activity
20122023
most citedStationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.PR2019

Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion

Michael C. H. Choi, Chihoon Lee, Jian Song

Motivated by the classical De Bruijn's identity for the additive Gaussian noise channel, in this paper we consider a generalized setting where the channel is modelled via stochasti…