Jungong Xue

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On nonlinear matrix equations from the first standard form	2022-10-13	Paper
Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model	2022-09-30	Paper
Accurate singular values of a class of parameterized negative matrices	2021-09-24	Paper
Accurate numerical solution for structured $M$-matrix algebraic Riccati equations	2021-06-03	Paper
Accurate numerical solution for shifted $M$-matrix algebraic Riccati equations	2020-07-13	Paper
Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives	2019-05-14	Paper
Highly accurate doubling algorithms for $M$-matrix algebraic Riccati equations	2017-03-17	Paper
Transient Analysis of Fluid Flow Models via Matrix Decomposition	2015-03-20	Paper
Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations	2015-02-17	Paper
Aggressively Truncated Taylor Series Method for Accurate Computation of Exponentials of Essentially Nonnegative Matrices	2014-10-15	Paper
Rayleigh--Ritz Approximation For the Linear Response Eigenvalue Problem	2014-10-15	Paper
Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy	2013-07-23	Paper
Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows	2012-09-12	Paper
Algorithms for Coxianization of Phase-Type Generators	2012-07-28	Paper
Efficient Computations for the Discrete GI/G/1 System	2012-06-18	Paper
Accurate solutions of $M$-matrix Sylvester equations	2012-04-26	Paper
Accurate solutions of $M$-matrix algebraic Riccati equations	2012-04-26	Paper
Geometric tail of queue length of low-priority customers in a nonpreemptive priority MAP/PH/1 queue	2012-01-26	Paper
https://portal.mardi4nfdi.de/entity/Q3171782	2011-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q3072878	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3609574	2009-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3610115	2009-03-06	Paper
Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices	2008-12-02	Paper
Tail Probability of Low-Priority Queue Length in a Discrete-Time Priority BMAP/PH/1 Queue	2005-07-27	Paper
https://portal.mardi4nfdi.de/entity/Q4471060	2004-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4435674	2003-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4793330	2003-07-14	Paper
Entrywise perturbation theory for diagonally dominant M-matrices with applications	2002-05-21	Paper
Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains	2002-05-05	Paper
Blockwise perturbation theory for nearly uncoupled Markov chains and its application	2002-04-08	Paper
Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix	2001-12-10	Paper
Perturbation theory for the asymptotic decay rates in the queues with Markovian arrival process and/or Markovian service process	2001-06-19	Paper
Blockwise perturbation theory for block $p$-cyclic stochastic matrices	2000-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4503869	2000-09-14	Paper
On the double points of a Mathieu equation	2000-09-11	Paper
A new implementation of EN method	2000-05-03	Paper
Blockwise Perturbation Theory for Markov Chains	1999-05-18	Paper
A note on entrywise perturbation theory for Markov chains	1997-07-28	Paper
Computing the Smallest Eigenvalue of an M-Matrix	1997-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q4879790	1996-07-08	Paper
Entrywise relative perturbation theory for nonsingular $M$-matrices and applications	1996-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4855850	1995-12-14	Paper

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