Chang-Han Rhee

MaRDI QIDQ2095025zbMATH OpenFDO

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
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
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 for stochastic fluid networks with Weibullian tails Queueing Systems	2022-11-09	Paper
Large deviations for stochastic fluid networks with Weibullian tails	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
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
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
Unbiased estimation with square root convergence for SDE models Operations Research	2016-03-22	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

Research outcomes over time

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