activity
20052024
most citedStability and the Lyapounov exponent of threshold AR-ARCH Models

67 citations · 91 across the 9 of their papers we have counts for

collaborators

9 papers

math.ST2024★ 1 cited

On tail inference in scale-free inhomogeneous random graphs

Daniel Cirkovic, Tiandong Wang, Daren B. H. Cline

Both empirical and theoretical investigations of scale-free network models have found that large degrees in a network exert an outsized impact on its structure. However, the tools…

math.PR2024★ 1 cited

Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs

Daniel Cirkovic, Tiandong Wang, Daren B. H. Cline

In this paper, we propose a multilayer inhomogeneous random graph model (MIRG), whose layers may consist of both single-edge and multi-edge graphs. In the single layer case, it has…

math.PR2022★ 19 cited

Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails

Daren B. H. Cline, Tailen Hsing

Let be the sum of independent random variables with distribution . Under the assumption that is slowly varying, conditions for $$ \lim_{n\to\infty}\sup_{s\…

math.OC2020★ 1 cited

Inbound Replenishment and Outbound Dispatch Decisions under Hybrid Shipment Consolidation Policies: An Analytical Model and Comparison

Bo Wei, Sila Cetinkaya, Daren B. H. Cline

We consider a distribution warehouse where both the inbound inventory replenishment and outbound dispatch decisions are subject to fixed (as well as per-unit) transportation charge…

math.OC2019

Stochastic Clearing Systems with Multiple Input Processes

Bo Wei, Sila Cetinkaya, Daren B. H. Cline

In this paper, we consider stochastic clearing systems with multiple drifted Brownian motion inputs. First, we propose an instantaneous rate policy, which is shown to be the optima…

math.OC2019

Analytical Results on the Service Performance of Stochastic Clearing Systems

Bo Wei, Sila Cetinkaya, Daren B. H. Cline

Stochastic clearing theory has wide spread applications in the context of supply chain and service operations management. Historical application domains include bulk service queues…