most citedApproximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2018★ 2 cited

Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates

Zeyu Zheng, Harsha Honnappa, Peter W. Glynn

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This…

stat.CO2014

Exact Estimation for Markov Chain Equilibrium Expectations

Peter W. Glynn, Chang-han Rhee

We introduce a new class of Monte Carlo methods, which we call exact estimation algorithms. Such algorithms provide unbiased estimators for equilibrium expectations associated with…