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Results:
1-7
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Results: 7
Authors:
Olvera-Cravioto, Mariana
Blanchet, Jose H.
Glynn, Peter
Citation: Olvera-cravioto, Mariana et al., On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case, Annals of applied probability , 21(2), 2011, pp. 645-668
Authors:
Asmussen, Soren
Glynn, Peter
Pitman, Jim
Citation: Asmussen, Soren et al., Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion, Annals of applied probability , 5(4), 1995, pp. 875-896
Authors:
Duffie, Darrell
Glynn, Peter
Citation: Duffie, Darrell et Glynn, Peter, Efficient Monte Carlo Simulation of Security Prices, Annals of applied probability , 5(4), 1995, pp. 897-905
Authors:
Blanchet, Jose
Glynn, Peter
Citation: Blanchet, Jose et Glynn, Peter, Complete corrected diffusion approximations for the maximum of a random walk, Annals of applied probability , 16(2), 2006, pp. 951-983
Authors:
Blanchet, Jose
Glynn, Peter
Citation: Blanchet, Jose et Glynn, Peter, Efficient rare-event simulation for the maximum of heavy-tailed random walks, Annals of applied probability , 18(4), 2008, pp. 1351-1378
Authors:
Mandjes, Michel
Norros, Ilkka
Glynn, Peter
Citation: Mandjes, Michel et al., On convergence to stationarity of fractional Brownian storage, Annals of applied probability , 19(4), 2009, pp. 1385-1403
Authors:
Awad, Hernan
Glynn, Peter
Citation: Awad, Hernan et Glynn, Peter, Conditional limit theorems for regulated fractional Brownian motion, Annals of applied probability , 19(6), 2009, pp. 2102-2136
Risultati:
1-7
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