| Publication | Date of Publication | Type |
|---|
| Solution Representations for Poisson’s Equation, Martingale Structure, and the Markov Chain Central Limit Theorem | 2024-04-09 | Paper |
| Lyapunov Conditions for Differentiability of Markov Chain Expectations | 2024-03-01 | Paper |
| Simulation-Based Prediction | 2024-02-26 | Paper |
| A heavy-traffic perspective on departure process variability | 2024-01-29 | Paper |
| Unbiased optimal stopping via the MUSE | 2024-01-29 | Paper |
| Refined behaviour of a conditioned random walk in the large deviations regime | 2024-01-16 | Paper |
| The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification | 2024-01-09 | Paper |
| Gaussian limits for scheduled traffic with super-heavy tailed perturbations | 2023-12-14 | Paper |
| A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem | 2023-10-25 | Paper |
| Approximations for the distribution of perpetuities with small discount rates | 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 | 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 | 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 | 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 | 2022-02-16 | Paper |
| Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach | 2021-09-14 | Paper |
| Robust Power Management via Learning and Game Design | 2021-06-17 | Paper |
| On the spectral radius and stiffness of Markov jump process rate matrices | 2021-06-14 | Paper |
| On the Convergence of Mirror Descent beyond Stochastic Convex Programming | 2021-03-11 | Paper |
| Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy | 2020-11-08 | Paper |
| Likelihood Ratio Gradient Estimation for Steady-State Parameters | 2020-06-18 | Paper |
| On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process | 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 | 2018-11-02 | Paper |
| Affine Jump-Diffusions: Stochastic Stability and Limit Theorems | 2018-10-31 | Paper |
| Likelihood robust optimization for data-driven problems | 2018-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4578301 | 2018-08-08 | Paper |
| On preemptive-repeat LIFO queues | 2018-06-13 | Paper |
| Regenerative steady-state simulation of discrete-event systems | 2018-06-12 | Paper |
| Computing the distribution function of a conditional expectation via monte carlo | 2018-06-12 | Paper |
| Empirical performance of bias-reducing estimators for regenerative steady-state simulations | 2018-06-12 | Paper |
| The semi-regenerative method of simulation output analysis | 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 | 2018-04-16 | Paper |
| On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling | 2018-04-16 | Paper |
| Limit Theorems for Simulation-Based Optimization via Random Search | 2018-04-16 | Paper |
| Asymptotic Simulation Efficiency Based on Large Deviations | 2018-04-16 | Paper |
| A CLT for infinitely stratified estimators, with applications to debiased MLMC | 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 | 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 | 2017-08-14 | Paper |
| Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes | 2017-07-05 | Paper |
| On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods | 2017-07-03 | Paper |
| Computing Bayesian Means Using Simulation | 2017-06-30 | Paper |
| On Transience and Recurrence in Irreducible Finite-State Stochastic Systems | 2017-06-30 | Paper |
| Kernel-based reinforcement learning in average-cost problems | 2017-06-20 | Paper |
| Dynamics on Linear Influence Network Games Under Stochastic Environments | 2016-12-21 | Paper |
| Accelerated Regeneration for Markov Chain Simulations | 2016-05-23 | Paper |
| Lévy Processes with Two-Sided Reflection | 2016-05-19 | Paper |
| A Martingale Approach to Regenerative Simulation | 2016-05-11 | Paper |
| Unbiased Estimation with Square Root Convergence for SDE Models | 2016-03-22 | Paper |
| Affine Point Processes: Approximation and Efficient Simulation | 2016-01-29 | Paper |
| Lévy matters V. Functionals of Lévy processes | 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 | 2015-06-25 | Paper |
| Exact estimation for Markov chain equilibrium expectations | 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 | 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 | 2013-11-25 | Paper |
| On the Dynamics of Semimartingales with Two Reflecting Barriers | 2013-10-17 | Paper |
| Large deviations for the empirical mean of an M/M/\(1\) queue | 2013-07-05 | Paper |
| Simulation-based confidence bounds for two-stage stochastic programs | 2013-05-06 | Paper |
| Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic | 2012-10-29 | Paper |
| A new approach to unbiased estimation for SDE's | 2012-07-10 | Paper |
| Consistency of Multidimensional Convex Regression | 2012-06-18 | Paper |
| A Complementarity Framework for Forward Contracting Under Uncertainty | 2012-03-26 | Paper |
| Managing Capacity and Inventory Jointly in Manufacturing Systems | 2012-02-19 | Paper |
| A comparison of cross-entropy and variance minimization strategies | 2011-10-25 | Paper |
| On exponential limit laws for hitting times of rare sets for Harris chains and processes | 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 | 2011-08-16 | Paper |
| Uniform approximations for the \(M/G/1\) queue with subexponential processing times | 2011-06-17 | Paper |
| On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case | 2011-05-11 | Paper |
| Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue | 2011-04-05 | Paper |
| On the dynamics of a finite buffer queue conditioned on the amount of loss | 2011-03-15 | Paper |
| HOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHOD | 2010-08-19 | Paper |
| Rare event simulation for a slotted time M/G/s model | 2010-03-17 | Paper |
| Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune... | 2010-02-15 | Paper |
| Conditional limit theorems for regulated fractional Brownian motion | 2010-01-13 | Paper |
| How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation | 2009-12-18 | Paper |
| On convergence to stationarity of fractional Brownian storage | 2009-08-27 | Paper |
| A Nonparametric Approach to Multiproduct Pricing | 2009-08-13 | Paper |
| Multivariate Standardized Time Series for Steady-State Simulation Output Analysis | 2009-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629716 | 2009-06-02 | Paper |
| Bounding Stationary Expectations of Markov Processes | 2009-05-22 | Paper |
| Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices | 2008-12-21 | Paper |
| On the theoretical comparison of low-bias steady-state estimators | 2008-12-21 | Paper |
| Perwez Shahabuddin, 1962--2005 | 2008-12-21 | Paper |
| Efficient rare-event simulation for the maximum of heavy-tailed random walks | 2008-08-20 | Paper |
| Uniform renewal theory with applications to expansions of random geometric sums | 2008-02-20 | Paper |
| Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue | 2008-01-07 | Paper |
| Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration | 2007-11-05 | Paper |
| Stochastic simulation: Algorithms and analysis | 2007-09-07 | Paper |
| Complete corrected diffusion approximations for the maximum of a random walk | 2007-08-08 | Paper |
| Tail asymptotics for the maximum of perturbed random walk | 2007-02-05 | Paper |
| Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time | 2007-01-19 | Paper |
| Replication Schemes For Limiting Expectations | 2007-01-19 | Paper |
| Efficient Simulation via Coupling | 2006-08-30 | Paper |
| Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes | 2006-07-13 | Paper |
| Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals | 2006-06-16 | Paper |
| Structural characterization of taboo-stationarity for general processes in two-sided time. | 2005-11-29 | Paper |
| Computing Densities for Markov Chains via Simulation | 2005-11-11 | Paper |
| Approximating Martingales for Variance Reduction in Markov Process Simulation | 2005-11-11 | Paper |
| The Mean Number-in-System Vector Range for Multiclass Queueing Networks | 2005-11-11 | Paper |
| A diffusion approximation for a GI/GI/1 queue with balking or reneging | 2005-11-07 | Paper |
| Diffusion approximations for the maximum of a perturbed random walk | 2005-10-17 | Paper |
| Recurrence properties of autoregressive processes with super-heavy-tailed innovations | 2005-04-18 | Paper |
| Necessary conditions in limit theorems for cumulative processes. | 2005-02-25 | Paper |
| On Functional Central Limit Theorems for Semi-Markov and Related Processes | 2005-01-14 | Paper |
| Two-sided taboo limits for Markov processes and associated perfect simulation. | 2004-09-22 | Paper |
| Limit theory for taboo-regenerative processes | 2004-08-10 | Paper |
| Estimating tail decay for stationary sequences via extreme values | 2004-05-27 | Paper |
| Nonexistence of a class of variate generation schemes. | 2003-11-17 | Paper |
| Properties of the reflected Ornstein-Uhlenbeck process | 2003-08-21 | Paper |
| On the maximum workload of a queue fed by fractional Brownian motion. | 2003-05-06 | Paper |
| A diffusion approximation for a Markovian queue with reneging | 2003-04-10 | Paper |
| OPTIMAL CONTROL OF PARALLEL QUEUES WITH BATCH SERVICE | 2002-12-10 | Paper |
| Hoeffding's inequality for uniformly ergodic Markov chains | 2002-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549489 | 2002-08-28 | Paper |
| Limit Theory for Performance Modeling of Future Event Set Algorithms | 2002-07-08 | Paper |
| On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem | 2002-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702300 | 2002-03-04 | Paper |
| Derandomizing Variance Estimators | 2002-02-07 | Paper |
| Simulating the maximum of a random walk | 2001-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945034 | 2001-07-02 | Paper |
| On the behaviour of a long cascade of linear reservoirs | 2001-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246892 | 2000-06-07 | Paper |
| Independent sampling of a stochastic process | 1999-11-18 | Paper |
| Diversity and popularity in organizations and communities | 1999-01-01 | Paper |
| TRANSIENT SIMULATION VIA EMPIRICALLY BASED COUPLING | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354021 | 1998-08-30 | Paper |
| Average case behavior of random search for the maximum | 1998-07-07 | Paper |
| A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean | 1997-12-15 | Paper |
| Efficient Monte Carlo simulation of security prices | 1997-11-27 | Paper |
| A diffusion approximation for a network of reservoirs with power law release rule | 1997-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3126567 | 1997-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895171 | 1997-02-24 | Paper |
| A Liapounov bound for solutions of the Poisson equation | 1997-02-20 | Paper |
| Heavy-traffic extreme-value limits for queues | 1997-01-22 | Paper |
| Trading Securities Using Trailing Stops | 1996-10-20 | Paper |
| Complexity of non–adaptive optimization algorithms for a class of diffusions | 1996-10-14 | Paper |
| Discretization error in simulation of one-dimensional reflecting Brownian motion | 1996-07-08 | Paper |
| Stationarity detection in the initial transient problem | 1996-04-28 | Paper |
| Likelihood ratio gradient estimation for stochastic recursions | 1996-04-21 | Paper |
| Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation | 1996-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856453 | 1995-11-29 | Paper |
| Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4843009 | 1995-10-23 | Paper |
| Poisson's equation for the recurrent M/G/1 queue | 1995-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763599 | 1995-08-21 | Paper |
| Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State | 1995-05-28 | Paper |
| Efficiency improvement techniques | 1995-05-18 | Paper |
| Logarithmic asymptotics for steady-state tail probabilities in a single-server queue | 1995-02-02 | Paper |
| Large deviations behavior of counting processes and their inverses | 1995-01-08 | Paper |
| Importance sampling for markov chains: asymptotics for the variance | 1994-11-27 | Paper |
| Some topics in regenerative steady-state simulation | 1994-11-17 | Paper |
| Notes: Conditions for the Applicability of the Regenerative Method | 1994-10-11 | Paper |
| Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems | 1994-04-12 | Paper |
| Limit theorems for cumulative processes | 1994-01-19 | Paper |
| Estimating Customer and Time Averages | 1993-08-09 | Paper |
| Jackknifing under a Budget Constraint | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026974 | 1993-02-21 | Paper |
| The Asymptotic Efficiency of Simulation Estimators | 1993-01-16 | Paper |
| Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives | 1993-01-12 | Paper |
| Analysis of Initial Transient Deletion for Parallel Steady-State Simulations | 1992-09-27 | Paper |
| Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations | 1992-09-27 | Paper |
| Departures from many queues in series | 1992-06-28 | Paper |
| Estimating the asymptotic variance with batch means | 1992-06-28 | Paper |
| Analysis of initial transient deletion for replicated steady-state simulations | 1992-06-28 | Paper |
| Uniform Cesaro limit theorems for synchronous processes with applications to queues | 1992-06-28 | Paper |
| The asymptotic validity of sequential stopping rules for stochastic simulations | 1992-06-28 | Paper |
| Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes | 1992-06-25 | Paper |
| Queues with negative arrivals | 1992-06-25 | Paper |
| Bias Properties of Budget Constrained Simulations | 1992-06-25 | Paper |
| A new view of the heavy-traffic limit theorem for infinite-server queues | 1991-01-01 | Paper |
| Analysis of parallel replicated simulations under a completion time constraint | 1991-01-01 | Paper |
| Parallel processors for planning under uncertainty | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482659 | 1990-01-01 | Paper |
| Simulation Output Analysis Using Standardized Time Series | 1990-01-01 | Paper |
| Importance Sampling for Stochastic Simulations | 1989-01-01 | Paper |
| Simulating Discounted Costs | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3826097 | 1989-01-01 | Paper |
| The optimal linear combination of control variates in the presence of asymptotically negligible bias | 1989-01-01 | Paper |
| Extensions of the Queueing Relations L = λW and H = λG | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204934 | 1989-01-01 | Paper |
| Indirect Estimation Via L = λW | 1989-01-01 | Paper |
| A new class of strongly consistent variance estimators for steady-state simulations | 1988-01-01 | Paper |
| Simulation methods of queues: An overview | 1988-01-01 | Paper |
| An LIL Version of L = λW | 1988-01-01 | Paper |
| Ordinary CLT and WLLN Versions of L = λW | 1988-01-01 | Paper |
| Upper bounds on Poisson tail probabilities | 1987-01-01 | Paper |
| Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\) | 1987-01-01 | Paper |
| Estimating Time Averages via Randomly-Spaced Observations | 1987-01-01 | Paper |
| Limit theorems for the method of replication | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777192 | 1987-01-01 | Paper |
| Discrete-time conversion for simulating semi-Markov processes | 1986-01-01 | Paper |
| Estimation of steady-state central moments by the regenerative method of simulation | 1986-01-01 | Paper |
| A central-limit-theorem version of \(L=\lambda W\) | 1986-01-01 | Paper |
| On the range of a regenerative sequence | 1985-01-01 | Paper |
| Regenerative structure of Markov chains simulated via common random numbers | 1985-01-01 | Paper |
| Some asymptotic formulas for markov chains with applications to simulation† | 1984-01-01 | Paper |
| On confidence intervals for cyclic regenerative processes | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783484 | 1982-01-01 | Paper |
| On the Markov property of the GI/G/∞ Gaussian limit | 1982-01-01 | Paper |
