There is a growing need for the ability to specify and generate correlated random variables as primitive inputs to stochastic models. Motivated by this need, several authors have explored the ...

This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal ...