A. B. Dieker

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All published works

Action	Title	Year	Authors
+	Conditional Independence	2024	A. B. Dieker Steven T. Hackman
+	Graphical QPLEX Calculus with Distributional Programs	2024	A. B. Dieker Steven T. Hackman
+	Models with Simple Transition Dynamics	2024	A. B. Dieker Steven T. Hackman
+	Models with Advanced Transition Dynamics	2024	A. B. Dieker Steven T. Hackman
+	Efficient Fully Sequential Indifference-Zone Procedures Using Properties of Multidimensional Brownian Motion Exiting a Sphere	2021	A. B. Dieker Seong‐Hee Kim
+ PDF Chat	A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails	2017	A. B. Dieker Guido Lagos
+ PDF Chat	Spectral analysis of random-to-random Markov chains	2017	A. B. Dieker Franco Saliola
+	On the Euler discretization error of Brownian motion about random times	2017	A. B. Dieker Guido Lagos
+	On Optimal Exact Simulation of Max-Stable and Related Random Fields	2016	Zhipeng Liu José Blanchet A. B. Dieker Thomas Mikosch
+ PDF Chat	Randomized longest-queue-first scheduling for large-scale buffered systems	2015	A. B. Dieker Tonghoon Suk
+ PDF Chat	Randomized longest-queue-first scheduling for large-scale buffered systems	2015	A. B. Dieker Tonghoon Suk
+ PDF Chat	Stochastic Billiards for Sampling from the Boundary of a Convex Set	2015	A. B. Dieker Santosh Vempala
+ PDF Chat	Exact simulation of Brown-Resnick random fields at a finite number of locations	2015	A. B. Dieker Thomas Mikosch
+	Spectral analysis of random-to-random Markov chains	2015	A. B. Dieker Franco Saliola
+	A fully sequential procedure for known and equal variances based on multivariate brownian motion	2014	A. B. Dieker Seong‐Hee Kim
+ PDF Chat	Sensitivity analysis for diffusion processes constrained to an orthant	2014	A. B. Dieker Xuefeng Gao
+	Exact simulation of Brown-Resnick random fields	2014	A. B. Dieker Thomas Mikosch
+	On asymptotic constants in the theory of extremes for Gaussian processes	2014	A. B. Dieker Benjamin Yakir
+ PDF Chat	Validity of heavy-traffic steady-state approximations in many-server queues with abandonment	2014	J. G. Dai A. B. Dieker Xuefeng Gao
+	Diffusion approximations for large-scale buffered systems	2014	A. B. Dieker Tonghoon Suk
+	Stochastic billiards for sampling from the boundary of a convex set	2014	A. B. Dieker Santosh Vempala
+	Exact simulation of Brown-Resnick random fields at a finite number of locations	2014	A. B. Dieker Thomas Mikosch
+ PDF Chat	Positive recurrence of piecewise Ornstein–Uhlenbeck processes and common quadratic Lyapunov functions	2013	A. B. Dieker Xuefeng Gao
+ PDF Chat	From Local to Global Stability in Stochastic Processing Networks Through Quadratic Lyapunov Functions	2013	A. B. Dieker Jinwoo Shin
+	Validity of heavy-traffic steady-state approximations in many-server queues with abandonment	2013	J. G. Dai A. B. Dieker Xuefeng Gao
+	Selecting the best by comparing simulated systems in a group of three when variances are known and unequal	2012	A. B. Dieker Seong‐Hee Kim
+ PDF Chat	Selecting the best by comparing simulated systems in a group of three when variances are known and unequal	2012	A. B. Dieker Seong‐Hee Kim
+	From Local to Global Stability in Stochastic Processing Networks through Quadratic Lyapunov Functions	2012	A. B. Dieker Jinwoo Shin
+ PDF Chat	Selecting the best by comparing simulated systems in a group of three	2011	Seong‐Hee Kim A. B. Dieker
+	Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes	2011	J. G. Dai A. B. Dieker
+ PDF Chat	Interlacings for Random Walks on Weighted Graphs and the Interchange Process	2010	A. B. Dieker
+ PDF Chat	Series Jackson Networks and Noncrossing Probabilities	2009	A. B. Dieker Jon Warren
+ PDF Chat	Reflected Brownian motion in a wedge: sum-of-exponential stationary densities	2009	A. B. Dieker John Moriarty
+ PDF Chat	Determinantal transition kernels for some interacting particles on the line	2008	A. B. Dieker Jon Warren
+ PDF Chat	Large deviations for random walks under subexponentiality: The big-jump domain	2008	Denis Denisov A. B. Dieker Vsevolod Shneer
+	On the largest-eigenvalue process for generalized Wishart random matrices	2008	A. B. Dieker Jon Warren
+	Quasi-Product Forms for Lévy-Driven Fluid Networks	2007	Krzysztof Dȩbicki A. B. Dieker Tomasz Rolski
+	Reflected Brownian motion in a wedge: sum-of-exponential stationary densities	2007	A. B. Dieker John Moriarty
+	Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary	2006	A. B. Dieker Michel Mandjes
+ PDF Chat	Fast simulation of overflow probabilities in a queue with Gaussian input	2006	A. B. Dieker Michel Mandjes
+ PDF Chat	On asymptotically efficient simulation of large deviation probabilities	2005	A. B. Dieker Michel Mandjes
+ PDF Chat	On asymptotically efficient simulation of large deviation probabilities	2005	A. B. Dieker Michel Mandjes
+	Quasi-product forms for L	2005	K.G. Dȩbicki A. B. Dieker T. Rolski
+	Conditional limit theorems for queues with Gaussian input, a weak convergence approach	2003	A. B. Dieker

Common Coauthors

Coauthor	Papers Together
Seong‐Hee Kim	5
Xuefeng Gao	4
Steven T. Hackman	4
Thomas Mikosch	4
Michel Mandjes	4
Jon Warren	3
Tonghoon Suk	3
J. G. Dai	3
John Moriarty	2
Franco Saliola	2
Guido Lagos	2
Santosh Vempala	2
Jinwoo Shin	2
Benjamin Yakir	1
José Blanchet	1
Krzysztof Dȩbicki	1
Denis Denisov	1
T. Rolski	1
Zhipeng Liu	1
Vsevolod Shneer	1
Tomasz Rolski	1
K.G. Dȩbicki	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>	1987	J. Michael Harrison Ruth Williams	5
+ PDF Chat	Positive recurrence of piecewise Ornstein–Uhlenbeck processes and common quadratic Lyapunov functions	2013	A. B. Dieker Xuefeng Gao	4
+	Importance Sampling, Large Deviations, and Differential Games	2004	Paul Dupuis Hui Wang	4
+ PDF Chat	Counterexamples in importance sampling for large deviations probabilities	1997	Paul Glasserman Yashan Wang	4
+	Enumerative Combinatorics	1997	Richard P. Stanley Gian‐Carlo Rota	4
+ PDF Chat	Determinantal transition kernels for some interacting particles on the line	2008	A. B. Dieker Jon Warren	4
+	Conditioned random walks and the RSK correspondence	2003	Neil 'Connell	3
+ PDF Chat	Many-server diffusion limits for G/Ph/n+GI queues	2010	J. G. Dai Shuangchi He Tolga Tezcan	3
+ PDF Chat	Asymptotic independence of queues under randomized load balancing	2012	Maury Bramson Yi Lu Balaji Prabhakar	3
+ PDF Chat	Statistical Analysis of a Telephone Call Center	2005	Lawrence Brown Noah Gans Avishai Mandelbaum Anat Sakov Haipeng Shen Sergey Zeltyn Linda Zhao	3
+	Group representations in probability and statistics	1988	Persi Diaconis	3
+	Enumerative Combinatorics	1999	Richard P. Stanley Sergey Fomin	3
+ PDF Chat	Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors	2002	Jeffrey F. Collamore	3
+	Extreme values of independent stochastic processes	1977	B. M. Brown Sidney I. Resnick	3
+	The multiclass GI/PH/N queue in the Halfin-Whitt regime	2000	Anatolii A. Puhalskii Martin I. Reiman	3
+ PDF Chat	Interlacings for Random Walks on Weighted Graphs and the Interchange Process	2010	A. B. Dieker	3
+ PDF Chat	Decay of tails at equilibrium for FIFO join the shortest queue networks	2013	Maury Bramson Yi Lu Balaji Prabhakar	3
+ PDF Chat	Steady-state analysis of a multiserver queue in the Halfin-Whitt regime	2008	David Gamarnik Petar Momčilović	3
+	Many-server Queues with Customer Abandonment: Numerical Analysis of their Diffusion Model	2013	J. G. Dai Shuangchi He	3
+ PDF Chat	Selecting the best by comparing simulated systems in a group of three	2011	Seong‐Hee Kim A. B. Dieker	3
+ PDF Chat	Reflected Brownian motion with skew symmetric data in a polyhedral domain	1987	Ruth Williams	3
+ PDF Chat	A Sequential Procedure for Selecting the Population with the Largest Mean from $k$ Normal Populations	1964	Edward Paulson	3
+ PDF Chat	On spatial extremes: With application to a rainfall problem	2008	T. A. Buishand Laurens de Haan Chen Zhou	3
+ PDF Chat	A Spectral Representation for Max-stable Processes	1984	Laurens de Haan	3
+	On two-stage selection procedures and related probability-inequalities	1978	Yosef Rinott	3
+ PDF Chat	Lyapunov Functions for Semimartingale Reflecting Brownian Motions	1994	Paul Dupuis Ruth Williams	3
+	Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains	1990	J.A. Bucklew Peter Ney J.S. Sadowsky	3
+	Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes	1993	Sean Meyn Richard L. Tweedie	3
+	Strong approximation theorems for density dependent Markov chains	1978	Thomas G. Kurtz	3
+ PDF Chat	Occupancy Distributions of Homogeneous Queueing Systems Under Opportunistic Scheduling	2010	Murat Alanyali Maxim Dashouk	3
+	Proof of Aldous’ spectral gap conjecture	2010	Pietro Caputo Thomas M. Liggett Thomas Richthammer	3
+	On Monte Carlo estimation of large deviations probabilities	1996	J.S. Sadowsky	3
+ PDF Chat	Importance Sampling in the Monte Carlo Study of Sequential Tests	1976	David Siegmund	3
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	3
+ PDF Chat	A random polynomial-time algorithm for approximating the volume of convex bodies	1991	Martin Dyer Alan Frieze Ravi Kannan	2
+	Spatial Process Generation	2013	Dirk P. Kroese Zdravko I. Botev	2
+ PDF Chat	Reflected Brownian Motion on an Orthant	1981	J. Michael Harrison Martin I. Reiman	2
+ PDF Chat	Sampling from a Manifold	2013	Persi Diaconis Susan Holmes Mehrdad Shahshahani	2
+	Geometric Random Walks: a Survey	2007	Santosh Vempala	2
+	Hit-and-run mixes fast	1999	László Lovász	2
+ PDF Chat	Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra	1991	C. G. E. Boender Richard J. Caron J. F. McDonald A. H. G. Rinnooy Kan H. Edwin Romeijn Robert L. Smith Jan Telgen A.C.F. Vorst	2
+ PDF Chat	Reflected planar Brownian motions, intertwining relations and crossing probabilities	2004	Julien Dubédat	2
+ PDF Chat	Reflected brownian motion in a wedge: Semimartingale property	1985	Ruth Williams	2
+ PDF Chat	A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances	1954	Robert E. Bechhofer	2
+	A combinatorial description of the spectrum for the Tsetlin library and its generalization to hyperplane arrangements	1999	Pat Bidigare Phil Hanlon Dan Rockmore	2
+	On tail probabilities and first passage times for fractional Brownian motion	1999	Zbigniew Michna	2
+	Littelmann paths and brownian paths	2004	Philippe Biane Philippe Bougerol Neil O’Connell	2
+ PDF Chat	Stochastic billiards on general tables	2001	Steven N. Evans	2
+	Tests for Hurst effect	1987	R B Davies David Harte	2
+ PDF Chat	Isoperimetric constants and the first eigenvalue of a compact riemannian manifold	1975	Shing‐Tung Yau	2