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Regenerative structure of Mark...
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Glynn, Peter W.
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3
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Simulation algorithms for regenerative processes
Glynn, Peter W.
- In:
Simulation
,
(pp. 477-500)
.
2006
Persistent link: https://www.econbiz.de/10003588034
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2
Upper bounds on Poisson tail probabilities
Glynn, Peter W.
- In:
Operations research letters
6
(
1987
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001038018
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A probabilistic proof of the Perron–Frobenius theorem
Glynn, Peter W.
;
Desai, Paritosh Y.
- In:
Naval Research Logistics (NRL)
(
2021
)
Persistent link: https://www.econbiz.de/10012808671
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4
Asymptotic validity of batch means steady-state confidence intervals
Glynn, Peter W.
;
Lim, Eunji
- In:
Advancing the frontiers of simulation : a Festschrift …
,
(pp. 87-104)
.
2009
Persistent link: https://www.econbiz.de/10003918941
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5
Consistency of multidimensional convex regression
Lim, Eunji
;
Glynn, Peter W.
- In:
Operations research
60
(
2012
)
1
,
pp. 196-208
Persistent link: https://www.econbiz.de/10009532623
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Unbiased estimation with square root convergence for SDE models
Rhee, Chang-Han
;
Glynn, Peter W.
- In:
Operations research
63
(
2015
)
5
,
pp. 1026-1043
Persistent link: https://www.econbiz.de/10011397797
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Zero-variance importance sampling estimators for Markov process expectations
Awad, Hernan P.
;
Glynn, Peter W.
;
Rubinstein, Reuven Y.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10009751518
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8
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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9
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell
;
Glynn, Peter W.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1773-1808
Persistent link: https://www.econbiz.de/10002435480
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10
Stochastic optimization by simulation : convergence proofs for the GI/G/1 queue in steady-state
L'Ecuyer, Pierre
- In:
Management science : journal of the Institute for …
40
(
1994
)
11
,
pp. 1562-1578
Persistent link: https://www.econbiz.de/10001176000
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