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  • Search: subject:"diffusion approximations"
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Subject
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diffusion approximations 9 Theorie 3 Theory 3 Corrected diffusion approximations 2 Diffusion approximations 2 Processor sharing queues 2 Renewal equations 2 Risk models 2 Stochastic process 2 Stochastischer Prozess 2 heavy-traffic limits 2 simulation 2 Betriebsgröße 1 Brownian control problems 1 Business network 1 Börsenhandel 1 Börsenkurs 1 Customer service 1 DRO 1 De Vylder approximations 1 De Vylderio aproksimacijos 1 Diffusion approximations of Markov chains Donsker's invariance principle Nilpotent 1 Difuzinės aproksimacijos 1 Dynamic landscape 1 Ecology 1 Epidemiology 1 Estimation theory 1 Firm size 1 Infectious period distribution 1 Innovation diffusion 1 Innovationsdiffusion 1 Internet 1 Internet flows 1 Kullback-Liebler divergence 1 Kundenservice 1 Limit order books 1 Market microstructure 1 Markov processes 1 Marktmikrostruktur 1 Mathematical programming 1
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Undetermined 12 Free 1
Type of publication
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Article 13 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Thesis 1
Language
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Undetermined 8 English 5 Lithuanian 1
Author
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Blanchet, Jose 3 Whitt, Ward 2 Zwart, Bert 2 Armony, Mor 1 Budhiraja, Amarjit 1 Caramellino, Lucia 1 Chiamsiri, Singha 1 Climescu-Haulica, Adriana 1 Cui, Leon 1 Johnson, Dane 1 Leonard, Michael S. 1 Liubinskas, Kęstutis 1 M. Feldman 1 Murthy, Karthyek 1 Nakayama, Marvin K. 1 P. Chesson 1 Pacchiarotti, Barbara 1 Pagendam, D. E. 1 Pollett, P. K. 1 Ross, J. V. 1 S. Tuljapurkar 1 Tamulytė, Giedrė 1 Tezcan, Tolga 1 V. Andreasen 1 W. J. Ewens 1 Yang, Tzu-Wei 1 Zacharias, Christos 1 Zhu, Lingjiong 1
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Institution
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Vilnius University 1
Published in...
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Management Science 4 Mathematics of operations research 3 Computational Statistics 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Market microstructure and liquidity 1 Mathematical Methods of Operations Research 1 Statistics & Probability Letters 1
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Source
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RePEc 7 ECONIS (ZBW) 5 BASE 2
Showing 11 - 14 of 14
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Two-Stage Stopping Procedures Based on Standardized Time Series
Nakayama, Marvin K. - In: Management Science 40 (1994) 9, pp. 1189-1206
We propose some new two-stage stopping procedures to construct absolute-width and relative-width confidence intervals for a simulation estimator of the steady-state mean of a stochastic process. The procedures are based on the method of standardized time series proposed by Schruben and on...
Persistent link: https://www.econbiz.de/10009197688
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Large Fluctuations in a Deterministic Multiclass Network of Queues
Whitt, Ward - In: Management Science 39 (1993) 8, pp. 1020-1028
In this paper we investigate a relatively simple deterministic four-class two-queue multiclass open network of single-server FIFO queues with traffic intensity one at each queue. Our purpose is to better understand the effect of feedback with class-dependent service times at the queues. The...
Persistent link: https://www.econbiz.de/10009214047
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Planning Queueing Simulations
Whitt, Ward - In: Management Science 35 (1989) 11, pp. 1341-1366
its upper limit for stability) and associated diffusion approximations. In particular, the formulas apply to stochastic …
Persistent link: https://www.econbiz.de/10009203776
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A Diffusion Approximation for Bulk Queues
Chiamsiri, Singha; Leonard, Michael S. - In: Management Science 27 (1981) 10, pp. 1188-1199
In this paper the steady-state queue size behavior of single-server queues with bulk-arrival and batch-service, referred to as bulk queues, is approximated by a diffusion process using the instantaneous return approach. Diffusion approximation solutions for various queue size statistics are...
Persistent link: https://www.econbiz.de/10009214438
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