Several papers are available below, in postcript form.
Those not available here can be found in libraries.
These files are also available via ftp:
ftp ftp.iro.umontreal.ca
username: anonymous
password: [your complete e-mail address]
cd pub/simulation/lecuyer/papers
and look around.
- serial.ps
P. L'Ecuyer, R. Simard, and S. Wegenkittl,
``Sparse Serial Tests of Uniformity for Random Number Generators'',
submitted, 1998.
- esm99.ps
C. Lemieux and P. L'Ecuyer,
``Lattice Rules for the Simulation of Ruin Problems'',
submitted, 1998.
- latrules2.ps
K. Entacher, P. Hellekalek, and P. L'Ecuyer,
``Quasi-Monte Carlo Node Sets from Linear Congruential Generators'',
submitted, 1998.
- mcqmc98.ps
C. Lemieux and P. L'Ecuyer,
``A Comparison of Monte Carlo, Lattice Rules and Other
Low-Discrepancy Point Sets'',
submitted, 1998.
- frepl.ps
P. L'Ecuyer, B. Martin, and F. Vazquez-Abad,
``Functional Estimation for a Multicomponent Age-Replacement Model'',
submitted, 1998.
- bcir.ps
D. Choquet, P. L'Ecuyer, and C. Leger,
``Bootstrap Confidence Intervals for Ratios of Expectations'',
submitted, 1998.
- parmsrav.ps
Q.-Y. Tang, P. L'Ecuyer, and H.-F. Chen,
``Asymptotic Efficiency of Perturbation Analysis-Based
Stochastic Approximation with Averaging'', submitted, 1998.
- parmsr.ps
Q.-Y. Tang, P. L'Ecuyer, and H.-F. Chen,
``Central-Limit Theorems for Stochastic Optimization Algorithms
using Infinitesimal Perturbation Analysis'', submitted, 1998.
- dispers.ps
S. Yakowitz and P. L'Ecuyer and F. V\'azquez-Abad,
``Global Stochastic Optimization with Low-Dispersion Point Sets'',
Operations Research, to appear.
GERAD Report G-98-36, 1998.
- latcomp.ps
R. Couture and P. L'Ecuyer,
``Lattice Computations for Random Numbers'',
Mathematics of Computation, to appear, 1999.
- npair.ps
P. L'Ecuyer, J.-F. Cordeau, and R. Simard,
``Close-Point Spatial Tests for Random Number Generators'',
Operations Research, to appear, 1999.
- tausme2.ps
P. L'Ecuyer,
``Tables of Maximally-Equidistributed Combined LFSR Generators'',
Mathematics of Computation, to appear, Janv. 1999.
- latrules.ps
P. L'Ecuyer,
``Tables of Linear Congruential Generators of Different Sizes and
Good Lattice Structure'',
Mathematics of Computation, to appear, Janv. 1999.
- combmrg2.ps
P. L'Ecuyer,
``Good Parameter Sets for Combined Multiple Recursive
Random Number Generators'', To appear in shorter version
in Operations Research, 47, 1, 1999.
File containing the C code.
- wsc98r.ps
P. L'Ecuyer,
``Uniform Random Number Generators'',
Proceedings of the 1998 Winter Simulation Conference,
to appear, Dec. 1998
- wsc98l.ps
C. Lemieux and P. L'Ecuyer,
``Efficiency Improvement by Lattice Rules for Pricing Asian Options'',
Proceedings of the 1998 Winter Simulation Conference,
to appear, Dec. 1998.
- mascots98.ps
C. Lemieux and P. L'Ecuyer,
``An Empirical Comparison of Diffusion Approximation and Simulation
in ATM Networks'',
Proceedings of the Sixth International
Symposium on Modeling, Analysis and Simulation of Computer and
Telecommunication Systems, 1998, 101--106.
- lns98.ps
P. L'Ecuyer and P. Hellekalek,
``Random Number Generators: Selection Criteria and Testing'',
in Random and Quasi-Random Point Sets,
Lectures Notes In Statistics, no. 138, Springer, 1998, 223--266.
- stableq.ps
Q.-Y. Tang and P. L'Ecuyer,
``Stochastic Stability of Queueing Network'', manuscript, 1997.
- entrop.ps
P. L'Ecuyer, J.-F. Cordeau, and A. Compagner,
``Entropy-Based tests for Random Number Generators'',
manuscript, 1997.
- handsim.ps
P. L'Ecuyer,
``Random Number Generation'',
Chapter 4 of the Handbook on Simulation,
Jerry Banks Ed., Wiley, 1998, 93--137.
(Introductory tutorial on RNGs)
-
P. L'Ecuyer,
``Uniform Random Number Generation'', in
{\em Encyclopedia of Computer Science and Technology\/}, vol. 39,
A. Kent and J. G. Williams Eds., Marcel Dekker, New York,
1998, 323--339.
- ratesa.ps
P. L'Ecuyer and G. Yin,
``Budget-Dependent Convergence Rate of Stochastic Approximation'',
SIAM Journal on Optimization, 8, 1 (1998), 217--247.
- mcqmc96.ps
P. L'Ecuyer,
``Random Number Generators and Empirical Tests'',
Lecture Notes in Statistics 127, Springer-Verlag, 1998, 124--138.
- clcg4.ps
P. L'Ecuyer and T. H. Andres,
``A Random Number Generator Based on the Combination of Four LCGs'',
Mathematics and Computers in Simulation, 44 (1997), 99--107.
(A practical RNG package in C)
- spacings.ps
P. L'Ecuyer,
``Tests Based on Sum-Functions of Spacings for Uniform Random Numbers'',
Journal of Statistical Computation and Simulation, 59 (1997), 251--269.
- wsc97.ps
P. L'Ecuyer,
``Uniform Random Number Generators: A Review'',
Proceedings of the 1997 Winter Simulation Conference,
IEEE Press, Dec. 1997, 127--134.
-
P. L'Ecuyer et R. Simard,
``Un test Méchant pour les Générateurs à Congruence Linéaire'',
Compte-Rendus de ASU'97: Les XXIX-ièmes
Journées de Statistique, Carcassonne, Mai 1997, 539--540.
-
P. L'Ecuyer,
``Quelques Nouveaux Générateurs de Valeurs Uniformes'',
Compte-Rendus de ASU'97: Les XXIX-ièmes
Journées de Statistique, Carcassonne, Mai 1997, 535--538.
- latmrg.ps
P. L'Ecuyer and R. Couture,
``An Implementation of the Lattice and Spectral Tests for
Multiple Recursive Linear Random Number Generators'',
INFORMS Journal on Computing, 9, 2 (1997), 206--217.
- mwc.ps
R. Couture and P. L'Ecuyer,
``Distribution Properties of Multiply-with-Carry Random Number Generators'',
Mathematics of Computation, 66 (1997) 591--607.
- badlac.ps
P. L'Ecuyer,
``Bad Lattice Structures for Vectors of Non-Successive Values Produced
by Some Linear Recurrences'', INFORMS Journal on Computing,
9, 1 (1997), 57--60.
-
J. P. Dussault, D. Labrecque, P. L'Ecuyer, and R. Y. Rubinstein,
``Combining the Stochastic Counterpart and Stochastic Approximation
Methods'', Discrete Event Dynamic Systems: Theory and Applications,
7, 1 (1997), 5--28.
-
P. L'Ecuyer and F. V\'azquez-Abad,
``Functional Estimation with respect to a threshold parameter via
dynamic split-and-merge'',
Discrete Event Dynamic Systems: Theory and Applications,
7, 1 (1997), 69--92.
- combmrg.ps
P. L'Ecuyer,
``Combined Multiple Recursive Generators'',
Operations Research, 44, 5 (1996), 816--822.
- tausme.ps
P. L'Ecuyer,
``Maximally Equidistributed Combined Tausworthe Generators'',
Mathematics of Computation, 65, 213 (1996), 203--213.
-
R. Couture and P. L'Ecuyer,
``Orbits and Lattices for Linear Random Number Generators
with Composite Moduli'', Mathematics of Computation,
65, 213 (1996), 189--201
-
P. L'Ecuyer,
``Simulation of Algorithms for Performance Analysis'' (Commentary),
ORSA Journal on Computing, 8, 1 (1996), 16--20.
-
P. L'Ecuyer and G. Yin, ``Rates of Convergence for
Budget-Dependent Stochastic Optimization Algorithms'',
Proceedings of the 35th IEEE Conference on
Decision and Control, Dec 1996.
- atm96.ps
P. L'Ecuyer and Y. Champoux,
``Importance Sampling for Large ATM-Type Queueing Networks'',
Proceedings of the 1996 Winter Simulation Conference,
IEEE Press, Dec 1996, 309--316.
-
F. J. Vázquez-Abad, P. L'Ecuyer, and B. Martin,
``On the Linear Growth of the Split-and-Merge Simulation Tree for a
Multicomponent Replacement Model'',
WODES'96: International Workshop on Discrete Event Systems,
Edinburgh, Aug. 1996, 57--62.
-
P. L'Ecuyer,
``Random Number Generators'', in
{\em Encyclopedia of Operations Research and Management Science\/},
S. I. Gass \and C. M. Harris Eds., Kluwer Academic Publishers, 1996,
571--578.
-
P. L'Ecuyer and J.-F. Cordeau,
``Tests sur les Points Rapprochés pour les Générateurs de Valeurs
Aléatoires'', Compte-Rendus de ASU'96: Les XXVIII-ièmes
Journées de Statistique, Université Laval, May 1996, 479--482.
- lrsrec.ps
P. W. Glynn and P. L'Ecuyer,
``Likelihood Ratio Gradient Estimation for Regenerative Stochastic
Recursions'',
Advances in Applied Probability, 27, 4 (1995), 1019--1053.
- mwc95.ps
R. Couture and P. L'Ecuyer,
``Linear Recurrences with Carry a Uniform Random Number Generators'',
Proceedings of the 1995 Winter Simulation Conference, Dec 1995,
263--267.
- vrt94.ps
P. L'Ecuyer,
``Efficiency Improvement via Variance Reduction'',
Proceedings of the 1994 Winter Simulation Conference, Dec. 1994,
122--132.
- tutc94.ps
P. L'Ecuyer,
``Recent Advances in Uniform Random Number Generation'',
Proceedings of the 1994 Winter Simulation Conference, Dec. 1994,
122--132.
- tutaor.ps
P. L'Ecuyer,
``Uniform Random Number Generation'',
Annals of Operations Research, 53 (1994), 77--120.
(My best tutorial on RNGs)
-
P. L'Ecuyer and G. Perron,
``On the Convergence Rates of IPA and FDC Derivative Estimators for
Finite-Horizon Stochastic Simulations'',
Operations Research, 42, 4 (1994), 643--656.
-
P. L'Ecuyer,
``On the Interchange of Derivative and Expectation
for Likelihood Ratio Derivative Estimators'',
Management Science, 40, 11 (Dec. 1994).
-
P. L'Ecuyer and P. W. Glynn,
``Stochastic Optimization by Simulation: Convergence Proofs
for the GI/G/1 Queue in Steady-State'',
Management Science, 40, 12 (Nov. 1994), 1562--1578.
-
P. L'Ecuyer, N. Giroux, and P. W. Glynn,
``Stochastic Optimization by Simulation: Numerical Experiments with the
M/M/1 Queue in Steady-State'',
Management Science, 40, 10 (Oct. 1994), 1245--1261.
-
R. Couture and P. L'Ecuyer,
``On the Lattice Structure of Certain Linear Congruential Sequences
Related to AWC/SWB Generators'',
Mathematics of Computation, 62, 206 (1994), 799--808.
-
A. Haurie, P. L'Ecuyer, and Ch. Van Delft,
``Monte-Carlo Optimization of Parameterized Policies
in a Class of Piecewise Deterministic Control Systems
Arising in Manufacturing Flow Control'',
J. Discrete Event Dynamic Systems, 4, (1994), 87--111.
-
P. L'Ecuyer and R. Couture,
``The Theoretical Underpinnings of Some Combined Random Number Generators'',
Proceedings of the 1994 European Simulation Conference,
The Society for Computer Simulation, Oct. 1994, 55--59.
-
P. W. Glynn and P. L'Ecuyer,
``On the Existence and Estimation of Performance Measure Derivatives
for Stochastic Recursions'',
Lectures Notes in Control and Information Sciences,
{\bf 199}, June 1994, 429--435.
-
F. Vázquez-Abad and P. L'Ecuyer,
``Simulation Trees for Functional Estimation via the Phantom Method'',
Lectures Notes in Control and Information Sciences,
199, June 1994, 449--455.
-
R. Couture, P. L'Ecuyer, and S. Tezuka,
``On the Distribution of $k$-Dimensional Vectors for Simple and Combined
Tausworthe Sequences'',
Mathematics of Computation, 60 (1993), 749--761 and S11-S16.
-
S. Tezuka, P. L'Ecuyer, and R. Couture,
``On the Add-with-Carry and Subtract-with-Borrow Random Number Generators'',
ACM Trans. on Modeling and Computer Simulation, 3 (1993), 315--331.
-
P. L'Ecuyer, F. Blouin, and R. Couture,
``A Search for Good Multiple Recursive Generators'',
ACM Trans. on Modeling and Computer Simulation, 3 (1993), 87--98.
- wsc93.ps
P. L'Ecuyer,
``Two Approaches for Estimating the Gradient in Functional Form'',
Proceedings of the 1993 Winter Simulation Conference, dec 1993, 338--346.
- test92.ps
P. L'Ecuyer,
``Testing Random Number Generators'',
Proceedings of the 1992 Winter Simulation Conference, dec 1992, 305--313.
-
P. L'Ecuyer, ``Convergence Rates for Steady-State Derivative Estimators'',
Annals of Operations Research, 39 (1992), 121--136.
-
P. L'Ecuyer, N. Giroux, and P. W. Glynn,
``Experimental Results for Gradient Estimation and Optimization of a Markov
Chain in Steady-State'',
Lecture Notes in Economics and Mathematical Systems, no. 374,
Springer-Verlag, 1992, 14--23.
- wsc91.ps
P. L'Ecuyer,
``An Overview of Derivative Estimation'',
Proceedings of the 1991 Winter Simulation Conference, dec 1991, 207--217.
-
F. V\'azquez-Abad and P. L'Ecuyer,
``Comparing Alternative Methods for Derivative Estimation when IPA Does
Not Apply Directly'',
Proceedings of the 1991 Winter Simulation Conference, dec 1991, 1004-1011.
-
P. W. Glynn, P. L'Ecuyer, and M. Ad\`es,
``Gradient Estimation for Ratios'',
Proceedings of the 1991 Winter Simulation Conference, dec 1991, 986--993.
-
S. Tezuka and P. L'Ecuyer,
``Efficient and Portable Combined Tausworthe Random Number Generators'',
ACM Trans. on Modeling and Computer Simulation, 1 (1991), 99--112.
-
P. L'Ecuyer, M. Mayrand and M. Dror,
``Dynamic Scheduling of a Robot Servicing Machines on a One-Dimensional Line'',
IIE Transactions, 23 (1991), 371--382.
-
P. L'Ecuyer and S. Tezuka,
``Structural Properties for Two Classes of Combined Generators'',
Mathematics of Computation, 57, (1991), 735--746.
-
P. L'Ecuyer and S. C\^ot\'e,
``Implementing A Random Number Package with Splitting Facilities'',
ACM Trans. on Math. Software, 17 (1991), 98--111.
-
P. L'Ecuyer,
``A Unified View of the IPA, SF, and LR Gradient Estimation Techniques'',
Managament Science, 36 (1990), 1364--1383.
-
P. L'Ecuyer,
``Random Numbers for Simulation'',
Communications of the ACM, 33 (1990), 85--98.
-
A. Haurie, P. L'Ecuyer, and Ch. van Delft,
``Monte Carlo Optimization of Parametrized Policies in a Class of
Piecewise Deterministic Control Systems Arising in Manufacturing Flow
Control'', Proceedings of the 29th IEEE Conference on Decision and Control,
Dec. 1990, 587--589.
-
M. Breton and P. L'Ecuyer,
``Approximative Solutions to Continuous Stochastic Games'',
Fourth International Symposium on Differential Games and Applications,
Helsinki, Aug. 1990.
-
A. Haurie, Ch. van Delft, and P. L'Ecuyer,
``Optimization by Simulation in Manufacturing Flow Control Models'',
Proceedings, Rensselaer's Second International Conference on
Computer Integrated Manufacturing, Troy, New York,
IEEE Press, May 1990, 214--221.
-
M. Breton and P. L'Ecuyer
``Noncooperative Stochastic Games Under a Local Contraction Assumption'',
Stochastics, 26 (1989), 227--245.
-
P. L'Ecuyer, ``A Tutorial on Uniform Variate Generation'',
1989 Winter Simulation Conference Proceedings, Dec. 1989, 40--49.
- nlin89.ps
P. L'Ecuyer and R. Proulx,
``Nonlinear Polynomial Conguential Generators for Simulation'',
1989 Winter Simulation Conference Proceedings, Dec. 1989, 467--476.
-
P. L'Ecuyer and F. Blouin,
``Linear Conguential Generators of Order $k>1$'', 1988 Winter Simulation
Conference Proceedings, Dec. 1988, 432--439.
-
F. Chauny, A. Haurie, P. L'Ecuyer and R. Loulou,
``Dynamic Programming Solution to the Stochastic Multiple Lot Dispatching
in a FMS'', Proc. Internat. Conf. on Computer Integrated Manufacturing,
IEEE Computer Society Press, May 1988, 238--243.
-
P. L'Ecuyer and J. Malenfant,
``Computing Optimal Checkpointing Policies~:
A Dynamic Programming Approach'',
Lecture Notes in Economics and Mathematical Systems, no. 302,
Springer-Verlag, 1988, 214--229.
-
M. Breton and P. L'Ecuyer,
``On the Existence and Computation of
Sequential Equilibria in Markov Renewal Games'',
Lecture Notes in Economics and Mathematical Systems, no. 302,
Springer-Verlag, 1988, 200--213
-
P. L'Ecuyer and J. Malenfant,
``Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems'',
IEEE Trans. on Computers, 37 (1988), 491--496.
-
P. L'Ecuyer,
``Efficient and Portable Combined Random Number Generators'',
Communications of the ACM, 31 (1988), 742--749 and 774.
-
P. L'Ecuyer and A. Haurie,
``Discrete Event Dynamic Programming with Simultaneous Events'',
Mathematics of Operations Research, 13 (1988), 152--163.
- simod.ps
P. L'Ecuyer, ``SIMOD~: Définition fonctionnelle et guide
d'utilisation, Version 2.0'', Report no. DIUL-RT-8804, Dépt. d'informatique,
Univ. Laval, 1988.
- sentiers.ps
P. L'Ecuyer, G. Perron and F. Blouin,
``SENTIERS: Un logiciel
Modula-2 pour l'arithmétique sur les grands entiers'',
Report no. DIUL-RT-8802, Dépt. d'informatique,
Univ. Laval, 1988.
-
P. L'Ecuyer,
``Formal Formatting Rules for Pascal Programs'',
The Journal of Systems and Software, 7 (1987), 311--322.
-
A. Hollander, A. Haurie and P. L'Ecuyer,
``Ratchet Effects and the Cost of Incremental Incentive Schemes'',
Journal of Economic Dynamics and Control, 11 (1987), 373--389.
-
P. L'Ecuyer and A. Haurie,
``The Repair vs Replacement Problem: A Stochastic Control Approach'',
Optimal Control Applications and Methods, 8 (1987), 219--230.
-
P. L'Ecuyer and N. Giroux,
``A Process-Oriented Simulation Package
Based on Modula-2'', 1987 Winter Simulation
Conference Proceedings, Dec. 1987, 165--174.
-
P. L'Ecuyer, ``A Portable Random Number Generator for 16-bit
Computers'', Modeling and Simulation on Microcomputers 1987,
SCS, Jan. 1987, 45--49.
-
A. Haurie and P. L'Ecuyer,
``Approximation and Bounds in Discrete Event Dynamic Programming'',
IEEE Trans. on Automatic Control, AC-31 (1986), 227--235.
-
P. L'Ecuyer,
``Efficient and Portable 32-bit Random Variate Generators'',
1986 Winter Simulation Conference Proceedings, Dec. 1986,
275--277.
-
``Computing Transfer Lines Performance Measures Using Dynamic
Programming'', Computers and Industrial Engineering,
9, 4 (1985), 387--393.
-
P. L'Ecuyer, A. Haurie and A. Hollander,
``Optimal Research and Development
Expenditures Under an Incremental Tax Incentive Scheme'',
Operations Research Letters, 4, (1985), 85--90.
-
A. Haurie and P. L'Ecuyer,
``Approximation and Bounds in Discrete Event
Dynamic Programming'', Proc. of the 23th IEEE Conference on Decision and
Control, Las Vegas, Dec. 1984, 1097--1100.
-
P. L'Ecuyer and A. Haurie,
``Preventive Replacement for Multicomponent
Systems: An Opportunistic Discrete Time Dynamic Programming Model'',
IEEE Trans. on Reliability, R-32 (1983), 117--118.
-
P. L'Ecuyer,
``Approximations and Bounds in Discrete Stage Markov Decision
Processes'', Proceedings of the 11th IFIP Conference on
System Modelling and Optimization, Copenhagen, Jul. 1983, 603--608.
-
A. Haurie and P. L'Ecuyer,
``A Stochastic Control Approach to Group
Preventive Replacement in a Multicomponent System'',
IEEE Trans. on Automatic Control, AC-27 (1982), 387--393.
-
A. Haurie and P. L'Ecuyer, ``A Discrete-Time Dynamic Programming Model
for Group Preventive Replacement'', Applied Systems and
Cybernetics, Lasker, Ed., Pergamon Press, vol. II, 1981, 1083--1087.
-
A. Haurie and P. L'Ecuyer,
``Optimal and Suboptimal Strategies for
Group Preventive Replacement'' Proceedings of the 19-th IEEE Conference on
Decision and Control, Albuquerque, Dec. 1980, 766--773.