767 citations
- Kavli Institute for Particle Astrophysics and CosmologyUS4 papers
- University of California, Santa BarbaraUS3 papers
- University of ChicagoUS3 papers
- Columbia UniversityUS2 papers
- École Normale Supérieure de LyonFR2 papers
- Massachusetts Institute of TechnologyUS2 papers
- National University of SingaporeSG2 papers
- Stanford Synchrotron Radiation LightsourceUS2 papers
- The University of TokyoJP2 papers
- Université de MontréalCA2 papers
- Advanced Light Source1 paper
- Agilent Technologies (United States)US1 paper
9 papers · 1 filter
Validity of the expected Euler characteristic heuristic
Jonathan Taylor, Akimichi Takemura, Robert J. Adler
We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point p…
Drift rate control of a Brownian processing system
Bar Ata, J. M. Harrison, L. A. Shepp
A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate θthat is chosen from a fixed set…
Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
Baris Ata, Sunil Kumar
We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-cal…
An Urn Model of Diaconis
David Siegmund, Benjamin Yakir
An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the ur…
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Hock Peng Chan, Tze Leung Lai
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d.…
Exchangeable pairs and Poisson approximation
Sourav Chatterjee, Persi Diaconis, Elizabeth Meckes
This is a survey paper on Poisson approximation using Stein's method of exchangeable pairs. We illustrate using Poisson-binomial trials and many variations on three classical probl…