The following pages link to Peter W. Glynn (Q495566):
Displayed 50 items.
- (Q351494) (redirect page) (← links)
- Large deviations for the empirical mean of an M/M/\(1\) queue (Q351495) (← links)
- Wide-sense regeneration for Harris recurrent Markov processes: an open problem (Q383197) (← links)
- Lévy matters V. Functionals of Lévy processes (Q495568) (← links)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case (Q535208) (← links)
- Uniform approximations for the \(M/G/1\) queue with subexponential processing times (Q543561) (← links)
- On confidence intervals for cyclic regenerative processes (Q584843) (← links)
- Limit theory for taboo-regenerative processes (Q596381) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- A new proof of convergence of MCMC via the ergodic theorem (Q634566) (← links)
- Limit theorems for cumulative processes (Q689468) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- On convergence to stationarity of fractional Brownian storage (Q835064) (← links)
- Tail asymptotics for the maximum of perturbed random walk (Q862212) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- On the range of a regenerative sequence (Q1062682) (← links)
- Regenerative structure of Markov chains simulated via common random numbers (Q1064678) (← links)
- Discrete-time conversion for simulating semi-Markov processes (Q1088305) (← links)
- Estimation of steady-state central moments by the regenerative method of simulation (Q1094801) (← links)
- A new class of strongly consistent variance estimators for steady-state simulations (Q1110224) (← links)
- Simulation methods of queues: An overview (Q1116204) (← links)
- A central-limit-theorem version of \(L=\lambda W\) (Q1122879) (← links)
- Departures from many queues in series (Q1182683) (← links)
- Estimating the asymptotic variance with batch means (Q1183382) (← links)
- Analysis of initial transient deletion for replicated steady-state simulations (Q1183384) (← links)
- Uniform Cesaro limit theorems for synchronous processes with applications to queues (Q1185782) (← links)
- The asymptotic validity of sequential stopping rules for stochastic simulations (Q1186303) (← links)
- Diversity and popularity in organizations and communities (Q1281995) (← links)
- Some topics in regenerative steady-state simulation (Q1323529) (← links)
- Large deviations behavior of counting processes and their inverses (Q1339069) (← links)
- (Q1353424) (redirect page) (← links)
- A diffusion approximation for a network of reservoirs with power law release rule (Q1353426) (← links)
- Properties of the reflected Ornstein-Uhlenbeck process (Q1404240) (← links)
- Nonexistence of a class of variate generation schemes. (Q1413896) (← links)
- Hoeffding's inequality for uniformly ergodic Markov chains (Q1612983) (← links)
- On preemptive-repeat LIFO queues (Q1640074) (← links)
- Rates of convergence and CLTs for subcanonical debiased MLMC (Q1722542) (← links)
- Necessary conditions in limit theorems for cumulative processes. (Q1766061) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Efficiency improvement techniques (Q1805481) (← links)
- Independent sampling of a stochastic process (Q1805749) (← links)
- Upper bounds on Poisson tail probabilities (Q1821420) (← links)
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\) (Q1823561) (← links)
- A diffusion approximation for a Markovian queue with reneging (Q1869359) (← links)
- On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
- Two-sided taboo limits for Markov processes and associated perfect simulation. (Q1879501) (← links)
- Discretization error in simulation of one-dimensional reflecting Brownian motion (Q1916474) (← links)
- Efficient Monte Carlo simulation of security prices (Q1916475) (← links)