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hal-00388455v1
Communication dans un congrès
Christian Lecot, P. L'Ecuyer, Bruno Tuffin. Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space H. Niederreiter, D. Talay. Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Jun 2004, Juan-Les-Pins, France. Springer, pp.331-342, 2006 |
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inria-00070462v1
Rapport
P. L'Ecuyer, Christian Lécot, Bruno Tuffin. A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains [Research Report] RR-5545, INRIA. 2005, pp.32 |
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hal-01096402v1
Communication dans un congrès
Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin. Convergence rates for the Array-RQMC method Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC'14), Apr 2014, Leuven, Belgium. 2014 |
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hal-01239553v1
Communication dans un congrès
Christian Lécot, Pierre L'Ecuyer, Bruno Tuffin. Recent developments on Array-RQMC IMACS MCM 2015 Conference, Jul 2015, Linz, Austria |
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hal-00388442v1
Article dans une revue
Christian Lecot, Pierre L'Ecuyer, Bruno Tuffin. A randomized quasi-Monte Carlo simulation method for Markov chains Operations Research, INFORMS, 2008, pp.958-975 |
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hal-01398912v1
Article dans une revue
Pierre L'Ecuyer, Christian Lécot, David Munger, Bruno Tuffin. Sorting methods and convergence rates for Array-RQMC: some empirical comparisons Mathematics and Computers in Simulation, Elsevier, 2016 |
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