Antonius B. (Ton) Dieker
Antonius B. (Ton) Dieker
Associate Professor of Operations Research
Zweryfikowany adres z - Strona główna
Cytowane przez
Cytowane przez
Simulation of fractional Brownian motion
T Dieker
MSc thesis, 2004
Large deviations for random walks under subexponentiality: the big-jump domain
D Denisov, AB Dieker, V Shneer
The Annals of Probability 36 (5), 1946-1991, 2008
Exact simulation of Brown-Resnick random fields at a finite number of locations
AB Dieker, T Mikosch
Extremes 18 (2), 301-314, 2015
Extremes of Gaussian processes over an infinite horizon
AB Dieker
Stochastic Processes and their Applications 115 (2), 207-248, 2005
On spectral simulation of fractional Brownian motion
AB Dieker, M Mandjes
Probability in the Engineering and Informational Sciences 17 (3), 417-434, 2003
On asymptotic constants in the theory of extremes for Gaussian processes
AB Dieker, B Yakir
Bernoulli 20 (3), 1600-1619, 2014
Cloud Computing Operations Research
I Iyoob, E Zarifoglu, AB Dieker
On asymptotically efficient simulation of large deviation probabilities
AB Dieker, M Mandjes
Advances in Applied Probability 37 (2), 539-552, 2005
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
AB Dieker, J Moriarty
Electronic Communications in Probability 14, 1-16, 2009
Quasi-product forms for Lévy-driven fluid networks
K Dębicki, AB Dieker, T Rolski
Mathematics of Operations Research 32 (3), 629-647, 2007
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
AB Dieker, XF Gao
The Annals of Applied Probability 23 (4), 1291-1317, 2013
Extremes of Markov-additive processes with one-sided jumps, with queueing applications
AB Dieker, M Mandjes
Methodology and Computing in Applied Probability 13 (2), 221-267, 2011
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
JG Dai, AB Dieker, X Gao
Queueing Systems 78 (1), 1-29, 2014
Conditional limit theorems for queues with Gaussian input, a weak convergence approach
AB Dieker
Stochastic Processes and their Applications 115 (5), 849-873, 2005
Determinantal transition kernels for some interacting particles on the line
AB Dieker, J Warren
Annales de l’Institut Henri Poincaré - Probabilités et Statistiques 44 (6 …, 2008
Fast simulation of overflow probabilities in a queue with Gaussian input
AB Dieker, M Mandjes
ACM Transactions on Modeling and Computer Simulation (TOMACS) 16 (2), 119-151, 2006
On the largest-eigenvalue process for generalized Wishart random matrices
AB Dieker, J Warren
ALEA 6, 369-376, 2009
Applications of factorization embeddings for Lévy processes
AB Dieker
Advances in Applied Probability 38 (3), 768-791, 2006
Selecting the best by comparing simulated systems in a group of three
SH Kim, AB Dieker
2011 Winter Simulation Conference, 2011
Optimal resource capacity management for stochastic networks
AB Dieker, S Ghosh, MS Squillante
Operations Research 65 (1), 221-241, 2017
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