The following pages link to A. B. Dieker (Q363840):
Displaying 25 items.
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
- Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes (Q383196) (← links)
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment (Q475123) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- Determinantal transition kernels for some interacting particles on the line (Q731723) (← links)
- Sensitivity analysis for diffusion processes constrained to an orthant (Q744381) (← links)
- Large deviations for random walks under subexponentiality: The big-jump domain (Q948750) (← links)
- Spectral analysis of random-to-random Markov chains (Q1682003) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- Tails for (max, plus) recursions under subexponentiality (Q2505101) (← links)
- Reduced-load equivalence for queues with Gaussian input (Q2572899) (← links)
- ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION (Q2808335) (← links)
- On the largest-eigenvalue process for generalized Wishart random matrices (Q2865791) (← links)
- Interlacings for Random Walks on Weighted Graphs and the Interchange Process (Q3084220) (← links)
- Series Jackson Networks and Noncrossing Probabilities (Q3169092) (← links)
- Stochastic Billiards for Sampling from the Boundary of a Convex Set (Q3465938) (← links)
- Fast simulation of overflow probabilities in a queue with Gaussian input (Q4565368) (← links)
- A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
- Quasi-Product Forms for Lévy-Driven Fluid Networks (Q5388052) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary (Q5446503) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)