1.4k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Goddard Space Flight CenterUS40 papers
- KTH Royal Institute of TechnologySE36 papers
- Centre National de la Recherche ScientifiqueFR35 papers
- University of Maryland, College ParkUS35 papers
- Hiroshima UniversityJP34 papers
- University of TriesteIT34 papers
- Agenzia Spaziale ItalianaIT33 papers
- AlbaNovaSE33 papers
- Max Planck Institute for PhysicsDE33 papers
- Polytechnic University of BariIT33 papers
- University of PaduaIT33 papers
- University of TurinIT33 papers
8 papers · 1 filter
Noncentral limit theorem for the generalized Rosenblatt process
Denis Bell, David Nualart
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes with kernels defined by parameters taking values i…
Some Asymptotic Results for the Transient Distribution of the Halfin-Whitt Diffusion Process
Qiang Zhen, Charles Knessl
We consider the Halfin-Whitt diffusion process , which is used, for example, as an approximation to the -server queue. We use recently obtained integral represen…
Asymptotic Analysis of Spectral Properties of Finite Capacity Processor Shared Queues
Qiang Zhen, Charles Knessl
We consider sojourn (or response) times in processor-shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite…
On Spectral Properties of Finite Population Processor Shared Queues
Qiang Zhen, Charles Knessl
We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving…
On the Sojourn Time Distribution in a Finite Population Markovian Processor Sharing Queue
Qiang Zhen, Johan S. H. van Leeuwaarden, Charles Knessl
We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of…
On a Processor Sharing Queue That Models Balking
Qiang Zhen, Johan S. H. van Leeuwaarden, Charles Knessl
We consider the processor sharing -PS queue which also models balking. A customer that arrives and sees others in the system "balks" (i.e., decides not to enter) with pr…
Divergence theorems in path space III: hypoelliptic diffusions and beyond
Denis Bell
Let denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the…
Quasi-invariant measures on the path space of a diffusion
Denis Bell
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process taking values in a closed compact manifold. In this…