229 citations · 876 across the 52 of their papers we have counts for
Showing 2009 · math.PRShow all
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math.PR2009★ 7 cited
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…
math.PR2009★ 13 cited
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…