Williams R.J.

R.J. Williams

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Found 4 papers in total
An invariance principle for semimartingale reflecting Brownian motions in an orthant
An invariance principle for semimartingale reflecting Brownian motions in an orthant
1998
Semimartingale reflecting Brownian motions in an orthant (SRBMs) are of interest in...
Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse
Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse
1998
Certain diffusion processes known as semimartingale reflecting Brownian motions...
On the existence and application of continuous-time threshold autoregressions of order two
On the existence and application of continuous-time threshold autoregressions of order two
1997
A continuous-time threshold autoregressive process of order two (CTAR(2)) is...
Passage-time moments for continuous non-negative stochastic processes and applications
Passage-time moments for continuous non-negative stochastic processes and applications
1996
The authors give criteria for the finiteness or infiniteness of the passage-time...
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