Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490): Difference between revisions

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+W3200114901
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+.06369
@@ Property / arXiv ID: 2002.06369 / rank @@
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@@ Property / cites work @@
+Long-Time Behavior of a Hawkes Process--Based Limit Order Book
+Normal rank
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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+Steady-state simulation of reflected Brownian motion and related stochastic networks
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+Perfect Sampling of Generalized Jackson Networks
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+Perfect sampling of GI/GI/\(c\) queues
@@ Property / cites work: Perfect sampling of GI/GI/\(c\) queues / rank @@
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+Large Deviations of Poisson Cluster Processes
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+Rate of convergence to equilibrium of marked Hawkes processes
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+Price Dynamics in a Markovian Limit Order Market
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+Exact simulation of Hawkes process with exponentially decaying intensity
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+Queues Driven by Hawkes Processes
@@ Property / cites work: Queues Driven by Hawkes Processes / rank @@
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+Simulating the maximum of a random walk
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+Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
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+Exact Simulation of Point Processes with Stochastic Intensities
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+A cluster process representation of a self-exciting process
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+Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
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+Infinite-server queues with Hawkes input
@@ Property / cites work: Infinite-server queues with Hawkes input / rank @@
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@@ Property / cites work @@
+Dynamic service rate control for a single-server queue with Markov-modulated arrivals
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+Stationary Waiting-Time Distributions for Single-Server Queues
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+Perfect simulation of Hawkes processes
@@ Property / cites work: Perfect simulation of Hawkes processes / rank @@
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+Stabilizing performance in a single-server queue with time-varying arrival rate
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+Perfect sampling of a single-server queue with periodic Poisson arrivals
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