Kerry W. Fendick

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On Gaussian Markov processes and polya processes Operations Research Letters	2024-06-17	Paper
Queueing networks with path-dependent arrival processes Queueing Systems	2023-12-14	Paper
Brownian motion minus the independent increments: representation and queuing application Probability in the Engineering and Informational Sciences	2022-11-22	Paper
Heavy traffic limits for queues with non-stationary path-dependent arrival processes Queueing Systems	2022-07-26	Paper
Queues with path-dependent arrival processes Journal of Applied Probability	2021-06-28	Paper
Covariance Kernels of Gaussian Markov Processes	2015-01-09	Paper
Covariance Kernels of Gaussian Markov Processes (available as arXiv preprint)	2015-01-01	Paper
Pricing and Hedging Derivative Securities with Unknown Local Volatilities	2013-09-24	Paper
Pricing and Hedging Derivative Securities with Unknown Local Volatilities (available as arXiv preprint)	2013-01-01	Paper
Gaussian Fluid Queue with Autocorrelated Input	2011-04-25	Paper
Queues with Censored Demand and Autoregressive Net Input	2011-04-25	Paper
Gaussian Fluid Queue with Autocorrelated Input (available as arXiv preprint)	2011-01-01	Paper
Queues with Censored Demand and Autoregressive Net Input (available as arXiv preprint)	2011-01-01	Paper
Verifying cell loss requirements in high-speed communication networks Journal of Applied Mathematics and Stochastic Analysis	1999-08-02	Paper
Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback IEEE Transactions on Information Theory	1996-03-18	Paper
An asymptotically exact decomposition of coupled Brownian systems Journal of Applied Probability	1994-05-24	Paper
Analysis of a rate-based feedback control strategy for long haul data transport Performance Evaluation	1993-01-17	Paper
A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline Queueing Systems	1992-06-25	Paper

Research outcomes over time

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