229 citations · 876 across the 52 of their papers we have counts for
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The variance of the average depth of a pure birth process converges to 7
Ken R. Duffy, Gianfelice Meli, Seva Shneer
If trees are constructed from a pure birth process and one defines the depth of a leaf to be the number of edges to its root, it is known that the variance in the depth of a random…
Estimating large deviation rate functions
Ken R. Duffy, Brendan D. Williamson
Establishing a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability theory. The key object…
Tail asymptotics for busy periods
Ken R. Duffy, Sean P. Meyn
The busy period for a queue is cast as the area swept under the random walk until it first returns to zero, . Encompassing non-i.i.d. increments, the large-deviations asymptotic…
Estimating Loynes' exponent
Ken R. Duffy, Sean P. Meyn
Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class…
Most likely paths to error when estimating the mean of a reflected random walk
Ken R. Duffy, Sean P. Meyn
It is known that simulation of the mean position of a Reflected Random Walk (RRW) exhibits non-standard behavior, even for light-tailed increment distributions with negat…