Barr, Jasper; Nguyen, Giang T.; Peralta, Oscar Wong–Zakai approximation of regime-switching SDEs via rough path theory. arXiv:2304.10062 Preprint, arXiv:2304.10062 [math.PR] (2023). MSC: 60H10 60L90 60F15 BibTeX Cite \textit{J. Barr} et al., ``Wong--Zakai approximation of regime-switching SDEs via rough path theory'', Preprint, arXiv:2304.10062 [math.PR] (2023) Full Text: arXiv OA License
Bean, Nigel; Lewis, Angus; Nguyen, Giang T.; O’Reilly, Małgorzata M.; Sunkara, Vikram A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes. (English) Zbl 1506.60079 Methodol. Comput. Appl. Probab. 24, No. 4, 2823-2864 (2022). MSC: 60J25 60J27 65M60 PDFBibTeX XMLCite \textit{N. Bean} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2823--2864 (2022; Zbl 1506.60079) Full Text: DOI arXiv
Latouche, Guy; Nguyen, Giang T.; Peralta, Oscar Strong convergence to two-dimensional alternating Brownian motion processes. (English) Zbl 1493.60058 Stoch. Models 38, No. 3, 488-502 (2022). Reviewer: Michael Voit (Dortmund) MSC: 60F15 60G50 60G15 60J65 PDFBibTeX XMLCite \textit{G. Latouche} et al., Stoch. Models 38, No. 3, 488--502 (2022; Zbl 1493.60058) Full Text: DOI arXiv
Bean, Nigel G.; Nguyen, Giang T.; Nielsen, Bo F.; Peralta, Oscar RAP-modulated fluid processes: first passages and the stationary distribution. (English) Zbl 1489.60128 Stochastic Processes Appl. 149, 308-340 (2022). MSC: 60J25 60G17 60K25 60J76 PDFBibTeX XMLCite \textit{N. G. Bean} et al., Stochastic Processes Appl. 149, 308--340 (2022; Zbl 1489.60128) Full Text: DOI arXiv
Nguyen, Giang T.; Peralta, Oscar Rate of strong convergence to Markov-modulated Brownian motion. (English) Zbl 1493.60120 J. Appl. Probab. 59, No. 1, 1-16 (2022). MSC: 60J65 60F15 60J27 PDFBibTeX XMLCite \textit{G. T. Nguyen} and \textit{O. Peralta}, J. Appl. Probab. 59, No. 1, 1--16 (2022; Zbl 1493.60120) Full Text: DOI arXiv
McVinish, Ross (ed.); Nazarathy, Yoni (ed.); Nguyen, Giang (ed.) Editorial. Modern trends in applied probability: an additional paper in the collection of overview papers. (English) Zbl 1478.00049 Queueing Syst. 99, No. 1-2, 161 (2021). MSC: 00B25 60-06 90-06 PDFBibTeX XMLCite \textit{R. McVinish} (ed.) et al., Queueing Syst. 99, No. 1--2, 161 (2021; Zbl 1478.00049) Full Text: DOI
Nguyen, Giang T.; Peralta, Oscar Wong–Zakai approximations with convergence rate for stochastic differential equations with regime switching. arXiv:2101.03250 Preprint, arXiv:2101.03250 [math.PR] (2021). MSC: 60J65 60J28 41A25 BibTeX Cite \textit{G. T. Nguyen} and \textit{O. Peralta}, ``Wong--Zakai approximations with convergence rate for stochastic differential equations with regime switching'', Preprint, arXiv:2101.03250 [math.PR] (2021) Full Text: arXiv OA License
Nguyen, Giang T.; Peralta, Oscar An explicit solution to the Skorokhod embedding problem for double exponential increments. (English) Zbl 1450.60033 Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020). MSC: 60G40 60H10 60H30 PDFBibTeX XMLCite \textit{G. T. Nguyen} and \textit{O. Peralta}, Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020; Zbl 1450.60033) Full Text: DOI arXiv
Bean, Nigel; Nguyen, Giang T.; Poloni, Federico Doubling Algorithms for Stationary Distributions of Fluid Queues: A Probabilistic Interpretation. arXiv:1801.05981 Preprint, arXiv:1801.05981 [math.PR] (2018). MSC: 60K25 65F30 BibTeX Cite \textit{N. Bean} et al., ``Doubling Algorithms for Stationary Distributions of Fluid Queues: A Probabilistic Interpretation'', Preprint, arXiv:1801.05981 [math.PR] (2018) Full Text: arXiv OA License
Latouche, Guy; Nguyen, Giang T. Slowing time: Markov-modulated Brownian motions with a sticky boundary. (English) Zbl 1370.60138 Stoch. Models 33, No. 2, 297-321 (2017). MSC: 60J65 60J55 60F17 60K25 PDFBibTeX XMLCite \textit{G. Latouche} and \textit{G. T. Nguyen}, Stoch. Models 33, No. 2, 297--321 (2017; Zbl 1370.60138) Full Text: DOI arXiv
Latouche, Guy; Nguyen, Giang T. The morphing of fluid queues into Markov-modulated Brownian motion. (English) Zbl 1336.60151 Stoch. Syst. 5, No. 1, 62-86 (2015). MSC: 60J25 60J65 60F05 60F17 60B10 PDFBibTeX XMLCite \textit{G. Latouche} and \textit{G. T. Nguyen}, Stoch. Syst. 5, No. 1, 62--86 (2015; Zbl 1336.60151) Full Text: DOI arXiv Euclid
Nguyen, Giang T.; Poloni, Federico Componentwise accurate fluid queue computations using doubling algorithms. (English) Zbl 1326.65055 Numer. Math. 130, No. 4, 763-792 (2015). Reviewer: Frank Uhlig (Auburn) MSC: 65F30 65F05 65C50 60K25 15A24 PDFBibTeX XMLCite \textit{G. T. Nguyen} and \textit{F. Poloni}, Numer. Math. 130, No. 4, 763--792 (2015; Zbl 1326.65055) Full Text: DOI arXiv
Latouche, Guy; Nguyen, Giang Fluid approach to two-sided reflected Markov-modulated Brownian motion. (English) Zbl 1319.60160 Queueing Syst. 80, No. 1-2, 105-125 (2015). MSC: 60J65 60J25 60K05 60B10 PDFBibTeX XMLCite \textit{G. Latouche} and \textit{G. Nguyen}, Queueing Syst. 80, No. 1--2, 105--125 (2015; Zbl 1319.60160) Full Text: DOI arXiv
Hautphenne, S.; Latouche, G.; Nguyen, G. Extinction probabilities of branching processes with countably infinitely many types. (English) Zbl 1287.60102 Adv. Appl. Probab. 45, No. 4, 1068-1082 (2013). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J80 60J05 60J22 PDFBibTeX XMLCite \textit{S. Hautphenne} et al., Adv. Appl. Probab. 45, No. 4, 1068--1082 (2013; Zbl 1287.60102) Full Text: DOI arXiv
Latouche, Guy; Nguyen, Giang T.; Palmowski, Zbigniew Two-dimensional fluid queues with temporary assistance. (English) Zbl 1277.60159 Latouche, Guy (ed.) et al., Matrix-analytic methods in stochastic models. Selected papers based on the presentations at the 7th international conference (MAM 7), New York, NY, USA, June 13–16, 2011. New York, NY: Springer (ISBN 978-1-4614-4908-9/hbk; 978-1-4614-4909-6/ebook). Springer Proceedings in Mathematics & Statistics 27, 187-207 (2013). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{G. Latouche} et al., Springer Proc. Math. Stat. 27, 187--207 (2013; Zbl 1277.60159) Full Text: DOI arXiv
Hautphenne, Sophie; Latouche, Guy; Nguyen, Giang T. Markovian trees subject to catastrophes: would they survive forever? (English) Zbl 1278.60132 Latouche, Guy (ed.) et al., Matrix-analytic methods in stochastic models. Selected papers based on the presentations at the 7th international conference (MAM 7), New York, NY, USA, June 13–16, 2011. New York, NY: Springer (ISBN 978-1-4614-4908-9/hbk; 978-1-4614-4909-6/ebook). Springer Proceedings in Mathematics & Statistics 27, 87-106 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 60K37 60J22 PDFBibTeX XMLCite \textit{S. Hautphenne} et al., Springer Proc. Math. Stat. 27, 87--106 (2013; Zbl 1278.60132) Full Text: DOI
Borkar, Vivek S.; Ejov, Vladimir; Filar, Jerzy A.; Nguyen, Giang T. Hamiltonian cycle problem and Markov chains. (English) Zbl 1246.90001 International Series in Operations Research & Management Science 171. New York, NY: Springer (ISBN 978-1-4614-3231-9/hbk; 978-1-4614-3232-6/ebook). xiv, 201 p. (2012). Reviewer: Vladimír Lacko (Košice) MSC: 90-02 90B50 60J20 05C99 90C27 90C35 PDFBibTeX XMLCite \textit{V. S. Borkar} et al., Hamiltonian cycle problem and Markov chains. New York, NY: Springer (2012; Zbl 1246.90001) Full Text: DOI
Latouche, Guy; Nguyen, Giang T.; Taylor, Peter G. Queues with boundary assistance: The effects of truncation. (English) Zbl 1238.60085 Queueing Syst. 69, No. 2, 175-197 (2011). Reviewer: Andreas Brandt (Berlin) MSC: 60J27 90B22 60K25 PDFBibTeX XMLCite \textit{G. Latouche} et al., Queueing Syst. 69, No. 2, 175--197 (2011; Zbl 1238.60085) Full Text: DOI
Ejov, Vladimir; Litvak, Nelly; Nguyen, Giang T.; Taylor, Peter G. Proof of the hamiltonicity-trace conjecture for singularly perturbed Markov chains. (English) Zbl 1242.60076 J. Appl. Probab. 48, No. 4, 901-910 (2011). Reviewer: Nikolaos Fountoulakis (Edgbaston) MSC: 60J10 05C45 11C20 PDFBibTeX XMLCite \textit{V. Ejov} et al., J. Appl. Probab. 48, No. 4, 901--910 (2011; Zbl 1242.60076) Full Text: DOI
Ejov, Vladimir; Filar, Jerzy A.; Murray, Walter; Nguyen, Giang T. Determinants and longest cycles of graphs. (English) Zbl 1175.05075 SIAM J. Discrete Math. 22, No. 3, 1215-1225 (2008). MSC: 05C45 60J10 15B51 15B36 11C20 PDFBibTeX XMLCite \textit{V. Ejov} et al., SIAM J. Discrete Math. 22, No. 3, 1215--1225 (2008; Zbl 1175.05075) Full Text: DOI Link