| Publication | Date of Publication | Type |
|---|
Probabilistic contraction analysis of iterated random operators
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
ACM Transactions on Modeling and Computer Simulation | 2024-11-15 | Paper |
Solution Representations for Poisson’s Equation, Martingale Structure, and the Markov Chain Central Limit Theorem
Stochastic Systems | 2024-04-09 | Paper |
Lyapunov Conditions for Differentiability of Markov Chain Expectations
Mathematics of Operations Research | 2024-03-01 | Paper |
Simulation-Based Prediction
Operations Research | 2024-02-26 | Paper |
A heavy-traffic perspective on departure process variability
Stochastic Processes and their Applications | 2024-01-29 | Paper |
Unbiased optimal stopping via the MUSE
Stochastic Processes and their Applications | 2024-01-29 | Paper |
Refined behaviour of a conditioned random walk in the large deviations regime
Bernoulli | 2024-01-16 | Paper |
The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification
Journal of Computational Physics: X | 2024-01-09 | Paper |
Gaussian limits for scheduled traffic with super-heavy tailed perturbations
Queueing Systems | 2023-12-14 | Paper |
Approximations for the distribution of perpetuities with small discount rates
Naval Research Logistics | 2023-10-25 | Paper |
A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem
Naval Research Logistics | 2023-10-25 | Paper |
Moments of polynomial functionals in Levy-driven queues with secondary jumps
| 2023-10-17 | Paper |
Computable Bounds on Convergence of Markov Chains in Wasserstein Distance
| 2023-08-20 | Paper |
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation
| 2023-07-17 | Paper |
Asymptotic product-form steady-state for generalized Jackson networks in multi-scale heavy traffic
| 2023-04-03 | Paper |
Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Stochastic Systems | 2023-01-23 | Paper |
Stability of a Queue Fed by Scheduled Traffic at Critical Loading
| 2022-12-08 | Paper |
Distributed stochastic optimization with large delays
Mathematics of Operations Research | 2022-09-26 | Paper |
A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds
| 2022-08-30 | Paper |
A Short Proof of a Convex Representation for Stationary Distributions of Markov Chains with an Application to State Space Truncation
| 2022-08-06 | Paper |
Efficient steady-state simulation of high-dimensional stochastic networks
Stochastic Systems | 2022-06-24 | Paper |
On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes
| 2022-06-23 | Paper |
On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains
| 2022-03-28 | Paper |
Solving Poisson's Equation: Existence, Uniqueness, Martingale Structure, and CLT
| 2022-02-21 | Paper |
Solutions of Poisson's Equation for Stochastically Monotone Markov Chains
| 2022-02-21 | Paper |
Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates
Operations Research | 2022-02-16 | Paper |
Statistics of robust optimization: a generalized empirical likelihood approach
Mathematics of Operations Research | 2021-09-14 | Paper |
Robust Power Management via Learning and Game Design
Operations Research | 2021-06-17 | Paper |
On the spectral radius and stiffness of Markov jump process rate matrices
Stochastic Models | 2021-06-14 | Paper |
On the convergence of mirror descent beyond stochastic convex programming
SIAM Journal on Optimization | 2021-03-11 | Paper |
Deterministic and stochastic wireless network games: equilibrium, dynamics, and price of anarchy
Operations Research | 2020-11-08 | Paper |
Likelihood ratio gradient estimation for steady-state parameters
Stochastic Systems | 2020-06-18 | Paper |
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process
Queueing Systems | 2019-10-07 | Paper |
Optimal $\delta$-Correct Best-Arm Selection for Heavy-Tailed Distributions
| 2019-08-24 | Paper |
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss
| 2019-05-29 | Paper |
Rates of convergence and CLTs for subcanonical debiased MLMC
| 2019-02-18 | Paper |
On the rate of convergence to equilibrium for reflected Brownian motion
Queueing Systems | 2018-11-02 | Paper |
Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
| 2018-10-31 | Paper |
Likelihood robust optimization for data-driven problems
Computational Management Science | 2018-10-10 | Paper |
Recurrence classification for a family of non-linear storage models
| 2018-08-08 | Paper |
On preemptive-repeat LIFO queues
Queueing Systems | 2018-06-13 | Paper |
Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Regenerative steady-state simulation of discrete-event systems
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Empirical performance of bias-reducing estimators for regenerative steady-state simulations
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
The semi-regenerative method of simulation output analysis
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Approximating Performance Measures for Slowly Changing Non-stationary Markov Chains
| 2018-05-04 | Paper |
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
On Lyapunov inequalities and subsolutions for efficient importance sampling
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Limit Theorems for Simulation-Based Optimization via Random Search
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Asymptotic simulation efficiency based on large deviations
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
A CLT for infinitely stratified estimators, with applications to debiased MLMC
ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
| 2018-03-01 | Paper |
On sampling rates in simulation-based recursions
SIAM Journal on Optimization | 2018-01-17 | Paper |
On Gaussian Limits and Large Deviations for Queues Fed by High Intensity Randomly Scattered Traffic
| 2017-08-18 | Paper |
An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments
Queueing Systems | 2017-08-14 | Paper |
Central limit theorems and large deviations for additive functionals of reflecting diffusion processes
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
On the marginal standard error rule and the testing of initial transient deletion methods
ACM Transactions on Modeling and Computer Simulation | 2017-07-03 | Paper |
On transience and recurrence in irreducible finite-state stochastic systems
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Computing Bayesian means using simulation
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Kernel-based reinforcement learning in average-cost problems
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Dynamics on linear influence network games under stochastic environments
Lecture Notes in Computer Science | 2016-12-21 | Paper |
Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
Advances in Applied Probability | 2016-11-01 | Paper |
Accelerated regeneration for Markov chain simulations
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
Lévy processes with two-sided reflection
Lecture Notes in Mathematics | 2016-05-19 | Paper |
A martingale approach to regenerative simulation
Probability in the Engineering and Informational Sciences | 2016-05-11 | Paper |
Unbiased estimation with square root convergence for SDE models
Operations Research | 2016-03-22 | Paper |
Affine point processes: approximation and efficient simulation
Mathematics of Operations Research | 2016-01-29 | Paper |
Lévy matters V. Functionals of Lévy processes
Lecture Notes in Mathematics | 2015-09-14 | Paper |
Selecting the best system and multi-armed bandits
| 2015-07-16 | Paper |
On the convergence of the spectrum of finite order approximations of stationary time series
Journal of Multivariate Analysis | 2015-06-25 | Paper |
Exact estimation for Markov chain equilibrium expectations
Journal of Applied Probability | 2015-04-14 | Paper |
On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes
| 2015-03-28 | Paper |
Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
| 2015-02-23 | Paper |
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Mathematics of Operations Research | 2014-07-11 | Paper |
Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions
| 2014-01-01 | Paper |
Exact Simulation of Non-stationary Reflected Brownian Motion
| 2013-12-22 | Paper |
Wide-sense regeneration for Harris recurrent Markov processes: an open problem
Queueing Systems | 2013-11-25 | Paper |
On the dynamics of semimartingales with two reflecting barriers
Journal of Applied Probability | 2013-10-17 | Paper |
Large deviations for the empirical mean of an M/M/\(1\) queue
Queueing Systems | 2013-07-05 | Paper |
Simulation-based confidence bounds for two-stage stochastic programs
Mathematical Programming. Series A. Series B | 2013-05-06 | Paper |
Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic
Journal of Applied Probability | 2012-10-29 | Paper |
A new approach to unbiased estimation for SDE's
| 2012-07-10 | Paper |
Consistency of multidimensional convex regression
Operations Research | 2012-06-18 | Paper |
A Complementarity Framework for Forward Contracting Under Uncertainty
Operations Research | 2012-03-26 | Paper |
Managing Capacity and Inventory Jointly in Manufacturing Systems
Management Science | 2012-02-19 | Paper |
A comparison of cross-entropy and variance minimization strategies
Journal of Applied Probability | 2011-10-25 | Paper |
On exponential limit laws for hitting times of rare sets for Harris chains and processes
Journal of Applied Probability | 2011-10-25 | Paper |
On the Convergence of Finite Order Approximations of Stationary Time Series
| 2011-09-16 | Paper |
A new proof of convergence of MCMC via the ergodic theorem
Statistics & Probability Letters | 2011-08-16 | Paper |
Uniform approximations for the \(M/G/1\) queue with subexponential processing times
Queueing Systems | 2011-06-17 | Paper |
On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
The Annals of Applied Probability | 2011-05-11 | Paper |
Simulation-based computation of the workload correlation function in a Lévy-driven queue
Journal of Applied Probability | 2011-04-05 | Paper |
On the dynamics of a finite buffer queue conditioned on the amount of loss
Queueing Systems | 2011-03-15 | Paper |
How to generate uniform samples on discrete sets using the splitting method
Probability in the Engineering and Informational Sciences | 2010-08-19 | Paper |
Rare event simulation for a slotted time M/G/s model
Queueing Systems | 2010-03-17 | Paper |
Efficient simulation of light-tailed sums: An old-folk song sung to a faster new tune\dots
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Conditional limit theorems for regulated fractional Brownian motion
The Annals of Applied Probability | 2010-01-13 | Paper |
How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation
Stochastic Models | 2009-12-18 | Paper |
On convergence to stationarity of fractional Brownian storage
The Annals of Applied Probability | 2009-08-27 | Paper |
A Nonparametric Approach to Multiproduct Pricing
Operations Research | 2009-08-13 | Paper |
Multivariate Standardized Time Series for Steady-State Simulation Output Analysis
Operations Research | 2009-07-03 | Paper |
Robustness properties and confidence interval reliability issues
| 2009-06-02 | Paper |
Bounding Stationary Expectations of Markov Processes
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
On the theoretical comparison of low-bias steady-state estimators
ACM Transactions on Modeling and Computer Simulation | 2008-12-21 | Paper |
Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Perwez Shahabuddin, 1962--2005
ACM Transactions on Modeling and Computer Simulation | 2008-12-21 | Paper |
Efficient rare-event simulation for the maximum of heavy-tailed random walks
The Annals of Applied Probability | 2008-08-20 | Paper |
Uniform renewal theory with applications to expansions of random geometric sums
Advances in Applied Probability | 2008-02-20 | Paper |
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
Queueing Systems | 2008-01-07 | Paper |
Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration
Statistical Methods in Medical Research | 2007-11-05 | Paper |
Stochastic simulation: Algorithms and analysis
Stochastic Modelling and Applied Probability | 2007-09-07 | Paper |
Complete corrected diffusion approximations for the maximum of a random walk
The Annals of Applied Probability | 2007-08-08 | Paper |
Tail asymptotics for the maximum of perturbed random walk
The Annals of Applied Probability | 2007-02-05 | Paper |
Replication Schemes For Limiting Expectations
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Efficient Simulation via Coupling
Probability in the Engineering and Informational Sciences | 2006-08-30 | Paper |
Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
Stochastic Models | 2006-07-13 | Paper |
Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
Econometrica | 2006-06-16 | Paper |
Structural characterization of taboo-stationarity for general processes in two-sided time.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Approximating Martingales for Variance Reduction in Markov Process Simulation
Mathematics of Operations Research | 2005-11-11 | Paper |
Computing Densities for Markov Chains via Simulation
Mathematics of Operations Research | 2005-11-11 | Paper |
The Mean Number-in-System Vector Range for Multiclass Queueing Networks
Mathematics of Operations Research | 2005-11-11 | Paper |
A diffusion approximation for a GI/GI/1 queue with balking or reneging
Queueing Systems | 2005-11-07 | Paper |
Diffusion approximations for the maximum of a perturbed random walk
Advances in Applied Probability | 2005-10-17 | Paper |
Recurrence properties of autoregressive processes with super-heavy-tailed innovations
Journal of Applied Probability | 2005-04-18 | Paper |
Necessary conditions in limit theorems for cumulative processes.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
On Functional Central Limit Theorems for Semi-Markov and Related Processes
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Two-sided taboo limits for Markov processes and associated perfect simulation.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Limit theory for taboo-regenerative processes
Queueing Systems | 2004-08-10 | Paper |
Estimating tail decay for stationary sequences via extreme values
Advances in Applied Probability | 2004-05-27 | Paper |
Nonexistence of a class of variate generation schemes.
Operations Research Letters | 2003-11-17 | Paper |
Properties of the reflected Ornstein-Uhlenbeck process
Queueing Systems | 2003-08-21 | Paper |
On the maximum workload of a queue fed by fractional Brownian motion.
The Annals of Applied Probability | 2003-05-06 | Paper |
A diffusion approximation for a Markovian queue with reneging
Queueing Systems | 2003-04-10 | Paper |
OPTIMAL CONTROL OF PARALLEL QUEUES WITH BATCH SERVICE
Probability in the Engineering and Informational Sciences | 2002-12-10 | Paper |
Hoeffding's inequality for uniformly ergodic Markov chains
Statistics & Probability Letters | 2002-09-05 | Paper |
scientific article; zbMATH DE number 1790424 (Why is no real title available?)
| 2002-08-28 | Paper |
Limit theory for performance modeling of future event set algorithms
Management Science | 2002-07-08 | Paper |
On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem
Operations Research | 2002-06-04 | Paper |
Estimating tail probabilities in queues via extremal statistics
| 2002-03-04 | Paper |
Derandomizing variance estimators
Operations Research | 2002-02-07 | Paper |
Simulating the maximum of a random walk
Journal of Statistical Planning and Inference | 2001-12-16 | Paper |
scientific article; zbMATH DE number 1420962 (Why is no real title available?)
| 2001-07-02 | Paper |
On the behaviour of a long cascade of linear reservoirs
Journal of Applied Probability | 2001-03-19 | Paper |
scientific article; zbMATH DE number 1301681 (Why is no real title available?)
| 2000-06-07 | Paper |
Independent sampling of a stochastic process
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Diversity and popularity in organizations and communities
Computational & Mathematical Organization Theory | 1999-01-01 | Paper |
TRANSIENT SIMULATION VIA EMPIRICALLY BASED COUPLING
Probability in the Engineering and Informational Sciences | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1060031 (Why is no real title available?)
| 1998-08-30 | Paper |
Average case behavior of random search for the maximum
Journal of Applied Probability | 1998-07-07 | Paper |
A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
Management Science | 1997-12-15 | Paper |
Efficient Monte Carlo simulation of security prices
The Annals of Applied Probability | 1997-11-27 | Paper |
A diffusion approximation for a network of reservoirs with power law release rule
Stochastic Hydrology and Hydraulics | 1997-10-29 | Paper |
scientific article; zbMATH DE number 994736 (Why is no real title available?)
| 1997-03-31 | Paper |
scientific article; zbMATH DE number 934474 (Why is no real title available?)
| 1997-02-24 | Paper |
A Liapounov bound for solutions of the Poisson equation
The Annals of Probability | 1997-02-20 | Paper |
Heavy-traffic extreme-value limits for queues
Operations Research Letters | 1997-01-22 | Paper |
Trading Securities Using Trailing Stops
Management Science | 1996-10-20 | Paper |
Complexity of non–adaptive optimization algorithms for a class of diffusions
Communications in Statistics. Stochastic Models | 1996-10-14 | Paper |
Discretization error in simulation of one-dimensional reflecting Brownian motion
The Annals of Applied Probability | 1996-07-08 | Paper |
Stationarity detection in the initial transient problem
ACM Transactions on Modeling and Computer Simulation | 1996-04-28 | Paper |
Likelihood ratio gradient estimation for stochastic recursions
Advances in Applied Probability | 1996-04-21 | Paper |
Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation
Management Science | 1996-02-01 | Paper |
scientific article; zbMATH DE number 822304 (Why is no real title available?)
| 1995-11-29 | Paper |
Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
Management Science | 1995-10-25 | Paper |
scientific article; zbMATH DE number 786528 (Why is no real title available?)
| 1995-10-23 | Paper |
Poisson's equation for the recurrent M/G/1 queue
Advances in Applied Probability | 1995-09-11 | Paper |
scientific article; zbMATH DE number 744084 (Why is no real title available?)
| 1995-08-21 | Paper |
Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
Management Science | 1995-05-28 | Paper |
Efficiency improvement techniques
Annals of Operations Research | 1995-05-18 | Paper |
Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
Journal of Applied Probability | 1995-02-02 | Paper |
Large deviations behavior of counting processes and their inverses
Queueing Systems | 1995-01-08 | Paper |
Importance sampling for markov chains: asymptotics for the variance
Communications in Statistics. Stochastic Models | 1994-11-27 | Paper |
Some topics in regenerative steady-state simulation
Acta Applicandae Mathematicae | 1994-11-17 | Paper |
Notes: Conditions for the Applicability of the Regenerative Method
Management Science | 1994-10-11 | Paper |
Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
Operations Research | 1994-04-12 | Paper |
Limit theorems for cumulative processes
Stochastic Processes and their Applications | 1994-01-19 | Paper |
Estimating Customer and Time Averages
Operations Research | 1993-08-09 | Paper |
Jackknifing under a Budget Constraint
ORSA Journal on Computing | 1993-04-01 | Paper |
scientific article; zbMATH DE number 125279 (Why is no real title available?)
| 1993-02-21 | Paper |
The Asymptotic Efficiency of Simulation Estimators
Operations Research | 1993-01-16 | Paper |
Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives
Management Science | 1993-01-12 | Paper |
Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations
Management Science | 1992-09-27 | Paper |
Analysis of Initial Transient Deletion for Parallel Steady-State Simulations
SIAM Journal on Scientific and Statistical Computing | 1992-09-27 | Paper |
Estimating the asymptotic variance with batch means
Operations Research Letters | 1992-06-28 | Paper |
The asymptotic validity of sequential stopping rules for stochastic simulations
The Annals of Applied Probability | 1992-06-28 | Paper |
Departures from many queues in series
The Annals of Applied Probability | 1992-06-28 | Paper |
Uniform Cesaro limit theorems for synchronous processes with applications to queues
Stochastic Processes and their Applications | 1992-06-28 | Paper |
Analysis of initial transient deletion for replicated steady-state simulations
Operations Research Letters | 1992-06-28 | Paper |
Queues with negative arrivals
Journal of Applied Probability | 1992-06-25 | Paper |
Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
SIAM Journal on Applied Mathematics | 1992-06-25 | Paper |
Bias Properties of Budget Constrained Simulations
Operations Research | 1992-06-25 | Paper |
A new view of the heavy-traffic limit theorem for infinite-server queues
Advances in Applied Probability | 1991-01-01 | Paper |
Analysis of parallel replicated simulations under a completion time constraint
ACM Transactions on Modeling and Computer Simulation | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4153627 (Why is no real title available?)
| 1990-01-01 | Paper |
Simulation Output Analysis Using Standardized Time Series
Mathematics of Operations Research | 1990-01-01 | Paper |
Parallel processors for planning under uncertainty
Annals of Operations Research | 1990-01-01 | Paper |
Importance Sampling for Stochastic Simulations
Management Science | 1989-01-01 | Paper |
Indirect Estimation Via L = λW
Operations Research | 1989-01-01 | Paper |
Extensions of the Queueing Relations L = λW and H = λG
Operations Research | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4124769 (Why is no real title available?)
| 1989-01-01 | Paper |
Simulating Discounted Costs
Management Science | 1989-01-01 | Paper |
The optimal linear combination of control variates in the presence of asymptotically negligible bias
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4100584 (Why is no real title available?)
| 1989-01-01 | Paper |
An LIL Version of L = λW
Mathematics of Operations Research | 1988-01-01 | Paper |
Ordinary CLT and WLLN Versions of L = λW
Mathematics of Operations Research | 1988-01-01 | Paper |
Simulation methods of queues: An overview
Queueing Systems | 1988-01-01 | Paper |
A new class of strongly consistent variance estimators for steady-state simulations
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
Queueing Systems | 1987-01-01 | Paper |
Estimating Time Averages via Randomly-Spaced Observations
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
Upper bounds on Poisson tail probabilities
Operations Research Letters | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4038959 (Why is no real title available?)
| 1987-01-01 | Paper |
Limit theorems for the method of replication
Communications in Statistics. Stochastic Models | 1987-01-01 | Paper |
A central-limit-theorem version of \(L=\lambda W\)
Queueing Systems | 1986-01-01 | Paper |
Discrete-time conversion for simulating semi-Markov processes
Operations Research Letters | 1986-01-01 | Paper |
Estimation of steady-state central moments by the regenerative method of simulation
Operations Research Letters | 1986-01-01 | Paper |
Regenerative structure of Markov chains simulated via common random numbers
Operations Research Letters | 1985-01-01 | Paper |
On the range of a regenerative sequence
Stochastic Processes and their Applications | 1985-01-01 | Paper |
Some asymptotic formulas for markov chains with applications to simulation†
Journal of Statistical Computation and Simulation | 1984-01-01 | Paper |
On confidence intervals for cyclic regenerative processes
Operations Research Letters | 1983-01-01 | Paper |
On the Markov property of the GI/G/∞ Gaussian limit
Advances in Applied Probability | 1982-01-01 | Paper |
scientific article; zbMATH DE number 4047030 (Why is no real title available?)
| 1982-01-01 | Paper |
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
| N/A | Paper |
