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Publication
WSC 2004
Conference paper
Dependence modeling for stochastic simulation
Abstract
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of this uncertainty can be challenging in the presence of dependencies in the input process. This tutorial attempts to provide a coherent narrative of the central principles that underlie methods that aim to model and sample a wide variety of dependent input processes.