Chang-Han Rhee

Available identifiers

zbMath Open rhee.chang-hanMaRDI QIDQ2095025

List of research outcomes

Publication	Date of Publication	Type
Sample-path large deviations for a class of heavy-tailed Markov-additive processes	2024-04-10	Paper
Lyapunov Conditions for Differentiability of Markov Chain Expectations	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	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	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	2020-06-15	Paper
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes	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	2020-02-20	Paper
Importance sampling of heavy-tailed iterated random functions	2020-02-05	Paper
Unbiased estimation with square root convergence for SDE models	2016-03-22	Paper
Exact estimation for Markov chain equilibrium expectations	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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