1.9k citations
- The University of TokyoJP6 papers
- Stanford Synchrotron Radiation LightsourceUS5 papers
- Hewlett-Packard (United States)US4 papers
- Kavli Institute for Particle Astrophysics and CosmologyUS4 papers
- University of California, Santa BarbaraUS4 papers
- Massachusetts Institute of TechnologyUS3 papers
- University of ChicagoUS3 papers
- University of WaterlooCA3 papers
- Australian National UniversityAU2 papers
- California Institute of TechnologyUS2 papers
- Columbia UniversityUS2 papers
- Cornell UniversityUS2 papers
Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005★ 78 cited
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…
math.PR2005★ 71 cited
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…
math.PR2005★ 95 cited
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…