%%% -*-BibTeX-*- %%% ==================================================================== %%% 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", %%% checksum = "33720 14492 68660 685221", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; ACM Transactions on %%% Modeling and Computer Simulation", %%% license = "public domain", %%% supported = "no", %%% docstring = "This is a COMPLETE BibTeX bibliography for %%% 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 %%% %%% Spelling has been verified with the UNIX %%% spell and GNU ispell programs using the %%% exception dictionary stored in the %%% companion file with extension .sok. %%% %%% BibTeX citation tags are uniformly chosen %%% as name:year:abbrev, where name is the %%% family name of the first author or editor, %%% year is a 4-digit number, and abbrev is a %%% 3-letter condensation of important title %%% words. Citation tags were automatically %%% generated by software developed for the %%% BibNet Project. %%% %%% In this bibliography, entries are sorted in %%% publication order, using ``bibsort -byvolume.'' %%% %%% The checksum field above contains a CRC-16 %%% checksum as the first value, followed by the %%% equivalent of the standard UNIX wc (word %%% count) utility output of lines, words, and %%% characters. This is produced by Robert %%% Solovay's checksum utility.", %%% } %%% ==================================================================== @Preamble{ "\input bibnames.sty" # "\ifx \undefined \circled \def \circled #1{(#1)}\fi" # "\ifx \undefined \reg \def \reg {\circled{R}}\fi" # "\ifx \undefined \TM \def \TM {${}^{\sc TM}$} \fi" } %%% ==================================================================== %%% 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", 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{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", 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{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", 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{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)", 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{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", 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/prng.bib; 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{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)", 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{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 simulation", journal = j-TOMACS, volume = "9", number = "3", pages = "254--281", 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{Wegenkittl:1999:GRC, author = "Stefan Wegenkittl and Makoto Matsumoto", title = "Getting rid of correlations among pseudorandom numbers: discarding versus tempering", journal = j-TOMACS, volume = "9", number = "3", pages = "282--294", 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{Foley:1999:CIU, author = "Robert D. Foley and David Goldsman", title = "Confidence intervals using orthonormally weighted standardized time series", journal = j-TOMACS, volume = "9", number = "4", pages = "297--325", month = oct, 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{Choquet:1999:BCI, author = "Denis Choquet and Pierre L'Ecuyer and Christian L{\'e}ger", title = "Bootstrap confidence intervals for ratios of expectations", journal = j-TOMACS, volume = "9", number = "4", pages = "326--348", month = oct, 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{Andradottir:1999:ACR, author = "Sigr{\'u}n Andrad{\'o}ttir", title = "Accelerating the convergence of random search methods for discrete stochastic optimization", journal = j-TOMACS, volume = "9", number = "4", pages = "349--380", month = oct, 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{Inoue:1999:EES, author = "Koichiro Inoue and Stephen E. Chick and Chun-Hung Chen", title = "An empirical evaluation of several methods to select the best system", journal = j-TOMACS, volume = "9", number = "4", pages = "381--407", month = oct, 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{Page:2000:WBS, author = "Ernest H. Page and Arnold Buss and Paul A. Fishwick and Kevin J. Healy and Richard E. Nance and Ray J. Paul", title = "{Web}-based simulation: revolution or evolution?", journal = j-TOMACS, volume = "10", number = "1", pages = "3--17", month = jan, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Rao:2000:WBN, author = "Dhananjai Madhava Rao and Radharamanan Radhakrishnan and Philip A. Wilsey", title = "{Web}-based network analysis and design", journal = j-TOMACS, volume = "10", number = "1", pages = "18--38", month = jan, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @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}", journal = j-TOMACS, volume = "10", number = "1", pages = "39--57", month = jan, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @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", journal = j-TOMACS, volume = "10", number = "1", pages = "58--83", month = jan, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Ramesh:2000:CBP, author = "Sridhar Ramesh and George N. Rouskas and Harry G. Perros", title = "Computing blocking probabilities in multiclass wavelength routing networks", journal = j-TOMACS, volume = "10", number = "2", pages = "87--103", month = apr, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Fonseca:2000:EBS, author = "Nelson L. S. Fonseca and Gilberto S. Mayor and Cesar A. V. Neto", title = "On the equivalent bandwidth of self-similar sources", journal = j-TOMACS, volume = "10", number = "2", pages = "104--124", month = apr, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, 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 simulation", journal = j-TOMACS, volume = "10", number = "2", pages = "125--151", month = apr, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, 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} under self-similar traffic conditions", journal = j-TOMACS, volume = "10", number = "2", pages = "152--177", month = apr, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Erickson:2000:OSC, author = "K. Bruce Erickson and Richard E. Ladner and Anthony Lamarca", title = "Optimizing static calendar queues", journal = j-TOMACS, volume = "10", number = "3", pages = "179--214", month = jul, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Ingalls:2000:ITI, author = "Ricki G. Ingalls and Douglas J. Morrice and Andrew B. Whinston", title = "The implementation of temporal intervals in qualitative simulation graphs", journal = j-TOMACS, volume = "10", number = "3", pages = "215--240", month = jul, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Jha:2000:SEL, author = "Vikas Jha and Rajive Bagrodia", title = "Simultaneous events and lookahead in simulation protocols", journal = j-TOMACS, volume = "10", number = "3", pages = "241--267", month = jul, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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}", journal = j-TOMACS, volume = "10", number = "3", pages = "268--294", month = jul, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Korkmaz:2000:SOT, author = "Turgay Korkmaz and Marwan Krunz", title = "Source-oriented topology aggregation with multiple {QoS} parameters in hierarchical networks", journal = j-TOMACS, volume = "10", number = "4", pages = "295--325", month = oct, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Lassila:2000:NOI, author = "Pasi E. Lassila and Jorma T. Virtamo", title = "Nearly optimal importance sampling for {Monte Carlo} simulation of loss systems", journal = j-TOMACS, volume = "10", number = "4", pages = "326--347", month = oct, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Nishimura:2000:TBM, author = "Takuji Nishimura", title = "Tables of 64-bit {Mersenne} twisters", journal = j-TOMACS, volume = "10", number = "4", pages = "348--357", month = oct, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{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", journal = j-TOMACS, volume = "10", number = "4", pages = "358--391", month = oct, year = "2000", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{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", journal = j-TOMACS, volume = "11", number = "1", pages = "1--42", 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{Kumaran:2001:PFS, author = "Krishnan Kumaran and Debasis Mitra", title = "Performance and fluid simulations of a novel shared buffer management system", journal = j-TOMACS, volume = "11", number = "1", pages = "43--75", 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{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", 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{Stytz:2001:DMT, author = "Martin R. Stytz and Sheila B. Banks", title = "The distributed mission training integrated threat environment system architecture and design", journal = j-TOMACS, 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", acknowledgement = ack-nhfb, 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", 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{Fuks:2001:PDM, author = "Henryk Fuk{\'s} and Anna T. Lawniczak and Stanislav Volkov", title = "Packet delay in models of data networks", journal = j-TOMACS, volume = "11", number = "3", pages = "233--250", month = jul, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Kim:2001:FSP, author = "Seong-Hee Kim and Barry L. Nelson", title = "A fully sequential procedure for indifference-zone selection in simulation", journal = j-TOMACS, volume = "11", number = "3", pages = "251--273", month = jul, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @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", journal = j-TOMACS, volume = "11", number = "3", pages = "274--293", month = jul, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @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", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Henderson:2001:RSS, author = "Shane G. Henderson and Peter W. Glynn", title = "Regenerative steady-state simulation of discrete-event systems", journal = j-TOMACS, volume = "11", number = "4", pages = "313--345", month = oct, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Wu:2001:RNG, author = "Pei-Chi Wu", title = "Random number generation with primitive pentanomials", journal = j-TOMACS, volume = "11", number = "4", pages = "346--351", month = oct, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Balci:2001:MCM, author = "Osman Balci", title = "A methodology for certification of modeling and simulation applications", journal = j-TOMACS, volume = "11", number = "4", pages = "352--377", month = oct, year = "2001", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @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", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", ISSN-L = "1049-3301", 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", acknowledgement = ack-nhfb, fjournal = "ACM Transactions on Modeling and Computer Simulation", journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781", } @Article{Mandjes:2002:LDA, author = "Michel Mandjes and Ad Ridder", title = "A large deviations analysis of the transient of a queue with many {Markov} fluid inputs: approximations and fast simulation", journal = j-TOMACS, volume = "12", number = "1", pages = "1--26", month = jan, year = "2002", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Rubinstein:2002:CER, author = "Reuven Y. Rubinstein", title = "Cross-entropy and rare events for maximal cut and partition problems", journal = j-TOMACS, volume = "12", number = "1", pages = "27--53", month = jan, year = "2002", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{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 networks with dynamic channel assignment", journal = j-TOMACS, volume = "12", number = "1", pages = "54--81", month = jan, year = "2002", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{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", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Juneja:2002:SHT, author = "Sandeep Juneja and Perwez Shahabuddin", title = "Simulating heavy tailed processes using delayed hazard rate twisting", journal = j-TOMACS, volume = "12", number = "2", pages = "94--118", month = apr, year = "2002", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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{Kroese:2002:EST, author = "Dirk P. Kroese and Victor F. Nicola", title = "Efficient simulation of a tandem {Jackson} network", journal = j-TOMACS, volume = "12", number = "2", pages = "119--141", month = apr, year = "2002", CODEN = "ATMCEZ", ISSN = "1049-3301 (print), 1558-1195 (electronic)", 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 synchronization", journal = j-TOMACS, volume = "12", number = "3", pages = "143--175", 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{Chidester:2002:PSC, author = "Matthew Chidester and Alan George", title = "Parallel simulation of chip-multiprocessor architectures", 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", 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{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", 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{Mosterman:2002:GES, author = "Pieter J. Mosterman and Hans Vangheluwe", title = "Guest editorial: {Special} issue on computer automated multi-paradigm modeling", journal = j-TOMACS, volume = "12", number = "4", pages = "249--255", 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", acknowledgement = ack-nhfb, 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 optimization of hybrid systems", journal = j-TOMACS, volume = "12", number = "4", pages = "256--289", 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", acknowledgement = ack-nhfb, 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", 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{Flatscher:2002:MEC, author = "Rony G. Flatscher", title = "Metamodeling in {EIA/CDIF---meta-metamodel} and metamodels", journal = j-TOMACS, volume = "12", number = "4", pages = "322--342", 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", acknowledgement = ack-nhfb, 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", acknowledgement = ack-nhfb, 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. Wilson", title = "Flexible reference trace reduction for {VM} simulations", journal = j-TOMACS, volume = "13", number = "1", pages = "1--38", 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", acknowledgement = ack-nhfb, 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 specification", journal = j-TOMACS, volume = "13", number = "1", pages = "39--61", 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", acknowledgement = ack-nhfb, 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", 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{Ledeczi:2003:MMI, author = "Akos Ledeczi and James Davis and Sandeep Neema and Aditya Agrawal", title = "Modeling methodology for integrated simulation of embedded systems", 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", acknowledgement = ack-nhfb, 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", 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{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", }