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Dieker, A. B.

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Author ID: dieker.a-b Recent zbMATH articles by "Dieker, A. B."
Published as: Dieker, A. B.
External Links: MGP
Documents Indexed: 31 Publications since 2003

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 345 times in 282 Documents Cited by Year
Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019
Denisov, D.; Dieker, A. B.; Shneer, V.
58
2008
Extremes of Gaussian processes over an infinite horizon. Zbl 1070.60035
Dieker, A. B.
44
2005
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
40
2014
Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108
Dieker, A. B.; Mikosch, T.
39
2015
Conditional limit theorems for queues with Gaussian input, a weak convergence approach. Zbl 1073.60085
Dieker, A. B.
15
2005
Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111
Debicki, K.; Dieker, A. B.; Rolski, T.
14
2007
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077
Dieker, A. B.; Moriarty, J.
14
2009
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
13
2003
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions. Zbl 1273.60108
Dieker, A. B.; Gao, Xuefeng
12
2013
Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077
Dieker, A. B.; Mandjes, M.
11
2011
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment. Zbl 1310.60127
Dai, J. G.; Dieker, A. B.; Gao, Xuefeng
10
2014
On the largest-eigenvalue process for generalized Wishart random matrices. Zbl 1276.60008
Dieker, A. B.; Warren, J.
8
2009
On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025
Dieker, A. B.; Mandjes, M.
7
2005
Applications of factorization embeddings for Lévy processes. Zbl 1104.60019
Dieker, A. B.
7
2006
Determinantal transition kernels for some interacting particles on the line. Zbl 1181.60144
Dieker, A. B.; Warren, J.
7
2008
Interlacings for random walks on weighted graphs and the interchange process. Zbl 1213.60125
Dieker, A. B.
6
2010
Tails for (max, plus) recursions under subexponentiality. Zbl 1130.90015
Dieker, A. B.; Lelarge, M.
5
2006
Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes. Zbl 1275.60062
Dai, J. G.; Dieker, A. B.
5
2011
Stochastic billiards for sampling from the boundary of a convex set. Zbl 1331.60152
Dieker, A. B.; Vempala, Santosh S.
5
2015
Spectral analysis of random-to-random Markov chains. Zbl 1405.60113
Dieker, A. B.; Saliola, F. V.
5
2018
Sensitivity analysis for diffusion processes constrained to an orthant. Zbl 1307.60105
Dieker, A. B.; Gao, X.
4
2014
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Zbl 1428.62426
Liu, Zhipeng; Blanchet, Jose H.; Dieker, A. B.; Mikosch, Thomas
3
2019
Series Jackson networks and noncrossing probabilities. Zbl 1219.60076
Dieker, A. B.; Warren, J.
3
2010
Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208
Dieker, A. B.; Mandjes, M.
3
2006
From local to global stability in stochastic processing networks through quadratic Lyapunov functions. Zbl 1291.90066
Dieker, A. B.; Shin, J.
2
2013
Randomized longest-queue-first scheduling for large-scale buffered systems. Zbl 1335.90015
Dieker, A. B.; Suk, T.
2
2015
Reduced-load equivalence for queues with Gaussian input. Zbl 1080.90027
Dieker, A. B.
1
2005
Efficient simulation of random walks exceeding a nonlinear boundary. Zbl 1136.65010
Dieker, A. B.; Mandjes, M.
1
2006
Optimal resource capacity management for stochastic networks. Zbl 1364.90072
Dieker, A. B.; Ghosh, S.; Squillante, M. S.
1
2017
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Zbl 1428.62426
Liu, Zhipeng; Blanchet, Jose H.; Dieker, A. B.; Mikosch, Thomas
3
2019
Spectral analysis of random-to-random Markov chains. Zbl 1405.60113
Dieker, A. B.; Saliola, F. V.
5
2018
Optimal resource capacity management for stochastic networks. Zbl 1364.90072
Dieker, A. B.; Ghosh, S.; Squillante, M. S.
1
2017
Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108
Dieker, A. B.; Mikosch, T.
39
2015
Stochastic billiards for sampling from the boundary of a convex set. Zbl 1331.60152
Dieker, A. B.; Vempala, Santosh S.
5
2015
Randomized longest-queue-first scheduling for large-scale buffered systems. Zbl 1335.90015
Dieker, A. B.; Suk, T.
2
2015
On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043
Dieker, A. B.; Yakir, B.
40
2014
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment. Zbl 1310.60127
Dai, J. G.; Dieker, A. B.; Gao, Xuefeng
10
2014
Sensitivity analysis for diffusion processes constrained to an orthant. Zbl 1307.60105
Dieker, A. B.; Gao, X.
4
2014
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions. Zbl 1273.60108
Dieker, A. B.; Gao, Xuefeng
12
2013
From local to global stability in stochastic processing networks through quadratic Lyapunov functions. Zbl 1291.90066
Dieker, A. B.; Shin, J.
2
2013
Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077
Dieker, A. B.; Mandjes, M.
11
2011
Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes. Zbl 1275.60062
Dai, J. G.; Dieker, A. B.
5
2011
Interlacings for random walks on weighted graphs and the interchange process. Zbl 1213.60125
Dieker, A. B.
6
2010
Series Jackson networks and noncrossing probabilities. Zbl 1219.60076
Dieker, A. B.; Warren, J.
3
2010
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077
Dieker, A. B.; Moriarty, J.
14
2009
On the largest-eigenvalue process for generalized Wishart random matrices. Zbl 1276.60008
Dieker, A. B.; Warren, J.
8
2009
Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019
Denisov, D.; Dieker, A. B.; Shneer, V.
58
2008
Determinantal transition kernels for some interacting particles on the line. Zbl 1181.60144
Dieker, A. B.; Warren, J.
7
2008
Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111
Debicki, K.; Dieker, A. B.; Rolski, T.
14
2007
Applications of factorization embeddings for Lévy processes. Zbl 1104.60019
Dieker, A. B.
7
2006
Tails for (max, plus) recursions under subexponentiality. Zbl 1130.90015
Dieker, A. B.; Lelarge, M.
5
2006
Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208
Dieker, A. B.; Mandjes, M.
3
2006
Efficient simulation of random walks exceeding a nonlinear boundary. Zbl 1136.65010
Dieker, A. B.; Mandjes, M.
1
2006
Extremes of Gaussian processes over an infinite horizon. Zbl 1070.60035
Dieker, A. B.
44
2005
Conditional limit theorems for queues with Gaussian input, a weak convergence approach. Zbl 1073.60085
Dieker, A. B.
15
2005
On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025
Dieker, A. B.; Mandjes, M.
7
2005
Reduced-load equivalence for queues with Gaussian input. Zbl 1080.90027
Dieker, A. B.
1
2005
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
13
2003
all top 5

Cited by 330 Authors

37 Dębicki, Krzysztof
30 Hashorva, Enkelejd
24 Mandjes, Michel Robertus Hendrikus
16 Dieker, A. B.
16 Ji, Lanpeng
12 Liu, Peng
10 Ivanovs, Jevgeņijs
9 Mikosch, Thomas
8 Bai, Long
8 Blanchet, Jose H.
7 Pang, Guodong
7 Zwart, Bert P.
6 Boxma, Onno Johan
6 Tan, Zhongquan
5 Arapostathis, Aristotle
5 Denisov, Denis E.
5 Glynn, Peter W.
5 Kosiński, Kamil Marcin
5 Ling, Chengxiu
5 Ramanan, Kavita
5 Wang, Yuebao
4 Dai, J. G. (Jim)
4 Rolski, Tomasz
3 Armendáriz, Inés
3 Berger, Quentin
3 Engelke, Sebastian
3 Großkinsky, Stefan
3 Kella, Offer
3 Korshunov, Dmitry Alekseevich
3 Lelarge, Marc
3 Lipshutz, David
3 Loulakis, Michail
3 Michna, Zbigniew
3 Miyazawa, Masakiyo
3 O’Connell, Neil
3 Seppäläinen, Timo
3 Tabiś, Kamil
3 Wang, Kaiyong
3 Warren, Jon
3 Yao, David D. W.
3 Ye, Hengqing
2 Ayhan, Hayriye
2 Barbe, Philippe
2 Borodin, Alexei
2 Borst, Sem C.
2 Boucherie, Richard J.
2 Cesi, Filippo
2 Chen, Yanting
2 Chi, Zhiyi
2 Corwin, Ivan
2 Cui, Zhaolei
2 Das, Bikramjit
2 Davis, Richard A.
2 Fasen, Vicky
2 Ferrari, Patrik Lino
2 Franceschi, Sandro
2 Gamarnik, David
2 Gao, Xuefeng
2 Giacomin, Giambattista
2 Goseling, Jasper
2 Heiny, Johannes
2 Hüsler, Jürg
2 Ichiba, Tomoyuki
2 Johansson, Kurt
2 Juneja, Sandeep
2 Karatzas, Ioannis
2 Kim, Jung-Kyung
2 Kozachenko, Yuriĭ Vasyl’ovych
2 Lieshout, Pascal
2 Lorek, Paweł
2 Luo, Li
2 Majewski, Kurt
2 McCormick, William P.
2 Nestoridi, Evita
2 Norros, Ilkka
2 Oesting, Marco
2 Olvera-Cravioto, Mariana
2 Palmowski, Zbigniew
2 Peng, Zuoxiang
2 Petrov, Leonid
2 Piterbarg, Vladimir Il’ich
2 Raschel, Kilian
2 Samorodnitsky, Gennady Pinkhosovich
2 Shneer, Vsevolod Vladislavovich
2 Stufler, Benedikt
2 Szekli, Ryszard
2 van Uitert, Miranda
2 Vasylyk, Ol’ga I.
2 Viens, Frederi G.
2 Vlasiou, Maria
2 Wachtel, Vitali I.
2 Wang, Longmin
2 Wiese, Kay Jörg
2 Yu, Changjun
2 Zygouras, Nikolaos
1 Adan, Ivo J. B. F.
1 Addario-Berry, Louigi
1 Agarwal, Ankush
1 Aghajani, Reza
1 Ahmadi Javid, Amir
...and 230 more Authors
all top 5

Cited in 71 Serials

29 Stochastic Processes and their Applications
24 Queueing Systems
18 The Annals of Applied Probability
15 Journal of Applied Probability
10 Advances in Applied Probability
10 Statistics & Probability Letters
10 Extremes
8 The Annals of Probability
8 Mathematics of Operations Research
8 Journal of Theoretical Probability
8 Bernoulli
8 Stochastic Models
7 Journal of Mathematical Analysis and Applications
7 Probability Theory and Related Fields
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Stochastic Systems
6 Electronic Journal of Probability
5 Methodology and Computing in Applied Probability
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Journal of Statistical Physics
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Communications in Mathematical Physics
3 Operations Research Letters
3 Probability and Mathematical Statistics
3 Scandinavian Actuarial Journal
3 Journal of Statistical Mechanics: Theory and Experiment
2 Lithuanian Mathematical Journal
2 Journal of Multivariate Analysis
2 Statistics
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 European Journal of Operational Research
2 Theory of Probability and Mathematical Statistics
2 Electronic Communications in Probability
2 Mathematical Methods of Operations Research
2 Science China. Mathematics
2 Annals of Finance
1 Communications in Algebra
1 Communications on Pure and Applied Mathematics
1 Journal of Mathematical Physics
1 Nonlinearity
1 Arkiv för Matematik
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Duke Mathematical Journal
1 Fuzzy Sets and Systems
1 Inventiones Mathematicae
1 Journal of Differential Equations
1 Journal of Econometrics
1 Journal of Statistical Planning and Inference
1 Transactions of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Acta Applicandae Mathematicae
1 Order
1 Journal of the American Mathematical Society
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Computational Statistics and Data Analysis
1 Test
1 Top
1 Monte Carlo Methods and Applications
1 Mathematical Problems in Engineering
1 Séminaire Lotharingien de Combinatoire
1 Acta Mathematica Sinica. English Series
1 Probability in the Engineering and Informational Sciences
1 Stochastics
1 Proceedings of the Steklov Institute of Mathematics
1 Journal of Physics A: Mathematical and Theoretical
1 The Annals of Applied Statistics
1 Probability Surveys
1 Random Matrices: Theory and Applications

Citations by Year