Donald L. Iglehart

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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!

PublicationDate of PublicationType
Empirical performance of bias-reducing estimators for regenerative steady-state simulations
ACM Transactions on Modeling and Computer Simulation
2018-06-12Paper
A martingale approach to regenerative simulation
Probability in the Engineering and Informational Sciences
2016-05-11Paper
Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time
Probability in the Engineering and Informational Sciences
2007-01-19Paper
TRANSIENT SIMULATION VIA EMPIRICALLY BASED COUPLING
Probability in the Engineering and Informational Sciences
1999-01-01Paper
Trading Securities Using Trailing Stops
Management Science
1996-10-20Paper
Notes: Conditions for the Applicability of the Regenerative Method
Management Science
1994-10-11Paper
Diffusion approximations for complex repair systems
Naval Research Logistics
1992-06-28Paper
Simulation Output Analysis Using Standardized Time Series
Mathematics of Operations Research
1990-01-01Paper
Importance Sampling for Stochastic Simulations
Management Science
1989-01-01Paper
scientific article; zbMATH DE number 4124769 (Why is no real title available?)1989-01-01Paper
The optimal linear combination of control variates in the presence of asymptotically negligible bias1989-01-01Paper
Simulation methods of queues: An overview
Queueing Systems
1988-01-01Paper
A new class of strongly consistent variance estimators for steady-state simulations
Stochastic Processes and their Applications
1988-01-01Paper
Estimation of steady-state central moments by the regenerative method of simulation
Operations Research Letters
1986-01-01Paper
scientific article; zbMATH DE number 4046838 (Why is no real title available?)1986-01-01Paper
Simulation output analysis for local area computer networks
Acta Informatica
1984-01-01Paper
scientific article; zbMATH DE number 3852756 (Why is no real title available?)1984-01-01Paper
Statistical efficiency of regenerative simulation methods for networks of queues
Advances in Applied Probability
1983-01-01Paper
Simulation of Non-Markovian Systems
IBM Journal of Research and Development
1983-01-01Paper
Regenerative Simulation for Estimating Extreme Values
Operations Research
1983-01-01Paper
scientific article; zbMATH DE number 4047030 (Why is no real title available?)1982-01-01Paper
Regenerative simulation of response times in networks of queues: Statistical efficiency
Acta Informatica
1981-01-01Paper
Regenerative simulation of response times in networks of queues
Lecture Notes in Control and Information Sciences
1980-01-01Paper
Regenerative simulation of response times in networks of queues with multiple job types
Acta Informatica
1979-01-01Paper
Comparing stochastic systems using regenerative simulation with common random numbers
Advances in Applied Probability
1979-01-01Paper
Regenerative Simulation with Internal Controls
Journal of the ACM
1979-01-01Paper
Regenerative Simulation of Response Times in Networks of Queues
Journal of the ACM
1978-01-01Paper
Simulation of Response Times in Finite-Capacity Open Networks of Queues
Operations Research
1978-01-01Paper
Weak convergence to Brownian meander and Brownian excursion
The Annals of Probability
1977-01-01Paper
Functionals of Brownian meander and Brownian excursion
The Annals of Probability
1977-01-01Paper
scientific article; zbMATH DE number 3605701 (Why is no real title available?)1977-01-01Paper
Simulating Stable Stochastic Systems, VI: Quantile Estimation
Journal of the ACM
1976-01-01Paper
Discrete time methods for simulating continuous time Markov chains
Advances in Applied Probability
1976-01-01Paper
Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
Operations Research
1975-01-01Paper
Simulating stable stochastic systems, V: Comparison of ratio estimators
Naval Research Logistics Quarterly
1975-01-01Paper
scientific article; zbMATH DE number 3500803 (Why is no real title available?)1975-01-01Paper
Functional central limit theorems for random walks conditioned to stay positive
The Annals of Probability
1974-01-01Paper
Random walks with negative drift conditioned to stay positive
Journal of Applied Probability
1974-01-01Paper
Simulating Stable Stochastic Systems, I: General Multiserver Queues
Journal of the ACM
1974-01-01Paper
Simulating Stable Stochastic Systems, II: Markov Chains
Journal of the ACM
1974-01-01Paper
Weak convergence inapplied probability
Stochastic Processes and their Applications
1974-01-01Paper
Approximations for the repairman problem with two repair facilities, II: Spares
Advances in Applied Probability
1974-01-01Paper
Weak convergence of compound stochastic process. I
Stochastic Processes and their Applications
1973-01-01Paper
Weak convergence in queueing theory
Advances in Applied Probability
1973-01-01Paper
Corrigendum to 'Weak convergence of compound stochastic processes. I.'
Stochastic Processes and their Applications
1973-01-01Paper
Approximations for the repairman problem with two repair facilities, I: No spares
Advances in Applied Probability
1973-01-01Paper
Extreme Values in the GI/G/1 Queue
Annals of Mathematical Statistics
1972-01-01Paper
Inventory Systems with Imperfect Asset Information
Management Science
1972-01-01Paper
Multiple channel queues in heavy traffic
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1971-01-01Paper
Functional limit theorems for the queue GI/G/1 in light traffic
Advances in Applied Probability
1971-01-01Paper
Multiple channel queues in heavy traffic
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1971-01-01Paper
The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
Annals of Mathematical Statistics
1971-01-01Paper
Optimal policies for a multi-echelon inventory system with demand forecasts
Naval Research Logistics Quarterly
1971-01-01Paper
Multiple channel queues in heavy traffic. I
Advances in Applied Probability
1970-01-01Paper
Multiple channel queues in heavy traffic. II: sequences, networks, and batches
Advances in Applied Probability
1970-01-01Paper
Weak convergence of the average of flag processes
Journal of Applied Probability
1970-01-01Paper
Diffusion approximations in collective risk theory
Journal of Applied Probability
1969-01-01Paper
Optimal policies under the shortage probability criterion for an inventory model with unknown dependent demands
Naval Research Logistics Quarterly
1969-01-01Paper
Multi‐class inventory models with demand a function of inventory level
Naval Research Logistics Quarterly
1969-01-01Paper
scientific article; zbMATH DE number 3340810 (Why is no real title available?)1968-01-01Paper
Limit Theorems for the Multi-urn Ehrenfest Model
Annals of Mathematical Statistics
1968-01-01Paper
Weak Convergence of a Sequence of Quickest Detection Problems
Annals of Mathematical Statistics
1968-01-01Paper
An Allocation Model
SIAM Journal on Applied Mathematics
1967-01-01Paper
Limiting diffusion approximations for the many server queue and the repairman problem
Journal of Applied Probability
1965-01-01Paper
Capital Accumulation and Production for the Firm: Optimal Dynamic Policies
Management Science
1965-01-01Paper
Limit Theorems for Queues with Traffic Intensity One
Annals of Mathematical Statistics
1965-01-01Paper
Multivariate Competition Processes
Annals of Mathematical Statistics
1964-01-01Paper
Reversible competition processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1964-01-01Paper
scientific article; zbMATH DE number 3205068 (Why is no real title available?)1963-01-01Paper


Research outcomes over time


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