A. B. Dieker

Available identifiers

zbMath Open dieker.a-bWikidataQ60178451 ScholiaQ60178451MaRDI QIDQ363840

List of research outcomes

Publication	Date of Publication	Type
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set	2019-09-25	Paper
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails	2018-09-26	Paper
Fast simulation of overflow probabilities in a queue with Gaussian input	2018-06-12	Paper
Spectral analysis of random-to-random Markov chains	2017-11-28	Paper
On the Euler discretization error of Brownian motion about random times	2017-08-14	Paper
On Optimal Exact Simulation of Max-Stable and Related Random Fields	2016-09-19	Paper
On spectral simulation of fractional Brownian motion	2016-05-23	Paper
Randomized longest-queue-first scheduling for large-scale buffered systems	2016-02-12	Paper
Stochastic Billiards for Sampling from the Boundary of a Convex Set	2016-01-29	Paper
Exact simulation of Brown-Resnick random fields at a finite number of locations	2015-07-07	Paper
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment	2014-11-25	Paper
Sensitivity analysis for diffusion processes constrained to an orthant	2014-09-25	Paper
On asymptotic constants in the theory of extremes for Gaussian processes	2014-08-08	Paper
On the largest-eigenvalue process for generalized Wishart random matrices	2013-12-03	Paper
Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes	2013-11-25	Paper
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions	2013-09-05	Paper
Extremes of Markov-additive processes with one-sided jumps, with queueing applications	2011-05-30	Paper
Series Jackson Networks and Noncrossing Probabilities	2011-04-27	Paper
Interlacings for Random Walks on Weighted Graphs and the Interchange Process	2011-03-15	Paper
Determinantal transition kernels for some interacting particles on the line	2009-10-08	Paper
Large deviations for random walks under subexponentiality: The big-jump domain	2008-10-20	Paper
Quasi-Product Forms for Lévy-Driven Fluid Networks	2008-05-27	Paper
Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary	2008-03-06	Paper
Applications of factorization embeddings for Lévy processes	2006-11-02	Paper
Tails for (max, plus) recursions under subexponentiality	2006-09-29	Paper
Reduced-load equivalence for queues with Gaussian input	2005-11-07	Paper
On asymptotically efficient simulation of large deviation probabilities	2005-09-29	Paper
Extremes of Gaussian processes over an infinite horizon	2005-08-05	Paper
Conditional limit theorems for queues with Gaussian input, a weak convergence approach	2005-08-05	Paper

Research outcomes over time

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