1 citations · 2 across the 7 of their papers we have counts for
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A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
Saied Mahdian, Peter W. Glynn, Yuanyuan Liu
The solution to Poisson's equation arise in many Markov chain and Markov jump process settings, including that of the central limit theorem, value functions for average reward Mark…
Gaussian Limits for Scheduled Traffic with Super-Heavy Tailed Perturbations
Victor F. Araman, Peter W. Glynn
A scheduled arrival model is one in which customers are scheduled to arrive at constant interarrival times, but each customer actual arrival time is perturbed from her scheduled ar…
A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds
Alex Infanger, Peter W. Glynn
This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large fin…
A Short Proof of a Convex Representation for Stationary Distributions of Markov Chains with an Application to State Space Truncation
Zeyu Zheng, Alex Infanger, Peter W. Glynn
In an influential paper, Courtois and Semal (1984) establish that when is an irreducible substochastic matrix for which , then the stationary di…
Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times
Mariana Olvera-Cravioto, Peter W. Glynn
This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffi…