114 citations · 348 across the 55 of their papers we have counts for
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math.ST2023★ 1 cited
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh +1
We propose a general purpose confidence interval procedure (CIP) for statistical functionals constructed using data from a stationary time series. The procedures we propose are bas…
math.PR2023
Asymptotic product-form steady-state for generalized Jackson networks in multi-scale heavy traffic
J. G. Dai, Peter Glynn, Yaosheng Xu
We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-fo…
math.PR2023
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…