Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz
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Published By Institute Of Mathematical Statistics

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On Detecting Fake Coin Flip Sequences

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000336 ◽

2008 ◽

pp. 107-122 ◽

Cited By ~ 1

Author(s):

Michael A. Kouritzin ◽

Fraser Newton ◽

Sterling Orsten ◽

Daniel C. Wilson

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Fluid Model for a Data Network with α -Fair Bandwidth Sharing and General Document Size Distributions: Two Examples of Stability

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000417 ◽

2008 ◽

pp. 253-265 ◽

Cited By ~ 9

Author(s):

H. C. Gromoll ◽

R. J. Williams

Keyword(s):

Fluid Model ◽

Size Distributions ◽

Bandwidth Sharing ◽

Data Network

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Double Skorokhod Map and Reneging Real-Time Queues

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000372 ◽

2008 ◽

pp. 169-193 ◽

Cited By ~ 9

Author(s):

Łukasz Kruk ◽

John Lehoczky ◽

Kavita Ramanan ◽

Steven Shreve

Keyword(s):

Real Time ◽

Time Queues

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A Duality Identity between a Model of Bacterial Recombination and the Wright–Fisher Diffusion

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000453 ◽

2008 ◽

pp. 315-324 ◽

Cited By ~ 1

Author(s):

Xavier Didelot ◽

Jesse E. Taylor ◽

Joseph C. Watkins

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Internet Traffic and Multiresolution Analysis

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000390 ◽

2008 ◽

pp. 215-234 ◽

Cited By ~ 2

Author(s):

Ying Zhang ◽

Zihui Ge ◽

Suhas Diggavi ◽

Z. Morley Mao ◽

Matthew Roughan ◽

...

Keyword(s):

Multiresolution Analysis ◽

Internet Traffic

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Diffusion Processes on Manifolds

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000318 ◽

2008 ◽

pp. 85-97 ◽

Cited By ~ 2

Author(s):

Fabrice Debbasch ◽

Claire Chevalier

Keyword(s):

Diffusion Processes

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A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000345 ◽

2008 ◽

pp. 123-136

Author(s):

Laurie C. Scott ◽

Yong Zeng

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Asset Price ◽

Bayesian Model Selection

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Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000444 ◽

2008 ◽

pp. 301-314 ◽

Cited By ~ 1

Author(s):

Laurent Denis ◽

Begoña Fernández ◽

Ana Meda

Keyword(s):

Diffusion Processes

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From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000309 ◽

2008 ◽

pp. 63-83

Author(s):

Jin Feng

Keyword(s):

Random Potential ◽

Planck Equation ◽

Fokker Planck Equation ◽

Fokker Planck

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A Degenerate Variance Control Problem with Discretionary Stopping

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000363 ◽

2008 ◽

pp. 155-167

Author(s):

Daniel Ocone ◽

Ananda Weerasinghe

Keyword(s):

Control Problem ◽

Discretionary Stopping

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Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. KurtzLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Institute Of Mathematical Statistics

On Detecting Fake Coin Flip Sequences

Fluid Model for a Data Network with α -Fair Bandwidth Sharing and General Document Size Distributions: Two Examples of Stability

Double Skorokhod Map and Reneging Real-Time Queues

A Duality Identity between a Model of Bacterial Recombination and the Wright–Fisher Diffusion

Internet Traffic and Multiresolution Analysis

Diffusion Processes on Manifolds

A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering

Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes

From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation

A Degenerate Variance Control Problem with Discretionary Stopping

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz
Latest Publications