Computer Science Department
College of Computing Sciences
218 Central Avenue
New Jersey Institute of Technology
Phone: (973) 596-3398
Fax: (973) 596-5777
Wednesday, Thursday, 1:10 – 2:10
and by appointment
· CS 661: Systems Simulation (username and password are given in the syllabus). Click here for information about the course.
· CS 786: Simulation and Modeling for Engineering and Business (username and password are given in the syllabus). Click here for information about the course.
Assistant Professor, 1998-1999, Division of Management
Science and Operations Management, Columbia
Business School, Columbia University,
Assistant Professor, 1993-1994, Department of
Management Science and Information Systems, Rutgers School of Management, Rutgers University,
Fellow, 1991-1993, IBM Thomas J. Watson
· Second Prize in the 1992 George E. Nicholson Student Paper Competition (Organized by the Institute for Operations Research and the Management Sciences "to honor outstanding papers in the field of operations research and the management sciences written by a student").
· National Science Foundation, “CAREER: Comparing Alternative System Designs Using Simulation,” Grant No. DMI-9624469, 1996-2000, $210,000.
· National Science Foundation, “Efficient Simulation of Large-Scale Systems,” (with J. M. Calvin), Grant No. DMI-9900117, 1999-2002, $189,406.
· National Science Foundation, “Modeling and Simulation of Complex Stochastic Systems and Cascading Failures, with Applications to the Electric Power Grid,” (with J. M. Calvin), Grant No. CMMI-0926949, 2009-2012, $356,000.
· National Science Foundation, “Efficient Simulation of Risk and Performance Measures, With Applications to the Design and Operation of Nuclear Power Plants,” Grant No. CMMI-1200065, 2012-2015, $200,000.
· National Science Foundation, “EXTREEMS-QED: Research and training in computational and data-enabled science and engineering for undergraduates in the mathematical sciences at NJIT,” (with M. Siegel, Z.-H. Michalopoulou, D. Horntrop and J. M. Loh), Grant No. DMS-1331010, 2013-2018, $875,000 (received $524,203 thus far for the first three years).
· Simulation modeling and analysis
· Reliability theory and fault-tolerant systems
· Evaluating risk in finance, business and engineering
· Computer performance analysis
· Applied probability
· “Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes,” (with V. F. Nicola, P. Heidelberger, and A. Goyal), IEEE Transactions on Computers, 42 (1993), 1440-1452.
· “A Characterization of the Simple Failure Biasing Method for Simulations of Highly Reliable Markovian Systems,” ACM Transactions on Modeling and Computer Simulations, 4 (1994), 52-88. (postscript file) (PDF file)
· “Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems,” Management Science, 41 (1995), 524-554. (postscript file without the figures) (PDF file without the figures)
· “Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes,” (with P. Shahabuddin), Management Science, 44 (1998), 1426-1441. (postscript file) (PDF file)
· “A Sampling Procedure to Estimate Risk Probabilities in Access-Control Security Systems,” (with S. Jacobson and J. Kobza), European Journal of Operational Research, 122, 1 (2000), 123-132.
· “Optimal Information Dispersal for Probabilistic Latency Targets,” (with B. Yener), Computer Networks, Vol. 36, Issue 5-6 (August 2001), 695-707.
· “Techniques for Fast Simulation of Models of Highly Dependable Systems,” (with V. Nicola and P. Shahabuddin), IEEE Transactions on Reliability, 50 (2001), 246-264.
· “Quick Simulation Methods for Estimating the Unreliability of Regenerative Models of Large Highly Reliable Systems,” (with P. Shahabuddin), Probability in the Engineering and Informational Sciences, vol. 18 (2004), 339–368. (PDF file)
· “Permuted Derivative and Importance-Sampling Estimators for Regenerative Simulations,” (with J. Calvin), European Journal of Operational Research, 156, 2 (2004), 390-414. (postscript file)
· “On Finite Exponential Moments for Branching Processes and Busy Periods for Queues,” (with P. Shahabuddin and K. Sigman), Journal of Applied Probability, 41A (2004), 273-280. (PDF file)
· “Permuted Standardized Time Series for Steady-State Simulations,” (with J. M. Calvin), Mathematics of Operations Research, 31 (2006), 351-368. (PDF file)
· “The Semi-Regenerative Method of Simulation Output Analysis,” (with J. M. Calvin and P. W. Glynn), ACM Transactions on Modeling and Computer Simulation, 16 (2006), 280-315. (PDF file)
· “Fixed-Width Multiple-Comparison Procedures Using Common Random Numbers for Steady-State Simulations,” European Journal of Operational Research, vol. 182, no. 3 (2007), 1330–1349.
· “Asymptotically Valid Single-Stage Multiple-Comparison Procedures,” Journal of Statistical Planning and Inference, vol. 139 (2009), 1348-1356. (PDF file)
· “A Markovian Dependability Model With Cascading Failures,” (with S. M. Iyer and A. V. Gerbessiotis), IEEE Transactions on Computers, vol. 58 (2009), 1238-1249. (PDF file)
· “On Deriving and Incorporating Multi-hop Path Duration Estimates in VANET Protocols,” (with J. Nzouonta and C. Borcea), ACM Transactions on Modeling and Computer Simulation, vol. 21 (2011), article 14. (PDF file)
· “Two-Stage Selection and Multiple-Comparison Procedures for Simulations with Weakly Consistent Variance Estimators,” submitted.
· “Asymptotically Valid Confidence Intervals for Quantiles and Values-at-Risk When Applying Latin Hypercube Sampling,” International Journal on Advances in Systems and Measurements, vol. 4, no. 1 & 2 (2011), 86-94. (PDF file)
· “Confidence Intervals for Quantiles When Applying Variance-Reduction Techniques,” (with F. Chu), ACM Transactions on Modeling and Computer Simulation, vol. 22, no. 2 (2012), article 10. (PDF file, video of presentation)
· “Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques,” ACM Transactions on Modeling and Computer Simulation, accepted. (PDF file)
· “Kernel Density Estimation When Applying Importance Sampling,” submitted.
· “Advantages of Variance Reduction Techniques in Establishing Confidence Intervals for Quantiles,” (with D. Grabaskas, R. Denning, and T. Aldemir), submitted.
· “Resampled Regenerative Estimators,” (with J. M. Calvin), submitted.
· “Constructing Confidence Intervals for Quantiles When Using Variance-Reduction Techniques,” (joint work with F. Chu), video, 8th International Workshop on Rare Event Simulation, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, June 2010. (Accompanying paper).