114 citations · 348 across the 55 of their papers we have counts for
Showing 2017 · math.PRShow all
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math.PR2017★ 2 cited
On Gaussian Limits and Large Deviations for Queues Fed by High Intensity Randomly Scattered Traffic
Peter W. Glynn, Harsha Honnappa
We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We ca…
math.PR2017★ 3 cited
Lyapunov Conditions for Differentiability of Markov Chain Expectations: the Absolutely Continuous Case
Chang-Han Rhee, Peter Glynn
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such…
math.PR2017
Likelihood Ratio Gradient Estimation for Steady-State Parameters
Peter W. Glynn, Mariana Olvera-Cravioto
We consider a discrete-time Markov chain on a general state-space , whose transition probabilities are parameterized by a real-valued vector .…