Takip et
Antonius B. (Ton) Dieker
Antonius B. (Ton) Dieker
Associate Professor of Operations Research
columbia.edu üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Simulation of fractional Brownian motion
T Dieker
MSc thesis, 2004
3142004
Large deviations for random walks under subexponentiality: the big-jump domain
D Denisov, AB Dieker, V Shneer
The Annals of Probability 36 (5), 1946-1991, 2008
1812008
On spectral simulation of fractional Brownian motion
AB Dieker, M Mandjes
Probability in the Engineering and Informational Sciences 17 (3), 417-434, 2003
1202003
Exact simulation of Brown-Resnick random fields at a finite number of locations
AB Dieker, T Mikosch
Extremes 18, 301-314, 2015
1112015
Extremes of Gaussian processes over an infinite horizon
AB Dieker
Stochastic Processes and their Applications 115 (2), 207-248, 2005
1042005
On asymptotic constants in the theory of extremes for Gaussian processes
AB Dieker, B Yakir
Bernoulli 20 (3), 1600-1619, 2014
912014
Cloud Computing Operations Research
I Iyoob, E Zarifoglu, AB Dieker
Service Science 5 (2), 2012
592012
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
AB Dieker, J Moriarty
Electronic Communications in Probability 14, 1-16, 2009
542009
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
AB Dieker, XF Gao
The Annals of Applied Probability 23 (4), 1291-1317, 2013
512013
On asymptotically efficient simulation of large deviation probabilities
AB Dieker, M Mandjes
Advances in Applied Probability 37 (2), 539-552, 2005
482005
Determinantal transition kernels for some interacting particles on the line
AB Dieker, J Warren
Annales de l’Institut Henri Poincaré - Probabilités et Statistiques 44 (6 …, 2008
442008
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
JG Dai, AB Dieker, X Gao
Queueing Systems 78, 1-29, 2014
432014
Extremes of Markov-additive processes with one-sided jumps, with queueing applications
AB Dieker, M Mandjes
Methodology and Computing in Applied Probability 13, 221-267, 2011
402011
Quasi-product forms for Lévy-driven fluid networks
K Dębicki, AB Dieker, T Rolski
Mathematics of Operations Research 32 (3), 629-647, 2007
402007
Fast simulation of overflow probabilities in a queue with Gaussian input
AB Dieker, M Mandjes
ACM Transactions on Modeling and Computer Simulation (TOMACS) 16 (2), 119-151, 2006
362006
On the largest-eigenvalue process for generalized Wishart random matrices
AB Dieker, J Warren
ALEA 6, 369-376, 2009
332009
Optimal resource capacity management for stochastic networks
AB Dieker, S Ghosh, MS Squillante
Operations Research 65 (1), 221-241, 2017
302017
Spectral analysis of random-to-random Markov chains
AB Dieker, FV Saliola
Advances in Mathematics 323, 427-485, 2018
292018
Conditional limit theorems for queues with Gaussian input, a weak convergence approach
AB Dieker
Stochastic Processes and their Applications 115 (5), 849-873, 2005
282005
Applications of factorization embeddings for Lévy processes
AB Dieker
Advances in Applied Probability 38 (3), 768-791, 2006
242006
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Makaleler 1–20