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17049 papers
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Fatou's Lemma and Lebesgue's convergence theorem for measures
2000,
Lasserre Jean B.
Analogues of Fatou's Lemma and Lebesgue's convergence theorems are established for...
On the local time density of the reflecting Brownian bridge
2000,
Louchard Guy
Expressions for the multi-dimensional densities of Brownian bridge local time are...
The moments of the area under reflected Brownian bridge conditional on its local time at zero
2000,
Knight Frank B.
This paper develops a recursion formula for the conditional moments of the area under...
Stationarity of delayed subordinators
2001,
Harn K. van
It is shown that, analogous to partial-sum processes in renewal theory, nondecreasing...
ARMA models realization and impulse responses
2001,
Castro Glaysar
A parallel is made between the role played by covariances in the determination of...
Statistical Process Analysis
2001,
Withers Dave
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
2001,
Anh V.V.
This paper establishes the rate of convergence (in the uniform Kolmogorov distance)...
Properties of batched quadratic-form variance parameter estimators for simulations
2001,
Goldsman David
We examine the practice of batching of certain quadratic-form estimators for the...
A call center uses simulation to drive strategic change
2001,
Saltzman Robert M.
A large, customer-focused software company relied on simulation modeling of its call...
Multivariate standardized time series for steady-state simulation output analysis
2001,
Glynn Peter W.
The theory of standardized time series, initially proposed to estimate a single...
Central limit theorems for permuted regenerative estimators
2000,
Nakayama Marvin K.
We prove strong laws of large numbers and central limit theorems for some permuted...
Global stochastic optimization with low-dispersion point sets
2000,
L'Ecuyer Pierre
This study concerns a generic model-free stochastic optimization problem requiring the...
Guidelines for selection of manufacturing simulation software
1999,
Paul R.J.
Manufacturing systems have become progressively complex and costly. Simulation is...
Parallel scheduling of multiclass M/M/c queues: Approximate and heavy-traffic optimization of achievable performance
2001,
Glazebrook Kevin D.
We address the problem of scheduling a multiclass M/M/c queue with Bernoulli feedback...
Dynamic scheduling for a flexible processing network
2001,
Nam Ick-Hyun
We study flexible processing systems where there are multiple paths for a certain type...
Reducing delay in preemptive repeat priority queues
2001,
Drekic Steve
The classical model of the preemptive repeat priority queue assumes that there is a...
Several results on the design of queueing systems
2000,
Scott Carlton
Given that the total service effort in a multiple-server environment is fixed, it is...
The stability of two-station multitype fluid networks
2000,
Dai J.G.
This paper studies the fluid models of two-station multiclass queueing networks with...
A queuing model for due date control in a multiserver repair shop
2001,
Adan Ivo
This paper deals with a repair shop with multiple parallel servers, which has to carry...
Optimal control of an M/G/1 queue with impatient priority customers
2001,
Lillo Rosa E.
An optimal operating policy is characterized for the infinite–horizon...
Modeling and analysis of discrete-time multiserver queues with batch arrivals: GIx/Geom/m
2001,
Gupta U.C.
Multiserver queues are often encountered in telecommunication systems and have special...
On the mean waiting time of a population constrained open tandem queueing network with constant service times
1998,
Perros H.G.
We obtain an approximate expression for the mean waiting time of an open tandem...
Stability in queues with impatient customers
2001,
Lillo Rosa E.
This paper deals with GI/G/1 queueing systems with impatient customers that have...
Polling systems with simultaneous batch arrivals
2001,
Mei R.D. van der
We study the delay in polling systems with simultaneous batch arrivals. Arrival epochs...
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