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Communications in Statistics - Theory and Methods, ISSN 0361-0926, 05/2018, Volume 47, Issue 10, pp. 2337 - 2350
The comonotonicity and countermonotonicity provide intuitive upper and lower dependence relationship between random variables. This paper constructs the... 
Shuffle of Min approximation | Copula | 65C10, 62P20, 41A99 | Narrow bounds of copula | COMONOTONICITY | STATISTICS & PROBABILITY | Bivariate analysis | Random variables
Journal Article
Dependence Modeling, ISSN 2300-2298, 06/2019, Volume 7, Issue 1, pp. 202 - 214
Two simulation algorithms for hierarchical Archimedean copulas in the case when intra-group generators are not necessarily completely monotone are presented.... 
65C10 | hierachical Archimedean copula | 60E10 | copula | simulation | 62H99 | monotone | 60E05 | hierachical archimedean copula | 60e05 | 65c10 | 60e10 | d-monotone | 62h99
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 06/2017, Volume 46, Issue 12, pp. 5840 - 5850
This paper proposes non parametric adaptive refined descriptive sampling algorithm (NARDS) to estimate the survival function in lifetime models using... 
Case study | 90B22 | 65C10 | 68U20 | non parametric estimation | sampling | 65C05 | Monte Carlo simulation | STATISTICS & PROBABILITY | Algorithms
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 02/2019, Volume 48, Issue 2, pp. 472 - 477
The family of polynomial-normal distributions includes a number of widely used distributions, such as the Gram-Charlier and Edgeworth distributions. In this... 
CDF inversion | 65C10 | Simulation | Polynomial-Normal distribution | Ratio-of-Uniforms | 65C60 | Acceptance-Rejection | STATISTICS & PROBABILITY | Rejection | Polynomials | Algorithms | Computer simulation | Normal distribution
Journal Article
Journal of Discrete Mathematical Sciences and Cryptography, ISSN 0972-0529, 01/2018, Volume 21, Issue 1, pp. 171 - 178
This paper conducts some computational experiments to exhaustive searches for the worst-case spectral test of DX and DL multiple recursive generators. The... 
90C20 | Multiple recursive generator | Spectral test | 65C10 | DX and DL generator | Random number
Journal Article
Monatshefte für Mathematik, ISSN 0026-9255, 1/2019, Volume 188, Issue 1, pp. 1 - 29
This paper aims to generalize results that have appeared in Atanassov (Math Balk New Ser 18(1–2):15–32, 2004). We consider here variants of the Halton... 
van der Corput sequence | Hammersley point set | 11K45 | Pseudorandom number | Mathematics, general | Low-discrepancy sequence | 11K38 | Secondary 65C10 | Mathematics | Halton sequence | Primary 11J71 | Cantor expansion | MATHEMATICS | REPRESENTATION | DISCREPANCY
Journal Article
Journal of Mathematical Cryptology, ISSN 1862-2976, 03/2017, Volume 11, Issue 1, pp. 37 - 43
We construct an algorithm that permits a large group of individuals to reach consensus on a random number, without having to rely on any third parties. The... 
65C10 | collusion | algorithm works w.h.p | Public randomness | 90B18 | 60-04 | 68W15 | 65C05 | Algorithms | Numbers, Random | Research | Mathematical research | Random numbers
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 05/2017, Volume 46, Issue 5, pp. 4035 - 4049
This article examines the behavior of refined descriptive sampling (RDS) on a civil engineering problem and focuses on the statistical comparison of random... 
90B99 | 65C10 | Monte Carlo methods | 68U20 | Activity cycle diagram | 65C05 | Sampling | Modeling | Discrete-event simulation | STATISTICS & PROBABILITY | MONTE-CARLO-SIMULATION | Pascal (programming language) | Simulation | Random sampling | Aggregates | Computer simulation | Sampling methods | Discrete event systems | Programming languages
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 05/2017, Volume 46, Issue 5, pp. 3504 - 3515
This article analyzes and simulates the stationary FIFO M/G/1 queuing system with different service time distributions using Simple Random Sampling (SRS) and... 
90B22 | 65C10 | 68U20 | Monte Carlo | Simulation | Queuing | 65C05 | Sampling | EVENT SIMULATION | STATISTICS & PROBABILITY | Reduction | Parameter estimation | Random sampling | Computer simulation | Performance enhancement | Sampling methods | Queuing theory | Queues | Markov analysis | Variance
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 07/2017, Volume 46, Issue 6, pp. 5002 - 5020
This article simulates the stationary M/M/1 retrial queues using Simple Random Sampling (SRS) and Refined Descriptive Sampling (RDS) to generate input... 
90B22 | 65C10 | 68U20 | Simulation | Retrial Monte Carlo | Variance reduction | Queues | 65C05 | Sampling | STATISTICS & PROBABILITY | MONTE-CARLO-SIMULATION | Reduction | Parameter estimation | Random sampling | Computer simulation | Linux | Performance enhancement | Sampling methods | Queuing theory | Windows (computer programs) | Variance
Journal Article
Monte Carlo Methods and Applications, ISSN 0929-9629, 03/2019, Volume 25, Issue 1, pp. 61 - 74
Sobol’ sequences are widely used for quasi-Monte Carlo methods that arise in financial applications. Sobol’ sequences have parameter values called direction... 
65D30 | 65C10 | Computational finance | 65C05 | Quasi-Monte Carlo method | Sobol’ sequence | Computer simulation | Comparative studies | Monte Carlo method
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 01/2018, Volume 132, pp. 99 - 106
In this paper, we face the problem of simulating discrete random variables with general and varying distributions in a scalable framework, where fully... 
Discrete choice model | Parallelizable algorithm | Discrete random number generation | Scalable framework | STATISTICS & PROBABILITY | Analysis | Algorithms
Journal Article
Journal of Statistical Computation and Simulation, ISSN 0094-9655, 09/2018, Volume 88, Issue 14, pp. 2775 - 2798
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 01/2010, Volume 39, Issue 3, pp. 426 - 443
In this article, we introduce a skewed version of the sinh-normal distribution and discuss some of its properties. In addition, we characterize an extension of... 
Logarithmic distributions | Skew distributions | Secondary 60E05 | Birnbaum-Saunders model | Primary 65C10 | BIRNBAUM-SAUNDERS DISTRIBUTION | MODELS | INFLUENCE DIAGNOSTICS | STATISTICS & PROBABILITY | FAMILY | Normal distribution | Air pollution
Journal Article
Designs, Codes and Cryptography, ISSN 0925-1022, 5/2018, Volume 86, Issue 5, pp. 1113 - 1129
Journal Article
Sankhya A, ISSN 0976-836X, 8/2018, Volume 80, Issue 2, pp. 356 - 384
The Sigma function, which is the sum of the squares of the number of occurrences of every factor, is a criterion of randomness, measuring specially the... 
Statistics and Computing/Statistics Programs | Champernowne number | Primary 65C10 | Secondary 11K45 | 68R15 | Randomness criterion | Statistical Theory and Methods | Statistics, general | Sturmian word | Statistics
Journal Article
Journal of Difference Equations and Applications, ISSN 1023-6198, 05/2017, Volume 23, Issue 5, pp. 821 - 859
This article is devoted to the study of several topologies of complex networks of chaotic maps, in order to design new Chaotic Pseudo Random Number Generators... 
65C10 | Chaotic map | cryptography | 37D45 | randomness | 94A60 | PRNG | multicore | 37N30 | MATHEMATICS, APPLIED | Randomness | Networks | Random numbers | Topology | Computer simulation | Cryptography | Dynamical Systems | Mathematics
Journal Article
Journal of Statistical Computation and Simulation, ISSN 0094-9655, 11/2016, Volume 86, Issue 16, pp. 3205 - 3224
Journal Article
Journal of Applied Mathematics and Computing, ISSN 1598-5865, 2/2019, Volume 59, Issue 1, pp. 741 - 751
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 03/2017, Volume 46, Issue 3, pp. 2152 - 2167
Journal Article
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