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- 2002
-
Mark
Large deviations and fast simulation in the presence of boundaries
(
- Contribution to journal › Article
-
Mark
A local limit theorem for random walk maxima with heavy tails
(
- Contribution to journal › Article
-
Mark
On the tail of the waiting time in a Markov-modulated M/G/1 queue
(
- Contribution to journal › Article
-
Mark
Exact buffer overflow calculations for queues via martingales
(
- Contribution to journal › Article
-
Mark
Large deviations in rare events simulation: examples, counterexamples and alternatives
2002) Proceedings of Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing p.1-9(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 1998
-
Mark
Extreme value theory for queues via cycle maxima
(
- Contribution to journal › Article
-
Mark
Subexponential asymptotics for stochastic processes : extremal behavior, stationary distributions and first passage probabilities
(
- Contribution to journal › Article
-
Mark
A probabilistic look at the Wiener-Hopf equation
(
- Contribution to journal › Article
-
Mark
Stationarity properties of neural networks
(
- Contribution to journal › Article
-
Mark
An operational calculus for matrix-exponential disributions, with applicaions to a Brownian (q,Q) inventory model
(
- Contribution to journal › Article