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- Rami El Haddad, Christian Lécot, Pierre L’Ecuyer
- 2006

We propose and analyze a quasi-Monte Carlo (QMC) method for simulating a discrete-time Markov chain on a discrete state space of dimension s ≥ 1. Several paths of the chain are simulated in parallel and reordered at each step. We provide a convergence result when the number N of simulated paths increases toward infinity. Finally, we present the results of… (More)

- Rana Fakhereddine, Rami El Haddad, Christian Lécot, Joseph El Maalouf
- Mathematics and Computers in Simulation
- 2017

- Rami El Haddad, Christian Lécot, Gopalakrishnan Venkiteswaran
- Monte Carlo Meth. and Appl.
- 2010

- Rami El Haddad, Rana Fakhereddine, Christian Lécot, Arthur Soucemarianadin, Moussa Tembely
- Proceedings Title: Proceedings of the 2012 Winter…
- 2012

We analyze a stratified strategy for numerical integration and for simulation of coalescence. We use random points which are more evenly distributed in the unit cube than usual pseudo-random numbers. They are constructed so that only one point of the set lies in specific sub-intervals of the cube. This property leads to an improved convergence rate for the… (More)

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