Browsing by Keywords "Dependence structures"
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Joint mixability of some integer matrices
(Elsevier B.V.Elsevier BV, 2016)We study the problem of permuting each column of a given matrix to achieve minimum maximal row sum or maximum minimal row sum, a problem of interest in probability theory and quantitative finance where quantiles of a random ... -
Quantifying input uncertainty in an assemble-to-order system simulation with correlated input variables of mixed types
(IEEE, 2014)We consider an assemble-to-order production system where the product demands and the time since the last customer arrival are not independent. The simulation of this system requires a multivariate input model that generates ...
