Stochastic Simulation, 2007. ,
RNGSSELIB: Program library for random number generation. More generators, parallel streams of random numbers and Fortran compatibility, Computer Physics Communications, vol.184, issue.10, pp.2367-2369, 2013. ,
DOI : 10.1016/j.cpc.2013.04.007
PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs, Computer Physics Communications, vol.185, issue.4, 2014. ,
DOI : 10.1016/j.cpc.2014.01.007
Parallelization techniques for random number generations, GPU Computing Gems Emerald Edition, pp.231-246, 2011. ,
DOI : 10.1016/b978-0-12-384988-5.00016-4
Some long-period random number generators using shifts and xors, ANZIAM Journal, vol.48, pp.188-202, 2007. ,
DOI : 10.21914/anziamj.v48i0.40
Staffing Multiskill Call Centers via Linear Programming and Simulation, Management Science, vol.54, issue.2, pp.310-323, 2008. ,
DOI : 10.1287/mnsc.1070.0824
Splittable pseudorandom number generators using cryptographic hashing, Proceedings of the 2013 ACM SIGPLAN symposium on Haskell, Haskell '13, pp.47-58, 2013. ,
DOI : 10.1145/2503778.2503784
On the lattice structure of certain linear congruential sequences related to AWC/SWB generators, Mathematics of Computation, vol.62, issue.206, pp.798-808, 1994. ,
DOI : 10.1090/S0025-5718-1994-1220826-X
Non-Uniform Random Variate Generation, 1986. ,
DOI : 10.1007/978-1-4613-8643-8
-Linear Random Number Generators, INFORMS Journal on Computing, vol.20, issue.3, pp.385-390, 2008. ,
DOI : 10.1287/ijoc.1070.0251
Empirical evidence concerning AES, ACM Transactions on Modeling and Computer Simulation, vol.13, issue.4, pp.322-333, 2003. ,
DOI : 10.1145/945511.945515
Automatic Nonuniform Random Variate Generation, 2004. ,
Using RngStreams for parallel random number generation in C++ and R, Computational Statistics, vol.31, issue.4, pp.1301-1320, 2014. ,
DOI : 10.1007/s00180-014-0492-3
The Art of Computer Programming Seminumerical Algorithms, 1998. ,
Simulation Modeling and Analysis. Fifth ed, 2014. ,
Efficient and portable combined random number generators, See also the correspondence in the same journal, pp.742-749, 1988. ,
DOI : 10.1145/62959.62969
Random numbers for simulation, Communications of the ACM, vol.33, issue.10, pp.85-97, 1990. ,
DOI : 10.1145/84537.84555
Uniform random number generation, Annals of Operations Research, vol.31, issue.10, pp.77-120, 1994. ,
DOI : 10.1007/BF02136827
Combined Multiple Recursive Random Number Generators, Operations Research, vol.44, issue.5, pp.816-822, 1996. ,
DOI : 10.1287/opre.44.5.816
Maximally equidistributed combined Tausworthe generators, Mathematics of Computation, vol.65, issue.213, pp.203-213, 1996. ,
DOI : 10.1090/S0025-5718-96-00696-5
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences, INFORMS Journal on Computing, vol.9, issue.1, pp.57-60, 1997. ,
DOI : 10.1287/ijoc.9.1.57
Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators, Operations Research, vol.47, issue.1, pp.159-164, 1999. ,
DOI : 10.1287/opre.47.1.159
Tables of maximally equidistributed combined LFSR generators, Mathematics of Computation, vol.68, issue.225, pp.261-269, 1999. ,
DOI : 10.1090/S0025-5718-99-01039-X
Variance Reduction's Greatest Hits, Proceedings of the 2007 European Simulation and Modeling Conference, pp.5-12, 2007. ,
SSJ: A Java Library for Stochastic Simulation. Software user's guide, 2008. ,
Random Number Generation, Handbook of Computational Statistics, pp.35-71, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-01098541
A random number generator based on the combination of four LCGs, Mathematics and Computers in Simulation, vol.44, issue.1, pp.99-107, 1997. ,
DOI : 10.1016/S0378-4754(97)00052-9
Variance Reduction in the Simulation of Call Centers, Proceedings of the 2006 Winter Simulation Conference, pp.604-613, 2006. ,
Implementing a random number package with splitting facilities, ACM Transactions on Mathematical Software, vol.17, issue.1, pp.98-111, 1991. ,
DOI : 10.1145/103147.103158
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators, INFORMS Journal on Computing, vol.9, issue.2, pp.206-217, 1997. ,
DOI : 10.1287/ijoc.9.2.206
Combined Generators with Components from Different Families, Mathematics and Computers in Simulation, vol.62, pp.395-404, 2003. ,
Random Number Generators: Selection Criteria and Testing, Random and Quasi-Random Point Sets, pp.223-265, 1998. ,
clRNG: A Library for Uniform Random Number Generation in OpenCL, 2015. ,
clRNG: A Random Number API with Multiple Streams for OpenCL, 2015. ,
Random Numbers for Parallel Computers: Requirements and Methods, with Emphasis on GPUs, Mathematics and Computers in Simulation. revision submitted, 2015. ,
F 2 -Linear Random Number Generators " . In Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman, pp.169-193, 2009. ,
On the Convergence Rates of IPA and FDC Derivative Estimators, Operations Research, vol.42, issue.4, pp.643-656, 1994. ,
DOI : 10.1287/opre.42.4.643
Beware of linear congruential generators with multipliers of the form a = ??2q ??2r, ACM Transactions on Mathematical Software, vol.25, issue.3, pp.367-374, 1999. ,
DOI : 10.1145/326147.326156
TestU01, ACM Transactions on Mathematical Software, vol.33, issue.4, p.22, 2007. ,
DOI : 10.1145/1268776.1268777
On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators, INFORMS Journal on Computing, vol.26, issue.3, pp.449-460, 2014. ,
DOI : 10.1287/ijoc.2013.0576
URL : https://hal.archives-ouvertes.fr/hal-01098544
An Object-Oriented Random-Number Package with Many Long Streams and Substreams, Operations Research, vol.50, issue.6, pp.1073-1075, 2002. ,
DOI : 10.1287/opre.50.6.1073.358
Sparse Serial Tests of Uniformity for Random Number Generators, SIAM Journal on Scientific Computing, vol.24, issue.2, pp.652-668, 2002. ,
DOI : 10.1137/S1064827598349033
Fast Combined Multiple Recursive Generators with Multipliers of the Form a = ±2 q ± 2 r, Proceedings of the 2000 Winter Simulation Conference, pp.683-689, 2000. ,
A Current View of Random Number Generators, Computer Science and Statistics, Sixteenth Symposium on the Interface, pp.3-10, 1985. ,
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation, ACM Transactions on Mathematical Software, vol.26, issue.3, pp.436-461, 2000. ,
DOI : 10.1145/358407.358427
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator, ACM Transactions on Modeling and Computer Simulation, vol.8, issue.1, pp.3-30, 1998. ,
DOI : 10.1145/272991.272995
Fast and Small Nonlinear Pseudorandom Number Generators for Computer Simulation, Parallel Processing and Applied Mathematics, pp.92-101, 2012. ,
DOI : 10.1007/978-3-642-31464-3_10
Random Number Generation and Quasi-Monte Carlo Methods, SIAM CBMS-NSF Regional Conference Series in Applied Mathematics, 1992. ,
DOI : 10.1137/1.9781611970081
On the xorshift random number generators, ACM Transactions on Modeling and Computer Simulation, vol.15, issue.4, pp.346-361, 2005. ,
DOI : 10.1145/1113316.1113319
Improved long-period generators based on linear recurrences modulo 2, ACM Transactions on Mathematical Software, vol.32, issue.1, pp.1-16, 2006. ,
DOI : 10.1145/1132973.1132974
Pseudo-random streams for distributed and parallel stochastic simulations on GP-GPU, Journal of Simulation, vol.175, issue.1, pp.141-151, 2012. ,
DOI : 10.1016/j.cpc.2004.08.009
URL : https://hal.archives-ouvertes.fr/hal-01099194
Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices, Journal of Computational Physics, vol.230, issue.19, pp.7191-7201, 2011. ,
DOI : 10.1016/j.jcp.2011.05.021
Variants of Mersenne Twister Suitable for Graphic Processors, ACM Transactions on Mathematical Software, vol.39, issue.2, pp.1-1220, 2013. ,
DOI : 10.1145/2427023.2427029
Parallel random numbers, Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis on, SC '11, pp.1-1612, 2011. ,
DOI : 10.1145/2063384.2063405
Simulation-based optimization???convergence analysis and statistical inference, Stochastic Models, pp.425-454, 1996. ,
DOI : 10.1137/1016053
Lecture on Stochastic Programming: Modeling and Theory, 2009. ,
DOI : 10.1137/1.9780898718751
The LUT-SR Family of Uniform Random Number Generators for FPGA Architectures, IEEE Transactions on Very Large Scale Integration Systems, pp.761-770, 2013. ,
DOI : 10.1109/TVLSI.2012.2194171
Parallel white noise generation on a GPU via cryptographic hash, Proceedings of the 2008 symposium on Interactive 3D graphics and games , SI3D '08, pp.79-87, 2008. ,
DOI : 10.1145/1342250.1342263
GPU random numbers via the tiny encryption algorithm, Proceedings of the Conference on High Performance Graphics, pp.133-141, 2010. ,
He holds the Canada Research Chair in Stochastic Simulation and Optimization and an Inria International Chair in Rennes, France. He is a member of the CIRRELT and GERAD research centers His main research interests are random number generation, quasi-Monte Carlo methods, efficiency improvement via variance reduction, sensitivity analysis and optimization of discrete-event stochastic systems, and discrete-event simulation in general. He has served as Editor-in- Chief for ACM Transactions on Modeling and Computer Simulation from 2010 to 2013, He is currently Associate Editor for ACM Transactions on Mathematical Software, Statistics and Computing, and International Transactions in Operational Research. More information can be found on his web page ,