@article{aldous1,
     author = "Aldous, D.J.",
     title  = "On the {Markov} chain simulation method for uniform 
		  combinatorial distributions and simulated annealing",
     journal= "Probab. Eng. and Inf. Sciences",
     year   = "1987",
     volume = "1",
     pages  = "33--46"
     }

@article{aldous2,
     author = "Aldous, D.J.",
     title  = "Approximate counting via {Markov} chains", 
     journal= "Statistical Science",
     year   = "1993",
     volume = "8",
     number = "1",
     pages  = "16--19"
     }

@inproceedings{aldous3,      
	 author = "Aldous, D.J.",
	 title  = "Random walks on finite groups and rapidly mixing 
		{Markov} chains",
	 booktitle = "{S\'eminaire} de {Probabilit\'e XVII}", 
         editor = "Az{\'e}ma, J. et al.", 
	 year   = "1981",
	 number = "986", 
	 series = "L.N. in Math.",
	 publisher = "Springer-Verlag, New York",
	 pages  = "243--297"
	 }

@article{aldousdiaconis,
	 author = "Aldous, D.J. and Diaconis, P.",
	 title  = "Shuffling cards and stopping times",
	 year   = "1986",
	 journal= "Amer. Math. Monthly",
	 volume = "93",
	 pages  = "333--348"
	 }

@unpublished{aldousfill,
     author = "Aldous, D.J. and Fill, J.A.",
     title  = "Reversible {M}arkov chains and random walks on graphs",
     note   = "{\tt http://www.stat.berkeley.edu/\verb+~+aldous/book.html},
                       to appear",
     year   = "200X"
     }

@book{aleksander,
     author = "Aleksander, I. and Morton, H.B.",       
     title = "An introduction to neural computing",       
     year = "1990",       
     publisher = "Chapman and Hall, London"     
     }

@book{anderson,
     author = "Anderson, W.J.",       
     title = "Continuous-time Markov chains. 
                 An applications-oriented approach",       
     year = "1991",       
     publisher = "Springer-Verlag, New York"     
     }

@proceedings{antoniadis,
     editor = "Antoniadis, A. and Oppenheim, G.",
     title  = "Wavelets and statistics",
     year   = "1995", 
     series = "L.N. in Stat.",
     number = "103",
     publisher = "Springer-Verlag, New York",
     }       

@book{asmussen,
	 author = "Asmussen, S.",       
	 title = "Applied probability and queues",       
	 year = "1987",       
	 publisher = "Wiley, New York"     
	 }

@book{avenjensen,
	 author = "Aven, T. and Jensen, U.",       
	 title = "Stochastic models in reliability",       
	 year = "1999",       
	 publisher = "Springer-Verlag, New York"     
	 }

@article{azencott,
     author = "Azencott, R.",
     title  = "Simulated Annealing",
     journal= "{S\'eminaire Bourbaki}", 
     volume = "697",
     year   = "1988",
     pages  = "161--175"
     }

@article{baccelli,
     author = "Baccelli, F.",
     title  = "Ergodic theory of stochastic {Petri} networks",
     journal= "Ann. Probab.", 
     volume = "20",
     number = "1",
     year   = "1992",
     pages  = "375--396"
     }

@book{baccellibremaud,
     author = "Baccelli, F. and Br\'emaud, P.",
     title = "Elements of Queuing Theory",
     publisher = "Springer-Verlag, Berlin",
     year = "1994"
     }

@book{baccellicohen,
     author = "Baccelli, F. and Cohen, G. and Olsder, G. and Quadrat, J.P.",
     title =  "Synchronization and Linearity: an algebra for discrete
			event systems",
     publisher = "Wiley, Chichester",
     year = "1992"
     }

@book{back,
     author = "B{\"a}ck, T.",       
     title = "Evolutionary algorithms in theory and practice",       
     year = "1996",       
     publisher = "Oxford University Press, Oxford"     
     }

@article{baddeleymoller,
     author = "Baddeley, A.J. and M{\o}ller, J.",
     title  = "Nearest-neighbour {Markov} point processes and random sets",
     journal= "Int. Stat. Rev.", 
     volume = "57",
     year   = "1989",
     pages  = "90--121"
     }

@book{barlowproschan,
	 author = "Barlow, R.E. and Proschan, F.",       
	 title = "Mathematical theory of reliability",       
	 year = "1996",       
	 publisher = "SIAM, Philadelphia"     
	 }

@book{barucha,
     author = "Barucha-Reid, A.T.",       
     title = "Elements of the theory of {Markov} processes
	       and their Applications",       
     year = "1960",       
     publisher = "McGraw-Hill, London"     
     }

@book{bartolidelmoral,
     author = "Bartoli, N. and {Del~Moral}, P.",       
     title = "Simulation et algorithmes stochastiques",
     year = "2001",       
     publisher = "C{\'e}padu{\`e}s Editions, Toulouse"     
     }

@article{bgy,
     author = "B{\'e}guin, M. and Gray, L. and Ycart, B.",
     title  = "The Load Transfer Model",
     journal= "Ann. Appl. Probab.",
     year   = "1998",
     volume = "8",
     number = "1",
     pages  = "337--353"   
     }

@book{bellman,
     author = "Bellman, R.",       
     title = "Introduction to matrix analysis",
     year = "1960",       
     publisher = "McGraw-Hill, London"     
     }

@inproceedings{benaim,      
	 author = "B{\'e}na{\"\i}m, M.",
	 title  = "Dynamics of stochastic algorithms",
	 booktitle = "{S\'eminaire} de {Probabilit\'e XXXIII}",
         editor = "Az{\'e}ma, J. et al.", 
	 year   = "1999",
	 number = "1709", 
	 series = "L.N. in Math.",
	 publisher = "Springer-Verlag, New York",
	 pages  = "1--68"
	 }

@book{benveniste,
     author = "Benveniste, A. and M{\'e}tivier, M. and Priouret, P.",
     title  = "Algorithmes adaptatifs et approximations stochastiques",
     year   = "1987",
     publisher = "Masson, Paris"
     }

@book{berger,
     author = "Berger, M.A.",
     title  = "An introduction to probability and stochastic processes",
     year   = "1993",
     publisher = "Springer-Verlag, New York"
     }

@article{bertsimas,
     author = "Bertsimas, D. and Tsitsiklis, J.",
     title  = "Simulated Annealing",
     journal= "Statistical Science",
     volume = "8",
     year   = "1993",
     pages  = "10--15"
     }

@unpublished{besag,
     author = "Besag, J.",
     title  = "Markov chain {Monte Carlo} for statistical inference",
     note   = "Tech. Rep. 9, University of Washington",
     year   = "2000"
     }

@book{bhat,
	 author = "Bhat, U.N.",       
	 title = "Elements of applied stochastic processes",       
	 year = "1984",       
	 publisher = "Wiley, New York"     
	 }

@book{biggs,
	 author = "Biggs, N.",       
	 title = "Algebraic Graph Theory",       
	 year = "1973",       
	 publisher = "Cambridge University Press"     
	 }

@book{borovkov,
     author = "Borovkov, A.A.",
     title = "Stochastic processes in queuing theory",
     publisher = "Springer-Verlag, Berlin",
     year = "1976"
     }

@book{bouleau1,
     author = "Bouleau, N.",
     title  = "Probabilit{\'e}s de l'ing{\'e}nieur, variables
			al{\'e}atoires et simulation",
     year   = "1985",
     publisher = "Hermann, Paris"
     }

@book{bouleau2,
     author = "Bouleau, N.",
     title  = "Processus stochastiques et applications",
     year   = "1988",
     publisher = "Hermann, Paris"
     }

@book{bouleaulepingle,
     author = "Bouleau, N. and L{\'e}pingle, D.",
     title  = "Numerical methods for stochastic processes",
     year   = "1994",
     publisher = "Wiley, New York"
     }

@book{brams,
     author = "Brams, G.W.",
     title  = "{R\'eseaux de Petri: th\'eorie et pratique}",
     publisher = "Masson, Paris",
     year   = "1983"
     }

@book{breiman,
     author = "Breiman, L.",
     title  = "Probability",
     year   = "1968",
     publisher = "Addison-Wesley,  Reading"
     }

@book{bremaud,
     author = "Bremaud, P.",
     title  = "Markov chains, {Gibbs} fields, {Monte-Carlo} simulation and
               queues",
     year   = "1999",
     publisher = "Springer-Verlag,  New York"
     }

@article{catoni1,
     author = "Catoni, O.",
     title  = "Rough large deviation estimates for simulated annealing: 
		Application to exponential schedules",
     journal= "Ann. Probab.",
     year   = "1992",
     volume = "20",
     number = "3",
     pages  = "1109--1146"
     }

@inproceedings{catoni2,      
	 author = "Catoni, O.",
	 title  = "Simulated annealing algorithms and {Markov} chains with 
                            rare transitions",
	 booktitle = "{S\'eminaire} de {Probabilit\'e XXXIII}",
         editor = "Az{\'e}ma, J. et al.", 
	 year   = "1999",
	 number = "1709", 
	 series = "L.N. in Math.",
	 publisher = "Springer-Verlag, New York",
	 pages  = "69--119"
	 }

@inproceedings{catoni3,      
	 author = "Catoni, O.",
	 title  = "Rates of convergence for sequential annealing:
                            a large deviation approach",
	 booktitle = "Simulated annealing: parallelization techniques",
         editor = "Azencott, R.", 
	 publisher = "Wiley, New York",
         year      = "1992",
	 pages  = "25--35"
	 }


@article{catoni4,
     author = "Catoni, O.",
     title  = "Solving scheduling problems by simulated annealing",
     journal= "SIAM J. on Control and Optim",
     year   = "1998",
     volume = "36",
     number = "5",
     pages  = "1539--1575"
     }

@inproceedings{catonitrouve,      
	 author = "Catoni, O. and Trouv{\'e}, A.",
	 title  = "Parallel annealing by multiple trials: 
                             a mathematical study",
	 booktitle = "Simulated annealing: parallelization techniques",
         editor = "Azencott, R.", 
	 publisher = "Wiley, New York",
         year      = "1992",
	 pages  = "129--143"
	 }

@book{cairolidalang,
     author = "Cairoli, R. and Dalang, R.C.",
     title  = "Sequential stochastic optimization",
     year   = "1996",
     publisher = "Wiley,  New York"
     }

@phdthesis{cerf1,
     author = "Cerf, R.",
     title  = "Une th{\'e}orie asymptotique des algorithmes 
			g{\'e}n{\'e}tiques",
     school = "Universit{\'e} Montpellier II",
     year   = "1994"
     }

@article{cerf2,
     author = "Cerf, R.",
     title  = "The dynamics of mutation-selection algorithms with 
		large population sizes",
     journal= "Ann. Inst. H. Poincar{\'e}, Probab. Stat.",
     volume = "32",
     number = "4",
     pages  = "455--508",
     year   = "1996"
     }

@article{cerf3,
     author = "Cerf, R.",
     title  = "A new genetic algorithm",
     journal= "Ann. Appl. Probab.",
     volume = "6",
     number = "3",
     pages  = "778--817",
     year   = "1996"
     }

@article{chauvinrouault,
     author = "Chauvin, B. and Rouault, A.",
     title  = "A stochastic simulation for a class of 
                      reaction-diffusion equations",
     journal= "Adv. Appl. Probab.",
     volume = "22",
     pages  = "88--100",
     year   = "1990"
     }

@article{chauvin,
     author = "Chauvin, B.",
     title  = "Branching processes, trees and the {Boltzmann} equation",
     journal= "Math. and Comp. in Simulation",
     volume = "38",
     pages  = "135--141",
     year   = "1995"
     }

@book{chavel,
	 author = "Chavel, I.",       
	 title = "Eigenvalues in Riemanian geometry",       
	 year = "1984",       
	 publisher = "Academic Press, New York"     
	 }

@book{chen,
     author = "Chen, M.F.",
     title  = "From {Markov} chains to non-equilibrium particle systems",
     year   = "1992",
     publisher = "World Scientific, Singapore"
     }
 
@book{chung,
     author = "Chung, K.L.",
     title  = "Markov chains with stationary transition probabilities",
     year   = "1960",
     publisher = "Springer-Verlag, New York"
     }

@book{chungbrown,
     author = "Chung, K.L.",
     title  = "Green, {Brown}, and probability and {Brownian} motion 
                      on the line",
     year   = "2001",
     publisher = "World Scientific, London"
     }

@article{chung2,      
	 author = "Chung, F.R.K.",
	 title  = "Diameters and eigenvalues",
	 journal= "Journal of AMS",
	 year   = "1989",
	 volume = "2", 
	 number = "2",
	 pages  = "187--196"
	 }

@book{cinlar,
     author = "{\c{C}}inlar, E.",
     title  = "Introduction to stochastic processes",
     year   = "1975",
     publisher = "Prentice Hall, New York"
     }

@book{cocozza,
     author = "Cocozza-Thivent, Ch.",
     title  = " Processus stochastiques et fiabilit{\'e} des syst{\`e}mes",
     series = "Math{\'e}matiques et applications",
     number = "28",
     year   = "1997",
     publisher = "Springer-Verlag, Berlin"
     }

@book{colin,
     author = "Colin de Verdi\`ere, Y.",       
     title = "Spectres de graphes",       
     year = "1994",       
     publisher = "Cours de DEA, Universit\'e Joseph Fourier--ENS Lyon"     
     }

@article{cya,
     author = "Colin de Verdi\`ere, Y. and Pan, Y. and Ycart, B.",
     title  = "Singular limits of {Schr{\"o}dinger} operators and {Markov} 
			processes",
     journal= "J. of Operator Theory",
     volume = "41",
     pages  = "151--173", 
     year   = "1999"
     }

@article{cottetfrancois,
     author = "Cottet, G.H. and Fran{\c c}ois, O.",
     title  = "Comportement en taille grande des r{\'e}seaux de {Hopfield}",
     journal= "Matapli, Bull. SMAI",
     volume = "38",
     pages  = "53--68",
     year   = "1994"
     }

@article{delcorso,
     author = "{Del Corso}, G.M.",
     title  = "Randomization and the parallel solution of linear algebra
		problems",
     journal= "J. Comput. Math. Appl.",
     volume = "30",
     number = "11",
     pages  = "59--72",
     year   = "1995"
     }

@article{demasifl,
     author = "{De Masi}, A. and Ferrari, P. and Lebowitz, J.",
     title  = "Reaction diffusion equations for interacting particle systems",
     journal= "J. Stat. Phys.",
     volume = "44",
     pages  = "589--644",
     year   = "1986"
     }

@book{devroye,
     author = "Devroye, L.",
     title  = "Non-uniform random variate generation",
     year   = "1986",
     publisher = "Springer-Verlag, New York"
     }

@article{diaconis0,
	 author = "Diaconis, P. and Shahshahani, M.",
	 title  = "Time to reach stationarity in the {Bernoulli-Laplace}
			diffusion model",
	 journal= "SIAM J. Math. Anal.",
	 volume = "18",
	 year   = "1987",
	 pages  = "208--218"
	 }

@article{diaconis1,
	 author = "Diaconis, P. and Graham, R. and Morrison, J.",
	 title  = "Asymptotic analysis of a random walk on a hypercube
			with many dimensions",
	 journal= "Rand. Struct. Algorithms",
	 volume = "1",
	 year   = "1990",
	 pages  = "51--72"
	 }

@article{diaconis2,
	 author = "Diaconis, P. and Strook, D.W.",
	 title  = "Geometric bounds for eigenvalues of {Markov} chains",
	 journal= "Ann. Appl. Probab.",
	 volume = "1",
	 number = "1", 
	 year   = "1991",
	 pages  = "36--61"
	 }

@article{diaconis3,
	 author = "Diaconis, P. and Hanlon, P.",
	 title  = "Eigenanalysis for some examples of the {Metropolis}
				algorithm",
	 journal= "Contemp. Math.",
	 volume = "138",
	 year   = "1992",
	 pages  = "99--117"
	 }

@article{diaconis4,
	 author = "Diaconis, P.",
	 title  = "The cutoff phenomenon in finite {Markov} chains",
	 journal= "Proc. Natl. Acad. Sci. USA",
	 volume = "93",
	 year   = "1996",
	 pages  = "1659--1664"
	 }

@article{diaconisfreedman,
     Author = "Diaconis, P. and Freedman, D.",
     Title = "Iterated Random Functions",
     Journal = "SIAM Review",
     Volume = 41,
     Number = 1,
     Pages = "45--76",
     Year = 1999}

@article{diaconissaloff,
     author = "Diaconis, P. and Saloff-Coste, L.",
     title  = "What do we know about the {Metropolis} algorithm~?",
     journal= "J. Comp. Syst. Sci.",
     volume = "55",
     number = "1",
     year   = "1998",
     pages  = "20-36"
     }

@article{diaconissaloff2,
	 author = "Diaconis, P. and Saloff-Coste, L.",
	 title  = "Comparison theorems for reversible {Markov} chains",
	 journal= "Ann. Appl. Probab.",
	 volume = "3",
	 number = "3", 
	 year   = "1993",
	 pages  = "696--730"
	 }
 
@unpublished{diebolt,
     author = "Di{\'e}bolt, J.",
     title  = "Cha{\^\i}nes de {Markov}, m{\'e}thodes {MCMC},
		algorithme {EM} pour donn{\'e}es incompl{\`e}tes",
     note   = "Notes",
     year   = "1996"
     }

@book{doylesnell,
     author = "Doyle, P. and Snell, J.",       
     title = "Random walks and electric networks",       
     year = "1984",       
     publisher = "Math. Assoc. America., Washington"     
     }

@book{dudewicz,
     author = "Dudewicz, E.J. and Ralley, T.G.",
     title  = "The handbook of random number generation and testing
			with {TESTRAND} computer code",
     year   = "1981",
     publisher = "American Sciences Press Inc., Columbus."
     }

@book{duflo1,
     author = "Duflo, M.",
     title  = "M{\'e}thodes r{\'e}cursives al{\'e}atoires",
     year   = "1990",
     publisher = "Masson, Paris"
     }

@book{duflo2,
     author = "Duflo, M.",
     title  = "Algorithmes stochastiques",
     series = "Math{\'e}matiques et applications",
     number = "23",
     year   = "1996",
     publisher = "Springer-Verlag, Berlin"
     }

@inproceedings{durrett,
     author = "Durrett, R.T.",
     title  = "Ten lectures on particle systems",
     booktitle = "Ecole d'{\'et\'e} de probabilit{\'e} de Saint-Flour XXIII", 
     editor="Bernard, P.",               
     year   = "1995", 
     series = "L.N. in Math.",
     number = "1608",
     publisher = "Springer-Verlag, New York",
     pages  = "97--201"
     }       

@book{ethierkurtz,     
     author = "Ethier, S.N. and Kurtz, T.G.",     
     title  = "Markov processes: characterization and convergence",     
     year   = "1986",     
     publisher = "Wiley, New York"     
     }

@book{eubank,     
     author = "Eubank, R.L.",     
     title  = "Spline smoothing and nonparametric regression",     
     year   = "1988",     
     publisher = "Marcel Dekker, Inc., New York"     
     }

@book{feller1,     
     author = "Feller, W.",     
     title  = "An introduction to probability theory and its applications",
     volume = "I",           
     year   = "1968",     
     publisher = "Wiley, London"     
     }

@book{feller2,
     author = "Feller, W.",     
     title  = "An introduction to probability theory and its applications",
     volume = "II",          
     year   = "1971",     
     publisher = "Wiley, London"     
     }     
     
@article{fill,
	 author = "Fill, J.A.",
	 title  = "An interruptible algorithm for perfect
                     sampling via {Markov} chains",
	 journal= "Ann. Appl. Probab.",
	 volume = "8",
	 number = "1", 
	 year   = "1998",
	 pages  = "131--162"
	 }
 
@book{fishman,
     author = "Fishman, G.S.",
     title  = "{Monte-Carlo} concepts algorithms and applications",
     year   = "1996",
     publisher = "Springer-Verlag, New York"
     }     

@book{fishman2,
     author = "Fishman, G.S.",
     title  = "Discrete-event simulation",
     year   = "2001",
     publisher = "Springer-Verlag, New York"
     }     

@book{flajolet,
     author = "Sedgewick, R. and Flajolet, Ph.",
     title  = "Introduction {\`a} l'analyse des algorithmes",
     year   = "1996",
     publisher = "Int. Thomson Publishing, France"
     }     

@article{foryca,
     author = "Forbes, F. and Ycart, B.",
     title  = "Counting stable sets on {Cartesian} products of graphs",
     journal= "Discrete Mathematics",
     volume = "186",
     pages  = "105--116",
     year   = "1998"
     }

@article{francois,
     author = "Fran{\c c}ois, O.",
     title  = "An evolutionary strategy for global minimization and its 
{Markov} chain analysis",
     journal= "IEEE trans. on Evolutionary Computation",
     volume = "2",
     number = "3",
     pages  = "77--90",
     year   = "1998"
     }

@book{freidlinwentzell,
	 author = "Freidlin, M.I. and Wentzell, A.D.",       
	 title = "Random perturbations of dynamical systems",       
	 year = "1984",       
	 publisher = "Springer-Verlag, New York"     
	 }

@book{gard,
     author = "Gard, T.C.",
     title  = "Introduction to stochastic differential equations",
     year   = "1988",
     publisher = "Marcel Dekker, Inc., New York"
     }

@book{gelenbepujolle,
   author = "Gelenbe, E. and Pujolle, G.",
   title = "{Introduction aux r\'eseaux de files d'attente}",
   publisher = "Eyrolles, Paris",
   year = "1985"
}

@book{gentle,
     author = "Gentle, J.E.",
     title  = "Random number generation and {Monte-Carlo} methods",
     year   = "1998",
     publisher = "Springer-Verlag, New York"
     }

@book{goldberg,
     author = "Goldberg, D.",
     title  = "Genetic algorithms in search, optimization and
		       machine learning",
     year   = "1989",
     publisher = "Addison-Wesley, New York" 
     }

@book{guyon,
     author = "Guyon, X.",
     title  = "Champs al{\'e}atoires sur un r{\'e}seau",
     year   = "1993",
     publisher = "Masson, Paris"
     }

@book{hammersley,
     author = "Hammersley, J.M. and Handscomb, D.C.",
     title  = "Monte-Carlo methods",
     year   = "1964",
     publisher = "Meth\-uen, London"
     }

@book{hofri,
     author = "Hofri, M.",
     title  = "Probabilistic analysis of algorithms",
     year   = "1987",
     publisher = "Springer-Verlag, New York"
     }

@book{holland,
     author = "Holland, J.H.",
     title  = "Adaptation in natural and artificial systems",
     year   = "1975",
     publisher = "The University of Michigan Press, Ann Arbor" 
     }
    
@book{karatzasshreve,
     author = "Karatzas, I. and Shreve, S.E.",       
     title  = "Brownian motion and stochastic calculus",       
     year   = "1991",       
     publisher = "Springer-Verlag, New York"  
     }

@book{karatzasshreve2,
     author = "Karatzas, I. and Shreve, S.E.",       
     title  = "Methods of mathematical finance",       
     year   = "1998",       
     publisher = "Springer-Verlag, New York"  
     }

@book{karlin1,
     author = "Karlin, S.",       
     title  = "A first course in stochastic processes",       
     year   = "1966",       
     publisher = "Academic Press, San Diego"  
     }

@book{karlin2,
     author = "Karlin, S. and Taylor, H.M.",       
     title  = "A second course in stochastic processes",       
     year   = "1981",       
     publisher = "Academic Press, San Diego"  
     }

@book{keilson,
     author = "Keilson, J.",       
     title  = "Markov chain models - rarity and exponentiality",       
     year   = "1979",       
     series = "Applied Mathematical Sciences",
     number = "28",
     publisher = "Springer-Verlag, New York"  
     }

@book{kelly79,       
     author = "Kelly, F.P.",       
     title = "Reversibility and Stochastic Networks",       
     year = "1979",       
     publisher = "Wiley, London"     
     }

@book{kemenysnell,
     author = "Kemeny, J.G. and Snell, J.L.",       
     title = "Finite {Markov} chains",       
     year = "1960",       
     publisher = "Van Nostrand, Princeton"  
     }

@book{kemenysnellknapp,
     author = "Kemeny, J.G. and Snell, J.L. and Knapp, A.W.",       
     title = "Denumerable {Markov} chains",       
     year = "1976",       
     publisher = "Springer-Verlag, New York"  
     }

@book{kennedygentle,
     author = "Kennedy, W.J. and Gentle, J.E.",       
     title = "Statistical computing",       
     year = "1980",       
     publisher = "Marcel Dekker, Inc., New York"  
     }

@book{kleijnen1,
     author = "Kleijnen, J.P.C.",       
     title = "Statistical techniques in simulation, Part I",       
     year = "1974",       
     publisher = "Marcel Dekker, Inc., New York"  
     }

@book{kleijnen2,
     author = "Kleijnen, J.P.C. and Van Groenendaal, W.",       
     title = "Simulation, a statistical perspective",       
     year = "1992",       
     publisher = "Wiley, New York"  
     }

@book{kloedenplaten,
     author = "Kloeden, P.E. and Platen, E.",
     title  = "Numerical solution of stochastic differential equations",
     year   = "1992",
     publisher = "Springer-Verlag, New York"
     }
     
@book{kloedenplaten2,
     author = "Kloeden, P.E. and Platen, E. and Schurz, H.",
     title  = "Numerical solution of SDE through computer experiment",
     year   = "1997",
     publisher = "Springer-Verlag, New York"
     }

@book{korstaarts,
     author = "Korst, J. and Aarts, E.H.",
     title  = "Simulated annealing and Boltzmann machines:
                    a stochastic apprach to combinatorial optimization",
     year   = "1989",
     publisher = "Wiley, New York"
     }

@book{knuthart,
     author = "Knuth, D.E.",
     title  = "The art of computer programming",
     volume = "2, seminumerical algorithms",
     year   = "1981",
     publisher = "Addison-Wesley, Reading"
     } 

@book{knuth,
     author = "Graham, R.L. and Knuth, D.E. and Patashnik, O.",
     title  = "Concrete mathematics: a foundation for computer science",
     year   = "1989",
     publisher = "Addison-Wesley, Reading"
     }
	
@book{kushneryin,
     author = "Kushner, H.J. and Yin, G.G.",
     title  = "Approximation algorithms and applications",
     year   = "1997",
     publisher = "Springer-Verlag, New York"
     }     

@book{lambertonlapeyre,
     author = "Lamberton, D. and Lapeyre, B.",
     title  = "Introduction au calcul stochastique appliqu{\'e} {\`a} la
			finance",
     year   = "1991",
     publisher = "Ellipses, Paris"
     }

@book{lapeyrepardoux,
     author = "Lapeyre, B. and Pardoux, E. and Sentis, R.",
     title  = "M{\'e}thodes de {Monte-Carlo} pour les \'equations
			de transport et de diffusion",
     series = "Math{\'e}matiques et applications",
     number = "29",
     year   = "1997",
     publisher = "Springer-Verlag, Berlin"
     }

@book{laurent,     
     author = "Laurent, P. J.",     
     title  = "Les m{\'e}thodes de Monte-Carlo",     
     year   = "1966",     
     publisher = "Universit\'e Joseph Fourier, Grenoble"     
     }

@book{lawler,
     author = "Lawler, E.L. and Lensra, J.K. and {Rinnooy Kan}, A.H.G.
			and Shmoys, D.B.",
     title  = "The traveling salesman problem",
     year   = "1987",
     publisher = "Wiley, New York"
     }

@unpublished{lebreton,
     author = "{Le~Breton}, A.",
     title  = "Calcul stochastique",
     note   = "Cours de DEA UJF",
     year   = "1996"
     }

@book{liggett,     
     author = "Liggett, T.M.",     
     title  = "Interacting Particle Systems",     
     year   = "1985",     
     publisher = "Springer-Verlag, New York"     
     }

@book{liggett2,     
     author = "Liggett, T.M.",     
     title  = "Stochastic interacting systems: contact, voter, and 
                          exclusion processes",     
     year   = "1999",     
     publisher = "Springer-Verlag, New York"     
     }

@book{liu,     
     author = "Liu, J.S.",     
     title  = "{Monte-Carlo} strategies in scientific computing",     
     year   = "2001",     
     publisher = "Springer-Verlag, New York"     
     }

@book{mclachlan,     
     author = "{McLachlan}, G.J. and Krishnan, T.",     
     title  = "The EM algorithm and extensions",     
     year   = "1997",     
     publisher = "Wiley, New York"     
     }

@article{marsaglia1,
     author = "Marsaglia, G. and Zaman, A.",
     title  = "Toward a universal random number generator",
     journal= "Stat. Prob. Lett.",
     volume = "8",
     year   = "1990",
     pages  = "35--39"
     }
  
@article{marsaglia2,
     author = "Marsaglia, G. and Zaman, A.",
     title  = "A new class of random number generators",
     journal= "Ann. Appl. Probab.",
     volume = "1",
     year   = "1991",
     pages  = "462--480"
     }
  
@book{masters,
     author = "Masters, T.",
     title  = "Practical neural network recipes in {C++}",
     year   = "1993",
     publisher = "Academic Press, Boston"
     }

@unpublished{mathe,
     author = "Math{\'e}, P.",
     title  = "Relaxation of product {Markov} chains on product spaces",
     note   = "Preprint WIAS, Berlin",
     year   = "1997"
     }

@article{metropolis,
     author = "Metropolis, N. and Rosenbluth, A.W. and Rosenbluth, M.N.
		     and Teller, A.H. and Teller, E.",
     title  = "Equations of state calculations by fast computing
			    machines",
     journal= "J. Chem. Phys.",
     volume = "21",
     year   = "1953",
     pages  = "1087--1092"
     }

@book{meyntweedie,
     author = "Meyn, S.P. and Tweedie, R.L.",
     title  = "Markov chains and stochastic stability",
     year   = "1993",
     publisher = "Springer-Verlag, London"
     }

@book{michalewicz,
     author = "Michalewicz, Z.",
     title  = "Genetic algorithms + {Data} structures
			= {Evolution} programs, 3rd ed",
     year   = "1996",
     publisher = "Springer-Verlag, New York"
     }

@book{mitchell,
     author = "Mitchell, M.",
     title  = "An introduction to genetic algorithms",
     year   = "1996",
     publisher = "MIT Press, Cambridge, MA"
     }

@inproceedings{moller,      
	 author = "M{\o}ller, J.",
	 title  = "{Markov Chain Monte-Carlo} and spacial point processes",
	 booktitle = "Stochastic geometry. Likelihood and computation",
         editor = "Barndorff-Nielsen, O.E. and Kendall, W.S. and
                        van Lieshout, M.N.M.", 
	 year   = "1999",
	 publisher = "Chapman and Hall, London",
	 pages  = "141--172"
	 }

@book{morgan,
     author = "Morgan, B.J.T.",
     title  = "Elements of simulation",
     year   = "1984",
     publisher = "Chapman and Hall, London"
     }

@book{motwani,
     author = "Motwani, R. and Raghavan, P.",       
     title = "Randomized algorithms",       
     year = "1995",       
     publisher = "Cambridge University Press"  
     }

@book{musiela,
     author = "Musiela, M. and Rutkowski, M.",
     title = "Martingale methods in financial modelling",
     publisher = "Springer-Verlag, Berlin",
     year = "1997"
     }

@incollection{nair,
     author = "Nair, V.N. and Freeny, A.E.",
     title  = "Methods for assessing distributional assumptions 
			in one and two sample problems",
     booktitle = "Statistical methods for physical science",
     editor = "Stanford, J. and Vardeman, S.",
     publisher = "Academic Press, New York",
     year   = "1992"
}

@book{neuts1,
     author = "Neuts, M.F.",
     title  = "Matrix-geometric solutions in stochastic models",
     year   = "1981",
     publisher = "The John Hopkins University Press, London", 
     }

@book{neuts2,
     author = "Neuts, M.F.",
     title  = "Algorithmic Probability: a collection of problems",
     year   = "1995",
     publisher = "Chapman and Hall, London"
     }

@unpublished{pincon,
     author = "Pin{\c{c}}on, B.",
     title  = "Introduction {\`a} {S}cilab",
     note   = "\\{\tt http://www.iecn.u-nancy.fr/\verb+~+pincon/scilab/scilab.html}",
     year   = "1996"
     }

@article{proppwilson,
     author = "Propp, P. and Wilson, D.B.",
     title  = "Exact sampling with coupled {M}arkov chains and applications to
statistical mechanics",
     journal= "Rand. Struct. Algo.",
     volume = "9",
     number = "2",
     year   = "1996",
     pages  = "223--252"
     }
  
@book{puterman,
     author = "Puterman, M.",
     title  = "Markov decision processes: discrete stochastic 
                      dynamic programming",
     year   = "1994",
     publisher = "Wiley, New York"
     }

@inproceedings{rafterylewis,
     author = "Raftery, A.E. and Lewis, S.",
     title  = "Implementing {MCMC}",
     booktitle = "Markov Chain Monte-Carlo in practice",
     editor = "Gilks, W.R. and Richardson, S.T. and Spiegelhalter, D.J.",
     year   = "1992", 
     publisher = "Chapman and Hall, London",
     pages  = "115--130"
     }       

@book{reinelt,
     author = "Reinelt, G.",
     title  = "The traveling salesman: computational solutions for TSP
			applications",
     series = "L.N. in Computer Science",
     number = "840",
     year   = "1994",
     publisher = "Springer-Verlag, New York"
     }

@book{ripley1,
     author = "Ripley, B.D.",
     title  = "Stochastic simulation",
     year   = "1987",
     publisher = "Wiley, New York"
     }

@book{ripley2,
     author = "Ripley, B.D.",
     title  = "Pattern recognition and neural networks",
     year   = "1996",
     publisher = "Cambridge University Press"
     }

@article{ripley3,
     author = "Ripley, B.D.",
     title  = "Thoughts on pseudorandom numbers",
     journal= "J. Comput. Appl. Math.",
     volume = "31",
     year   = "1990",
     pages  = "153--163"
     }

@book{robert1,
     author = "Robert, C.P.",
     title  = "L'Analyse Statistique Bay\'esienne",
     year   = "1992",
     publisher = "Economica, Paris"
     }

@book{robert2,
     author = "Robert, C.P.",
     title  = "M\'ethodes de {Monte-Carlo} par cha{\^{\i}}nes de {Markov}",
     year   = "1996",
     publisher = "Economica, Paris"
     }

@book{robert3,
     author = "Robert, C.P. and Casella, G.",
     title  = "{Monte-Carlo} statistical methods",
     year   = "1999",
     publisher = "Springer-Verlag, New York"
     }

@book{robertph,
     author = "Robert, Ph.",
     title  = "R{\'e}seaux et files d'attente~: m{\'e}thodes probabilistes",
     series = "Math{\'e}matiques et applications",
     number = "35",
     year   = "2000",
     publisher = "Springer-Verlag, Berlin"
     }

@book{robertazzi,
     author = "Robertazzi, T.G.",
     title  = "Computer networks and systems: queuing theory and
			performance evaluation",
     year   = "1990",
     publisher = "Springer-Verlag, New York"
     }

@book{rubinstein1,
     author = "Rubinstein, R.Y.",
     title  = "Simulation and the {Monte-Carlo} method",
     year   = "1981                      ",
     publisher = "Wiley, New York"
     }

@book{rubinstein2,
     author = "Rubinstein, R.Y.",
     title  = "{Monte-Carlo} optimization, simulation and sensitivity of 
		   queuing networks",
     year   = "1986",
     publisher = "Wiley, New York"
     }

@book{rubinstein3,
     author = "Rubinstein, R.Y. and Shapiro, A.",
     title  = "Discrete event systems: sensitivity analysis and stochastic 
		optimization by the score function method",
     year   = "1993",
     publisher = "Wiley, New York"
     }

@book{rubinstein4,
     author = "Rubinstein, R.Y. and Melamed, B.",
     title  = "Efficient simulation and {Monte-Carlo} methods",
     year   = "1997",
     publisher = "Wiley, New York"
     }

@inproceedings{saloff,
     author = "Saloff-Coste, L.",
     title  = "Lectures on finite {Markov} chains",
     booktitle = "Ecole d'{\'et\'e} de probabilit{\'e} de Saint-Flour XXVI", 
     editor = "Bernard, P.",
     year   = "1997", 
     series = "L.N. in Math.",
     number = "1665",
     publisher = "Springer-Verlag, New York",
     pages  = "301--413"
     }       

@unpublished{scibot,
     author = "van Dijk, L.E. and Spiel, C.L.",
     title  = "Scilab bag of tricks",
     note   = "{\tt http://www.hammersmith-\\
consulting.com/scilab/sci-bot/sci-bot.html}",
     year   = "2000"
     }

@book{serforzo,
     author = "Serforzo, R.",
     title  = "Introduction to stochastic networks",
     year   = "1999",
     publisher = "Springer-Verlag, New York"
     }

@book{shiryaev,
     author = "Shiryaev, A.N.",
     title  = "Essentials of stochastic finance",
     year   = "1999",
     publisher = "World Scientific, London"
     }

@article{shonkwiler,
     author = "Shonkwiler, R. and van Vleck, E.",
     title  = "Parallel speed-up of {Monte-Carlo} methods for global
			    optimization",
     journal= "J. Complexity",
     volume = "10",
     number = "1",
     year   = "1994",
     pages  = "64--95"
     }

@book{sinclair,
     author = "Sinclair, A.",
     title  = "Algorithms for random generation and counting:
			a {Markov} chain approach",
     year   = "1993",
     publisher = "Birkh{\"a}user, Boston"
     }

@article{smithroberts,
     author = "Smith, A.F.M. and Roberts, G.O.",
     title  = "Bayesian computation via the {Gibbs} sampler and related
                        {Markov} chain {Monte-Carlo} methods",
     journal= "J. R. Statist. Soc.",
     series = "B", 
     volume = "55",
     year   = "1993",
     pages  = "3--23"
     }

@book{snell,
     author = "Snell, J.L.",
     title  = "Introduction to probability",
     year   = "1988",
     publisher = "Random House, New York"
     }

@book{spohn,
     author = "Spohn, H.",
     title  = "Large scale dynamics of interacting particles",
     year   = "1991",
     publisher = "Springer-Verlag, Berlin"
     }

@book{stewart,
     author = "Stewart, W.J.",
     title  = "Introduction to the numerical solution of {Markov} chains",
     year   = "1995",
     publisher = "Princeton University Press"
     }

@incollection{talay1,
     author = "Talay, D.",
     title  = "Simulation and numerical analysis of stochastic differential 
			systems: a review",
     booktitle = "Probabilistic Methods in Applied Physics",
     chapter= "3",
     editor = "Kr{\'e}e, P. and Wedig, W.",
     pages  = "54--96",
     publisher = "Springer-Verlag, New York",
     series = "L.N. in Physics",
     number = "451",
     year   = "1995"
}

@book{talay2,
     author = "Graham, C. and Kurtz, T.G. and M{\'e}l{\'e}ard, S.
		and Protter, P.E. and Pulvirenti, M. and Talay, D.",
     title  = "Probabilistic Models for Nonlinear Partial Differential 
			Equations",
     series = "L.N. in Math.",
     number = "1627",
     publisher = "Springer-Verlag, New York",
     year   = "1996"
     } 

@book{trivedi,
     author = "Trivedi, K.S.",
     title = "Probability and Statistics with Reliability, Queuing and 
			Computer Science Applications",
     publisher = "Prentice-Hall, New York",
     year = "1982"
     }

@phdthesis{trouve,
     author = "Trouv{\'e}, A.",
     title  = "Parall{\'e}lisation massive du recuit simul{\'e}",
     school = "Universit{\'e} Paris XI",
     year   = "1993"
     }

@book{walrand,
     author = "Walrand, J.",
     title = "{Introduction to Queuing Networks}",
     publisher = "Prentice-Hall, New York",
     year = "1989"
     }

@book{watkins,
     author = "Watkins, K.",
     title  = "Discrete event simulation in C",
     year   = "1993",
     publisher = "McGraw-Hill, London"
     }

@inproceedings{wilson,
     author = "Wilson, D.B.",
     title = "Annotated bibliography of perfectly random sampling with 
                        {Markov} chains",
     booktitle = "Microsurveys in Discrete Probability",
     editor = "Aldous, D. and Propp, J.",
     series = "DIMACS Series in Discrete Mathematics and Theoretical
		  Computer Science",
     volume = 41,
     year = 1998,
     publisher = "American Mathematical Society",
     pages = "209--220"
     }

@book{winkler,
     author = "Winkler, G.",
     title  = "Image analysis, random fields and dynamic {Monte-Carlo}
			methods",
     year   = "1995",
     publisher = "Springer-Verlag, Berlin"
     }

@book{woess,
	 author = "Woess, W.",       
	 title = "Random walks on infinite graphs and groups",       
	 year = "2000",       
	 publisher = "Cambridge University Press"     
	 }

@book{wolff,
     author = "Wolff, R.W.",
     title = "Stochastic Modelling and the Theory of Queues",
     publisher = "Prentice-Hall, Englewood Cliff",
     year = "1989"
     }

@book{wolfram,
     author = "Wolfram, S.",
     title  = "Mathematica",
     year   = "1992",
     publisher = "Wolfram Research, Inc.",
     }

@book{yinzhang,
     author = "Yin, G.G. and Zhang, Q.",       
     title  = "Continuous-time {Markov} chains and applications",       
     year   = "1998",       
     publisher = "Springer-Verlag, New York"  
     }

@article{cutoff,
     author = "Ycart, B.",
     title  = "Cutoff for samples of {Markov} chains",
     journal= "ESAIM Probability-Statistics",
     volume = "3", 
     pages  = "89--107", 
     year   = "1999"
     }

@article{stop,
     author = "Ycart, B.",
     title  = "Stopping tests for {Monte-Carlo} {Markov} chain methods",
     journal= "Meth. and Comp. in Appl. Probab.",
     volume = "2",
     number = "1",
     pages  = "23--36",  
     year   = "2000"
     }

@inproceedings{fiesta,
     author = "Ycart, B.",
     title  = "Cutoff for {Markov Chains}: some examples and applications",
     booktitle = "Complex Systems", 
     editor = "Goles, E. and Mart{\'{\i}}nez, S.",
     year   = "2001",
     publisher = "Kluwer, Dordrecht",
     pages  = "261--300"
     }       

@unpublished{demscil,
     author = "Ycart, B.",
     title  = "D{\'e}marrer en {S}cilab",
     note   = "{\tt http://www.math-info.univ-paris5.fr
/\verb+~+ycart/polys/demarre\verb+_+scilab/demarre\verb+_+scilab.html}",
     year   = "2001"
     }

@article{philo,
     author = "Ycart, B.",
     title  = "The Philosophers' process: an ergodic reversible 
                   nearest particle system",
     journal= "Ann. Appl. Probab.",
     volume = "3",
     number = "2",
     pages  = "356--363",  
     year   = "1993"
     }