Lewis, Peter A. W. 1932
Overview
Works:  113 works in 293 publications in 4 languages and 1,827 library holdings 

Genres:  Conference papers and proceedings Software 
Roles:  Author, Editor 
Classifications:  QA276, 519 
Publication Timeline
.
Most widely held works by
Peter A. W Lewis
The statistical analysis of series of events by
D. R Cox(
Book
)
58 editions published between 1960 and 1981 in 5 languages and held by 836 WorldCat member libraries worldwide
The poisson process; Analysis of trends; Stationary point processes; Estimation of secondorder properties of stationary processes; Reewal processes and some related significance tests; Generalizations of renewal processes; Superposition of processes; Comparison of rates of occurrence; Some generalizations
58 editions published between 1960 and 1981 in 5 languages and held by 836 WorldCat member libraries worldwide
The poisson process; Analysis of trends; Stationary point processes; Estimation of secondorder properties of stationary processes; Reewal processes and some related significance tests; Generalizations of renewal processes; Superposition of processes; Comparison of rates of occurrence; Some generalizations
Stochastic point processes: statistical analysis, theory, and applications by
Peter A. W Lewis(
Book
)
22 editions published in 1972 in English and Undetermined and held by 407 WorldCat member libraries worldwide
22 editions published in 1972 in English and Undetermined and held by 407 WorldCat member libraries worldwide
Simulation methodology for statisticians, operations analysts, and engineers by
Peter A. W Lewis(
Book
)
27 editions published between 1988 and 2017 in English and held by 331 WorldCat member libraries worldwide
27 editions published between 1988 and 2017 in English and held by 331 WorldCat member libraries worldwide
Simulation of the movement of road traffic by
M. H Beilby(
Book
)
4 editions published between 1971 and 1975 in English and held by 20 WorldCat member libraries worldwide
4 editions published between 1971 and 1975 in English and held by 20 WorldCat member libraries worldwide
Introductory simulation and statistics package by
Peter A. W Lewis(
Book
)
5 editions published in 1984 in English and No Linguistic content and held by 16 WorldCat member libraries worldwide
"This package contains the basic computational and statistical tools necessary to set up and analyze a simulation experiment ... The package provides reliable, tested, pseudorandom variables and the statistical software for output analysis."
5 editions published in 1984 in English and No Linguistic content and held by 16 WorldCat member libraries worldwide
"This package contains the basic computational and statistical tools necessary to set up and analyze a simulation experiment ... The package provides reliable, tested, pseudorandom variables and the statistical software for output analysis."
Enhanced simulation and statistics package by
Peter A. W Lewis(
Book
)
5 editions published between 1986 and 1989 in English and No Linguistic content and held by 13 WorldCat member libraries worldwide
Provides users with the basic computational and statistical tools necessary to set up and analyze a simulation experiment. Includes eight FORTRAN subroutines for output analysis and ten pseudorandom variate generators. All programs have been compiled and linked in a simulation subroutine library, called SIMUL. LIB
5 editions published between 1986 and 1989 in English and No Linguistic content and held by 13 WorldCat member libraries worldwide
Provides users with the basic computational and statistical tools necessary to set up and analyze a simulation experiment. Includes eight FORTRAN subroutines for output analysis and ten pseudorandom variate generators. All programs have been compiled and linked in a simulation subroutine library, called SIMUL. LIB
Advanced simulation and statistics package : IBM professional FORTRAN version by
Peter A. W Lewis(
Book
)
4 editions published in 1986 in English and held by 10 WorldCat member libraries worldwide
4 editions published in 1986 in English and held by 10 WorldCat member libraries worldwide
Advanced simulation and statistics package : IBM professional FORTRAN version by
Peter A. W Lewis(
)
4 editions published in 1986 in No Linguistic content and English and held by 8 WorldCat member libraries worldwide
Aimed at creating statistical simulations where it is required to investigate the distribution of an estimator and see how the distribution changes with sample size
4 editions published in 1986 in No Linguistic content and English and held by 8 WorldCat member libraries worldwide
Aimed at creating statistical simulations where it is required to investigate the distribution of an estimator and see how the distribution changes with sample size
The Fast Fourier transform algorithm and its applications by
J. W Cooley(
Book
)
4 editions published in 1967 in English and held by 8 WorldCat member libraries worldwide
4 editions published in 1967 in English and held by 8 WorldCat member libraries worldwide
SASE VI and the Statistical Analysis of Series in Event in Computer Systems by
Peter A. W Lewis(
Book
)
4 editions published in 1976 in English and held by 5 WorldCat member libraries worldwide
Recent results in the development of methodology for the statistical analysis of univariate series of events (point processes) are described and some references to applications in the analysis and evaluation of computer system performance data are given. In addition, described is the SASE VI program which has been developed to implement a methodology for the statistical analysis of a series of events. Various subroutines perform, among other things, tests for monotone and cyclic trends, tests for renewal and Poisson processes and two different types of spectral analysis. The program can also be used to analyze any series of positive random variables such as counts of events in successive fired time intervals in a point process. It has been programmed in both FORTRAN and APL
4 editions published in 1976 in English and held by 5 WorldCat member libraries worldwide
Recent results in the development of methodology for the statistical analysis of univariate series of events (point processes) are described and some references to applications in the analysis and evaluation of computer system performance data are given. In addition, described is the SASE VI program which has been developed to implement a methodology for the statistical analysis of a series of events. Various subroutines perform, among other things, tests for monotone and cyclic trends, tests for renewal and Poisson processes and two different types of spectral analysis. The program can also be used to analyze any series of positive random variables such as counts of events in successive fired time intervals in a point process. It has been programmed in both FORTRAN and APL
Simulation Methods for Poisson Processes in Nonstationary Systems by
Peter A. W Lewis(
Book
)
3 editions published in 1978 in English and held by 4 WorldCat member libraries worldwide
The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the onedimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with loglinear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of onedimensional and twodimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function
3 editions published in 1978 in English and held by 4 WorldCat member libraries worldwide
The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the onedimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with loglinear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of onedimensional and twodimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function
Naval Postgraduate School Random Number Generator Package LLRANDOM by Gerard P Learmonth(
Book
)
2 editions published in 1973 in English and held by 4 WorldCat member libraries worldwide
The report is intended to describe an interim version of a computer program package for random number generation on the IBM System/360. The package, when called by a FORTRAN 4 program, will deliver either a single value or an array (of specified size) of single precision uniformly, normally, or exponentially distributed pseudorandom deviates, or a single value or an array of uniformly distributed integers between 1 and ((2 to the 31st power)1). The package also has the ability (optional) to shuffle the pseudorandom numbers to obtain better statistical properties. (Author)
2 editions published in 1973 in English and held by 4 WorldCat member libraries worldwide
The report is intended to describe an interim version of a computer program package for random number generation on the IBM System/360. The package, when called by a FORTRAN 4 program, will deliver either a single value or an array (of specified size) of single precision uniformly, normally, or exponentially distributed pseudorandom deviates, or a single value or an array of uniformly distributed integers between 1 and ((2 to the 31st power)1). The package also has the ability (optional) to shuffle the pseudorandom numbers to obtain better statistical properties. (Author)
Quantile estimation in dependent sequences by
Philip Heidelberger(
Book
)
4 editions published in 1981 in English and held by 4 WorldCat member libraries worldwide
Standard nonparametric estimators of quantiles based on order statistics can be used not only when the data are i.i.d., but also when the data are from a stationary, phimixing process of continuous random variables. However, when the random variables are highly positively correlated, sample sizes needed for acceptable precision in estimates of extreme quantiles are computationally unmanageable. A practical scheme is given, based on a maximum transformation in a twoway layout of the data, which reduces the sample size sufficiently to allow an experimenter to obtain a point estimate of an extreme quantile. Three schemes are then given which lead to confidence interval estimates for the quantile. One uses a spectral analysis of the reduced sample. The other two, averaged group quantiles and nested group quantiles, are extensions of the method of batched means to quantile estimation. None of the schemes requires that the process being simulated is regenerative. (Author)
4 editions published in 1981 in English and held by 4 WorldCat member libraries worldwide
Standard nonparametric estimators of quantiles based on order statistics can be used not only when the data are i.i.d., but also when the data are from a stationary, phimixing process of continuous random variables. However, when the random variables are highly positively correlated, sample sizes needed for acceptable precision in estimates of extreme quantiles are computationally unmanageable. A practical scheme is given, based on a maximum transformation in a twoway layout of the data, which reduces the sample size sufficiently to allow an experimenter to obtain a point estimate of an extreme quantile. Three schemes are then given which lead to confidence interval estimates for the quantile. One uses a spectral analysis of the reduced sample. The other two, averaged group quantiles and nested group quantiles, are extensions of the method of batched means to quantile estimation. None of the schemes requires that the process being simulated is regenerative. (Author)
LargeScale ComputerAided Statistical Mathematics by
Peter A. W Lewis(
Book
)
2 editions published in 1972 in English and held by 3 WorldCat member libraries worldwide
Some thoughts on largescale computeraided statistical mathematics (primarily simulation) which were presented at the 6th Annual Conference on the Computer Science/Statistics Interface conference are presented. (Author Modified Abstract)
2 editions published in 1972 in English and held by 3 WorldCat member libraries worldwide
Some thoughts on largescale computeraided statistical mathematics (primarily simulation) which were presented at the 6th Annual Conference on the Computer Science/Statistics Interface conference are presented. (Author Modified Abstract)
The statistical analysis of series of events by
D. R Cox(
)
1 edition published in 1968 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 1968 in English and held by 3 WorldCat member libraries worldwide
Statistical Tests of Some Widely Used and Recently Proposed Uniform Random Number Generators by Gerard P Learmonth(
Book
)
2 editions published in 1973 in English and held by 3 WorldCat member libraries worldwide
Several widely used uniform random number generators have been extensively subjected to three commonly used statistical tests of uniformity and randomness. The object was (1) to examine the power of these statistical tests to discriminate between good and bad random number generators, (2) to correlate these results with recently proposed mathematical characterizations of random number generators which might also be useful in such a discrimination, and (3) to examine the effect of shuffling on the random number generators. Briefly the results show that the commonly used runs test has virtually no power to discriminate between good and bad generators, while serial tests perform better. Also shuffling does help, although much more needs to be done in this area. And finally, there is some utility to the mathematical characterizations, but many unanswered questions. (Author)
2 editions published in 1973 in English and held by 3 WorldCat member libraries worldwide
Several widely used uniform random number generators have been extensively subjected to three commonly used statistical tests of uniformity and randomness. The object was (1) to examine the power of these statistical tests to discriminate between good and bad random number generators, (2) to correlate these results with recently proposed mathematical characterizations of random number generators which might also be useful in such a discrimination, and (3) to examine the effect of shuffling on the random number generators. Briefly the results show that the commonly used runs test has virtually no power to discriminate between good and bad generators, while serial tests perform better. Also shuffling does help, although much more needs to be done in this area. And finally, there is some utility to the mathematical characterizations, but many unanswered questions. (Author)
Statistical Approaches to Managing Manpower Data Bases by
Donald P Gaver(
Book
)
2 editions published in 1974 in English and held by 3 WorldCat member libraries worldwide
The report discusses various data bases types, with particular emphasis on controlling and understanding the error content by statistical means. A model is also made to describe a data base as an inventory; costs of modifying and maintaining the base are included. (Author)
2 editions published in 1974 in English and held by 3 WorldCat member libraries worldwide
The report discusses various data bases types, with particular emphasis on controlling and understanding the error content by statistical means. A model is also made to describe a data base as an inventory; costs of modifying and maintaining the base are included. (Author)
Variance Reduction for Regenerative Simulations. I. Internal Control and Stratified Sampling for Queues by
Donald L Iglehart(
Book
)
2 editions published in 1976 in English and held by 3 WorldCat member libraries worldwide
Two methods are discussed for reducing the variance of estimators of parameters of limiting distributions of stable stochastic processes in simulations. The methods are discussed in the context of the simple GI/G/1 queue. Of the two methods one, which is called an internal control variable, gives a variance reduction which is roughly uniform over values of the parameters of the process and, in particular, works well for values of rho sub 1 the traffic intensity, close to 1
2 editions published in 1976 in English and held by 3 WorldCat member libraries worldwide
Two methods are discussed for reducing the variance of estimators of parameters of limiting distributions of stable stochastic processes in simulations. The methods are discussed in the context of the simple GI/G/1 queue. Of the two methods one, which is called an internal control variable, gives a variance reduction which is roughly uniform over values of the parameters of the process and, in particular, works well for values of rho sub 1 the traffic intensity, close to 1
Analysis and modelling of point processes in computer systems by
Peter A. W Lewis(
Book
)
4 editions published in 1977 in English and held by 3 WorldCat member libraries worldwide
Models of univariate and multivariate series of events (point processes) and statistical methods for the analysis of point processes have diverse applications in the study of computer systems. These applications, which include the analysis and prediction of computer system reliability and the evaluation of computer system performance, are reviewed with emphasis on the latter. In addition recent results are described in the development of methodology for the statistical analysis of point processes. The analysis of multivariate point processes is much more difficult than that of univariate point processes, and that methodology has only recently been developed in a perforce fairly tentative manner. The applications to computer system data illustrate the need for new data analytic methods for handling large amounts of data, and the need for simple models for nonnormal, positive multivariate time series. Some starts in these directions are indicated
4 editions published in 1977 in English and held by 3 WorldCat member libraries worldwide
Models of univariate and multivariate series of events (point processes) and statistical methods for the analysis of point processes have diverse applications in the study of computer systems. These applications, which include the analysis and prediction of computer system reliability and the evaluation of computer system performance, are reviewed with emphasis on the latter. In addition recent results are described in the development of methodology for the statistical analysis of point processes. The analysis of multivariate point processes is much more difficult than that of univariate point processes, and that methodology has only recently been developed in a perforce fairly tentative manner. The applications to computer system data illustrate the need for new data analytic methods for handling large amounts of data, and the need for simple models for nonnormal, positive multivariate time series. Some starts in these directions are indicated
Simultaneous estimation of large numbers of extreme quantiles in simulation experiments by
Alvin S Goodman(
Book
)
2 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
The large random access memory and high internal speeds of present day computers can be used to increase the efficiency of largescale simulation experiments by estimating simultaneously several quantiles of each of several statistics. In order to do this without inordinately increasing programming complexity, quantile estimation schemes are required which are simple and do not depend on special features of the distributions of the statistics considered. The author discusses limitations, when the probability level alpha is very high or very low, of two basic methods of estimating quantiles. One method is the direct use of order statistics; the other is based on the use of stochastic approximation. Several modifications of these two estimation schemes are considered. In particular a simple and computationally efficient transformation of the simulation data is proposed and the properties (i.e. bias and variance) of quantile estimates based on this scheme are discussed. (Author)
2 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
The large random access memory and high internal speeds of present day computers can be used to increase the efficiency of largescale simulation experiments by estimating simultaneously several quantiles of each of several statistics. In order to do this without inordinately increasing programming complexity, quantile estimation schemes are required which are simple and do not depend on special features of the distributions of the statistics considered. The author discusses limitations, when the probability level alpha is very high or very low, of two basic methods of estimating quantiles. One method is the direct use of order statistics; the other is based on the use of stochastic approximation. Several modifications of these two estimation schemes are considered. In particular a simple and computationally efficient transformation of the simulation data is proposed and the properties (i.e. bias and variance) of quantile estimates based on this scheme are discussed. (Author)
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Related Identities
 Cox, D. R. (David Roxbee) Author
 Orav, E. J. (Endel John)
 Larrieu, J. (Jean) 1927 Translator
 Naval Postgraduate School (U.S.)
 Uribe, Luis
 NAVAL POSTGRADUATE SCHOOL MONTEREY CA
 University of Birmingham Department of Transportation and Environmental Planning
 Shedler, G. S.
 Beilby, Michael Harry Author
 Lawrance, A. J. Author
Associated Subjects
Algorithms Analysis of variance Armed ForcesData processing Computer programming Computer simulation ComputersReliability Electronic data processing EngineeringComputer simulation FORTRAN (Computer program language) Fourier transformations Great Britain IBM 360 (Computer) IBM Personal ComputerProgramming Mathematical statistics Mathematical statisticsComputer simulation Mathematical statisticsData processing Multiprogramming (Electronic computers) Multivariate analysis Multivariate analysisMathematical models Numbers, Random Numerical calculations Operations researchComputer simulation Point processes Poisson processes Random number generators Simulation methods Statistics StatisticsComputer programs StatisticsMathematical models Stochastic processes Timeseries analysis Traffic engineering Traffic engineeringData processing Traffic flow United States.Navy