A. B. Dieker

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Person:363840

Available identifiers

zbMath Open dieker.a-bWikidataQ60178451 ScholiaQ60178451MaRDI QIDQ363840

List of research outcomes





PublicationDate of PublicationType
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set2019-09-25Paper
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails2018-09-26Paper
Fast simulation of overflow probabilities in a queue with Gaussian input2018-06-12Paper
Spectral analysis of random-to-random Markov chains2017-11-28Paper
On the Euler discretization error of Brownian motion about random times2017-08-14Paper
On Optimal Exact Simulation of Max-Stable and Related Random Fields2016-09-19Paper
On spectral simulation of fractional Brownian motion2016-05-23Paper
Randomized longest-queue-first scheduling for large-scale buffered systems2016-02-12Paper
Stochastic Billiards for Sampling from the Boundary of a Convex Set2016-01-29Paper
Exact simulation of Brown-Resnick random fields at a finite number of locations2015-07-07Paper
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment2014-11-25Paper
Sensitivity analysis for diffusion processes constrained to an orthant2014-09-25Paper
On asymptotic constants in the theory of extremes for Gaussian processes2014-08-08Paper
On the largest-eigenvalue process for generalized Wishart random matrices2013-12-03Paper
Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes2013-11-25Paper
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions2013-09-05Paper
Extremes of Markov-additive processes with one-sided jumps, with queueing applications2011-05-30Paper
Series Jackson Networks and Noncrossing Probabilities2011-04-27Paper
Interlacings for Random Walks on Weighted Graphs and the Interchange Process2011-03-15Paper
Determinantal transition kernels for some interacting particles on the line2009-10-08Paper
Large deviations for random walks under subexponentiality: The big-jump domain2008-10-20Paper
Quasi-Product Forms for Lévy-Driven Fluid Networks2008-05-27Paper
Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary2008-03-06Paper
Applications of factorization embeddings for Lévy processes2006-11-02Paper
Tails for (max, plus) recursions under subexponentiality2006-09-29Paper
Reduced-load equivalence for queues with Gaussian input2005-11-07Paper
On asymptotically efficient simulation of large deviation probabilities2005-09-29Paper
Extremes of Gaussian processes over an infinite horizon2005-08-05Paper
Conditional limit theorems for queues with Gaussian input, a weak convergence approach2005-08-05Paper

Research outcomes over time

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