
between MAC interface and the MAC layer using a state
transition graph and generate high-level scenarios
using enumeration techniques. These high-level
scenarios can be simulated and compared with heuristics
developed by others to identify high-level scenarios
that are expected to lead to the worst-case end
performance.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Al-Zubi:2010:CLD,
author = "Raed Al-Zubi and Marwan Krunz",
title = "Cross-layer design for efficient resource utilization
in wimedia {UWB}-based {WPANs}",
journal = j-TOMACS,
volume = "21",
number = "1",
pages = "8:1--8:??",
month = dec,
year = "2010",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1870085.1870093",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Dec 15 10:41:45 MST 2010",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Ultra-WideBand (UWB) communications has emerged as a
promising technology for high data rate Wireless
Personal Area Networks (WPANs). In this article, we
address two key issues that impact the performance of a
multihop UWB-based WPAN: throughput and transmission
range. Arbitrary selection of routes in such a network
may result in reserving an unnecessarily long channel
time, and hence low network throughput and high
blocking rate for prospective reservations. To remedy
this situation, we propose a novel cross-layer resource
allocation design. At the core of this design is a
routing technique (called RTERU) that uses the
allocated channel time as a routing metric.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Blanchet:2011:ERE,
author = "Jose Blanchet and Chenxin Li",
title = "Efficient rare event simulation for heavy-tailed
compound sums",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "9:1--9:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899397",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We develop an efficient importance sampling algorithm
for estimating the tail distribution of heavy-tailed
compound sums, that is, random variables of the form $
S_M = Z_1 + \cdots + Z_M $ where the $ Z_i $'s are
independently and identically distributed (i.i.d.)
random variables in $R$ and $M$ is a nonnegative,
integer-valued random variable independent of the $
Z_i$'s. We construct the first estimator that can be
rigorously shown to be strongly efficient only under
the assumption that the $ Z_i$'s are subexponential and
$M$ is light-tailed. Our estimator is based on
state-dependent importance sampling and we use
Lyapunov-type inequalities to control its second
moment.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Devroye:2011:DCM,
author = "Luc Devroye and Lancelot F. James",
title = "The double {CFTP} method",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "10:1--10:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899398",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the problem of the exact simulation of
random variables $Z$ that satisfy the distributional
identity $ Z = L V Y + (1 - V) Z$, where $ V \in [0,
1]$ and $Y$ are independent, and $ = L$ denotes
equality in distribution. Equivalently, $Z$ is the
limit of a Markov chain driven by that map. We give an
algorithm that can be automated under the condition
that we have a source capable of generating independent
copies of $Y$, and that $V$ has a density that can be
evaluated in a black-box format. The method uses a
doubling trick for inducing coalescence in coupling
from the past.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hong:2011:MSS,
author = "Yang Hong and Changcheng Huang and James Yan",
title = "Modeling and simulation of {SIP} tandem server with
finite buffer",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "11:1--11:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899399",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Recent collapses of SIP servers (e.g., Skype outage)
indicate that the built-in SIP overload control
mechanism cannot mitigate overload effectively. We
introduce our analytical approach by investigating an
overloaded tandem server scenario. Our analytical
model: (1) considers a general case that both arrival
rate and service rate for signaling messages are
generic random processes; (2) makes a detailed analysis
of departure processes; (3) allows us to run
fluid-based simulations to observe and analyze SIP
system performance under some specific scenarios. This
approach is much faster than event-driven simulation
which needs to track thousands of retransmission timers
for outstanding messages and may crash a simulator due
to limited computing resources.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chertov:2011:FDM,
author = "Roman Chertov and Sonia Fahmy",
title = "Forwarding devices: {From} measurements to
simulations",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "12:1--12:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899400",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Most popular simulation and emulation tools use
high-level models of forwarding behavior in switches
and routers, and give little guidance on setting model
parameters such as buffer sizes. Thus, a myriad of
papers report results that are highly sensitive to the
forwarding model or buffer size used. Incorrect
conclusions are often drawn from these results about
transport or application protocol performance, service
provisioning, or vulnerability to attacks. In this
article, we argue that measurement-based models for
routers and other forwarding devices are necessary. We
devise such a model and validate it with measurements
from three types of Cisco routers and one Juniper
router, under varying traffic conditions.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Amrein:2011:VIS,
author = "Michael Amrein and Hans R. K{\"u}nsch",
title = "A variant of importance splitting for rare event
estimation: Fixed number of successes",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "13:1--13:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899401",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Importance splitting is a simulation technique to
estimate very small entrance probabilities for Markov
processes by splitting sample paths at various stages
before reaching the set of interest. This can be done
in many ways, yielding different variants of the
method. In this context, we propose a new one, called
fixed number of successes. We prove unbiasedness for
the new and some known variants, because in many
papers, the proof is based on an incorrect argument.
Further, we analyze its behavior in a simplified
setting in terms of efficiency and asymptotics in
comparison to the standard variant. The main difference
is that it controls the imprecision of the estimator
rather than the computational effort.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Nzouonta:2011:DIM,
author = "Josiane Nzouonta and Marvin K. Nakayama and Cristian
Borcea",
title = "On deriving and incorporating multihop path duration
estimates in {VANET} protocols",
journal = j-TOMACS,
volume = "21",
number = "2",
pages = "14:1--14:??",
month = feb,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1899396.1899402",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Feb 14 16:47:24 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The expected duration of multihop paths can be
incorporated at different layers in the protocol stack
to improve the performance of mobile ad hoc networks.
This article presents two discrete-time and
discrete-space Markov chain-based methods, DTMC-CA and
DTMC-MFT, to estimate the duration of multihop
road-based paths in vehicular ad hoc networks (VANET).
The duration of such paths does not depend on
individual nodes because packets can be forwarded by
any vehicle located along the roads forming the path.
DTMC-CA derives probabilistic measures based only on
vehicle density for a traffic mobility model, which in
this article is the microscopic Cellular Automaton (CA)
freeway traffic model.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bhatnagar:2011:SAA,
author = "Shalabh Bhatnagar and N. Hemachandra and Vivek Kumar
Mishra",
title = "Stochastic approximation algorithms for constrained
optimization via simulation",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "15:1--15:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921599",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We develop four algorithms for simulation-based
optimization under multiple inequality constraints.
Both the cost and the constraint functions are
considered to be long-run averages of certain
state-dependent single-stage functions. We pose the
problem in the simulation optimization framework by
using the Lagrange multiplier method. Two of our
algorithms estimate only the gradient of the
Lagrangian, while the other two estimate both the
gradient and the Hessian of it. In the process, we also
develop various new estimators for the gradient and
Hessian. All our algorithms use two simulations each.
Two of these algorithms are based on the smoothed
functional (SF) technique, while the other two are
based on the simultaneous perturbation stochastic
approximation (SPSA) method.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Kiatsupaibul:2011:AVH,
author = "Seksan Kiatsupaibul and Robert L. Smith and Zelda B.
Zabinsky",
title = "An analysis of a variation of hit-and-run for uniform
sampling from general regions",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "16:1--16:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921600",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Hit-and-run, a class of MCMC samplers that converges
to general multivariate distributions, is known to be
unique in its ability to mix fast for uniform
distributions over convex bodies. In particular, its
rate of convergence to a uniform distribution is of a
low order polynomial in the dimension. However, when
the body of interest is difficult to sample from,
typically a hyperrectangle is introduced that encloses
the original body, and a one-dimensional
acceptance\slash rejection is performed. The fast
mixing analysis of hit-and-run does not account for
this one-dimensional sampling that is often needed for
implementation of the algorithm. Here we show that the
effect of the size of the hyperrectangle on the
efficiency of the algorithm is only a linear scaling
effect.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Pan:2011:DSB,
author = "Ke Pan and Stephen John Turner and Wentong Cai and
Zengxiang Li",
title = "A dynamic sort-based {DDM} matching algorithm for
{HLA} applications",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "17:1--17:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921601",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Simulation is a low-cost and safe alternative to solve
complex problems in various areas. To promote reuse and
interoperability of simulation applications and link
geographically dispersed simulation components,
distributed simulation was introduced. The High-Level
Architecture (HLA) is the IEEE standard for distributed
simulation. To optimize communication efficiency
between simulation components, HLA defines a Data
Distribution Management (DDM) service group for
filtering out unnecessary data exchange. It relies on
the computation of overlap between update and
subscription regions, which is called ``matching''.
There are many existing matching algorithms, among
which a sort-based approach improves efficiency by
sorting region bounds before the actual matching
process, and is found to outperform other existing
matching algorithms in many situations.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Park:2011:AQN,
author = "Hyungwook Park and Paul A. Fishwick",
title = "An analysis of queuing network simulation using
{GPU}-based hardware acceleration",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "18:1--18:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921602",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Queuing networks are used widely in computer
simulation studies. Examples of queuing networks can be
found in areas such as the supply chains, manufacturing
work flow, and internet routing. If the networks are
fairly small in size and complexity, it is possible to
create discrete event simulations of the networks
without incurring significant delays in analyzing the
system. However, as the networks grow in size, such
analysis can be time consuming, and thus require more
expensive parallel processing computers or clusters. We
have constructed a set of tools that allow the analyst
to simulate queuing networks in parallel, using the
fairly inexpensive and commonly available graphics
processing units (GPUs) found in most recent computing
platforms.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Pasupathy:2011:SRF,
author = "Raghu Pasupathy and Sujin Kim",
title = "The stochastic root-finding problem: Overview,
solutions, and open questions",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "19:1--19:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921603",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The stochastic root-finding problem (SRFP) is that of
finding the zero(s) of a vector function, that is,
solving a nonlinear system of equations when the
function is expressed implicitly through a stochastic
simulation. SRFPs are equivalently expressed as
stochastic fixed-point problems, where the underlying
function is expressed implicitly via a noisy
simulation. After motivating SRFPs using a few
examples, we review available methods to solve such
problems on constrained Euclidean spaces. We present
the current literature as three broad categories, and
detail the basic theoretical results that are currently
known in each of the categories. With a view towards
helping the practitioner, we discuss specific
variations in their implementable form, and provide
references to computer code when easily available.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Koh:2011:MSP,
author = "Wee Lit Koh and Suiping Zhou",
title = "Modeling and simulation of pedestrian behaviors in
crowded places",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "20:1--20:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921604",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Pedestrian simulation has many applications in
computer games, military simulations, and animation
systems. A realistic pedestrian simulation requires a
realistic pedestrian behavioral model that takes into
account the various behavioral aspects of a real
pedestrian. In this article, we describe our work on
such a model, which aims to generate human-like
pedestrian behaviors. To this end, various important
factors in a real-pedestrian's decision-making process
are considered in our model. These factors include a
pedestrian's sensory attention, memory, and
navigational behaviors. In particular, a two-level
navigation model is proposed to generate realistic
navigational behavior. As a result, our pedestrian
model is able to generate various realistic behaviors
such as overtaking, waiting, side-stepping and
lane-forming in a crowded area.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Jin:2011:SEG,
author = "Zhanpeng Jin and Allen C. Cheng",
title = "{SubsetTrio}: An evolutionary, geometric, and
statistical benchmark subsetting framework",
journal = j-TOMACS,
volume = "21",
number = "3",
pages = "21:1--21:??",
month = mar,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/1921598.1921605",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Mar 2 17:53:44 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Motivated by excessively high benchmarking efforts
caused by a rapidly expanding design space, increasing
system complexity, and prevailing practices based on
ad-hoc and subjective schemes, this article seeks to
enhance architecture exploration and evaluation
efficiency by strategically integrating a genetic
algorithm, 3-D geometrical rendering, and multivariate
statistical analysis into one unified methodology
framework---SubsetTrio---capable of subsetting any
given benchmark suite based on its inherent workload
characteristics, desired workload space coverage, and
the total execution time intended by the user. By
encoding both representativity (i.e., workload space
coverage represented by the volume of the convex hull
of benchmarks) and efficiency (i.e., total run time) as
a co-optimization objective of a
survival-of-the-fittest evolutionary algorithm, we can
systematically determine a globally ``fittest'' (i.e.,
most representative and efficient) benchmark subset
according to the workload space coverage threshold
specified by the user.",
acknowledgement = ack-nhfb,
articleno = "21",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eldabi:2011:ISI,
author = "Tillal Eldabi and Terry Young",
title = "Introduction to special issue on healthcare modeling
and simulation",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "22:1--22:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000495",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "22",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Gunal:2011:DGS,
author = "Murat M. G{\"u}nal and Michael Pidd",
title = "{DGHPSim}: Generic simulation of hospital
performance",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "23:1--23:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000496",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The British National Health Service (NHS) has a
performance management framework that aims to guarantee
short waiting times for patients by including mandatory
targets for hospitals. DGHPSim is a suite of four
components that simulates the activities of an NHS
general hospital to show the effect of different
policies on waiting times in these hospitals. DGHPSim
has a generic structure that is used to simulate a
particular hospital by employing data appropriate to
that hospital from available data sets. Two of the
components of DGHPSim, the accident and emergency
simulator and the outpatient simulator, may be used
independently as stand-alone simulators of these
hospital functions.",
acknowledgement = ack-nhfb,
articleno = "23",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Zeltyn:2011:SBM,
author = "Sergey Zeltyn and Yariv N. Marmor and Avishai
Mandelbaum and Boaz Carmeli and Ohad Greenshpan and
Yossi Mesika and Sergev Wasserkrug and Pnina Vortman
and Avraham Shtub and Tirza Lauterman and Dagan
Schwartz and Kobi Moskovitch and Sara Tzafrir and Fuad
Basis",
title = "Simulation-based models of emergency departments::
Operational, tactical, and strategic staffing",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "24:1--24:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000497",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The Emergency Department (ED) of a modern hospital is
a highly complex system that gives rise to numerous
managerial challenges. It spans the full spectrum of
operational, clinical, and financial perspectives, over
varying horizons: operational---a few hours or days
ahead; tactical---weeks or a few months ahead; and
strategic, which involves planning on monthly and
yearly scales. Simulation offers a natural framework
within which to address these challenges, as realistic
ED models are typically intractable analytically. We
apply a general and flexible ED simulator to address
several significant problems that arose in a large
Israeli hospital. The article focuses mainly, but not
exclusively, on workforce staffing problems over these
time horizons.",
acknowledgement = ack-nhfb,
articleno = "24",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{McClean:2011:MFC,
author = "Sally McClean and Maria Barton and Lalit Garg and Ken
Fullerton",
title = "A modeling framework that combines {Markov} models and
discrete-event simulation for stroke patient care",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "25:1--25:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000498",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Stroke disease places a heavy burden on society,
incurring long periods of hospital and community care.
Also stroke is a highly complex disease with
heterogeneous outcomes and multiple strategies for
therapy and care. In this article we develop a modeling
framework that clusters patients with respect to their
length of stay (LOS); phase-type models are then used
to describe patient flows for each cluster. In most
cases, there are multiple outcomes, such as discharge
to normal residence, nursing home, or death. We
therefore derive a novel analytical model for the
distribution of LOS in such situations. A model of the
whole care system is developed, based on Poisson
admissions to hospital, and results obtained for
expected numbers in different states of the system at
any time.",
acknowledgement = ack-nhfb,
articleno = "25",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Mellor:2011:IHS,
author = "Georgina R. Mellor and Christine S. M. Currie and
Elizabeth L. Corbett",
title = "Incorporating household structure into a
discrete-event simulation model of tuberculosis and
{HIV}",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "26:1--26:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000499",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Human immunodeficiency virus (HIV) increases the risks
of developing tuberculosis (TB) disease following
infection, and speeds up disease progression. This has
had a devastating effect on TB epidemics in sub-Saharan
Africa, where incidence rates have more than trebled in
the past twenty years. Current control methods for TB
disease have failed to keep pace with this growth, and
there is an urgent need to find TB control strategies
that are effective in high-HIV prevalent settings. This
article describes a discrete-event simulation model of
endemic TB that includes the effects of HIV and of
household structure on the transmission dynamics of
TB.",
acknowledgement = ack-nhfb,
articleno = "26",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Housseman:2011:IRI,
author = "Sylvain Housseman and Nabil Absi and Dominique Feillet
and St{\'e}phane Dauz{\'e}re-P{\`e}r{\'e}s",
title = "Impacts of radio-identification on cryo-conservation
centers",
journal = j-TOMACS,
volume = "21",
number = "4",
pages = "27:1--27:??",
month = aug,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2000494.2000500",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Aug 30 17:09:06 MDT 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article deals with the use of discrete-event
simulation as a decision support tool for estimating
the impact of Radio Frequency IDentification (RFID)
technologies on processes and activities of biological
sample storage areas (called biobanks). We first give a
detailed description of biobank flows and identify
subprocesses improved using RFID technologies. Several
indicators, such as inventory reliability and human
resource utilization, are compared and discussed for
different scenarios involving the use of different RFID
technologies. A special emphasis is put on the
so-called rewarehousing activity, which RFID makes
possible and which consists in reassigning tubes to
empty places when boxes are emptied.",
acknowledgement = ack-nhfb,
articleno = "27",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Powell:2011:ERD,
author = "Warren B. Powell and Belgacem Bouzaiene-Ayari and Jean
Berger and Abdeslem Boukhtouta and Abraham P. George",
title = "The Effect of Robust Decisions on the Cost of
Uncertainty in Military Airlift Operations",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "1:1--1:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043636",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "There are a number of sources of randomness that arise
in military airlift operations. However, the cost of
uncertainty can be difficult to estimate, and is easy
to overestimate if we use simplistic decision rules.
Using data from Canadian military airlift operations,
we study the effect of uncertainty in customer demands
as well as aircraft failures, on the overall cost. The
system is first analyzed using the types of myopic
decision rules widely used in the research literature.
The performance of the myopic policy is then compared
to the results obtained using robust decisions that
account for the uncertainty of future events.",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Parker:2011:DPG,
author = "Jon Parker and Joshua M. Epstein",
title = "A Distributed Platform for Global-Scale Agent-Based
Models of Disease Transmission",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "2:1--2:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043637",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The Global-Scale Agent Model (GSAM) is presented. The
GSAM is a high-performance distributed platform for
agent-based epidemic modeling capable of simulating a
disease outbreak in a population of several billion
agents. It is unprecedented in its scale, its speed,
and its use of Java. Solutions to multiple challenges
inherent in distributing massive agent-based models are
presented. Communication, synchronization, and memory
usage are among the topics covered in detail. The
memory usage discussion is Java specific. However, the
communication and synchronization discussions apply
broadly. We provide benchmarks illustrating the GSAM's
speed and scalability.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hofert:2011:SET,
author = "Marius Hofert",
title = "Sampling Exponentially Tilted Stable Distributions",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "3:1--3:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043638",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Several algorithms for sampling exponentially tilted
positive stable distributions have recently been
suggested. Three of them are known as exact methods,
that is, neither do they rely on approximations nor on
numerically critical procedures. One of these
algorithms is outperformed by another one uniformly
over all parameters. The remaining two algorithms are
based on different ideas and both have their
advantages. After a brief overview of sampling
algorithms for exponentially tilted positive stable
distributions, the two algorithms are compared. A rule
is derived when to apply which for sampling these
distributions.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Seal:2011:RPD,
author = "Sudip K. Seal and Kalyan S. Perumalla",
title = "Reversible Parallel Discrete Event Formulation of a
{TLM}-Based Radio Signal Propagation Model",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "4:1--4:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043639",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Radio signal strength estimation is essential in many
applications, including the design of military radio
communications and industrial wireless installations.
For scenarios with large or richly featured
geographical volumes, parallel processing is required
to meet the memory and computation time demands. Here,
we present a scalable and efficient parallel execution
of the sequential model for radio signal propagation
recently developed by Nutaro et al. [2008]. Starting
with that model, we (a) provide a vector-based
reformulation that has significantly lower
computational overhead for event handling, (b) develop
a parallel decomposition approach that is amenable to
reversibility with minimal computational overheads, (c)
present a framework for transparently mapping the
conservative time-stepped model into an optimistic
parallel discrete event execution, (d) present a new
reversible method, along with its analysis and
implementation, for inverting the vector-based event
model to be executed in an optimistic parallel style of
execution, and (e) present performance results ...",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Puzis:2011:DSS,
author = "Rami Puzis and Meytal Tubi and Yuval Elovici and
Chanan Glezer and Shlomi Dolev",
title = "A Decision Support System for Placement of Intrusion
Detection and Prevention Devices in Large-Scale
Networks",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "5:1--5:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043640",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article describes an innovative Decision Support
System (DSS) for Placement of Intrusion Detection and
Prevention Systems (PIDPS) in large-scale communication
networks. PIDPS is intended to support network security
personnel in optimizing the placement and configuration
of malware filtering and monitoring devices within
Network Service Providers' (NSP) infrastructure, and
enterprise communication networks. PIDPS meshes
innovative and state-of-the-art mechanisms borrowed
from the domains of graph theory, epidemic modeling,
and network simulation. Scalable network exploitation
models enable to define the communication patterns
induced by network users (thereby establishing a
virtual overlay network), and parallel attack models
enable a PIDPS user to define various interdependent
network attacks such as: Internet worms, Trojans
horses, Denial of Service (DoS) attacks, and others.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Trunfio:2011:NAS,
author = "Giuseppe A. Trunfio and Donato D'Ambrosio and Rocco
Rongo and William Spataro and Salvatore Di Gregorio",
title = "A New Algorithm for Simulating Wildfire Spread through
Cellular Automata",
journal = j-TOMACS,
volume = "22",
number = "1",
pages = "6:1--6:??",
month = dec,
year = "2011",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2043635.2043641",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Dec 20 17:48:00 MST 2011",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Cell-based methods for simulating wildfires can be
computationally more efficient than techniques based on
the fire perimeter expansion. In spite of this, their
success has been limited by the distortions that plague
the simulated shapes. This article presents a novel
algorithm for wildfire simulation through Cellular
Automata (CA), which is able to effectively mitigate
the problem of distorted fire shapes. Such a result is
obtained allowing spread directions that are not
constrained to the few angles imposed by the lattice of
cells and the neighborhood size. The characteristics of
the proposed algorithm are empirically investigated
under homogeneous conditions through some comparisons
with the outcomes of a typical CA-based simulator.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:2012:ECR,
author = "Xi Chen and Bruce E. Ankenman and Barry L. Nelson",
title = "The effects of {Common Random Numbers} on stochastic
kriging metamodels",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "7:1--7:20",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133391",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Ankenman et al. introduced stochastic kriging as a
metamodeling tool for representing stochastic
simulation response surfaces, and employed a very
simple example to suggest that the use of Common Random
Numbers (CRN) degrades the capability of stochastic
kriging to predict the true response surface. In this
article we undertake an in-depth analysis of the
interaction between CRN and stochastic kriging by
analyzing a richer collection of models; in particular,
we consider stochastic kriging models with a linear
trend term. We also perform an empirical study of the
effect of CRN on stochastic kriging. We also consider
the effect of CRN on metamodel parameter estimation and
response-surface gradient estimation, as well as
response-surface prediction. In brief, we confirm that
CRN is detrimental to prediction, but show that it
leads to better estimation of slope parameters and
superior gradient estimation compared to independent
simulation.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hult:2012:ISM,
author = "Henrik Hult and Jens Svensson",
title = "On importance sampling with mixtures for random walks
with heavy tails",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "8:1--8:21",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133392",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "State-dependent importance sampling algorithms based
on mixtures are considered. The algorithms are designed
to compute tail probabilities of a heavy-tailed random
walk. The increments of the random walk are assumed to
have a regularly varying distribution. Sufficient
conditions for obtaining bounded relative error are
presented for rather general mixture algorithms. Two
new examples, called the generalized Pareto mixture and
the scaling mixture, are introduced. Both examples have
good asymptotic properties and, in contrast to some of
the existing algorithms, they are very easy to
implement. Their performance is illustrated by
numerical experiments. Finally, it is proved that
mixture algorithms of this kind can be designed to have
vanishing relative error.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Rainville:2012:EOL,
author = "Fran{\c{c}}ois-Michel D. Rainville and Christian
Gagn{\'e} and Olivier Teytaud and Denis Laurendeau",
title = "Evolutionary optimization of low-discrepancy
sequences",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "9:1--9:25",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133393",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Low-discrepancy sequences provide a way to generate
quasi-random numbers of high dimensionality with a very
high level of uniformity. The nearly orthogonal Latin
hypercube and the generalized Halton sequence are two
popular methods when it comes to generate
low-discrepancy sequences. In this article, we propose
to use evolutionary algorithms in order to find
optimized solutions to the combinatorial problem of
configuring generators of these sequences. Experimental
results show that the optimized sequence generators
behave at least as well as generators from the
literature for the Halton sequence and significantly
better for the nearly orthogonal Latin hypercube.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chu:2012:CIQ,
author = "Fang Chu and Marvin K. Nakayama",
title = "Confidence intervals for quantiles when applying
variance-reduction techniques",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "10:1--10:25",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133394",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Quantiles, which are also known as values-at-risk in
finance, frequently arise in practice as measures of
risk. This article develops asymptotically valid
confidence intervals for quantiles estimated via
simulation using variance-reduction techniques (VRTs).
We establish our results within a general framework for
VRTs, which we show includes importance sampling,
stratified sampling, antithetic variates, and control
variates. Our method for verifying asymptotic validity
is to first demonstrate that a quantile estimator
obtained via a VRT within our framework satisfies a
Bahadur--Ghosh representation. We then exploit this to
show that the quantile estimator obeys a central limit
theorem (CLT) and to develop a consistent estimator for
the variance constant appearing in the CLT, which
enables us to construct a confidence interval. We
provide explicit formulae for the estimators for each
of the VRTs considered.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Inacio:2012:FSP,
author = "Pedro R. M. In{\'a}cio and M{\'a}rio M. Freire and
Manuela Pereira and Paulo P. Monteiro",
title = "Fast synthesis of persistent fractional {Brownian}
motion",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "11:1--11:21",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133395",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Due to the relevance of self-similarity analysis in
several research areas, there is an increased interest
in methods to generate realizations of self-similar
processes, namely in the ones capable of simulating
long-range dependence. This article describes a new
algorithm to approximate persistent fractional Brownian
motions with a predefined Hurst parameter. The
algorithm presents a computational complexity of $ O(n)
$ and generates sequences with $n$ $ (n \in N)$ values
with a small multiple of $ \log_2 (n)$ variables.
Because it operates in a sequential manner, the
algorithm is suitable for simulations demanding
real-time operation. A network traffic simulator is
presented as one of its possible applications.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Goyal:2012:SCB,
author = "Vineet Goyal and Karl Sigman",
title = "On simulating a class of {Bernstein} polynomials",
journal = j-TOMACS,
volume = "22",
number = "2",
pages = "12:1--12:5",
month = mar,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2133390.2133396",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Tue Mar 27 17:18:06 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Given a black box that generates independent Bernoulli
samples with an unknown bias $p$, we consider the
problem of simulating a Bernoulli random variable with
bias $ f(p)$ (where $f$ is a given function) using a
finite (computable in advance) number of independent
Bernoulli samples from the black box. We show that this
is possible if and only if $f$ is a Bernstein
polynomial with coefficients between $0$ and $1$, and e
explicitly give the algorithm. Our results differ from
Keane and O'Brien [1994] in that our goal is more
modest/stringent, since we are considering algorithms
that use a finite number of samples as opposed to
allowing a random number (such as in acceptance
rejection algorithms).",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Blanchet:2012:LIS,
author = "Jose Blanchet and Peter Glynn and Kevin Leder",
title = "On {Lyapunov} Inequalities and Subsolutions for
Efficient Importance Sampling",
journal = j-TOMACS,
volume = "22",
number = "3",
pages = "13:1--13:??",
month = aug,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2331140.2331141",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 22 16:44:27 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article we explain some connections between
Lyapunov methods and subsolutions of an associated
Isaacs equation for the design of efficient importance
sampling schemes. As we shall see, subsolutions can be
derived by taking an appropriate limit of an associated
Lyapunov inequality. They have been recently proposed
in several works of Dupuis, Wang, and others and
applied to address several important problems in
rare-event simulation. Lyapunov inequalities have been
used for testing the efficiency of state-dependent
importance sampling schemes in heavy-tailed or discrete
settings in a variety of works by Blanchet, Glynn, and
others. While subsolutions provide an analytic
criterion for the construction of efficient samplers,
Lyapunov inequalities are useful for finding more
precise information, in the form of bounds, for the
behavior of the coefficient of variation of the
associated importance sampling estimator in the
prelimit. In addition, Lyapunov inequalities provide
insight into the various mollification procedures that
are often required in constructing associated
subsolutions. Our aim is to demonstrate that applying
Lyapunov inequalities for verification of efficiency
can help both guide the selection of various
mollification parameters and sharpen the information on
the efficiency gain induced by the sampler.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:2012:SLP,
author = "Zisheng Chen and Liming Feng and Xiong Lin",
title = "Simulating {L{\'e}vy} Processes from Their
Characteristic Functions and Financial Applications",
journal = j-TOMACS,
volume = "22",
number = "3",
pages = "14:1--14:??",
month = aug,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2331140.2331142",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 22 16:44:27 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The simulation of a discrete sample path of a L{\'e}vy
process reduces to simulating from the distribution of
a L{\'e}vy increment. For a general L{\'e}vy process
with exponential moments, the inverse transform method
proposed in Glasserman and Liu [2010] is reliable and
efficient. The values of the cumulative distribution
function (cdf) are computed by inverting the
characteristic function and tabulated on a uniform
grid. The inverse of the cumulative distribution
function is obtained by linear interpolation. In this
article, we apply a Hilbert transform method for the
characteristic function inversion. The Hilbert
transform representation for the cdf can be discretized
using a simple rule highly accurately. Most
importantly, the error estimates admit explicit and
computable expressions, which allow us to compute the
cdf to any desired accuracy. We present an explicit
bound for the estimation bias in terms of the range of
the grid where probabilities are tabulated, the step
size of the grid, and the approximation error for the
probabilities. The bound can be computed from the
characteristic function directly and allows one to
determine the size and fineness of the grid and
numerical parameters for evaluating the Hilbert
transforms for any given bias tolerance level in
one-dimensional problems. For multidimensional
problems, we present a procedure for selecting the grid
and the numerical parameters that is shown to converge
theoretically and works well practically. The inverse
transform method is attractive not only for L{\'e}vy
processes that are otherwise not easy to simulate, but
also for processes with special structures that could
be simulated in different ways. The method is very fast
and accurate when combined with quasi-Monte Carlo
schemes and variance reduction techniques. The main
results we derived are not limited to L{\'e}vy
processes and can be applied to simulating from
tabulated cumulative distribution functions in general
and characteristic functions in our analytic class in
particular.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Saltzman:2012:SMN,
author = "Evan A. Saltzman and John H. Drew and Lawrence M.
Leemis and Shane G. Henderson",
title = "Simulating Multivariate Nonhomogeneous {Poisson}
Processes Using Projections",
journal = j-TOMACS,
volume = "22",
number = "3",
pages = "15:1--15:??",
month = aug,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2331140.2331143",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 22 16:44:27 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Established techniques for generating an instance of a
multivariate NonHomogeneous Poisson Process (NHPP) such
as thinning can become highly inefficient as the
dimensionality of the process is increased,
particularly if the defining intensity (or rate)
function has a pronounced peak. To overcome this
inefficiency, we propose an alternative approach where
one first generates a projection of the NHPP onto a
lower-dimensional space, and then extends the generated
points to points in the original space by generating
from appropriate conditional distributions. One version
of this algorithm replaces a high-dimensional problem
with a series of one-dimensional problems. Several
examples are presented.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Waeber:2012:FSS,
author = "Rolf Waeber and Peter I. Frazier and Shane G.
Henderson",
title = "A Framework for Selecting a Selection Procedure",
journal = j-TOMACS,
volume = "22",
number = "3",
pages = "16:1--16:??",
month = aug,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2331140.2331144",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 22 16:44:27 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "For many discrete simulation optimization
applications, it is often difficult to decide which
Ranking and Selection (R{\&}S) procedure to use. To
efficiently compare R{\&}S procedures, we present a
three-layer performance evaluation process. We show
that the two most popular performance formulations,
namely the Bayesian formulation and the indifference
zone formulation, have a common representation
analogous to convex risk measures used in mathematical
finance. We then specify how a decision maker can
impose a performance requirement on R{\&}S procedures
that is more adequate for her risk attitude than the
indifference zone or the Bayesian performance
requirements. Such a performance requirement partitions
the space of R{\&}S procedures into acceptable and
nonacceptable procedures. The minimal computational
budget required for a procedure to become acceptable
introduces an easy-to-interpret preference order on the
set of R{\&}S policies. We demonstrate with a numerical
example how the introduced framework can be used to
guide the choice of selection procedure in practice.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ng:2012:BKA,
author = "Szu Hui Ng and Jun Yin",
title = "{Bayesian} Kriging Analysis and Design for Stochastic
Simulations",
journal = j-TOMACS,
volume = "22",
number = "3",
pages = "17:1--17:??",
month = aug,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2331140.2331145",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Aug 22 16:44:27 MDT 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Kriging is an increasingly popular metamodeling tool
in simulation due to its flexibility in global fitting
and prediction. In the fitting of this metamodel, the
parameters are often estimated from the simulation
data, which introduces parameter estimation
uncertainties into the overall prediction error.
Traditional plug-in estimators usually ignore these
uncertainties, which can be substantial in stochastic
simulations. This typically leads to an underestimation
of the total variability and an overconfidence in the
results. In this article, a Bayesian metamodeling
approach for kriging prediction is proposed for
stochastic simulations to more appropriately account
for the parameter uncertainties. We derive the
predictive distribution under certain assumptions and
also provide a general Markov Chain Monte Carlo
analysis approach to handle more general assumptions on
the parameters and design. Numerical results indicate
that the Bayesian approach has better coverage and
better predictive variance than a previously proposed
modified nugget effect kriging model, especially in
cases where the stochastic variability is high. In
addition, we further consider the important problem of
planning the experimental design. We propose a
two-stage design approach that systematically balances
the allocation of computing resources to new design
points and replication numbers in order to reduce the
uncertainties and improve the accuracy of the
predictions.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Taylor:2012:BGS,
author = "Simon J. E. Taylor and Stephen J. Turner and Steffen
Strassburger and Navonil Mustafee",
title = "Bridging the gap: a standards-based approach to
{OR\slash MS} distributed simulation",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "18:1--18:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379811",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In Operations Research and Management Science (OR/MS),
Discrete Event Simulation (DES) models are typically
created using commercial off-the-shelf simulation
packages (CSPs) such as AnyLogicTM, ArenaTM, FlexsimTM,
Simul8TM, SLXTM, WitnessTM, and so on. A DES model
represents the processes associated with a system of
interest. Some models may be composed of submodels
running in their own CSPs on different computers linked
together over a communications network via distributed
simulation software. The creation of a distributed
simulation with CSPs is still complex and typically
requires a partnership of problem owners, modelers, CSP
vendors, and distributed simulation specialists. In an
attempt to simplify this development and foster
discussion between modelers and technologists, the
SISO-STD-006-2010 Standard for COTS Simulation Package
Interoperability Reference Models has been developed.
The standard makes it possible to capture
interoperability capabilities and requirements at a DES
modeling level rather than a computing technical level.
For example, it allows requirements for entity transfer
between models to be clearly specified in DES terms
(e.g. the relationship between departure and arrival
simulation times and input element (queue, workstation,
etc.), buffering rules, and entity priority, instead of
using specialist technical terminology. This article
explores the motivations for distributed simulation in
this area, related work, and the rationale for the
standard. The four Types of Interoperability Reference
Model described in the standard are discussed and
presented (A. Entity Transfer, B. Shared Resource, C.
Shared Event, and D. Shared Data Structure). Case
studies in healthcare and manufacturing are given to
demonstrate how the standard is used in practice.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lim:2012:SAM,
author = "Eunji Lim",
title = "Stochastic approximation over multidimensional
discrete sets with applications to inventory systems
and admission control of queueing networks",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "19:1--19:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379812",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose new methods to solve simulation
optimization problems over multidimensional discrete
sets. The proposed methods are based on extending the
objective function from a discrete domain to a
continuous domain and applying stochastic approximation
to the extended function. The extension of the
objective function is constructed as a piecewise linear
interpolation of the original objective function over a
particular partition of $ R^d $. The advantage of the
proposed approach lies in that stochastic approximation
is applied to the extension, not the original function,
over $ R^d $, so the estimated optimal solution at each
iteration of the proposed methods is not restricted to
be an integer point. Rather, we are free to approach
the optimal solution aggressively by moving toward the
direction of the steepest descent, thereby skipping
over intervening points, thereby resulting in fast
convergence in the early stage of the procedures. We
provide a set of sufficient conditions under which the
proposed methods guarantee the almost sure (a.s.)
convergence to the optimal solution. One of such
conditions is the multimodularity or $ L^q$-convexity
of the objective function, which arises in various
inventory systems and queueing networks with controlled
admission. Numerical examples illustrate the
effectiveness of the proposed methods in such
settings.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hernandez:2012:CNO,
author = "Alejandro S. Hernandez and Thomas W. Lucas and Matthew
Carlyle",
title = "Constructing nearly orthogonal {Latin} hypercubes for
any nonsaturated run-variable combination",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "20:1--20:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379813",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a new method for constructing nearly
orthogonal Latin hypercubes that greatly expands their
availability to experimenters. Latin hypercube designs
have proven useful for exploring complex,
high-dimensional computational models, but can be
plagued with unacceptable correlations among input
variables. To improve upon their effectiveness, many
researchers have developed algorithms that generate
orthogonal and nearly orthogonal Latin hypercubes.
Unfortunately, these methodologies can have strict
limitations on the feasible number of experimental runs
and variables. To overcome these restrictions, we
develop a mixed integer programming algorithm that
generates Latin hypercubes with little or no
correlation among their columns for most any
determinate run-variable combination-including fully
saturated designs. Moreover, many designs can be
constructed for a specified number of runs and
factors-thereby providing experimenters with a choice
of several designs. In addition, our algorithm can be
used to quickly adapt to changing experimental
conditions by augmenting existing designs by adding new
variables or generating new designs to accommodate a
change in runs.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Santoro:2012:TOS,
author = "Andrea Santoro and Francesco Quaglia",
title = "Transparent optimistic synchronization in the
high-level architecture via time-management
conversion",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "21:1--21:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379814",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Distributed simulation allows the treatment of
large/complex models by having several interacting
simulators running concurrently, each one in charge of
a portion of the model. In order to effectively manage
integration and interoperability aspects, the standard
known as High Level Architecture (HLA) has been
developed, which is based on a middleware component
known as Run-Time-Infrastructure (RTI). One of the main
issues faced by such a standard is synchronization, so
that HLA supports both conservative and optimistic
approaches. However, technical issues, combined with
some peculiarities of the optimistic approach, force
most simulators to use the conservative approach. In
order to tackle these issues, we present the design and
implementation of a Time Management Converter (TiMaC)
for HLA based simulation systems. TiMaC is a state
machine designed to be transparently interposed between
the application layer and the underlying RTI, which
performs mapping of the conservative HLA
synchronization interface onto the optimistic one. Such
a mapping allows transparent optimistic execution (and
the related benefits) for simulators originally
designed to rely on conservative synchronization. This
is achieved without the need to modify the RTI services
or alter the HLA standard. An experimental evaluation
demonstrating the viability and effectiveness of our
proposal is also reported, by integrating our TiMaC
implementation with the Georgia Tech B-RTI package and
running on it both (A) benchmarks relying on traces
from simulated demonstration exercises collected using
the Joint Semi-Automated Forces (JSAF) simulation
program and (B) a self-federated Personal Communication
System simulation application.",
acknowledgement = ack-nhfb,
articleno = "21",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Henderson:2012:SCG,
author = "Shane G. Henderson and Samuel M. T. Ehrlichman",
title = "Sharpening comparisons via {Gaussian} copulas and
semidefinite programming",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "22:1--22:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379815",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A common problem in operations research involves
comparing two system designs through simulation of both
systems. The comparison can often be made more accurate
through careful control (coupling) of the random
numbers that are used in simulating each system, with
common random numbers being the standard example. We
describe a new approach for coupling the random-number
inputs to two systems that involves generating
realizations of a Gaussian random vector and then
transforming the Gaussian random vector into the
desired random-number inputs. We use nonlinear
semidefinite programming to select the correlation
matrix of the Gaussian random vector, with the goal of
sharpening the comparison.",
acknowledgement = ack-nhfb,
articleno = "22",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Xue:2012:DAU,
author = "Haidong Xue and Feng Gu and Xiaolin Hu",
title = "Data assimilation using sequential {Monte Carlo}
methods in wildfire spread simulation",
journal = j-TOMACS,
volume = "22",
number = "4",
pages = "23:1--23:??",
month = nov,
year = "2012",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2379810.2379816",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Nov 19 16:25:52 MST 2012",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Assimilating real-time sensor data into large-scale
spatial-temporal simulations, such as simulations of
wildfires, is a promising technique for improving
simulation results. This asks for advanced data
assimilation methods that can work with the complex
structures and nonlinear behaviors associated with the
simulation models. This article presents a data
assimilation framework using Sequential Monte Carlo
(SMC) methods for wildfire spread simulations. The
models and algorithms of the framework are described,
and experimental results are provided. This work
demonstrates the feasibility of applying SMC methods to
data assimilation of wildfire spread simulations. The
developed framework can potentially be generalized to
other application areas where sophisticated simulation
models are used.",
acknowledgement = ack-nhfb,
articleno = "23",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Doucet:2013:ISI,
author = "Arnaud Doucet and Christian P. Robert",
title = "Introduction to {Special Issue on Monte Carlo Methods
in Statistics}",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "1:1--1:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414417",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{LeCorff:2013:CPB,
author = "Sylvain {Le Corff} and Gersende Fort",
title = "Convergence of a Particle-Based Approximation of the
Block Online Expectation Maximization Algorithm",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "2:1--2:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414418",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Online variants of the Expectation Maximization (EM)
algorithm have recently been proposed to perform
parameter inference with large data sets or data
streams, in independent latent models and in hidden
Markov models. Nevertheless, the convergence properties
of these algorithms remain an open problem at least in
the hidden Markov case. This contribution deals with a
new online EM algorithm that updates the parameter at
some deterministic times. Some convergence results have
been derived even in general latent models such as
hidden Markov models. These properties rely on the
assumption that some intermediate quantities are
available in closed form or can be approximated by
Monte Carlo methods when the Monte Carlo error vanishes
rapidly enough. In this article, we propose an
algorithm that approximates these quantities using
Sequential Monte Carlo methods. The convergence of this
algorithm and of an averaged version is established and
their performance is illustrated through Monte Carlo
experiments.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Fussl:2013:EMB,
author = "Agnes Fussl and Sylvia Fr{\"u}hwirth-Schnatter and
Rudolf Fr{\"u}hwirth",
title = "Efficient {MCMC} for Binomial Logit Models",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "3:1--3:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414419",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article deals with binomial logit models where
the parameters are estimated within a Bayesian
framework. Such models arise, for instance, when
repeated measurements are available for identical
covariate patterns. To perform MCMC sampling, we
rewrite the binomial logit model as an augmented model
which involves some latent variables called random
utilities. It is straightforward, but inefficient, to
use the individual random utility model representation
based on the binary observations reconstructed from
each binomial observation. Alternatively, we present in
this article a new method to aggregate the random
utilities for each binomial observation. Based on this
aggregated representation, we have implemented an
independence Metropolis--Hastings sampler, an auxiliary
mixture sampler, and a novel hybrid auxiliary mixture
sampler. A comparative study on five binomial datasets
shows that the new aggregation method leads to a
superior sampler in terms of efficiency compared to
previously published data augmentation samplers.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Singh:2013:BLN,
author = "Sumeetpal S. Singh and Nicolas Chopin and Nick
Whiteley",
title = "{Bayesian} Learning of Noisy {Markov} Decision
Processes",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "4:1--4:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414420",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the inverse reinforcement learning
problem, that is, the problem of learning from, and
then predicting or mimicking a controller based on
state/action data. We propose a statistical model for
such data, derived from the structure of a Markov
decision process. Adopting a Bayesian approach to
inference, we show how latent variables of the model
can be estimated, and how predictions about actions can
be made, in a unified framework. A new Markov chain
Monte Carlo (MCMC) sampler is devised for simulation
from the posterior distribution. This step includes a
parameter expansion step, which is shown to be
essential for good convergence properties of the MCMC
sampler. As an illustration, the method is applied to
learning a human controller.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schreck:2013:AEE,
author = "Amandine Schreck and Gersende Fort and Eric Moulines",
title = "Adaptive Equi-Energy Sampler: Convergence and
Illustration",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "5:1--5:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414421",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Markov chain Monte Carlo (MCMC) methods allow to
sample a distribution known up to a multiplicative
constant. Classical MCMC samplers are known to have
very poor mixing properties when sampling multimodal
distributions. The Equi-Energy sampler is an
interacting MCMC sampler proposed by Kou, Zhou and Wong
in 2006 to sample difficult multimodal distributions.
This algorithm runs several chains at different
temperatures in parallel, and allow lower-tempered
chains to jump to a state from a higher-tempered chain
having an energy ``close'' to that of the current
state. A major drawback of this algorithm is that it
depends on many design parameters and thus, requires a
significant effort to tune these parameters. In this
article, we introduce an Adaptive Equi-Energy (AEE)
sampler that automates the choice of the selection
mechanism when jumping onto a state of the
higher-temperature chain. We prove the ergodicity and a
strong law of large numbers for AEE, and for the
original Equi-Energy sampler as well. Finally, we apply
our algorithm to motif sampling in DNA sequences.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Sainudiin:2013:PER,
author = "Raazesh Sainudiin and Gloria Teng and Jennifer Harlow
and Dominic Lee",
title = "Posterior Expectation of Regularly Paved Random
Histograms",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "6:1--6:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414422",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We present a novel method for averaging a sequence of
histogram states visited by a Metropolis--Hastings
Markov chain whose stationary distribution is the
posterior distribution over a dense space of tree-based
histograms. The computational efficiency of our
posterior mean histogram estimate relies on a
statistical data-structure that is sufficient for
nonparametric density estimation of massive,
multidimensional metric data. This data-structure is
formalized as statistical regular paving (SRP). A
regular paving (RP) is a binary tree obtained by
selectively bisecting boxes along their first widest
side. SRP augments RP by mutably caching the
recursively computable sufficient statistics of the
data. The base Markov chain used to propose moves for
the Metropolis--Hastings chain is a random walk that
data-adaptively prunes and grows the SRP histogram
tree. We use a prior distribution based on Catalan
numbers and detect convergence heuristically. The
performance of our posterior mean SRP histogram is
empirically assessed for large sample sizes simulated
from several multivariate distributions that belong to
the space of SRP histograms.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Broniatowski:2013:SVE,
author = "Michel Broniatowski and Virgile Caron",
title = "Small Variance Estimators for Rare Event
Probabilities",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "7:1--7:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414423",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Improving Importance Sampling estimators for rare
event probabilities requires sharp approximations of
conditional densities. This is achieved for events
defined through large exceedances of the empirical mean
of summands of a random walk, in the domain of large or
moderate deviations. The approximation of conditional
density of the trajectory of the random walk is handled
on long runs. The length of those runs which is
compatible with a given accuracy is discussed;
simulated results are presented, which enlight the gain
of the present approach over classical Importance
Sampling schemes. Detailed algorithms are proposed.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schafer:2013:PAO,
author = "Christian Sch{\"a}fer",
title = "Particle Algorithms for Optimization on Binary
Spaces",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "8:1--8:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414424",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We discuss a unified approach to stochastic
optimization of pseudo-Boolean objective functions
based on particle methods, including the cross-entropy
method and simulated annealing as special cases. We
point out the need for auxiliary sampling
distributions, meaning parametric families on binary
spaces, which are able to reproduce complex dependency
structures, and illustrate their usefulness in our
numerical experiments. We provide numerical evidence
that particle-driven optimization algorithms based on
parametric families yield superior results on strongly
multimodal optimization problems while local search
heuristics outperform them on easier problems.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Hamze:2013:SAR,
author = "Firas Hamze and Ziyu Wang and Nando de Freitas",
title = "Self-Avoiding Random Dynamics on Integer Complex
Systems",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "9:1--9:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414790",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article introduces a new specialized algorithm
for equilibrium Monte Carlo sampling of binary-valued
systems, which allows for large moves in the state
space. This is achieved by constructing self-avoiding
walks (SAWs) in the state space. As a consequence, many
bits are flipped in a single MCMC step. We name the
algorithm SARDONICS, an acronym for Self-Avoiding
Random Dynamics on Integer Complex Systems. The
algorithm has several free parameters, but we show that
Bayesian optimization can be used to automatically tune
them. SARDONICS performs remarkably well in a broad
number of sampling tasks: toroidal ferromagnetic and
frustrated Ising models, 3D Ising models, restricted
Boltzmann machines and chimera graphs arising in the
design of quantum computers.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Suchard:2013:MPS,
author = "Marc A. Suchard and Shawn E. Simpson and Ivan Zorych
and Patrick Ryan and David Madigan",
title = "Massive Parallelization of Serial Inference Algorithms
for a Complex Generalized Linear Model",
journal = j-TOMACS,
volume = "23",
number = "1",
pages = "10:1--10:??",
month = jan,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2414416.2414791",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Jan 25 16:51:22 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Following a series of high-profile drug safety
disasters in recent years, many countries are
redoubling their efforts to ensure the safety of
licensed medical products. Large-scale observational
databases such as claims databases or electronic health
record systems are attracting particular attention in
this regard, but present significant methodological and
computational concerns. In this article we show how
high-performance statistical computation, including
graphics processing units, relatively inexpensive
highly parallel computing devices, can enable complex
methods in large databases. We focus on optimization
and massive parallelization of cyclic coordinate
descent approaches to fit a conditioned generalized
linear model involving tens of millions of observations
and thousands of predictors in a Bayesian context. We
find orders-of-magnitude improvement in overall
run-time. Coordinate descent approaches are ubiquitous
in high-dimensional statistics and the algorithms we
propose open up exciting new methodological
possibilities with the potential to significantly
improve drug safety.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
%%% ====================================================================
%%% Cross-referenced entries must come last:
@Article{Marsaglia:1991:NCR,
author = "George Marsaglia and Arif Zaman",
title = "A New Class of Random Number Generators",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "462--480",
month = aug,
year = "1991",
CODEN = "????",
DOI = "http://dx.doi.org/10.1214/aoap/1177005878",
ISSN = "1050-5164",
ISSN-L = "1050-5164",
MRclass = "65C10",
MRnumber = "92h:65009",
MRreviewer = "Renata Rotondi",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
http://www.math.utah.edu/pub/tex/bib/fibquart.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib;
MathSciNet database",
note = "See popular description in \cite{Peterson:1991:NRN}.
See remarks in
\cite{Eichenauer-Herrmann:1995:PNG,Tezuka:1993:LSA}
about the extremely bad lattice structure in high
dimensions of the generators proposed in this paper.",
URL = "http://projecteuclid.org/euclid.aoap/1177005878",
ZMnumber = "0733.65005",
abstract = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of 2e1751 bits.",
abstract-2 = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of $2^{1751}$ bits, or a sequence of
$2^{1376}$ 32-bit integers, or a sequence of $2^{931}$
reals with 24-bit fractions--all using simple computer
arithmetic (subtraction) and a few memory locations.",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html;",
keywords = "add with carry generator; lagged Fibonacci generator;
Monte Carlo methods; numerical examples; random number
generators; subtract-with-borrow generators; very long
period sequences",
xxCODEN = "????",
ZMclass = "*65C10 Random number generation 65C05 Monte Carlo
methods",
ZMreviewer = "M. Cugiani (Milano)",
}
@Article{Peterson:1991:NRN,
author = "Ivars Peterson",
title = "Numbers at Random: Number theory supplies a superior
random-number generator",
journal = j-SCIENCE-NEWS,
volume = "140",
number = "19",
pages = "300--301",
day = "9",
month = nov,
year = "1991",
CODEN = "SCNEBK",
ISSN = "0036-8423 (print), 1943-0930 (electronic)",
ISSN-L = "0036-8423",
bibdate = "Sat Mar 03 15:20:00 2012",
bibsource = "http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://www.jstor.org/stable/3975915",
acknowledgement = ack-nhfb,
fjournal = "Science News (Washington, DC)",
journal-URL = "http://www.jstor.org/journals/00368423.html;
http://www.sciencenews.org/view/archives;
http://www3.interscience.wiley.com/journal/122396840/home",
remark = "This is a sketchy popular account of the
add-with-carry and subtract-with-borrow Fibonacci-based
generators presented in \cite{Marsaglia:1991:NCR}. Such
generators can easily be constructed to have enormous
periods, such as $ 10^{500} $.",
}
@Article{Marsaglia:1993:MTR,
author = "George Marsaglia and Arif Zaman",
title = "Monkey Tests for Random Number Generators",
journal = j-COMP-MATH-APPL,
volume = "26",
number = "9",
pages = "1--10",
month = nov,
year = "1993",
CODEN = "CMAPDK",
DOI = "http://dx.doi.org/10.1016/0898-1221(93)90001-C",
ISSN = "0898-1221 (print), 1873-7668 (electronic)",
ISSN-L = "0898-1221",
MRclass = "65C10",
MRnumber = "1 236 767",
bibdate = "Mon Aug 02 10:36:54 2004",
bibsource = "http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib;
MathSciNet database",
note = "See also \cite{Percus:1995:TAM}.",
ZMnumber = "0788.65007",
abstract = "This paper describes some simple but sophisticated
tests of suitability of certain random number
generators (RNG's). The generators are used to provide
the random keystrokes. The overlapping $m$-tuples of
successive elements in random sequences are used for
assessing both uniformity and independence in the
output of a random number generator.\par
One is CAT test: RNG has a typewriter with 26
upper-case letters and how many keystrokes needed to
spell CAT is tested. The others are OPSO
(Overlapping-Pairs-Sparse-Occupancy), OTSO
(Overlapping-Triples-Sparse- Occupancy), OQSO
(Overlapping-Quadruples-Sparse-Occupancy) and DNA
tests: how many missing $k$-letter words in a long
string of $n$ random keystrokes from an alphabet of $
\alpha $ letters are tested.\par
Examples of RNG's in classes of congruential
generators, shift register generators, lagged Fibonacci
generators, add-with-carry and subtract-and- carry
generators and combination generators, passing these
tests are presented.",
acknowledgement = ack-nhfb,
fjournal = "Computers \& Mathematics with Applications. An
International Journal",
journal-URL = "http://www.sciencedirect.com/science/journal/08981221",
keywords = "congruential generators; lagged Fibonacci generators;
monkey tests; Overlapping-Pairs-Sparse-Occupancy;
Overlapping-Quadruples-Sparse-Occupancy;
Overlapping-Triples-Sparse-Occupancy; random number
generators; shift register generators; sparse-occupancy
tests",
ZMclass = "*65C10 Random number generation 11K45 Pseudo-random
numbers, etc.",
ZMreviewer = "K. Uosaki (Tottori)",
}
@Article{Eichenauer-Herrmann:1995:PNG,
author = "J{\"u}rgen Eichenauer-Herrmann",
title = "Pseudorandom Number Generation by Nonlinear Methods",
journal = j-INT-STAT-REV,
volume = "63",
number = "2",
pages = "247--255",
month = aug,
year = "1995",
CODEN = "ISTRDP",
DOI = "http://dx.doi.org/10.2307/1403620",
ISSN = "0306-7734 (print), 1751-5823 (electronic)",
ISSN-L = "0306-7734",
bibdate = "Wed Jun 18 06:10:15 MDT 2014",
bibsource = "http://www.jstor.org/stable/i261147;
http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
http://www.math.utah.edu/pub/tex/bib/fibquart.bib;
http://www.math.utah.edu/pub/tex/bib/intstatrev.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://www.jstor.org/stable/1403620",
acknowledgement = ack-nhfb,
fjournal = "International Statistical Review / Revue
Internationale de Statistique",
journal-URL = "http://www.jstor.org/journals/03067734.html",
remark-1 = "From the middle of page 248: ``Recently, Marsaglia \&
Zaman \cite{Marsaglia:1991:NCR} introduced the class of
add-with-carry and subtract-with- borrow pseudorandom
number generators which can produce very long periods.
However, it is shown in \cite{Tezuka:1993:LSA} that up
to a small truncation error these generators are
equivalent to certain linear congruential generators
with extremely bad lattice structure in high
dimensions.''",
remark-2 = "From page 250: ``This behaviour of the discrepancy
$D(s)$ in dimensions $s \geq (d + 1)$ is a severe
drawback of the nonlinear congruential method, at least
if the degree $d$ of the underlying permutation
polynomial $g$ is small.'' [Here, $s$ is the length of
a sequence of consecutive pseudorandom numbers from the
inversive congruential generator; thus, such generators
are undesirable unless parameters are chosen such that
$d$ is larger that $s$.]",
}
@Article{Kim:2008:TRG,
author = "Chihurn Kim and Geon Ho Choe and Dong Han Kim",
title = "Tests of randomness by the gambler's ruin algorithm",
journal = j-APPL-MATH-COMP,
volume = "199",
number = "1",
pages = "195--210",
day = "15",
month = may,
year = "2008",
CODEN = "AMHCBQ",
DOI = "http://dx.doi.org/10.1016/j.amc.2007.09.060",
ISSN = "0096-3003 (print), 1873-5649 (electronic)",
ISSN-L = "0096-3003",
bibdate = "Sat Jul 12 09:03:12 MDT 2008",
bibsource = "http://www.math.utah.edu/pub/tex/bib/applmathcomput2005.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib;
http://www.sciencedirect.com/science/journal/00963003",
note = "See critical remarks \cite{Plesser:2010:RSI}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0096300307009873",
abstract = "In the gambler's ruin algorithm on the cyclic group
View the MathML source we consider arrival time at 0
starting from a fixed point $ x \neq 0 $ and use
several versions of arrival time algorithm to test
pseudorandom number generators. This kind of test based
on the exact probability density for a random walk on a
finite group is done for the first time. The test
results show hidden defects in some generators such as
combined multiple recursive generators and Mersenne
Twister generators.",
acknowledgement = ack-nhfb,
fjournal = "Applied Mathematics and Computation",
journal-URL = "http://www.sciencedirect.com/science/journal/00963003/",
}
@Article{Plesser:2010:RSI,
author = "Hans Ekkehard Plesser and Anders Gr{\o}nvik Jahnsen",
title = "Re-seeding invalidates tests of random number
generators",
journal = j-APPL-MATH-COMP,
volume = "217",
number = "1",
pages = "339--346",
day = "1",
month = sep,
year = "2010",
CODEN = "AMHCBQ",
DOI = "http://dx.doi.org/10.1016/j.amc.2010.05.066",
ISSN = "0096-3003 (print), 1873-5649 (electronic)",
ISSN-L = "0096-3003",
bibdate = "Fri Sep 3 10:53:27 MDT 2010",
bibsource = "http://www.math.utah.edu/pub/tex/bib/applmathcomput2005.bib;
http://www.math.utah.edu/pub/tex/bib/applmathcomput2010.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib;
http://www.sciencedirect.com/science/journal/00963003",
note = "See \cite{Kim:2008:TRG}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0096300310006259",
abstract = "Kim et al. [C. Kim, G. H. Choe, D. H. Kim, Test of
randomness by the gambler's ruin algorithm, Applied
Mathematics and Computation {\bf 199} (2008) 195--210]
recently presented a test of random number generators
based on the gambler's ruin problem and concluded that
several generators, including the widely used Mersenne
Twister, have hidden defects. We show here that the
test by Kim et al. suffers from a subtle, but
consequential error: re-seeding the pseudorandom number
generator with a fixed seed for each starting point of
the gambler's ruin process induces a random walk of the
test statistic as a function of the starting point. The
data presented by Kim et al. are thus individual
realizations of a random walk and not suited to judge
the quality of pseudorandom number generators. When
generating or analyzing the gambler's ruin data
properly, we do not find any evidence for weaknesses of
the Mersenne Twister and other widely used random
number generators.",
acknowledgement = ack-nhfb,
fjournal = "Applied Mathematics and Computation",
journal-URL = "http://www.sciencedirect.com/science/journal/00963003/",
remark = "From page 345: ``Panneton et al.
\cite{Panneton:2006:ILP} recently demonstrated that the
Mersenne Twister escapes ``zeroland'' very slowly: when
initialized with a state vector in which only one bit
is non-zero, it typically takes $ O(10^6) $ random
numbers before approximately half of the bits in the
state vector are 1. WELL generators
\cite{Panneton:2006:ILP} fare much better in this
respect. The Mersenne Twister by construction also
fails tests looking for linear dependencies in long
sequences of bits
\cite{LEcuyer:2007:TCL,Panneton:2006:ILP}.''",
}
@Article{Owen:2013:BES,
author = "Art B. Owen",
title = "Better estimation of small {Sobol'} sensitivity
indices",
journal = j-TOMACS,
volume = "23",
number = "2",
pages = "11:1--11:??",
month = may,
year = "2013",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri May 10 16:41:26 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "A new method for estimating Sobol' indices is
proposed. The new method makes use of 3 independent
input vectors rather than the usual 2. It attains much
greater accuracy on problems where the target Sobol'
index is small, even outperforming some oracles that
adjust using the true but unknown mean of the function.
The new estimator attains a better rate of convergence
than the old one in a small effects limit. When the
target Sobol' index is quite large, the oracles do
better than the new method.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Perumalla:2013:RSE,
author = "Kalyan S. Perumalla and Vladimir A. Protopopescu",
title = "Reversible simulations of elastic collisions",
journal = j-TOMACS,
volume = "23",
number = "2",
pages = "12:1--12:??",
month = may,
year = "2013",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri May 10 16:41:26 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Consider a system of $N$ identical hard spherical
particles moving in a $d$-dimensional box and
undergoing elastic, possibly multiparticle, collisions.
We develop a new algorithm that recovers the
precollision state from the post-collision state of the
system, across a series of consecutive collisions, with
essentially no memory overhead. The challenge in
achieving reversibility for an $n$-particle collision
(where, in general, $ n \ll N$) arises from the
presence of $ n d - d - 1$ degrees of freedom
(arbitrary angles) during each collision, as well as
from the complex geometrical constraints placed on the
colliding particles. To reverse the collisions in a
traditional simulation setting, all of the particular
realizations of these degrees of freedom (angles)
during the forward simulation must be tracked. This
requires memory proportional to the number of
collisions, which grows very fast with $N$ and $d$,
thereby severely limiting the de facto applicability of
the scheme. This limitation is addressed here by first
performing a pseudorandomization of angles, which
ensures determinism in the reverse path for any values
of $n$ and $d$. To address the more difficult problem
of geometrical and dynamic constraints, a new approach
is developed which correctly samples the constrained
phase space. Upon combining the pseudorandomization
with correct phase space sampling, perfect
reversibility of collisions is achieved, as illustrated
for $ n \leq 3$, $ d = 2$, and $ n = 2$, $ d = 3$. This
result enables, for the first time, reversible
simulations of elastic collisions with essentially zero
memory accumulation. In principle, the approach
presented here could be generalized to larger values of
$n$. The reverse computation methodology presented here
uncovers important issues of irreversibility in
conventional models, and the difficulties encountered
in arriving at a reversible model for one of the most
basic and widely used physical system processes,
namely, elastic collisions for hard spheres. Insights
and solution methodologies, with regard to accurate
phase space coverage with reversible random sampling
proposed in this context, can help serve as models and
/ or starting points for other reversible
simulations.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Liao:2013:MBL,
author = "Wei-Cherng Liao and Fragkiskos Papadopoulos and
Konstantinos Psounis and Constantinos Psomas",
title = "Modeling {BitTorrent}-like systems with many classes
of users",
journal = j-TOMACS,
volume = "23",
number = "2",
pages = "13:1--13:??",
month = may,
year = "2013",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri May 10 16:41:26 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "BitTorrent is one of the most successful peer-to-peer
systems. Researchers have studied a number of aspects
of the system, including its scalability, performance,
efficiency and fairness. However, the complexity of the
system has forced most prior analytical work to make a
number of simplifying assumptions, for example, user
homogeneity, or even ignore some central aspects of the
protocol altogether, for example, the rate-based
Tit-for-Tat (TFT) unchoking scheme, in order to keep
the analysis tractable. Motivated by this, in this
article we propose two analytical models that
accurately predict the performance of the system while
considering the central details of the BitTorrent
protocol. Our first model is a steady-state one, in the
sense that it is valid during periods of time where the
number of users remains fixed. Freed by the
complications of user time-dynamics, we account for
many of the central details of the BitTorrent protocol
and accurately predict a number of performance metrics.
Our second model combines prior work on fluid models
with our first model to capture the transient behavior
as new users join or old users leave, while modelling
many major aspects of BitTorrent. To the best of our
knowledge, this is the first model that attempts to
capture the transient behavior of many classes of
heterogeneous users. Finally, we use our analytical
methodology to introduce and study the performance of a
flexible token-based scheme for BitTorrent, show how
this scheme can be used to block freeriders and
tradeoff between higher-bandwidth and lower-bandwidth
users performance, and evaluate the scheme's parameters
that achieve a target operational point.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Petkov:2013:CPA,
author = "Vladislav Petkov and Ram Rajagopal and Katia
Obraczka",
title = "Characterizing per-application network traffic using
entropy",
journal = j-TOMACS,
volume = "23",
number = "2",
pages = "14:1--14:??",
month = may,
year = "2013",
CODEN = "ATMCEZ",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri May 10 16:41:26 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The Internet has been evolving into a more
heterogeneous internetwork with diverse new
applications imposing more stringent bandwidth and QoS
requirements. Already new applications such as YouTube,
Hulu, and Netflix are consuming a large fraction of the
total bandwidth. We argue that, in order to engineer
future internets such that they can adequately cater to
their increasingly diverse and complex set of
applications while using resources efficiently, it is
critical to be able to characterize the load that
emerging and future applications place on the
underlying network. In this article, we investigate
entropy as a metric for characterizing per-flow network
traffic complexity. While previous work has analyzed
aggregated network traffic, we focus on studying
isolated traffic flows. Per-application flow
characterization caters to the need of network control
functions such as traffic scheduling and admission
control at the edges of the network. Such control
functions necessitate differentiating network traffic
on a per-application basis. The ``entropy
fingerprints'' that we get from our entropy estimator
summarize many characteristics of each application's
network traffic. Not only can we compare applications
on the basis of peak entropy, but we can also
categorize them based on a number of other properties
of the fingerprints.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Cheng:2013:FSM,
author = "Russell C. H. Cheng",
title = "Fitting Statistical Models of Random Search in
Simulation Studies",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "15:1--15:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499914",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider optimization of expected system
performance by random search. There are two sources of
random variation in this process: (i) a search-induced
variability because the expected performance of the
system will vary randomly according to the alternatives
randomly selected for examination, and (ii) a
simulation induced variability, because there will be
random error in estimating expected system performance
from finite simulation runs. We show that, in altering
the balance between these two sources of variability,
three distinct forms of asymptotic behavior of the
estimate of the optimal expected system performance are
possible. The form of the asymptotic results shows that
they may be not be easy to apply in practical work. As
an alternative, a methodology for fitting a statistical
model that accounts for both types of variability is
suggested. This then allows the distributional
properties of quantities of interest, like the optimum
performance value and the best value obtained by the
search, to be estimated by resampling and which also
allows a test of goodness of fit of the model. Four
numerical examples are given.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chia:2013:LTS,
author = "Yen Lin Chia and Peter W. Glynn",
title = "Limit Theorems for Simulation-Based Optimization via
Random Search",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "16:1--16:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499915",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article develops fundamental theory related to
the use of simulation-based nonadaptive random search
as a means of optimizing a function that can be
expressed as an expectation. Our results establish
rates of convergence that express the trade-off between
exploration and estimation, and fully characterize the
limit distributions that arise. Our rates of
convergence results should be viewed as a baseline
against which to compare more intelligent algorithms.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Wang:2013:IOS,
author = "Honggang Wang and Raghu Pasupathy and Bruce W.
Schmeiser",
title = "Integer-Ordered Simulation Optimization using
{R-SPLINE}: Retrospective Search with Piecewise-Linear
Interpolation and Neighborhood Enumeration",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "17:1--17:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499916",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider simulation-optimization (SO) models where
the decision variables are integer ordered and the
objective function is defined implicitly via a
simulation oracle, which for any feasible solution can
be called to compute a point estimate of the
objective-function value. We develop R-SPLINE---a
Retrospective-search algorithm that alternates between
a continuous Search using Piecewise-Linear
Interpolation and a discrete Neighborhood Enumeration,
to asymptotically identify a local minimum. R-SPLINE
appears to be among the first few gradient-based search
algorithms tailored for solving integer-ordered local
SO problems. In addition to proving the almost-sure
convergence of R-SPLINE's iterates to the set of local
minima, we demonstrate that the probability of R-SPLINE
returning a solution outside the set of true local
minima decays exponentially in a certain precise sense.
R-SPLINE, with no parameter tuning, compares favorably
with popular existing algorithms.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Celik:2013:DFD,
author = "Turgay {\c{C}}el{\.\i}k and Bed{\.\i}r
Tek{\.\i}nerdogan and Kayhan M. Imre",
title = "Deriving Feasible Deployment Alternatives for Parallel
and Distributed Simulation Systems",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "18:1--18:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499917",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Parallel and distributed simulations (PADS) realize
the distributed execution of a simulation system over
multiple physical resources. To realize the execution
of PADS, different simulation infrastructures such as
HLA, DIS and TENA have been defined. Recently, the
Distributed Simulation Engineering and Execution
Process (DSEEP) that supports the mapping of the
simulations on the infrastructures has been defined. An
important recommended task in DSEEP is the evaluation
of the performance of the simulation systems at the
design phase. In general, the performance of a
simulation is largely influenced by the allocation of
member applications to the resources. Usually, the
deployment of the applications to the resources can be
done in many different ways. DSEEP does not provide a
concrete approach for evaluating the deployment
alternatives. Moreover, current approaches that can be
used for realizing various DSEEP activities do not yet
provide adequate support for this purpose. We provide a
concrete approach for deriving feasible deployment
alternatives based on the simulation system and the
available resources. In the approach, first the
simulation components and the resources are designed.
The design is used to define alternative execution
configurations, and based on the design and the
execution configuration; a feasible deployment
alternative can be algorithmically derived. Tool
support is developed for the simulation design, the
execution configuration definition and the automatic
generation of feasible deployment alternatives. The
approach has been applied within a large-scale
industrial case study for simulating Electronic Warfare
systems.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Lo:2013:OPB,
author = "Shih-Hsiang Lo and Che-Rung Lee and I-Hsin Chung and
Yeh-Ching Chung",
title = "Optimizing Pairwise Box Intersection Checking on
{GPUs} for Large-Scale Simulations",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "19:1--19:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499918",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Box intersection checking is a common task used in
many large-scale simulations. Traditional methods
cannot provide fast box intersection checking with
large-scale datasets. This article presents a parallel
algorithm to perform Pairwise Box Intersection checking
on Graphics processing units (PBIG). The PBIG algorithm
consists of three phases: planning, mapping and
checking. The planning phase partitions the space into
small cells, the sizes of which are determined to
optimize performance. The mapping phase maps the boxes
into the cells. The checking phase examines the box
intersections in the same cell. Several performance
optimizations, including load-balancing, output data
compression/encoding, and pipelined execution, are
presented for the PBIG algorithm. The experimental
results show that the PBIG algorithm can process
large-scale datasets and outperforms three
well-performing algorithms.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Glynn:2013:ASE,
author = "Peter W. Glynn and Sandeep Juneja",
title = "Asymptotic Simulation Efficiency Based on Large
Deviations",
journal = j-TOMACS,
volume = "23",
number = "3",
pages = "20:1--20:??",
month = jul,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2499913.2499919",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jul 31 12:27:38 MDT 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Consider a simulation estimator $ \alpha (c) $ based
on expending $c$ units of computer time to estimate a
quantity $ \alpha $. In comparing competing estimators
for $ \alpha $, a natural figure of merit is to choose
the estimator that minimizes the computation time
needed to reduce the error probability {$ P(| \alpha
(c) - \alpha | > \epsilon) $} to below some prescribed
value $ \delta $ . In this paper, we develop large
deviations results that provide approximations to the
computational budget necessary to reduce the error
probability to below $ \delta $ when $ \delta $ is
small. This approximation depends critically on both
the distribution of the estimator itself and that of
the random amount of computer time required to generate
the estimator, and leads to different conclusions
regarding the choice of preferred estimator than those
obtained when one requires the error tolerance $
\epsilon $ to be small. The ``small $ \epsilon $ ''
regime leads to variance-based selection criteria, and
has a long history in the simulation literature going
back to Hammersley and Handscomb.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Setayeshgar:2013:EIS,
author = "Leila Setayeshgar and Hui Wang",
title = "Efficient importance sampling schemes for a
feed-forward network",
journal = j-TOMACS,
volume = "23",
number = "4",
pages = "21:1--21:??",
month = oct,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2517450",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Dec 23 10:25:01 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The aim of this article is to construct efficient
importance sampling schemes for a rare event, namely,
the buffer overflow associated with a feed-forward
network with discontinuous dynamics. This is done
through a piecewise constant change of measure, which
is based on a suitably constructed subsolution to an
HJB equation. The main task is to change the measure
such that the logarithmic asymptotic optimality is
achieved. To that end, we find an upper bound on the
second moment of the importance sampling estimator that
yields optimality. Numerical simulations illustrate the
validity of theoretical results.",
acknowledgement = ack-nhfb,
articleno = "21",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Blanchet:2013:RES,
author = "Jose Blanchet and Henrik Hult and Kevin Leder",
title = "Rare-event simulation for stochastic recurrence
equations with heavy-tailed innovations",
journal = j-TOMACS,
volume = "23",
number = "4",
pages = "22:1--22:??",
month = oct,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2517451",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Dec 23 10:25:01 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, rare-event simulation for stochastic
recurrence equations of the form X$_{n + 1}$ = A$_{n +
1}$ X$_n$ + B$_{n + 1}$, X$_0$ =0 is studied, where {
A$_n$; n $>$ = 1} and { B$_n$; n $>$ = 1} are
independent sequences consisting of independent and
identically distributed real-valued random variables.
It is assumed that the tail of the distribution of
B$_1$ is regularly varying, whereas the distribution of
A$_1$ has a suitably light tail. The problem of
efficient estimation, via simulation, of quantities
such as P { X$_n$ $>$ b} and P {sup$_{k {$ <$ } = n} $
X$_k$ $>$ b} for large b and n is studied. Importance
sampling strategies are investigated that provide
unbiased estimators with bounded relative error as b
and n tend to infinity.",
acknowledgement = ack-nhfb,
articleno = "22",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Velho:2013:VFL,
author = "Pedro Velho and Lucas Mello Schnorr and Henri Casanova
and Arnaud Legrand",
title = "On the validity of flow-level {TCP} network models for
grid and cloud simulations",
journal = j-TOMACS,
volume = "23",
number = "4",
pages = "23:1--23:??",
month = oct,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2517448",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Dec 23 10:25:01 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Researchers in the area of grid/cloud computing
perform many of their experiments using simulations
that must capture network behavior. In this context,
packet-level simulations, which are widely used to
study network protocols, are too costly given the
typical large scales of simulated systems and
applications. An alternative is to implement network
simulations with less costly flow-level models. Several
flow-level models have been proposed and implemented in
grid/cloud simulators. Surprisingly, published
validations of these models, if any, consist of
verifications for only a few simple cases.
Consequently, even when they have been used to obtain
published results, the ability of these simulators to
produce scientifically meaningful results is in doubt.
This work evaluates these state-of-the-art flow-level
network models of TCP communication via comparison to
packet-level simulation. While it is straightforward to
show cases in which previously proposed models lead to
good results, instead we follow the critical method,
which places model refutation at the center of the
scientific activity, and we systematically seek cases
that lead to invalid results. Careful analysis of these
cases reveals fundamental flaws and also suggests
improvements. One contribution of this work is that
these improvements lead to a new model that, while far
from being perfect, improves upon all previously
proposed models in the context of simulation of grids
or clouds. A more important contribution, perhaps, is
provided by the pitfalls and unexpected behaviors
encountered in this work, leading to a number of
enlightening lessons. In particular, this work shows
that model validation cannot be achieved solely by
exhibiting (possibly many) ``good cases.'' Confidence
in the quality of a model can only be strengthened
through an invalidation approach that attempts to prove
the model wrong.",
acknowledgement = ack-nhfb,
articleno = "23",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Choi:2013:PAC,
author = "Byoung K. Choi and Donghun Kang and Taesik Lee and
Arwa A. Jamjoom and Maysoon F. Abulkhair",
title = "Parameterized activity cycle diagram and its
application",
journal = j-TOMACS,
volume = "23",
number = "4",
pages = "24:1--24:??",
month = oct,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2501593",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Dec 23 10:25:01 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The classical activity cycle diagram (ACD), which is a
bipartite directed graph, is easy to learn and use for
describing the dynamic behavior of a discrete-event
system. However, the complexity of the classical ACD
model increases rapidly as the system size increases.
This article presents an enriched ACD called the
parameterized ACD (P-ACD). In P-ACD, each node is
allowed to have parameter variables, and parameter
values are passed to the parameter variables through a
directed arc. This article demonstrates how a single
P-ACD model can be used to represent an entire class of
very large-scale systems instead of requiring different
ACD models for every instance. We also illustrate that
the well-known activity scanning algorithm can be used
to execute a P-ACD model. A prototype P-ACD simulator
implemented in C\# programming language is provided,
and an illustrative example of a conveyor-driven serial
production line with the prototype simulator is
presented to illustrate construction and execution of a
P-ACD model. In addition, it is demonstrated that the
proposed P-ACD allows an effective and concise modeling
of a job shop, which was not possible with the
classical ACD.",
acknowledgement = ack-nhfb,
articleno = "24",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Suryanarayanan:2013:SRQ,
author = "Vinoth Suryanarayanan and Georgios Theodoropoulos",
title = "Synchronised range queries in distributed simulations
of multiagent systems",
journal = j-TOMACS,
volume = "23",
number = "4",
pages = "25:1--25:??",
month = oct,
year = "2013",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2517449",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Dec 23 10:25:01 MST 2013",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Range queries are an increasingly important
associative form of data access encountered in
different computational environments including
peer-to-peer systems, wireless communications, database
systems, distributed virtual environments, and, more
recently, distributed simulations. In this article, we
present and evaluate a system for performing
logical-time synchronised Range-Queries over data in
the context of distributed simulations of multiagent
systems. This article presents algorithms performing
instantaneous queries within an optimistic
synchronisation framework and in the presence of
dynamic migration of the simulation state. A
quantitative evaluation of the effectiveness of the
proposed algorithms under different conditions and for
different benchmarks, including Boids, is also
presented.",
acknowledgement = ack-nhfb,
articleno = "25",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Haas:2014:GEI,
author = "Peter J. Haas and Shane G. Henderson and Pierre
L'Ecuyer",
title = "Guest editors' introduction to special issue on the
{Third INFORMS Simulation Society Research Workshop}",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "1:1--1:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2555690",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Feb 7 19:39:28 MST 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Phan:2014:TSS,
author = "Dzung Phan and Soumyadip Ghosh",
title = "Two-stage stochastic optimization for optimal power
flow under renewable generation uncertainty",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "2:1--2:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2553084",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Feb 7 19:39:28 MST 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose a two-stage stochastic version of the
classical economic dispatch problem with
alternating-current power flow constraints, a nonconvex
optimization formulation that is central to power
transmission and distribution over an electricity grid.
Certain generation decisions made in the first stage
cannot further be changed in the second stage, where
the uncertainty due to various factors such as
renewable generation is realized. Any supply-demand
mismatch in the second stage must be alleviated using
high marginal cost power sources that can be tapped in
short order. We solve a Sample-Average Approximation
(SAA) of this formulation by capturing the uncertainty
using a finite number of scenario samples. We propose
two outer approximation algorithms to solve this
nonconvex program to global optimality. We use recently
discovered structural properties for the classical
deterministic problem to show that when these
properties hold the sequence of approximate solutions
obtained under both alternatives has a limit point that
is a globally optimal solution to the two-stage
nonconvex SAA program. We also present an alternate
local optimization approach to solving the SAA problem
based on the Alternating Direction Method of
Multipliers (ADMM). Numerical experiments for a variety
of parameter settings were carried out to demonstrate
the efficiency and usability of our method over ADMM
for large practical instances.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Gupta:2014:GSG,
author = "Sandeep K. S. Gupta and Ayan Banerjee and Zahra Abbasi
and Georgios Varsamopoulos and Michael Jonas and Joshua
Ferguson and Rose Robin Gilbert and Tridib Mukherjee",
title = "{GDCSim}: a simulator for green data center design and
analysis",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "3:1--3:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2553083",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Feb 7 19:39:28 MST 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Energy-efficient data center design and management has
been a challenge of increasing importance in the past
decade due to its potential to save billions of dollars
in energy costs. However, the state of the art in
design and evaluation of data centers require designers
to be expertly familiar with a prohibitively large
number of domain-specific design tools that necessitate
user intervention in each step of the design process.
This is due to the lack of a holistic data center
design tool. To fill this gap, this article presents an
iterative green data center design framework, the Green
Data Center Simulator (GDCSim), for the design and
development of energy-efficient data centers.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Bisset:2014:IIH,
author = "Keith R. Bisset and Jiangzhuo Chen and Suruchi Deodhar
and Xizhou Feng and Yifei Ma and Madhav V. Marathe",
title = "{Indemics}: an interactive high-performance computing
framework for data-intensive epidemic modeling",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "4:1--4:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2501602",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Feb 7 19:39:28 MST 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We describe the design and prototype implementation of
Indemics (Interactive Epidemic Simulation) --- a
modeling environment utilizing high-performance
computing technologies for supporting complex epidemic
simulations. Indemics can support policy analysts and
epidemiologists interested in planning and control of
pandemics. Indemics goes beyond traditional epidemic
simulations by providing a simple and powerful way to
represent and analyze policy-based as well as
individual-based adaptive interventions. Users can also
stop the simulation at any point, assess the state of
the simulated system, and add additional interventions.
Indemics is available to end-users via a web-based
interface. Detailed performance analysis shows that
Indemics greatly enhances the capability and
productivity of simulating complex intervention
strategies with a marginal decrease in performance. We
also demonstrate how Indemics was applied in some real
case studies where complex interventions were
implemented.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Schruben:2014:DDS,
author = "Lee W. Schruben and Dashi I. Singham",
title = "Data-driven simulation of complex multidimensional
time series",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "5:1--5:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2553082",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Feb 7 19:39:28 MST 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article introduces a new framework for resampling
general time series data. The approach, inspired by
computer agent flocking algorithms, can be used to
generate inputs to complex simulation models or for
generating pseudo-replications of expensive simulation
outputs. The method has the flexibility to enable
replicated sensitivity analysis for trace-driven
simulation, which is critical for risk assessment. The
article includes two simple implementations to
illustrate the approach. These implementations are
applied to nonstationary and state-dependent
multivariate time series. Examples using emergency
department data are presented.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Broadie:2014:MSA,
author = "Mark Broadie and Deniz M. Cicek and Assaf Zeevi",
title = "Multidimensional stochastic approximation: Adaptive
algorithms and applications",
journal = j-TOMACS,
volume = "24",
number = "1",
pages = "6:1--6:??",
month = jan,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2553085",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:25:59 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider prototypical sequential stochastic
optimization methods of Robbins-Monro (RM),
Kiefer-Wolfowitz (KW), and Simultaneous Perturbations
Stochastic Approximation (SPSA) varieties and propose
adaptive modifications for multidimensional
applications. These adaptive versions dynamically scale
and shift the tuning sequences to better match the
characteristics of the unknown underlying function, as
well as the noise level. We test our algorithms on a
variety of representative applications in inventory
management, health care, revenue management, supply
chain management, financial engineering, and queueing
theory.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Gupta:2014:VES,
author = "Vivek Gupta and Sigr{\'u}n Andrad{\'o}ttir and David
Goldsman",
title = "Variance estimation and sequential stopping in
steady-state simulations using linear regression",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "7:1--7:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567907",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:26:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We propose a method for estimating the variance
parameter of a discrete, stationary stochastic process
that involves combining variance estimators at
different run lengths using linear regression. We show
that the estimator thus obtained is first-order
unbiased and consistent under two distinct asymptotic
regimes. In the first regime, the number of constituent
estimators used in the regression is fixed and the
numbers of observations corresponding to the component
estimators grow in a proportional manner. In the second
regime, the number of constituent estimators grows
while the numbers of observations corresponding to each
estimator remain fixed. We also show that for m
-dependent stochastic processes, one can use regression
to obtain asymptotically normally distributed variance
estimators in the second regime. Analytical and
numerical examples indicate that the new
regression-based estimators give good
mean-squared-error performance in steady-state
simulations. The regression methodology presented in
this article can also be applied to estimate the bias
of variance estimators. As an example application, we
present a new sequential-stopping rule that uses the
estimate for bias to determine appropriate run lengths.
Monte Carlo experiments indicate that this
``bias-controlling'' sequential-stopping method has the
potential to work well in practice.",
acknowledgement = ack-nhfb,
articleno = "7",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Chen:2014:SKB,
author = "Xi Chen and Kyoung-Kuk Kim",
title = "Stochastic kriging with biased sample estimates",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "8:1--8:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567893",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:26:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Stochastic kriging has been studied as an effective
metamodeling technique for approximating response
surfaces in the context of stochastic simulation. In a
simulation experiment, an analyst typically needs to
estimate relevant metamodel parameters and further do
prediction; therefore, the impact of parameter
estimation on the performance of the metamodel-based
predictor has drawn some attention in the literature.
However, how the standard stochastic kriging predictor
is affected by the presence of bias in finite-sample
estimates has not yet been fully investigated. In this
article, we study the predictive performance and
investigate optimal budget allocation rules subject to
a fixed computational budget constraint. Furthermore,
we extend the analysis to two-level or nested
simulation, which has been recently documented in the
risk management literature, with biased estimators.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Liu:2014:ESE,
author = "Jingchen Liu and Gongjun Xu",
title = "Efficient simulations for the exponential integrals of
{H{\"o}lder} continuous {Gaussian} random fields",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "9:1--9:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567892",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:26:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we consider a Gaussian random field $
f(t) $ living on a compact set $ T \subset R^d $ and
the computation of the tail probabilities $ P(\int_T
e^{f(t)} \, d t > e^b) $ as $ b \to \infty $ . We
design asymptotically efficient importance sampling
estimators for a general class of H{\"o}lder continuous
Gaussian random fields. In addition to the variance
control, we also analyze the bias (relative to the
interesting tail probabilities) caused by the
discretization.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Vieira:2014:RMH,
author = "H{\'e}lcio {Vieira, Jr.} and Susan M. Sanchez and Paul
J. Sanchez and Karl Heinz Kienitz and Mischel Carmen
Neyra Belderrain",
title = "A restricted multinomial hybrid selection procedure",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "10:1--10:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567891",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:26:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Analysts using simulation models often must assess a
large number of alternatives in order to determine
which are most effective. If effectiveness corresponds
to the likelihood of yielding the best outcome, this
becomes a multinomial selection problem. Unfortunately,
existing procedures were developed primarily for
evaluating small sets of alternatives, so parameters
required to implement them may not be readily available
or the sampling costs may be prohibitive when a large
number of alternatives are present. We propose a
truncated, sequential multinomial subset selection
procedure that restricts the maximum subset size.
Numerical comparisons show that our procedure can be
much more efficient than the leading unrestricted
procedure. Our procedure requires only one calculated
parameter rather than four. We provide extensive tables
for cases involving large numbers of alternatives.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ewald:2014:SDS,
author = "Roland Ewald and Adelinde M. Uhrmacher",
title = "{SESSL}: a domain-specific language for simulation
experiments",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "11:1--11:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567895",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Mar 14 17:26:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "This article introduces SESSL (\underline{S}imulation
\underline{E}xperiment \underline{S}pecification via a
\underline{S}cala \underline{L}ayer), an embedded
domain-specific language for simulation experiments. It
serves as an additional software layer between users
and simulation systems and is implemented in Scala.
SESSL supports multiple simulation systems and offers
various features (e.g., for experiment design,
performance analysis, result reporting, and
simulation-based optimization). It supports
``cutting-edge'' experiments by allowing to add custom
code, enables a reuse of functionality across
simulation systems, and improves the reproducibility of
simulation experiments.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Gore:2014:CCM,
author = "Ross Gore and Saikou Diallo and Jose Padilla",
title = "{ConceVE}: Conceptual modeling and formal validation
for everyone",
journal = j-TOMACS,
volume = "24",
number = "2",
pages = "12:1--12:??",
month = feb,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567897",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:48:47 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we present ConceVE, an approach for
designing and validating models before they are
implemented in a computer simulation. The approach
relies on (1) domain-specific languages for model
specification, (2) the Alloy Specification Language and
its constraint solving analysis capabilities for
exploring the state space of the model dynamically, and
(3) supporting visualization tools to relay the results
of the analysis to the user. We show that our approach
is applicable with generic languages such as the Web
Ontology Language as well as special XML-based
languages such as the Coalition Battle Management
Language.",
acknowledgement = ack-nhfb,
articleno = "12",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Jasra:2014:AIO,
author = "Ajay Jasra and Nikolas Kantas and Elena Ehrlich",
title = "Approximate Inference for Observation-Driven Time
Series Models with Intractable Likelihoods",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "13:1--13:??",
month = jun,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2592254",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:43:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "In this article, we consider approximate Bayesian
parameter inference for observation-driven time series
models. Such statistical models appear in a wide
variety of applications, including econometrics and
applied mathematics. This article considers the
scenario where the likelihood function cannot be
evaluated pointwise; in such cases, one cannot perform
exact statistical inference, including parameter
estimation, which often requires advanced computational
algorithms, such as Markov Chain Monte Carlo (MCMC). We
introduce a new approximation based upon Approximate
Bayesian Computation (ABC). Under some conditions, we
show that as $ n \to \infty $, with $n$ the length of
the time series, the ABC posterior has, almost surely,
a Maximum A Posteriori (MAP) estimator of the
parameters that is often different from the true
parameter. However, a noisy ABC MAP, which perturbs the
original data, asymptotically converges to the true
parameter, almost surely. In order to draw statistical
inference, for the ABC approximation adopted, standard
MCMC algorithms can have acceptance probabilities that
fall at an exponential rate in n and slightly more
advanced algorithms can mix poorly. We develop a new
and improved MCMC kernel, which is based upon an exact
approximation of a marginal algorithm, whose cost per
iteration is random, but the expected cost, for good
performance, is shown to be $ O(n^2)$ per iteration. We
implement our new MCMC kernel for parameter inference
from models in econometrics.",
acknowledgement = ack-nhfb,
articleno = "13",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Healey:2014:SPS,
author = "Christopher Healey and Sigr{\'u}n Andrad{\'o}ttir and
Seong-Hee Kim",
title = "Selection Procedures for Simulations with Multiple
Constraints under Independent and Correlated Sampling",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "14:1--14:??",
month = jun,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567921",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:43:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We consider the problem of selecting the best feasible
system with constraints on multiple secondary
performance measures. We develop fully sequential
indifference-zone procedures to solve this problem that
guarantee a nominal probability of correct selection.
In addition, we address two issues critical to the
efficiency of these procedures: namely, the allocation
of error between feasibility determination and
selection of the best system, and the use of Common
Random Numbers. We provide a recommended error
allocation as a function of the number of constraints,
supported by an experimental study and an approximate
asymptotic analysis. The validity and efficiency of the
new procedures with independent and CRN are
demonstrated through both analytical and experimental
results.",
acknowledgement = ack-nhfb,
articleno = "14",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
keywords = "Common Random Numbers (CRN)",
}
@Article{Liu:2014:STM,
author = "Elvis S. Liu and Georgios K. Theodoropoulos",
title = "Space-Time Matching Algorithms for Interest Management
in Distributed Virtual Environments",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "15:1--15:??",
month = jun,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2567922",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:43:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Interest management in Distributed Virtual
Environments (DVEs) is a data-filtering technique
designed to reduce bandwidth consumption and therefore
enhances the scalability of the system. This technique
usually involves a process called interest matching,
which determines what data should be sent to the
participants as well as what data should be filtered.
Although most of the existing interest matching
approaches have been shown to meet their runtime
performance requirements, they have a fundamental
disadvantage-they perform interest matching at discrete
time intervals. As a result, they would fail to report
events between discrete timesteps. If participants of
the DVE ignore these missing events, they would most
likely perform incorrect simulations. This article
presents a new approach called space-time interest
matching, which aims to capture the missing events
between discrete timesteps. Although this approach
requires additional matching effort, a number of novel
algorithms are developed to significantly improve its
runtime efficiency.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Perumalla:2014:DEE,
author = "Kalyan S. Perumalla and Alfred J. Park and Vinod
Tipparaju",
title = "Discrete Event Execution with One-Sided and Two-Sided
{GVT} Algorithms on 216,000 Processor Cores",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "16:1--16:??",
month = jun,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2611561",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:43:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Global Virtual Time (GVT) computation is a key
determinant of the efficiency and runtime dynamics of
Parallel Discrete Event Simulations (PDES), especially
on large-scale parallel platforms. Here, three
execution modes of a generalized GVT computation
algorithm are studied on high-performance parallel
computing systems: (1) a synchronous GVT algorithm that
affords ease of implementation, (2) an asynchronous GVT
algorithm that is more complex to implement but can
relieve blocking latencies, and (3) a variant of the
asynchronous GVT algorithm to exploit one-sided
communication in extant supercomputing platforms.
Performance results are presented of implementations of
these algorithms on up to 216,000 cores of a Cray XT5
system, exercised on a range of parameters: optimistic
and conservative synchronization, fine- to
medium-grained event computation, synthetic and
nonsynthetic applications, and different lookahead
values. Detailed PDES-specific runtime metrics are
presented to further the understanding of tightly
coupled discrete event dynamics on massively parallel
platforms.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Ghoshdastidar:2014:SFA,
author = "Debarghya Ghoshdastidar and Ambedkar Dukkipati and
Shalabh Bhatnagar",
title = "Smoothed Functional Algorithms for Stochastic
Optimization Using $q$-{Gaussian} Distributions",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "17:1--17:??",
month = jun,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2628434",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:43:01 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Smoothed functional (SF) schemes for gradient
estimation are known to be efficient in stochastic
optimization algorithms, especially when the objective
is to improve the performance of a stochastic system.
However, the performance of these methods depends on
several parameters, such as the choice of a suitable
smoothing kernel. Different kernels have been studied
in the literature, which include Gaussian, Cauchy, and
uniform distributions, among others. This article
studies a new class of kernels based on the
$q$-Gaussian distribution, which has gained popularity
in statistical physics over the last decade. Though the
importance of this family of distributions is
attributed to its ability to generalize the Gaussian
distribution, we observe that this class encompasses
almost all existing smoothing kernels. This motivates
us to study SF schemes for gradient estimation using
the $q$ -Gaussian distribution. Using the derived
gradient estimates, we propose two-timescale algorithms
for optimization of a stochastic objective function in
a constrained setting with a projected gradient search
approach. We prove the convergence of our algorithms to
the set of stationary points of an associated ODE. We
also demonstrate their performance numerically through
simulations on a queuing model.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Singham:2014:SSR,
author = "Dashi I. Singham",
title = "Selecting Stopping Rules for Confidence Interval
Procedures",
journal = j-TOMACS,
volume = "24",
number = "3",
pages = "18:1--18:??",
month = may,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2627734",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:19:02 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The sample size decision is crucial to the success of
any sampling experiment. More samples imply better
confidence and precision in the results, but require
higher costs in terms of time, computing power, and
money. Analysts often choose sequential stopping rules
on an ad hoc basis to obtain confidence intervals with
desired properties without requiring large sample
sizes. However, the choice of stopping rule can affect
the quality of the interval produced in terms of the
coverage, precision, and replication cost. This article
introduces methods for choosing and evaluating stopping
rules for confidence interval procedures. We develop a
general framework for assessing the quality of a broad
class of stopping rules applied to independent and
identically distributed data. We introduce coverage
profiles that plot the coverage according to the
stopping time and reveal situations when the coverage
could be unexpectedly low. Finally, we recommend simple
techniques for obtaining acceptable or optimal rules.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Nakayama:2014:CIQ,
author = "Marvin K. Nakayama",
title = "Confidence Intervals for Quantiles Using Sectioning
When Applying Variance-Reduction Techniques",
journal = j-TOMACS,
volume = "24",
number = "4",
pages = "19:1--19:??",
month = may,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2558328",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Mon Jun 30 18:52:59 MDT 2014",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We develop confidence intervals (CIs) for quantiles
when applying variance-reduction techniques (VRTs) and
sectioning. Similar to batching, sectioning partitions
the independent and identically distributed (i.i.d.)
outputs into nonoverlapping batches and computes a
quantile estimator from each batch. But rather than
centering the CI at the average of the quantile
estimators across the batches, as in batching,
sectioning centers the CI at the overall quantile
estimator based on all the outputs. A similar
modification is made to the sample variance, which is
used to determine the width of the CI. We establish the
asymptotic validity of the sectioning CI for importance
sampling and control variates, and the proofs rely on
first showing that the corresponding quantile
estimators satisfy a Bahadur representation, which we
have done in prior work. Here, we present some
numerical results.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Xu:2014:DRR,
author = "Jie Xu and Anand Vidyashankar and Martin K. Nielsen",
title = "Drug Resistance or {Re}-Emergence? {Simulating} Equine
Parasites",
journal = j-TOMACS,
volume = "24",
number = "4",
pages = "20:1--20:??",
month = aug,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2627736",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:15:11 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Emerging drug resistance in parasitology and its
impact on human and animal health are of serious
concern. Attempts by the parasitology community to
address this issue led to the introduction of so-called
selective therapy where a proportion of the population
is left untreated. This has led to re-emergence of
parasites that have heretofore been controlled. Using
stochastic simulations, this article explores the
tradeoff between drug resistance and re-emergence. More
importantly, the article identifies the importance of
the parasite fitness parameter vector and its role in
drug resistance. Suggestions for further biological
work and statistical analyses are also provided.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Hu:2014:MBA,
author = "Jiaqiao Hu and Enlu Zhou and Qi Fan",
title = "Model-Based Annealing Random Search with Stochastic
Averaging",
journal = j-TOMACS,
volume = "24",
number = "4",
pages = "21:1--21:??",
month = aug,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2641565",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:15:11 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The model-based methods have recently found widespread
applications in solving hard nondifferentiable
optimization problems. These algorithms are
population-based and typically require hundreds of
candidate solutions to be sampled at each iteration. In
addition, recent convergence analysis of these
algorithms also stipulates a sample size that increases
polynomially with the number of iterations. In this
article, we aim to improve the efficiency of
model-based algorithms by reducing the number of
candidate solutions generated per iteration. This is
carried out through embedding a stochastic averaging
procedure within these methods to make more efficient
use of the past sampling information. This procedure
not only can potentially reduce the number of function
evaluations needed to obtain high-quality solutions,
but also makes the underlying algorithms more amenable
for parallel computation. The detailed implementation
of our approach is demonstrated through an exemplary
algorithm instantiation called Model-based Annealing
Random Search with Stochastic Averaging (MARS-SA),
which maintains the per iteration sample size at a
small constant value. We establish the global
convergence property of MARS-SA and provide numerical
examples to illustrate its performance.",
acknowledgement = ack-nhfb,
articleno = "21",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Hong:2014:MCM,
author = "L. Jeff Hong and Zhaolin Hu and Guangwu Liu",
title = "{Monte Carlo} Methods for Value-at-Risk and
Conditional Value-at-Risk: a Review",
journal = j-TOMACS,
volume = "24",
number = "4",
pages = "22:1--22:??",
month = aug,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2661631",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:15:11 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Value-at-risk (VaR) and conditional value-at-risk
(CVaR) are two widely used risk measures of large
losses and are employed in the financial industry for
risk management purposes. In practice, loss
distributions typically do not have closed-form
expressions, but they can often be simulated (i.e.,
random observations of the loss distribution may be
obtained by running a computer program). Therefore,
Monte Carlo methods that design simulation experiments
and utilize simulated observations are often employed
in estimation, sensitivity analysis, and optimization
of VaRs and CVaRs. In this article, we review some of
the recent developments in these methods, provide a
unified framework to understand them, and discuss their
applications in financial risk management.",
acknowledgement = ack-nhfb,
articleno = "22",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Qu:2014:GES,
author = "Huashuai Qu and Michael C. Fu",
title = "Gradient Extrapolated Stochastic Kriging",
journal = j-TOMACS,
volume = "24",
number = "4",
pages = "23:1--23:??",
month = aug,
year = "2014",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2658995",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:15:11 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We introduce an approach for enhancing stochastic
kriging in the setting where additional direct gradient
information is available (e.g., provided by techniques
such as perturbation analysis or the likelihood ratio
method). The new approach, called gradient extrapolated
stochastic kriging (GESK), incorporates direct gradient
estimates by extrapolating additional responses. For
two simplified settings, we show that GESK reduces mean
squared error (MSE) compared to stochastic kriging
under certain conditions on step sizes. Since
extrapolation step sizes are crucial to the performance
of the GESK model, we propose two different approaches
to determine the step sizes: maximizing penalized
likelihood and minimizing integrated mean squared
error. Numerical experiments are conducted to
illustrate the performance of the GESK model and to
compare it with alternative approaches.",
acknowledgement = ack-nhfb,
articleno = "23",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Pasupathy:2015:SCR,
author = "Raghu Pasupathy and Susan R. Hunter and Nugroho A.
Pujowidianto and Loo Hay Lee and Chun-Hung Chen",
title = "Stochastically Constrained Ranking and Selection via
{SCORE}",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "1:1--1:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2630066",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Consider the context of constrained Simulation
Optimization (SO); that is, optimization problems where
the objective and constraint functions are known
through dependent Monte Carlo estimators. For solving
such problems on large finite spaces, we provide an
easily implemented sampling framework called SCORE
(Sampling Criteria for Optimization using Rate
Estimators) that approximates the optimal simulation
budget allocation. We develop a general theory, but,
like much of the existing literature on ranking and
selection, our focus is on SO problems where the
distribution of the simulation observations is
Gaussian. We first characterize the nature of the
optimal simulation budget as a bi-level optimization
problem. We then show that under a certain asymptotic
limit, the solution to the bi-level optimization
problem becomes surprisingly tractable and is expressed
through a single intuitive measure, the score. We
provide an iterative SO algorithm that repeatedly
estimates the score and determines how the available
simulation budget should be expended across contending
systems. Numerical experience with the algorithm
resulting from the proposed sampling approximation is
very encouraging --- in numerous examples of
constrained SO problems having 1,000 to 10,000 systems,
the optimal allocation is identified to negligible
error within a few seconds to 1 minute on a typical
laptop computer. Corresponding times to solve the full
bi-level optimization problem range from tens of
minutes to several hours.",
acknowledgement = ack-nhfb,
articleno = "1",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Ankenman:2015:SDE,
author = "Bruce E. Ankenman and Russell C. H. Cheng and Susan M.
Lewis",
title = "Screening for Dispersion Effects by Sequential
Bifurcation",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "2:1--2:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2651364",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The mean of the output of interest obtained from a run
of a computer simulation model of a system or process
often depends on many factors; many times, however,
only a few of these factors are important. Sequential
bifurcation is a method that has been considered by
several authors for identifying these important factors
using as few runs of the simulation model as possible.
In this article, we propose a new sequential
bifurcation procedure whose steps use a key stopping
rule that can be calculated explicitly, something not
available in the best methods previously considered.
Moreover, we show how this stopping rule can also be
easily modified to efficiently identify those factors
that are important in influencing the variability
rather than the mean of the output. In empirical
studies, the new method performs better than previously
published fully sequential bifurcation methods in terms
of achieving the prescribed Type I error. It also
achieves higher power for detecting moderately large
effects using fewer replications than earlier methods.
To achieve this control for midrange effects, the new
method sometimes requires more replications than other
methods in the case where there are many very large
effects.",
acknowledgement = ack-nhfb,
articleno = "2",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Sengul:2015:SSM,
author = "Cigdem Sengul and Mustafa Al-Bado and Anja Feldmann",
title = "Site-Specific Models for Realistic Wireless Network
Simulation",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "3:1--3:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2661630",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The utility of simulation-based performance evaluation
for wireless networking has been under scrutiny as the
community relies increasingly on testbed-based
performance evaluations. While testbeds are invaluable
tools for realistic network and protocol evaluation,
these results are generally obtained after cumbersome
system implementation and debugging. On the other hand,
realistic simulation models can reduce the time and
effort for concept testing of ideas. To this end, we
develop BOWLsim PHY layer models-propagation, frame
detection, and frame error models-based on extensive
measurements in the Berlin Open Wireless Lab indoor and
outdoor testbeds. Our models are integrated into the
ns-3 simulator. We run an extensive measurement and
simulation study, which illustrates that BOWLsim models
represent network conditions at the physical (PHY)
layer and transport layer accurately.",
acknowledgement = ack-nhfb,
articleno = "3",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Li:2015:CBS,
author = "Ting Li and Jason Liu",
title = "Cluster-Based Spatiotemporal Background Traffic
Generation for Network Simulation",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "4:1--4:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2667222",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "To reduce the computational complexity of large-scale
network simulation, one needs to distinguish foreground
traffic generated by the target applications one
intends to study from background traffic that
represents the bulk of the network traffic generated by
other applications. Background traffic competes with
foreground traffic for network resources and
consequently plays an important role in determining the
behavior of network applications. Existing background
traffic models either operate only at coarse time
granularity or focus only on individual links. There is
little insight on how to meaningfully apply realistic
background traffic over the entire network. In this
article, we propose a method for generating background
traffic with spatial and temporal characteristics
observed from real traffic traces. We apply data
clustering techniques to describe the behavior of end
hosts as a function of multidimensional attributes and
group them into distinct classes, and then map the
classes to simulated routers so that we can generate
traffic in accordance with the cluster-level
statistics. The proposed traffic generator makes no
assumption on the target network topology. It is also
capable of scaling the generated traffic so that the
traffic intensity can be varied accordingly in order to
test applications under different and yet realistic
network conditions. Experiments show that our method is
able to generate traffic that maintains the same
spatial and temporal characteristics as in the observed
traffic traces.",
acknowledgement = ack-nhfb,
articleno = "4",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Cancela:2015:BAZ,
author = "Hector Cancela and Mohamed {El Khadiri} and Gerardo
Rubino and Bruno Tuffin",
title = "Balanced and Approximate Zero-Variance Recursive
Estimators for the Network Reliability Problem",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "5:1--5:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2674914",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Exact evaluation of static network reliability
parameters belongs to the NP-hard family, and Monte
Carlo simulation is therefore a relevant tool to
provide their estimations. The first goal of this work
is to review a Recursive Variance Reduction (RVR)
estimator, which approaches the unreliability by
recursively reducing the graph from the random choice
of the first working link on selected cuts. We show
that the method does not verify the bounded relative
error (BRE) property as reliability of individual links
goes to one-that is, that the estimator is not robust
in general to high reliability of links. We then
propose to use the decomposition ideas of the RVR
estimator in conjunction with the importance sampling
technique. Two new estimators are presented: the first
one-the Balanced Recursive Decomposition
estimator-chooses the first working link on cuts
uniformly, whereas the second-the Zero-Variance
Approximation Recursive Decomposition estimator-tries
to mimic the estimator with variance zero for this
technique. We show that in both cases the BRE property
is verified and, moreover, that a vanishing relative
error (VRE) property can be obtained for the
Zero-Variance Approximation RVR under specific
sufficient conditions. A numerical illustration of the
power of the methods is provided on several benchmark
networks.",
acknowledgement = ack-nhfb,
articleno = "5",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Wang:2015:CES,
author = "Hui Wang and Xiang Zhou",
title = "A Cross-Entropy Scheme for Mixtures",
journal = j-TOMACS,
volume = "25",
number = "1",
pages = "6:1--6:??",
month = jan,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2685030",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Wed Jan 21 08:11:42 MST 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "We discuss how to generalize the classic cross-entropy
method in the case where a family of mixture
distributions, such as the mixture of multiple Gaussian
modes, is used as an importance sampling distribution.
A new iterative cross-entropy scheme, based on the idea
of the EM method, is proposed to overcome the challenge
of deciding the optimal weights for each mode in the
mixture. Detailed studies of this new algorithm and its
applications to the estimation of rainbow option prices
are presented to demonstrate the efficiency of the
scheme.",
acknowledgement = ack-nhfb,
articleno = "6",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Ruess:2015:MBM,
author = "Jakob Ruess and John Lygeros",
title = "Moment-Based Methods for Parameter Inference and
Experiment Design for Stochastic Biochemical Reaction
Networks",
journal = j-TOMACS,
volume = "25",
number = "2",
pages = "8:1--8:??",
month = feb,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2688906",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:28 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Continuous-time Markov chains are commonly used in
practice for modeling biochemical reaction networks in
which the inherent randomness of the molecular
interactions cannot be ignored. This has motivated
recent research effort into methods for parameter
inference and experiment design for such models. The
major difficulty is that such methods usually require
one to iteratively solve the chemical master equation
that governs the time evolution of the probability
distribution of the system. This, however, is rarely
possible, and even approximation techniques remain
limited to relatively small and simple systems. An
alternative explored in this article is to base methods
on only some low-order moments of the entire
probability distribution. We summarize the theory
behind such moment-based methods for parameter
inference and experiment design and provide new case
studies where we investigate their performance.",
acknowledgement = ack-nhfb,
articleno = "8",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Dannenberg:2015:CCR,
author = "Frits Dannenberg and Ernst Moritz Hahn and Marta
Kwiatkowska",
title = "Computing Cumulative Rewards Using Fast Adaptive
Uniformization",
journal = j-TOMACS,
volume = "25",
number = "2",
pages = "9:1--9:??",
month = feb,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2688907",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:28 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The computation of transient probabilities for
continuous-time Markov chains often employs
uniformization, also known as the Jensen method. The
fast adaptive uniformization method introduced by
Mateescu et al. approximates the probability by
neglecting insignificant states and has proven to be
effective for quantitative analysis of stochastic
models arising in chemical and biological applications.
However, this method has only been formulated for the
analysis of properties at a given point of time t. In
this article, we extend fast adaptive uniformization to
handle expected reward properties that reason about the
model behavior until time t, for example, the expected
number of chemical reactions that have occurred until
t. To show the feasibility of the approach, we
integrate the method into the probabilistic model
checker PRISM and apply it to a range of biological
models. The performance of the method is enhanced by
the use of interval splitting. We compare our
implementation to standard uniformization implemented
in PRISM and to fast adaptive uniformization without
support for cumulative rewards implemented in MARCIE,
demonstrating superior performance.",
acknowledgement = ack-nhfb,
articleno = "9",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Schwaninger:2015:SOA,
author = "Clemens Arthur Schwaninger and Denis Menshykau and
Dagmar Iber",
title = "Simulating Organogenesis: Algorithms for the
Image-Based Determination of Displacement Fields",
journal = j-TOMACS,
volume = "25",
number = "2",
pages = "10:1--10:??",
month = feb,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2688908",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:28 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Recent advances in imaging technology now provide us
with 3D images of developing organs. These can be used
to extract 3D geometries for simulations of organ
development. To solve models on growing domains, the
displacement fields between consecutive image frames
need to be determined. Here we develop and evaluate
different landmark-free algorithms for the
determination of such displacement fields from image
data. In particular, we examine minimal distance,
normal distance, diffusion-based, and uniform mapping
algorithms and test these algorithms with both
synthetic and real data in 2D and 3D. We conclude that
in most cases, the normal distance algorithm is the
method of choice and wherever it fails, diffusion-based
mapping provides a good alternative.",
acknowledgement = ack-nhfb,
articleno = "10",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Fioretto:2015:CCB,
author = "Ferdinando Fioretto and Agostino Dovier and Enrico
Pontelli",
title = "Constrained Community-Based Gene Regulatory Network
Inference",
journal = j-TOMACS,
volume = "25",
number = "2",
pages = "11:1--11:??",
month = feb,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2688909",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:28 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "The problem of gene regulatory network inference is a
major concern of systems biology. In recent years, a
novel methodology has gained momentum, called community
network approach. Community networks integrate
predictions from individual methods in a
``metapredictor,'' in order to compose the advantages
of different methods and soften individual limitations.
This article proposes a novel methodology to integrate
prediction ensembles using constraint programming, a
declarative modeling and problem solving paradigm.
Constraint programming naturally allows the modeling of
dependencies among components of the problem as
constraints, facilitating the integration and use of
different forms of knowledge. The new paradigm,
referred to as constrained community network, uses
constraints to capture properties of the regulatory
networks (e.g., topological properties) and to guide
the integration of knowledge derived from different
families of network predictions. The article
experimentally shows the potential of this approach:
The addition of biological constraints can offer
significant improvements in prediction accuracy.",
acknowledgement = ack-nhfb,
articleno = "11",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Mniszewski:2015:TDE,
author = "Susan M. Mniszewski and Christoph Junghans and Arthur
F. Voter and Danny Perez and Stephan J. Eidenbenz",
title = "{TADSim}: Discrete Event-Based Performance Prediction
for Temperature-Accelerated Dynamics",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "15:1--15:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2699715",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Next-generation high-performance computing will
require more scalable and flexible performance
prediction tools to evaluate software--hardware
co-design choices relevant to scientific applications
and hardware architectures. We present a new class of
tools called application simulators -parameterized
fast-running proxies of large-scale scientific
applications using parallel discrete event simulation.
Parameterized choices for the algorithmic method and
hardware options provide a rich space for design
exploration and allow us to quickly find
well-performing software--hardware combinations. We
demonstrate our approach with a TADSim simulator that
models the temperature-accelerated dynamics (TAD)
method, an algorithmically complex and parameter-rich
member of the accelerated molecular dynamics (AMD)
family of molecular dynamics methods. The essence of
the TAD application is captured without the
computational expense and resource usage of the full
code. We accomplish this by identifying the
time-intensive elements, quantifying algorithm steps in
terms of those elements, abstracting them out, and
replacing them by the passage of time. We use TADSim to
quickly characterize the runtime performance and
algorithmic behavior for the otherwise long-running
simulation code. We extend TADSim to model algorithm
extensions, such as speculative spawning of the
compute-bound stages, and predict performance
improvements without having to implement such a method.
Validation against the actual TAD code shows close
agreement for the evolution of an example physical
system, a silver surface. Focused parameter scans have
allowed us to study algorithm parameter choices over
far more scenarios than would be possible with the
actual simulation. This has led to interesting
performance-related insights and suggested
extensions.",
acknowledgement = ack-nhfb,
articleno = "15",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Gore:2015:SDS,
author = "Ross Gore and Paul F. {Reynolds Jr.} and David
Kamensky and Saikou Diallo and Jose Padilla",
title = "Statistical Debugging for Simulations",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "16:1--16:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2699722",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Predictions from simulations have entered the
mainstream of public policy and decision-making
practices. Unfortunately, methods for gaining insight
into faulty simulations outputs have not kept pace.
Ideally, an insight gathering method would
automatically identify the cause of a faulty output and
explain to the simulation developer how to correct it.
In the field of software engineering, this challenge
has been addressed for general-purpose software through
statistical debuggers. We present two research
contributions, elastic predicates and many-valued
labeling functions, that enable debuggers designed for
general-purpose software to become more effective for
simulations employing random variates and continuous
numbers. Elastic predicates address deficiencies of
existing debuggers related to continuous numbers,
whereas many-valued labeling functions support the use
of random variates. When used in combinations, these
contributions allow a simulation developer tasked with
localizing the program statement causing the faulty
simulation output to examine 40\% fewer statements than
the leading alternatives. Our evaluation shows that
elastic predicates and many-valued labeling functions
maintain their ability to reduce the number of program
statements that need to be examined under the imperfect
conditions that developers experience in practice.",
acknowledgement = ack-nhfb,
articleno = "16",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Cetinkaya:2015:MCD,
author = "Deniz {\c{C}}etinkaya and Alexander Verbraeck and
Mamadou D. Seck",
title = "Model Continuity in Discrete Event Simulation: a
Framework for Model-Driven Development of Simulation
Models",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "17:1--17:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2699714",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Most of the well-known modeling and simulation
(M{\&}S) methodologies state the importance of
conceptual modeling in simulation studies, and they
suggest the use of conceptual models during the
simulation model development process. However, only a
limited number of methodologies refers to how to move
from a conceptual model to an executable simulation
model. Besides, existing M{\&}S methodologies do not
typically provide a formal method for model
transformations between the models in different stages
of the development process. Hence, in the current
M{\&}S practice, model continuity is usually not
fulfilled. In this article, a model-driven development
framework for M{\&}S is presented to bridge the gap
between different stages of a simulation study and to
obtain model continuity. The applicability of the
framework is illustrated with a prototype modeling
environment and a case study in the discrete event
simulation domain.",
acknowledgement = ack-nhfb,
articleno = "17",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Yuan:2015:CVP,
author = "Jun Yuan and Szu Hui Ng",
title = "Calibration, Validation, and Prediction in Random
Simulation Models: {Gaussian} Process Metamodels and a
{Bayesian} Integrated Solution",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "18:1--18:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2699713",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Model calibration and validation are important
processes in the development of stochastic computer
models of real complex systems. This article introduces
an integrated approach for model calibration,
validation, and prediction based on Gaussian process
metamodels and a Bayesian approach. Within this
integrated approach, a sequential approach is further
proposed for stochastic computer model calibration.
Several design criteria for this sequential stage are
proposed and studied, including an entropy-based
criterion and one based on minimizing prediction error.
To further use the data resources to improve the
performance of both calibration and prediction, an
adaptive procedure that combines these criteria is
introduced to balance the resource allocation between
the calibration and prediction. The accuracy and
efficiency of the proposed sequential calibration
approach and the integrated approach are illustrated
with several numerical examples.",
acknowledgement = ack-nhfb,
articleno = "18",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Wang:2015:AAL,
author = "Jingjing Wang and Nael Abu-Ghazaleh and Dmitry
Ponomarev",
title = "{AIR}: Application-Level Interference Resilience for
{PDES} on Multicore Systems",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "19:1--19:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2701420",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Parallel discrete event simulation (PDES) harnesses
parallel processing to improve the performance and
capacity of simulation, supporting bigger and more
detailed models simulated for more scenarios. The
presence of interference from other users can lead to
dramatic slowdown in the performance of the simulation.
Interference is typically managed using operating
system scheduling support (e.g., gang scheduling), a
heavyweight approach with some drawbacks. We propose an
application-level approach to interference resilience
through alternative simulation scheduling and mapping
algorithms. More precisely, the most resilient
simulators allow dynamic mapping of simulation event
execution to processing resources (a work pool model).
However, this model has significant scheduling overhead
and poor cache locality. Thus, we investigate using
application-level interference mitigation where the
application detects the presence of interference and
reacts by changing the thread task allocation.
Specifically, we propose a locality-aware adaptive
dynamic mapping (LADM) algorithm that adjusts the
number of active threads on the fly by detecting the
presence of interference. LADM avoids having the
application stall when threads are inactive due to
context switching. We investigate different mechanisms
for monitoring the level of interference and different
approaches for remapping tasks. We show that LADM can
substantially reduce the impact of interference while
maintaining memory locality.",
acknowledgement = ack-nhfb,
articleno = "19",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}
@Article{Love:2015:OBA,
author = "David Love and G{\"u}zin Bayraksan",
title = "Overlapping Batches for the Assessment of Solution
Quality in Stochastic Programs",
journal = j-TOMACS,
volume = "25",
number = "3",
pages = "20:1--20:??",
month = apr,
year = "2015",
CODEN = "ATMCEZ",
DOI = "http://dx.doi.org/10.1145/2701421",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
bibdate = "Fri Apr 17 06:42:30 MDT 2015",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
http://www.math.utah.edu/pub/tex/bib/tomacs.bib",
abstract = "Overlapping Batch Means (OBM) has long been used in
simulation as a method of reusing data to generate
variance estimators with asymptotically lower variance.
In this article, we apply the OBM method to stochastic
programming by formulating a variant of the multiple
replications procedure used for assessing solution
quality. We give conditions under which the resulting
optimality gap point estimators are strongly
consistent, the optimality gap interval estimators are
asymptotically valid, and the OBM variance estimators
for optimality gap have asymptotically lower variances
relative to their nonoverlapping counterparts [Meketon
and Schmeiser 1984; Welch 1987]. We investigate
computational efficiency, a combined measure of
variance and computation time, providing guidelines on
the degree of overlap. Numerical experiments on several
test problems are presented, examining the small-sample
behavior and the empirical computational efficiency of
the overlapping batches method in this context.",
acknowledgement = ack-nhfb,
articleno = "20",
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?idx=J781",
}