24 citations · 63 across the 25 of their papers we have counts for
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math.PR2018★ 3 cited
Dominating Points of Gaussian Extremes
Harsha Honnappa, Raghu Pasupathy, Prateek Jaiswal
We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribut…
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…