| Publication | Date of Publication | Type |
|---|
First-Exit Time Analysis for Truncated Heavy-Tailed Dynamical Systems
(available as arXiv preprint) | 2026-01-01 | Paper |
Unbiased Derivative Estimation for Stationary Mean of Parameterized Markov chains
(available as arXiv preprint) | 2026-01-01 | Paper |
Exit time analysis for Kesten's stochastic recurrence equations
Probability Theory and Related Fields | 2026-01-01 | Paper |
Sample-path large deviations for unbounded additive functionals of the reflected random walk
Mathematics of Operations Research | 2025-02-21 | Paper |
Exit Time Analysis For Kesten's Stochastic Recurrence Equations
(available as arXiv preprint) | 2025-01-01 | Paper |
Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
(available as arXiv preprint) | 2025-01-01 | Paper |
Sample-path large deviations for a class of heavy-tailed Markov-additive processes
Electronic Journal of Probability | 2024-04-10 | Paper |
Lyapunov Conditions for Differentiability of Markov Chain Expectations
Mathematics of Operations Research | 2024-03-01 | Paper |
Sample-Path Large Deviations for Lévy Processes and Random Walks with Lognormal Increments
(available as arXiv preprint) | 2024-01-01 | Paper |
| Strongly Efficient Rare-Event Simulation for Multiple-Jump Events in Regularly Varying L\'evy Processes with Infinite Activities | 2023-09-24 | Paper |
| Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems | 2023-07-07 | Paper |
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
(available as arXiv preprint) | 2023-01-01 | Paper |
Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities
(available as arXiv preprint) | 2023-01-01 | Paper |
Large deviations for stochastic fluid networks with Weibullian tails
Queueing Systems | 2022-11-09 | Paper |
Large deviations for stochastic fluid networks with Weibullian tails
(available as arXiv preprint) | 2022-02-25 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
| Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying L\'evy Processes with Infinite Activities | 2020-07-15 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
| Sample-path large deviations for unbounded additive functionals of the reflected random walk | 2020-03-31 | Paper |
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
Queueing Systems | 2020-02-20 | Paper |
Importance sampling of heavy-tailed iterated random functions
Advances in Applied Probability | 2020-02-05 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Lévy Processes with Infinite Activities
(available as arXiv preprint) | 2020-01-01 | Paper |
Unbiased estimation with square root convergence for SDE models
Operations Research | 2016-03-22 | Paper |
Importance sampling of heavy-tailed iterated random functions
(available as arXiv preprint) | 2016-01-01 | Paper |
Exact estimation for Markov chain equilibrium expectations
Journal of Applied Probability | 2015-04-14 | Paper |
Exact estimation for Markov chain equilibrium expectations
Journal of Applied Probability | 2015-04-14 | Paper |
| A new approach to unbiased estimation for SDE's | 2012-07-10 | Paper |
A new approach to unbiased estimation for SDE's
(available as arXiv preprint) | 2012-01-01 | Paper |
