Edit Profile (opens in new tab) Dieker, A. B. Compute Distance To: Compute Author ID: dieker.a-b Published as: Dieker, A. B. External Links: MGP Documents Indexed: 30 Publications since 2003 1 Contribution as Editor Co-Authors: 16 Co-Authors with 22 Joint Publications 609 Co-Co-Authors all top 5 Co-Authors 5 single-authored 5 Mandjes, Michel Robertus Hendrikus 3 Gao, Xuefeng 3 Warren, Jon 2 Dai, J. G. (Jim) 2 Lelarge, Marc 2 Mikosch, Thomas 1 Blanchet, Jose H. 1 Dębicki, Krzysztof 1 Denisov, Denis E. 1 Lagos, Guido R. 1 Liu, Zhipeng 1 Rolski, Tomasz 1 Saliola, Franco V. 1 Shneer, Vsevolod Vladislavovich 1 Squillante, Mark S. 1 Vempala, Santosh S. all top 5 Serials 5 Queueing Systems 4 Mathematics of Operations Research 3 Advances in Applied Probability 2 The Annals of Applied Probability 2 Stochastic Processes and their Applications 2 Bernoulli 1 Advances in Mathematics 1 The Annals of Probability 1 Journal of Applied Probability 1 Operations Research 1 SIAM Journal on Discrete Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Communications in Probability 1 ACM Transactions on Modeling and Computer Simulation 1 Extremes 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Stochastic Models 1 ALEA. Latin American Journal of Probability and Mathematical Statistics all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 5 Numerical analysis (65-XX) 3 Combinatorics (05-XX) 3 Systems theory; control (93-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 419 times in 341 Documents Cited by ▼ Year ▼ Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019Denisov, D.; Dieker, A. B.; Shneer, V. 70 2008 Extremes of Gaussian processes over an infinite horizon. Zbl 1070.60035Dieker, A. B. 52 2005 On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043Dieker, A. B.; Yakir, B. 48 2014 Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108Dieker, A. B.; Mikosch, T. 47 2015 Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077Dieker, A. B.; Moriarty, J. 21 2009 On spectral simulation of fractional Brownian motion. Zbl 1336.60076Dieker, A. B.; Mandjes, M. 19 2003 Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions. Zbl 1273.60108Dieker, A. B.; Gao, Xuefeng 16 2013 Conditional limit theorems for queues with Gaussian input, a weak convergence approach. Zbl 1073.60085Dieker, A. B. 15 2005 Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111Debicki, K.; Dieker, A. B.; Rolski, T. 15 2007 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077Dieker, A. B.; Mandjes, M. 13 2011 Spectral analysis of random-to-random Markov chains. Zbl 1405.60113Dieker, A. B.; Saliola, F. V. 12 2018 Validity of heavy-traffic steady-state approximations in many-server queues with abandonment. Zbl 1310.60127Dai, J. G.; Dieker, A. B.; Gao, Xuefeng 12 2014 Determinantal transition kernels for some interacting particles on the line. Zbl 1181.60144Dieker, A. B.; Warren, J. 10 2008 On the largest-eigenvalue process for generalized Wishart random matrices. Zbl 1276.60008Dieker, A. B.; Warren, J. 8 2009 On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025Dieker, A. B.; Mandjes, M. 7 2005 Applications of factorization embeddings for Lévy processes. Zbl 1104.60019Dieker, A. B. 7 2006 Interlacings for random walks on weighted graphs and the interchange process. Zbl 1213.60125Dieker, A. B. 7 2010 On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Zbl 1428.62426Liu, Zhipeng; Blanchet, Jose H.; Dieker, A. B.; Mikosch, Thomas 6 2019 Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes. Zbl 1275.60062Dai, J. G.; Dieker, A. B. 6 2011 Stochastic billiards for sampling from the boundary of a convex set. Zbl 1331.60152Dieker, A. B.; Vempala, Santosh S. 5 2015 Sensitivity analysis for diffusion processes constrained to an orthant. Zbl 1307.60105Dieker, A. B.; Gao, X. 5 2014 Tails for (max, plus) recursions under subexponentiality. Zbl 1130.90015Dieker, A. B.; Lelarge, M. 5 2006 Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208Dieker, A. B.; Mandjes, M. 3 2006 Series Jackson networks and noncrossing probabilities. Zbl 1219.60076Dieker, A. B.; Warren, J. 3 2010 From local to global stability in stochastic processing networks through quadratic Lyapunov functions. Zbl 1291.90066Dieker, A. B.; Shin, J. 2 2013 Randomized longest-queue-first scheduling for large-scale buffered systems. Zbl 1335.90015Dieker, A. B.; Suk, T. 2 2015 Optimal resource capacity management for stochastic networks. Zbl 1364.90072Dieker, A. B.; Ghosh, S.; Squillante, M. S. 1 2017 Efficient simulation of random walks exceeding a nonlinear boundary. Zbl 1136.65010Dieker, A. B.; Mandjes, M. 1 2006 Reduced-load equivalence for queues with Gaussian input. Zbl 1080.90027Dieker, A. B. 1 2005 On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Zbl 1428.62426Liu, Zhipeng; Blanchet, Jose H.; Dieker, A. B.; Mikosch, Thomas 6 2019 Spectral analysis of random-to-random Markov chains. Zbl 1405.60113Dieker, A. B.; Saliola, F. V. 12 2018 Optimal resource capacity management for stochastic networks. Zbl 1364.90072Dieker, A. B.; Ghosh, S.; Squillante, M. S. 1 2017 Exact simulation of Brown-Resnick random fields at a finite number of locations. Zbl 1319.60108Dieker, A. B.; Mikosch, T. 47 2015 Stochastic billiards for sampling from the boundary of a convex set. Zbl 1331.60152Dieker, A. B.; Vempala, Santosh S. 5 2015 Randomized longest-queue-first scheduling for large-scale buffered systems. Zbl 1335.90015Dieker, A. B.; Suk, T. 2 2015 On asymptotic constants in the theory of extremes for Gaussian processes. Zbl 1298.60043Dieker, A. B.; Yakir, B. 48 2014 Validity of heavy-traffic steady-state approximations in many-server queues with abandonment. Zbl 1310.60127Dai, J. G.; Dieker, A. B.; Gao, Xuefeng 12 2014 Sensitivity analysis for diffusion processes constrained to an orthant. Zbl 1307.60105Dieker, A. B.; Gao, X. 5 2014 Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions. Zbl 1273.60108Dieker, A. B.; Gao, Xuefeng 16 2013 From local to global stability in stochastic processing networks through quadratic Lyapunov functions. Zbl 1291.90066Dieker, A. B.; Shin, J. 2 2013 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077Dieker, A. B.; Mandjes, M. 13 2011 Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes. Zbl 1275.60062Dai, J. G.; Dieker, A. B. 6 2011 Interlacings for random walks on weighted graphs and the interchange process. Zbl 1213.60125Dieker, A. B. 7 2010 Series Jackson networks and noncrossing probabilities. Zbl 1219.60076Dieker, A. B.; Warren, J. 3 2010 Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077Dieker, A. B.; Moriarty, J. 21 2009 On the largest-eigenvalue process for generalized Wishart random matrices. Zbl 1276.60008Dieker, A. B.; Warren, J. 8 2009 Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019Denisov, D.; Dieker, A. B.; Shneer, V. 70 2008 Determinantal transition kernels for some interacting particles on the line. Zbl 1181.60144Dieker, A. B.; Warren, J. 10 2008 Quasi-product forms for Lévy-driven fluid networks. Zbl 1341.60111Debicki, K.; Dieker, A. B.; Rolski, T. 15 2007 Applications of factorization embeddings for Lévy processes. Zbl 1104.60019Dieker, A. B. 7 2006 Tails for (max, plus) recursions under subexponentiality. Zbl 1130.90015Dieker, A. B.; Lelarge, M. 5 2006 Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208Dieker, A. B.; Mandjes, M. 3 2006 Efficient simulation of random walks exceeding a nonlinear boundary. Zbl 1136.65010Dieker, A. B.; Mandjes, M. 1 2006 Extremes of Gaussian processes over an infinite horizon. Zbl 1070.60035Dieker, A. B. 52 2005 Conditional limit theorems for queues with Gaussian input, a weak convergence approach. Zbl 1073.60085Dieker, A. B. 15 2005 On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025Dieker, A. B.; Mandjes, M. 7 2005 Reduced-load equivalence for queues with Gaussian input. Zbl 1080.90027Dieker, A. B. 1 2005 On spectral simulation of fractional Brownian motion. Zbl 1336.60076Dieker, A. B.; Mandjes, M. 19 2003 all cited Publications top 5 cited Publications all top 5 Cited by 408 Authors 42 Dębicki, Krzysztof 33 Hashorva, Enkelejd 25 Mandjes, Michel Robertus Hendrikus 18 Ji, Lanpeng 16 Dieker, A. B. 12 Liu, Peng 11 Ivanovs, Jevgeņijs 11 Mikosch, Thomas 11 Pang, Guodong 9 Bai, Long 9 Blanchet, Jose H. 9 Zwart, Bert P. 8 Arapostathis, Aristotle 6 Boxma, Onno Johan 6 Denisov, Denis E. 6 Rolski, Tomasz 6 Tan, Zhongquan 5 Franceschi, Sandro 5 Glynn, Peter W. 5 Kosiński, Kamil Marcin 5 Ling, Chengxiu 5 Ramanan, Kavita 5 Wang, Yuebao 4 Dai, J. G. (Jim) 4 Michna, Zbigniew 4 Palmowski, Zbigniew 3 Armendáriz, Inés 3 Berger, Quentin 3 Bisewski, Krzysztof 3 Engelke, Sebastian 3 Großkinsky, Stefan 3 Heiny, Johannes 3 Johansson, Kurt 3 Kella, Offer 3 Korshunov, Dmitry Alekseevich 3 Lelarge, Marc 3 Lipshutz, David 3 Loulakis, Michail 3 Miyazawa, Masakiyo 3 O’Connell, Neil 3 Oesting, Marco 3 Peng, Xiaofan 3 Raschel, Kilian 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 Z. 2 Cui, Zhaolei 2 Damek, Ewa 2 Das, Bikramjit 2 Davis, Richard A. 2 Lodewijk Dorsman, Jan-Pieter 2 Even-Zohar, Chaim 2 Fasen, Vicky 2 Ferrari, Patrik Lino 2 FitzGerald, Will 2 Gamarnik, David 2 Gao, Xuefeng 2 Giacomin, Giambattista 2 Goseling, Jasper 2 Hmedi, Hassan 2 Hüsler, Jürg 2 Ichiba, Tomoyuki 2 Jasnovidov, Grigori 2 Juneja, Sandeep 2 Karatzas, Ioannis 2 Kim, Jung-Kyung 2 Klein, Thierry E. 2 Kononovicius, Aleksejus 2 Kozachenko, Yuriĭ Vasyl’ovych 2 Lagnoux, Agnès 2 Lieshout, Pascal 2 Lorek, Paweł 2 Luo, Li 2 Majewski, Kurt 2 McCormick, William P. 2 Nestoridi, Evita 2 Norros, Ilkka 2 Olvera-Cravioto, Mariana 2 Pal, Soumik 2 Peng, Zuoxiang 2 Petit, Pierre 2 Petrov, Leonid 2 Piterbarg, Vladimir Il’ich 2 Rhee, Chang-Han 2 Saliola, Franco V. 2 Samorodnitsky, Gennady Pinkhosovich 2 Sandrić, Nikola 2 Sarantsev, Andrey ...and 308 more Authors all top 5 Cited in 84 Serials 36 Stochastic Processes and their Applications 31 Queueing Systems 22 The Annals of Applied Probability 18 Journal of Applied Probability 13 Advances in Applied Probability 11 Extremes 10 Statistics & Probability Letters 10 Electronic Journal of Probability 9 The Annals of Probability 9 Journal of Theoretical Probability 9 Bernoulli 9 Stochastic Models 9 Stochastic Systems 8 Mathematics of Operations Research 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Journal of Mathematical Analysis and Applications 7 Probability Theory and Related Fields 5 Methodology and Computing in Applied Probability 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Journal of Statistical Physics 4 Lithuanian Mathematical Journal 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Scandinavian Actuarial Journal 3 Communications in Mathematical Physics 3 Operations Research Letters 3 Probability and Mathematical Statistics 3 Journal of Statistical Mechanics: Theory and Experiment 3 Stochastics 2 Journal of Mathematical Physics 2 Journal of Multivariate Analysis 2 Statistics 2 Statistical Science 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 Séminaire Lotharingien de Combinatoire 2 Mathematical Methods of Operations Research 2 Probability Surveys 2 Science China. Mathematics 2 Annals of Finance 1 Communications in Algebra 1 Communications on Pure and Applied Mathematics 1 Nonlinearity 1 Arkiv för Matematik 1 Chaos, Solitons and Fractals 1 Advances in Mathematics 1 Annales de l’Institut Fourier 1 Applied Mathematics and Optimization 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 Memoirs of the American Mathematical Society 1 Pacific Journal of Mathematics 1 Transactions of the American Mathematical Society 1 European Journal of Combinatorics 1 Insurance Mathematics & Economics 1 Combinatorica 1 Acta Applicandae Mathematicae 1 Order 1 Journal of the American Mathematical Society 1 Journal of Scientific Computing 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Computational Statistics and Data Analysis 1 Test 1 Journal of Mathematical Sciences (New York) 1 The Electronic Journal of Combinatorics 1 Top 1 Selecta Mathematica. New Series 1 Monte Carlo Methods and Applications 1 Mathematical Problems in Engineering 1 Acta Mathematica Sinica. English Series 1 Probability in the Engineering and Informational Sciences 1 Proceedings of the Steklov Institute of Mathematics 1 Journal of Physics A: Mathematical and Theoretical 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Random Matrices: Theory and Applications all top 5 Cited in 34 Fields 316 Probability theory and stochastic processes (60-XX) 53 Operations research, mathematical programming (90-XX) 24 Combinatorics (05-XX) 24 Statistics (62-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistical mechanics, structure of matter (82-XX) 19 Computer science (68-XX) 18 Numerical analysis (65-XX) 9 Group theory and generalizations (20-XX) 5 Systems theory; control (93-XX) 4 Functions of a complex variable (30-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Associative rings and algebras (16-XX) 3 Measure and integration (28-XX) 3 Special functions (33-XX) 3 Partial differential equations (35-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Number theory (11-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Convex and discrete geometry (52-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year