Reuven Rubinstein (1938-2012)
I just learned last night that Professor Reuven Rubinstein passed away. While I was not a close collaborator of him, I met Reuven Rubinstein a few times at conferences and during a short visit to Paris, and each time learned from the encounter. I also appreciated his contributions to the field of simulation, esp. his cross-entropy method that culminated in the book The Cross-Entropy Method with Dirk Kroese. Reuven was involved in many aspects of simulation along his p
rolific career, he will be especially remembered for his 1981 book Simulation and the Monte Carlo Method that is arguably the very first book on simulation as a Monte Carlo method. This book had a recent second edition, co-authored with Dirk Kroese as well. It is thus quite a sad day to witness this immense contributor to the field leave us. (Here is a link to his webpage at Technion, including pictures of a trip to the Gulag camp where he spent most of his childhood.) I presume there will be testimonies about his influence at the WSC 2012 conference here in Berlin.
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