×

zbMATH — the first resource for mathematics

Kennedy, Douglas P.

Compute Distance To:
Author ID: kennedy.douglas-p Recent zbMATH articles by "Kennedy, Douglas P."
Published as: Kennedy, D. P.; Kennedy, Douglas; Kennedy, Douglas P.
Homepage: http://trin-hosts.trin.cam.ac.uk/fellows/dpk10/
External Links: MGP
Documents Indexed: 41 Publications since 1970, including 1 Book
Reviewing Activity: 54 Reviews

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 243 times in 201 Documents Cited by Year
The distribution of the maximum Brownian excursion. Zbl 0338.60048
Kennedy, Douglas P.
40
1976
The term structure of interest rates as a Gaussian random field. Zbl 0884.90037
Kennedy, D. P.
32
1994
The Galton-Watson process conditioned on the total progeny. Zbl 0322.60072
Kennedy, Douglas P.
25
1975
Characterizing Gaussian models of the term structure of interest rates. Zbl 0884.90038
Kennedy, D. P.
19
1997
The continuity of the single server queue. Zbl 0278.60072
Kennedy, Douglas P.
15
1972
Some martingales related to cumulative sum tests and single-server queues. Zbl 0338.60030
Kennedy, Douglas P.
11
1976
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables. Zbl 0722.60036
Kennedy, Douglas P.; Kertz, Robert P.
9
1991
Prophet-type inequalities for multi-choice optimal stopping. Zbl 0621.60054
Kennedy, D. P.
9
1987
Limit theorems for threshold-stopped random variables with applications to optimal stopping. Zbl 0704.60021
Kennedy, Douglas P.; Kertz, Robert P.
7
1990
Prophet inequalities for parallel processes. Zbl 0685.60048
Hill, T. P.; Kennedy, D. P.
6
1989
Optimal stopping of independent random variables and maximizing prophets. Zbl 0563.60044
Kennedy, D. P.
6
1985
On a constrained optimal stopping problem. Zbl 0493.60052
Kennedy, D. P.
6
1982
Sharp inequalities for optimal stopping with rewards based on ranks. Zbl 0758.60041
Hill, T. P.; Kennedy, D. P.
5
1992
Optimal sequential assignment. Zbl 0612.90073
Kennedy, D. P.
5
1986
On sets of countable non-negative matrices and Markov decision processes. Zbl 0388.60071
Kennedy, Douglas P.
5
1978
Estimates of the rates of convergence in limit theorems for the first passage times of random walks. Zbl 0252.60027
Kennedy, Douglas P.
5
1972
A prophet inequality for independent random variables with finite variances. Zbl 0924.60014
Kennedy, D. P.; Kertz, R. P.
4
1997
A note on the number of busy servers in a GI/G/s queue in light traffic. Zbl 0246.60066
Kennedy, Douglas P.
4
1972
A functional central limit theorem for k-dimensional renewal theory. Zbl 0225.60012
Kennedy, Douglas P.
4
1971
A note on stochastic search methods for global optimization. Zbl 0644.90077
Kennedy, D. P.
3
1988
Weak convergence of the average of flag processes. Zbl 0206.19303
Iglehart, D. L.; Kennedy, D. P.
3
1970
Minimax-optimal strategies for the best-choice problem when a bound is known for the expected number of objects. Zbl 0801.60035
Hill, T. P.; Kennedy, D. P.
2
1994
Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping. Zbl 0758.60046
Kennedy, Douglas P.; Kertz, Robert P.
2
1992
Comparisons of optimal stopping values and expected suprema for i.i.d. r.v.’s with costs and discounting. Zbl 0751.60042
Kennedy, D. P.; Kertz, R. P.
2
1992
Conditioned limit theorems and heavy traffic. Zbl 0535.60020
Hooghiemstra, G.; Kennedy, D. P.
2
1984
Stimulating prices in a stochastic model of resource allocation. Zbl 0506.90041
Kennedy, D. P.
2
1983
Limiting diffusions for the conditioned M/G/1 queue. Zbl 0279.60089
Kennedy, Douglas P.
2
1974
Rates of convergence for queues in heavy traffic. I. Zbl 0271.60109
Kennedy, Douglas P.
2
1972
Stochastic financial models. Zbl 1196.91005
Kennedy, Douglas
1
2010
Optimal stopping problems with generalized objective functions. Zbl 0719.60047
Hill, T. P.; Kennedy, D. P.
1
1990
Optimal predictable transforms. Zbl 0472.60046
Kennedy, D. P.
1
1981
On the time to first overflow in dams with inputs forming a Markov chain. Zbl 0376.60094
Kennedy, Douglas P.
1
1978
Limit theorems for finite dams. Zbl 0262.60012
Kennedy, Douglas P.
1
1973
Rates of convergence for queues in heavy traffic. II.: Sequences of queueing systems. Zbl 0271.60110
Kennedy, Douglas P.
1
1972
Stochastic financial models. Zbl 1196.91005
Kennedy, Douglas
1
2010
Characterizing Gaussian models of the term structure of interest rates. Zbl 0884.90038
Kennedy, D. P.
19
1997
A prophet inequality for independent random variables with finite variances. Zbl 0924.60014
Kennedy, D. P.; Kertz, R. P.
4
1997
The term structure of interest rates as a Gaussian random field. Zbl 0884.90037
Kennedy, D. P.
32
1994
Minimax-optimal strategies for the best-choice problem when a bound is known for the expected number of objects. Zbl 0801.60035
Hill, T. P.; Kennedy, D. P.
2
1994
Sharp inequalities for optimal stopping with rewards based on ranks. Zbl 0758.60041
Hill, T. P.; Kennedy, D. P.
5
1992
Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping. Zbl 0758.60046
Kennedy, Douglas P.; Kertz, Robert P.
2
1992
Comparisons of optimal stopping values and expected suprema for i.i.d. r.v.’s with costs and discounting. Zbl 0751.60042
Kennedy, D. P.; Kertz, R. P.
2
1992
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables. Zbl 0722.60036
Kennedy, Douglas P.; Kertz, Robert P.
9
1991
Limit theorems for threshold-stopped random variables with applications to optimal stopping. Zbl 0704.60021
Kennedy, Douglas P.; Kertz, Robert P.
7
1990
Optimal stopping problems with generalized objective functions. Zbl 0719.60047
Hill, T. P.; Kennedy, D. P.
1
1990
Prophet inequalities for parallel processes. Zbl 0685.60048
Hill, T. P.; Kennedy, D. P.
6
1989
A note on stochastic search methods for global optimization. Zbl 0644.90077
Kennedy, D. P.
3
1988
Prophet-type inequalities for multi-choice optimal stopping. Zbl 0621.60054
Kennedy, D. P.
9
1987
Optimal sequential assignment. Zbl 0612.90073
Kennedy, D. P.
5
1986
Optimal stopping of independent random variables and maximizing prophets. Zbl 0563.60044
Kennedy, D. P.
6
1985
Conditioned limit theorems and heavy traffic. Zbl 0535.60020
Hooghiemstra, G.; Kennedy, D. P.
2
1984
Stimulating prices in a stochastic model of resource allocation. Zbl 0506.90041
Kennedy, D. P.
2
1983
On a constrained optimal stopping problem. Zbl 0493.60052
Kennedy, D. P.
6
1982
Optimal predictable transforms. Zbl 0472.60046
Kennedy, D. P.
1
1981
On sets of countable non-negative matrices and Markov decision processes. Zbl 0388.60071
Kennedy, Douglas P.
5
1978
On the time to first overflow in dams with inputs forming a Markov chain. Zbl 0376.60094
Kennedy, Douglas P.
1
1978
The distribution of the maximum Brownian excursion. Zbl 0338.60048
Kennedy, Douglas P.
40
1976
Some martingales related to cumulative sum tests and single-server queues. Zbl 0338.60030
Kennedy, Douglas P.
11
1976
The Galton-Watson process conditioned on the total progeny. Zbl 0322.60072
Kennedy, Douglas P.
25
1975
Limiting diffusions for the conditioned M/G/1 queue. Zbl 0279.60089
Kennedy, Douglas P.
2
1974
Limit theorems for finite dams. Zbl 0262.60012
Kennedy, Douglas P.
1
1973
The continuity of the single server queue. Zbl 0278.60072
Kennedy, Douglas P.
15
1972
Estimates of the rates of convergence in limit theorems for the first passage times of random walks. Zbl 0252.60027
Kennedy, Douglas P.
5
1972
A note on the number of busy servers in a GI/G/s queue in light traffic. Zbl 0246.60066
Kennedy, Douglas P.
4
1972
Rates of convergence for queues in heavy traffic. I. Zbl 0271.60109
Kennedy, Douglas P.
2
1972
Rates of convergence for queues in heavy traffic. II.: Sequences of queueing systems. Zbl 0271.60110
Kennedy, Douglas P.
1
1972
A functional central limit theorem for k-dimensional renewal theory. Zbl 0225.60012
Kennedy, Douglas P.
4
1971
Weak convergence of the average of flag processes. Zbl 0206.19303
Iglehart, D. L.; Kennedy, D. P.
3
1970
all top 5

Cited by 280 Authors

5 Samuel-Cahn, Ester
5 Tanaka, Teruo
4 Devroye, Luc P. J. A.
4 Janson, Svante
3 Addario-Berry, Louigi
3 Ankirchner, Stefan
3 Broutin, Nicolas
3 Gnedin, Alexander V.
3 Klein, Maike
3 Marckert, Jean-François
3 Pang, Tianxiao
3 Pap, Gyula
3 Pitman, Jim William
3 Rachev, Svetlozar T.
3 Rüschendorf, Ludger
3 Stadje, Wolfgang
3 Whitt, Ward
3 Yor, Marc
2 Aissani, Djamil
2 Assaf, David
2 Balabdaoui, Fadoua
2 Basu, Amiya K.
2 Bo, Lijun
2 Bruss, Franz Thomas
2 Bueno-Guerrero, Alberto
2 Esfandiari, Hossein
2 Faller, Andreas
2 Fan, Sheng
2 Gáll, József
2 Ghidouche, M.
2 Goldschmidt, Christina
2 Goldstein, Larry
2 Haas, Bénédicte
2 Hajiaghayi, Mohammad Taghi
2 Hill, Theodore Preston
2 Holmgren, Cecilia Ingrid
2 Horváth, Lajos
2 Hwang, Kyo-Shin
2 Jacka, Saul D.
2 Jacobson, Sheldon H.
2 Jiao, Ying
2 Kalashnikov, Vladimir Vyacheslavovich
2 Kennedy, Douglas P.
2 Khan, Rasul A.
2 Khatibi, Arash
2 Kolchin, Valentin F.
2 Kortchemski, Igor
2 Krämer, Walter
2 Kruse, Thomas
2 Liaghat, Vahid
2 Lin, Zhengyan
2 McNamara, John M.
2 Michta, Mariusz
2 Miller, Douglas R.
2 Mokkadem, Abdelkader
2 Monemizadeh, Morteza
2 Moreno, Manuel Crescencio
2 Navas, Javier F.
2 Osękowski, Adam
2 Preater, J.
2 Schulte-Geers, Ernst
2 Stefánsson, Sigurdur Örn
2 Świątek, Kamil Łukasz
2 Wang, Yongjin
2 Yang, Xuewei
2 Zohren, Stefan
1 Abramov, Vyacheslav M.
1 Addie, Ronald Geoffrey
1 Agarwal, Ravi P.
1 Ahmad, Ibrahim A.
1 Albeverio, Sergio A.
1 Anagnostopoulos, Aris
1 Anastassiou, George Angelos
1 Ano, Katsunori
1 Arias-Castro, Ery
1 Avis, David M.
1 Avram, Florin
1 Baaquie, Belal Ehsan
1 Baharian, Golshid
1 Baillie, Richard T.
1 Balakrishnan, Narayanaswamy
1 Bar-Lev, Shaul K.
1 Barndorff-Nielsen, Ole Eiler
1 Barnett, Neil Stuart
1 Bearden, J. Neil
1 Behzad, Banafsheh
1 Benth, Fred Espen
1 Berger, Arthur W.
1 Biane, Philippe
1 Biffis, Enrico
1 Biggins, J. D.
1 Björnberg, Jakob Erik
1 Boel, René J.
1 Boshuizen, Frans A.
1 Botta, Robert F.
1 Bouallouche-Medjkoune, Louiza
1 Casarin, Roberto
1 Cerone, Pietro
1 Charlot, François
1 Chassaing, Philippe
...and 180 more Authors
all top 5

Cited in 92 Serials

14 Stochastic Processes and their Applications
10 Statistics & Probability Letters
7 Stochastic Analysis and Applications
7 Sequential Analysis
7 International Journal of Theoretical and Applied Finance
6 Advances in Applied Probability
6 Queueing Systems
5 Journal of Applied Probability
5 Journal of Soviet Mathematics
4 Journal of Mathematical Analysis and Applications
4 Stochastics
4 The Annals of Probability
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Random Structures & Algorithms
4 The Annals of Applied Probability
3 Computers & Mathematics with Applications
3 Mathematical Notes
3 Proceedings of the American Mathematical Society
3 Probability Theory and Related Fields
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Electronic Journal of Probability
2 Journal of Statistical Physics
2 Physica A
2 The Annals of Statistics
2 Applied Mathematics and Optimization
2 Journal of Statistical Planning and Inference
2 Mathematics of Operations Research
2 Scandinavian Actuarial Journal
2 Transactions of the American Mathematical Society
2 Optimization
2 Algorithmica
2 Journal of Theoretical Probability
2 Economics Letters
2 European Journal of Operational Research
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Finance and Stochastics
2 Abstract and Applied Analysis
2 Mathematical Methods of Operations Research
2 Probability Surveys
1 The Canadian Journal of Statistics
1 Lithuanian Mathematical Journal
1 Mathematical Biosciences
1 Periodica Mathematica Hungarica
1 Ukrainian Mathematical Journal
1 Bulletin of Mathematical Biology
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Fuzzy Sets and Systems
1 Journal of Economic Theory
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Mathematische Zeitschrift
1 SIAM Journal on Control and Optimization
1 Theoretical Population Biology
1 European Journal of Combinatorics
1 Journal of Information & Optimization Sciences
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Acta Mathematica Hungarica
1 Acta Applicandae Mathematicae
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 SIAM Journal on Discrete Mathematics
1 Annals of Operations Research
1 Discrete Event Dynamic Systems
1 Games and Economic Behavior
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Bulletin of the American Mathematical Society. New Series
1 Computational Statistics and Data Analysis
1 Theory of Probability and Mathematical Statistics
1 Bernoulli
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Positivity
1 Journal of Inequalities and Applications
1 Annals of Combinatorics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Probability in the Engineering and Informational Sciences
1 Econometric Theory
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Decisions in Economics and Finance
1 Stochastics and Dynamics
1 Review of Derivatives Research
1 Journal of the Korean Statistical Society
1 Annali dell’Università di Ferrara. Sezione VII. Scienze Matematiche
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Optimization Letters
1 Stochastic Systems
1 Bayesian Analysis
1 Modern Stochastics. Theory and Applications
1 Journal of Siberian Federal University. Mathematics & Physics

Citations by Year