114 citations · 348 across the 55 of their papers we have counts for
Showing 2018 · math.PRShow all
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math.PR2018★ 4 cited
A Probabilistic Proof of the Perron-Frobenius Theorem
Peter W. Glynn, Paritosh Y. Desai
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by…
math.PR2018★ 2 cited
Approximating Performance Measures for Slowly Changing Non-stationary Markov Chains
Zeyu Zheng, Harsha Honnappa, Peter W. Glynn
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabi…
math.PR2018★ 4 cited
Probabilistic Contraction Analysis of Iterated Random Operators
Abhishek Gupta, Rahul Jain, Peter Glynn
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algor…