ISI WEB of science-159 Records
Kyprianou, AE
Some calculations for Israeli options
FINANCE AND STOCHASTICS 2004
8(1), 73-- 86 ISI:000188813100004
Xue, F, Kumar, PR
The number of neighbors needed for connectivity of wireless networks
WIRELESS NETWORKS 2004 10(2), 169-181 ISI:000188330000007
Asmussen, S, Avram, F, Pistorius, MR
Russian and American put options under exponential phase-type Levy models
STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2004, 109(1), 79-111 ISI:000187749600006
Andradottir, S, Ayhan, H, Down, DG
Dynamic server allocation for queueing networks with flexible servers
OPERATIONS RESEARCH 2003 51(6), 952- 968 ISI:000187176800009
Gajrat, A, Hordijk, A, Ridder, A
Large-deviations analysis of the fluid approximation for a controllable tandem queue
ANNALS OF APPLIED PROBABILITY 2003 13(4), 1423--1448 ISI:000187222800008
Wu, WB
Additive functionals of infinite-variance moving averages
STATISTICA SINICA 2003 13(4), 1259--1267 ISI:000186281600018
Bertsimas, D
Gamarnik, D, Sethuraman, J
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective
OPERATIONS RESEARCH 2003 51(5), 798-813 ISI:000185681900009
Kyprianou, AE, Pistorius, MR
Perpetual options and canadization through fluctuation theory
ANNALS OF APPLIED PROBABILITY 2003 13(3), 1077-1098 ISI:000184761700008
Pistorius, MR
On doubly reflected completely asymmetric Levy processes
STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2003 107(1), 131--143 ISI:000184592700006
Chen, M, Pandit, C, Meyn, S
In search of sensitivity in network optimization
QUEUEING SYSTEMS 2003 AUG ISI:000184653400001
Delicado, P, Huerta, M
Principal curves of oriented points: Theoretical and computational improvements
COMPUTATIONAL STATISTICS 2003 ISI:000183481400008
Bardina, X, Jolis, M, Tudor, CA
Convergence in law to the multiple fractional integral
STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2003 JUN ISI:000182956300006
Trench, WF Absolute equal distribution of families of finite sets LINEAR ALGEBRA AND ITS APPLICATIONS 2003 JUL 1 367 BP 131 146 PG 16 ISI:000182997900009
Capizzano, SS Generalized locally Toeplitz sequences: spectral analysis and applications to discretized partial differential equations LINEAR ALGEBRA AND ITS APPLICATIONS 2003 JUN 1 366 BP 371 402 PG 32 ISI:000182667200021
Berkes, I
Horvath, J Asymptotic results for long memory LARCH sequences ANNALS OF APPLIED PROBABILITY 2003 MAY 13 2 BP 641 668 PG 28 ISI:000182617800013
Wang, QY
Lin, YX
Gulati, CM Strong approximation for long memory processes with applications JOURNAL OF THEORETICAL PROBABILITY 2003 APR 16 2 BP 377 389 PG 13 ISI:000182480800006
Wang, QY
Lin, YX
Gulati, CM Asymptotics for general fractionally integrated processes with applications to unit root tests ECONOMETRIC THEORY 2003 FEB 19 1 BP 143 164 PG 22 ISI:000181552400006
Maglaras, C Continuous-review tracking policies for dynamic control of stochastic networks QUEUEING SYSTEMS 2003 JAN-FEB 43 1-2 BP 43 80 PG 38 ISI:000180298000003
Avram, F On the large deviations approximation for the stationary distribution of skip-free regulated queueing networks PERFORMANCE EVALUATION 2003 FEB 51 2-4 BP 171 190 PG 20 ISI:000180472000007
Fowler, JW
Hogg, GL
Mason, SJ Workload control in the semiconductor industry PRODUCTION PLANNING & CONTROL 2002 OCT-NOV 13 7 BP 568 578 PG 11 ISI:000179887200002
Ho, HC On functionals of linear processes with estimated parameters STATISTICA SINICA 2002 OCT 12 4 BP 1171 1190 PG 20 ISI:000179343300015
Wu, WB
Mielniczuk, J Kernel density estimation for linear processes ANNALS OF STATISTICS 2002 OCT 30 5 BP 1441 1459 PG 19 ISI:000179088300016
Dai, JG
Weiss, G A fluid heuristic for minimizing makespan in job shops OPERATIONS RESEARCH 2002 JUL-AUG 50 4 BP 692 707 PG 16 ISI:000177485000010
Bercu, B
Gamboa, F
Lavielle, M Estimation of marginal and spectral modes JOURNAL OF NONPARAMETRIC STATISTICS 2002 AUG 14 4 BP 353 366 PG 14 ISI:000177566900001
Wang, YF
Perkins, JR
Khurana, A Optimal resource allocation in new product development projects: A control-theoretic approach IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2002 AUG 47 8 BP 1267 1276 PG 10 ISI:000177371500004
Bauerle, N Optimal control of queueing networks: An approach via fluid models ADVANCES IN APPLIED PROBABILITY 2002 JUN 34 2 BP 313 328 PG 16 ISI:000177097700005
Gotze, F
Tikhomirov, A Asymptotic distribution of quadratic forms and applications JOURNAL OF THEORETICAL PROBABILITY 2002 APR 15 2 BP 423 475 PG 53 ISI:000175409900006
Tyrtyshnikov, EE Some applications of a matrix criterion for equidistribution SBORNIK MATHEMATICS 2001 NOV-DEC 192 11-12 BP 1877 1887 PG 11 ISI:000174857300012
Squillante, MS
Xia, CH
Zhang, L Optimal scheduling in queuing network models of high-volume commercial web sites PERFORMANCE EVALUATION 2002 MAR 47 4 BP 223 242 PG 20 ISI:000174664800002
Dupuis, P
Ramanan, K A time-reversed representation for the tail probabilities of stationary reflected Brownian motion STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2002 APR 98 2 BP 253 287 PG 35 ISI:000174407900005
Penrose, MD A central limit theorem with applications to percolation, epidemics and Boolean models ANNALS OF PROBABILITY 2001 OCT 29 4 BP 1515 1546 PG 32 ISI:000174128600006
Tyrtyshnikov, EE
Zamarashkin, NL Toeplitz eigenvalues for Radon measures LINEAR ALGEBRA AND ITS APPLICATIONS 2002 MAR 1 343 BP 345 354 PG 10 ISI:000173645700016
Chung, CF Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes ECONOMETRIC THEORY 2002 FEB 18 1 BP 51 78 PG 28 ISI:000173663100004
Penrose, MD
Yukich, JE Central limit theorems for some graphs in computational geometry ANNALS OF APPLIED PROBABILITY 2001 NOV 11 4 BP 1005 1041 PG 37 ISI:000173622600001
Kogan, K
Lou, SXC Optimal production control: analytical solution for the limit cycles IIE TRANSACTIONS 2001 34 4 BP 363 374 PG 12 ISI:000172277900003
Chi, ZY Construction of stationary self-similar generalized fields by random wavelet expansion PROBABILITY THEORY AND RELATED FIELDS 2001 OCT 121 2 BP 269 300 PG 32 ISI:000172163500006
Kumar, S
Kumar, PR Queueing network models in the design and analysis of semiconductor wafer fabs IEEE TRANSACTIONS ON ROBOTICS AND AUTOMATION 2001 OCT 17 5 BP 548 561 PG 14 ISI:000172076900002
Wang, QY
Lin, YX
Gulati, CM Asymptotics for moving average processes with dependent innovations STATISTICS & PROBABILITY LETTERS 2001 OCT 15 54 4 BP 347 356 PG 10 ISI:000171389800002
Berman, O
Perry, D Two control policies for stochastic EOQ-type models PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES 2001 15 4 BP 445 463 PG 19 ISI:000171119600002
Pommeret, D K terms recurrence relations and polynomial variance functions of the Kth degree JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2001 AUG 1 133 1-2 BP 555 565 PG 11 ISI:000170613700048
Veatch, MH Fluid analysis of arrival routing IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2001 AUG 46 8 BP 1254 1257 PG 4 ISI:000170377300006
Boufoussi, B
Lakhel, EH Weak convergence in Besov spaces to fractional Brownian motion COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 2001 JUL 1 333 1 BP 39 44 PG 6 ISI:000170225300008
Bauerle, N Asymptotic optimality of tracking policies in stochastic networks ANNALS OF APPLIED PROBABILITY 2000 NOV 10 4 BP 1065 1083 PG 19 ISI:000167328500001
Bertsimas, D
Paschalidis, IC Probabilistic service level guarantees in make-to-stock manufacturing systems OPERATIONS RESEARCH 2001 JAN-FEB 49 1 BP 119 133 PG 15 ISI:000167179600010
Harrison, JM Brownian models of open processing networks: Canonical representation of workload ANNALS OF APPLIED PROBABILITY 2000 FEB 10 1 BP 75 103 PG 29 ISI:000166779700002
Maglaras, C Discrete-review policies for scheduling stochastic networks: Trajectory tracking and fluid-scale asymptotic optimality ANNALS OF APPLIED PROBABILITY 2000 AUG 10 3 BP 897 929 PG 33 ISI:000166779900008
Koul, HL
Surgailis, D Asymptotics of empirical processes of long memory moving averages with infinite variance STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2001 FEB 91 2 BP 309 336 PG 28 ISI:000166512600006
Lieberman, O
Rousseau, J
Zucker, DM Valid edgeworth expansion for the sample autocorrelation function under long range dependence ECONOMETRIC THEORY 2001 FEB 17 1 BP 257 275 PG 19 ISI:000166464600009
Koul, HL
Surgailis, D Second-order behavior of M-estimators in linear regression with long-memory errors JOURNAL OF STATISTICAL PLANNING AND INFERENCE 2000 DEC 1 91 2 BP 399 412 PG 14 ISI:000166454200015
Bardina, X
Jolis, M Weak convergence to the multiple Stratonovich integral STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2000 DEC 90 2 BP 277 300 PG 24 ISI:000165372300006
Zenios, SA
Fuloria, PC Managing the delivery of dialysis therapy: A multiclass fluid model analysis MANAGEMENT SCIENCE 2000 OCT 46 10 BP 1317 1336 PG 20 ISI:000165320400004
Kleiber, C Central limit theorem for squared MA infinity processes - Solution ECONOMETRIC THEORY 2000 DEC 16 6 BP 1044 1044 PG 1 ISI:000165354900009
Pipiras, V
Taqqu, MS Convergence of weighted sums of random variables with long-range dependence STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2000 NOV 90 1 BP 157 174 PG 18 ISI:000089965900009
Zenios, SAA
Chertow, GM
Wein, LM Dynamic allocation of kidneys to candidates on the transplant waiting list OPERATIONS RESEARCH 2000 JUL-AUG 48 4 BP 549 569 PG 21 ISI:000088906700005
Resnick, S
Van den Berg, E Weak convergence of high-speed network traffic models JOURNAL OF APPLIED PROBABILITY 2000 JUN 37 2 BP 575 597 PG 23 ISI:000088940500023
Csorgo, S
Mielniczuk, J The smoothing dichotomy in random-design regression with long-memory errors based on moving averages STATISTICA SINICA 2000 JUL 10 3 BP 771 787 PG 17 ISI:000088516900006
Bauerle, N
Rieder, U Optimal control of single-server fluid networks QUEUEING SYSTEMS 2000 35 1-4 BP 185 200 PG 16 ISI:000088345100010
Gajrat, A
Hordijk, A Fluid approximation of a controlled multiclass tandem network QUEUEING SYSTEMS 2000 35 1-4 BP 349 380 PG 32 ISI:000088345100017
Capizzano, SS Locally X matrices, spectral distributions, preconditioning, and applications SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 2000 MAY 16 21 4 BP 1354 1388 PG 35 ISI:000087419000018
Surgailis, D Long-range dependence and Appell rank ANNALS OF PROBABILITY 2000 JAN 28 1 BP 478 497 PG 20 ISI:000087359100018
Prigent, JL Incomplete markets: Convergence of options values under the minimal martingale measure ADVANCES IN APPLIED PROBABILITY 1999 DEC 31 4 BP 1058 1077 PG 20 ISI:000086103700017
Rifi, M
Utzet, F On the asymptotic behavior of weighted U-statistics JOURNAL OF THEORETICAL PROBABILITY 2000 JAN 13 1 BP 141 167 PG 27 ISI:000085915400007
Cortina-Borja, M
Robinson, T Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges STATISTICS & PROBABILITY LETTERS 2000 APR 1 47 2 BP 125 128 PG 4 ISI:000085552500003
Chung, CF
Hung, MW A general model for short-term interest rates APPLIED ECONOMICS 2000 FEB 10 32 2 BP 111 121 PG 11 ISI:000084858700001
Penrose, MD Central limit theorems for k-nearest neighbour distances STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2000 FEB 1 85 2 BP 295 320 PG 26 ISI:000084640900009
Surgailis, D
Vaiciulis, M Convergence of Appell polynomials of long range dependent moving averages in martingale differences ACTA APPLICANDAE MATHEMATICAE 1999 SEP 58 1-3 BP 343 357 PG 15 ISI:000083803900022
Knessl, C
Tier, C Two tandem queues with general renewal input - II: Asymptotic expansions for the diffusion model SIAM JOURNAL ON APPLIED MATHEMATICS 1999 OCT 28 59 6 BP 1960 1997 PG 38 ISI:000083607800002
Bertsimas, D
Gamarnik, D Asymptotically optimal algorithms for job shop scheduling and packet routing JOURNAL OF ALGORITHMS 1999 NOV 33 2 BP 296 318 PG 23 ISI:000083514800007
Weiss, G An algorithm for minimum wait draining of two-station fluid re-entrant line ANNALS OF OPERATIONS RESEARCH 1999 92 BP 65 86 PG 22 ISI:000083510900005
Dupuis, P
Ramanan, K Convex duality and the Skorokhod Problem. I PROBABILITY THEORY AND RELATED FIELDS 1999 OCT 115 2 BP 153 195 PG 43 ISI:000083382100001
Hsing, T Nearest neighbor inverse regression ANNALS OF STATISTICS 1999 APR 27 2 BP 697 731 PG 35 ISI:000082687200013
McGivney, K
Yukich, JE Asymptotics for Voronoi tessellations on random samples STOCHASTIC PROCESSES AND THEIR APPLICATIONS 1999 OCT 1 83 2 BP 273 288 PG 16 ISI:000082390500002
S Diaz, J
Petit, J
Serna, M Random geometric problems on [0,1](2) RANDOMIZATION AND APPROXIMATION TECHNIQUES IN COMPUTER SCIENCE SE LECTURE NOTES IN COMPUTER SCIENCE 1998 1518 BP 294 306 PG 13 ISI:000082116300023
Hero, AO
Michel, OJJ Asymptotic theory of greedy approximations to minimal k-point random graphs IEEE TRANSACTIONS ON INFORMATION THEORY 1999 SEP 45 6 BP 1921 1938 PG 18 ISI:000082105500014
Giraitis, L
Taqqu, MS Convergence of normalized quadratic forms JOURNAL OF STATISTICAL PLANNING AND INFERENCE 1999 AUG 1 80 1-2 BP 15 35 PG 21 ISI:000081920200003
Giraitis, L
Surgailis, D Central limit theorem for the empirical process of a linear sequence with long memory JOURNAL OF STATISTICAL PLANNING AND INFERENCE 1999 AUG 1 80 1-2 BP 81 93 PG 13 ISI:000081920200006
Capizzano, SS
Tilli, P Extreme singular values and eigenvalues of non-Hermitian block Toeplitz matrices JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 1999 AUG 15 108 1-2 BP 113 130 PG 18 ISI:000081945900009
Kokoszka, PS
Taqqu, MS Discrete time parametric models with long memory and infinite variance MATHEMATICAL AND COMPUTER MODELLING 1999 MAY-JUN 29 10-12 BP 203 215 PG 13 ISI:000081584500017
Capizzano, SS
Possio, CT Spectral and structural analysis of high precision finite difference matrices for elliptic operators LINEAR ALGEBRA AND ITS APPLICATIONS 1999 MAY 15 293 1-3 BP 85 131 PG 47 ISI:000081387100006
Giraitis, L
Taqqu, MS Whittle estimator for finite-variance non-Gaussian time series with long memory ANNALS OF STATISTICS 1999 FEB 27 1 BP 178 203 PG 26 ISI:000081160100010
Tyrtyshnikov, EE
Zamarashkin, NL Thin structure of eigenvalue clusters for non-Hermitian Toeplitz matrices LINEAR ALGEBRA AND ITS APPLICATIONS 1999 MAY 1 292 1-3 BP 297 310 PG 14 ISI:000080992100018
Horvath, L
Shao, QM Limit theorems for quadratic forms with applications to Whittle's estimate ANNALS OF APPLIED PROBABILITY 1999 FEB 9 1 BP 146 187 PG 42 ISI:000080974600007
Donnelly, P
Kurtz, TG Particle representations for measure-valued population models ANNALS OF PROBABILITY 1999 JAN 27 1 BP 166 205 PG 40 ISI:000079725800006
Serra, S A Korovkin-type theory for finite Toeplitz operators via matrix algebras NUMERISCHE MATHEMATIK 1999 MAR 82 1 BP 117 142 PG 26 ISI:000079410300005
Koul, HL
Surgailis, D Asymptotic expansion of M-estimators with long-memory errors ANNALS OF STATISTICS 1997 APR 25 2 BP 818 850 PG 33 ISI:000079134700017
Hitczenko, P
Janson, S
Yukich, JE On the variance of the random sphere of influence graph RANDOM STRUCTURES & ALGORITHMS 1999 MAR 14 2 BP 139 152 PG 14 ISI:000078618000002
Knessl, C
Tier, C A ray approximation to a PDE that arises in the study of tandem queues STUDIES IN APPLIED MATHEMATICS 1999 JAN 102 1 BP 87 120 PG 34 ISI:000078379500004
Beveridge, A
Frieze, A
McDiarmid, C Random minimum length spanning trees in regular graphs COMBINATORICA 1998 18 3 BP 311 333 PG 23 ISI:000078271800002
Paroux, K Some central limit theorems for poisson line processes in the plane ADVANCES IN APPLIED PROBABILITY 1998 SEP 30 3 BP 640 656 PG 17 ISI:000077141900004
Luo, XD
Bertsimas, D A new algorithm for state-constrained separated continuous linear programs SIAM JOURNAL ON CONTROL AND OPTIMIZATION 1998 OCT 7 37 1 BP 177 210 PG 34 ISI:000076327400001
Capizzano, SS An ergodic theorem for classes of preconditioned matrices LINEAR ALGEBRA AND ITS APPLICATIONS 1998 OCT 1 282 1-3 BP 161 183 PG 23 ISI:000076304500010
Hubalek, F
Schachermayer, W When does convergence of asset price processes imply convergence of option prices? MATHEMATICAL FINANCE 1998 OCT 8 4 BP 385 403 PG 19 ISI:000076120500004
Tilli, P Locally Toeplitz sequences: spectral properties and applications LINEAR ALGEBRA AND ITS APPLICATIONS 1998 JUL 15 278 1-3 BP 91 120 PG 30 ISI:000075319400006
Ho, HC
Hsing, T Limit theorems for functionals of moving averages ANNALS OF PROBABILITY 1997 OCT 25 4 BP 1636 1669 PG 34 ISI:000074004300004
Giraitis, L
Taqqu, MS Central limit theorems for quadratic forms with time-domain conditions ANNALS OF PROBABILITY 1998 JAN 26 1 BP 377 398 PG 22 ISI:000073990300016
Giraitis, L
Taqqu, MS
Terrin, N Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems PROBABILITY THEORY AND RELATED FIELDS 1998 MAR 110 3 BP 333 367 PG 35 ISI:000073103700003
Ye, ZX
Berger, T Critical distortion of Potts model IEEE TRANSACTIONS ON INFORMATION THEORY 1998 MAR 44 2 BP 896 899 PG 4 ISI:000072248600048
Chen, H
Kella, O
Weiss, G Fluid approximations for a processor-sharing queue QUEUEING SYSTEMS 1997 27 1-2 BP 99 125 PG 27 ISI:000071818500006
Tilli, P Singular values and eigenvalues of non-Hermitian block Toeplitz matrices LINEAR ALGEBRA AND ITS APPLICATIONS 1998 MAR 15 272 BP 59 89 PG 31 ISI:000071382800005
Zamarashkin, NL
Tyrtyshnikov, EE Distribution of eigenvalues and singular values of Toeplitz matrices under weakened conditions on the generating function SBORNIK MATHEMATICS 1997 JUL-AUG 188 7-8 BP 1191 1201 PG 11 ISI:A1997YJ74900013
Bercu, B
Gamboa, F
Rouault, A Large deviations for quadratic forms of stationary Gaussian processes STOCHASTIC PROCESSES AND THEIR APPLICATIONS 1997 OCT 30 71 1 BP 75 90 PG 16 ISI:A1997YF36600005
Serra, S The extension of the concept of the generating function to a class of preconditioned Toeplitz matrices LINEAR ALGEBRA AND ITS APPLICATIONS 1997 DEC 267 BP 139 161 PG 23 ISI:A1997YD15700009
Caner, M Weak convergence to a matrix stochastic integral with stable processes ECONOMETRIC THEORY 1997 AUG 13 4 BP 506 528 PG 23 ISI:A1997XT09300002
Cadre, B Functional asymptotic behavior of some random multilinear forms STOCHASTIC PROCESSES AND THEIR APPLICATIONS 1997 MAY 30 68 1 BP 49 64 PG 16 ISI:A1997XH80400003
Bryc, W
Dembo, A Large deviations for quadratic functionals of Gaussian processes JOURNAL OF THEORETICAL PROBABILITY 1997 APR 10 2 BP 307 332 PG 26 ISI:A1997XD34400004
Seshadri, S
Shanthikumar, JG Allocation of chips to wafers in a production problem of semiconductor kits OPERATIONS RESEARCH 1997 MAR-APR 45 2 BP 315 321 PG 7 ISI:A1997XD30800016
Giraitis, L
Taqqu, MS Limit theorems for bivariate Appell polynomials .1. Central limit theorems PROBABILITY THEORY AND RELATED FIELDS 1997 MAR 107 3 BP 359 381 PG 23 ISI:A1997WQ42800004
Frieze, A
McDiarmid, C Algorithmic theory of random graphs RANDOM STRUCTURES & ALGORITHMS Review 1997 JAN-MAR 10 1-2 BP 5 42 PG 38 ISI:A1997WP10400002
McDiarmid, C
Johnson, T
Stone, HS On finding a minimum spanning tree in a network with random weights RANDOM STRUCTURES & ALGORITHMS 1997 JAN-MAR 10 1-2 BP 187 204 PG 18 ISI:A1997WP10400010
Knight, K Stable non-Gaussian random processes - Samorodnitsky,G, Taqqu,MS ECONOMETRIC THEORY Book Review 1997 FEB 13 1 BP 133 142 PG 10 ISI:A1997WH22800006
Kokoszka, PS
Taqqu, MS Parameter estimation for infinite variance fractional arima ANNALS OF STATISTICS 1996 OCT 24 5 BP 1880 1913 PG 34 ISI:A1996WC62600002
Penrose, MD The random minimal spanning tree in high dimensions ANNALS OF PROBABILITY 1996 OCT 24 4 BP 1903 1925 PG 23 ISI:A1996VZ84300010
Jakubowski, A Convergence in various topologies for stochastic integrals driven by semimartingales ANNALS OF PROBABILITY 1996 OCT 24 4 BP 2141 2153 PG 13 ISI:A1996VZ84300022
S Perkins, JR
Srikant, R Optimal control of manufacturing systems with buffer holding costs RECENT ADVANCES IN CONTROL AND OPTIMIZATION OF MANUFACTURING SYSTEMS SE LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES 1996 214 BP 61 96 PG 36 ISI:A1996BG73X00003
Dahlhaus, R
Wefelmeyer, W Asymptotically optimal estimation in misspecified time series models ANNALS OF STATISTICS 1996 JUN 24 3 BP 952 974 PG 23 ISI:A1996VK23600003
Ho, HC
Hsing, TL On the asymptotic expansion of the empirical process of long-memory moving averages ANNALS OF STATISTICS 1996 JUN 24 3 BP 992 1024 PG 33 ISI:A1996VK23600005
Haggstrom, O
Meester, R Nearest neighbor and hard sphere models in continuum percolation RANDOM STRUCTURES & ALGORITHMS 1996 OCT 9 3 BP 295 315 PG 21 ISI:A1996VK23800003
Giraitis, L
Koul, HL
Surgailis, D Asymptotic normality of regression estimators with long memory errors STATISTICS & PROBABILITY LETTERS 1996 SEP 16 29 4 BP 317 335 PG 19 ISI:A1996VE04900005
Connors, DP
Yao, DD Methods for job configuration in semiconductor manufacturing IEEE TRANSACTIONS ON SEMICONDUCTOR MANUFACTURING 1996 AUG 9 3 BP 401 411 PG 11 ISI:A1996VC77600010
Baillie, RT Long memory processes and fractional integration in econometrics JOURNAL OF ECONOMETRICS Review 1996 JUL 73 1 BP 5 59 PG 55 ISI:A1996UR15700002
Hosking, JRM Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series JOURNAL OF ECONOMETRICS 1996 JUL 73 1 BP 261 284 PG 24 ISI:A1996UR15700010
Bertsimas, D The achievable region method in the optimal control of queueing systems; Formulations, bounds and policies QUEUEING SYSTEMS 1995 21 3-4 BP 337 389 PG 53 ISI:A1995UA70700005
Rinott, Y
Rotar, V A multivariate CLT for local dependence with n(-1/2) log n rate and applications to multivariate graph related statistics JOURNAL OF MULTIVARIATE ANALYSIS 1996 FEB 56 2 BP 333 350 PG 18 ISI:A1996TW40000009
Teicher, H
Zhang, CH A decomposition for some U-type statistics JOURNAL OF THEORETICAL PROBABILITY 1996 JAN 9 1 BP 161 170 PG 10 ISI:A1996TT36900007
Tyrtyshnikov, EE A unifying approach to some old and new theorems on distribution and clustering LINEAR ALGEBRA AND ITS APPLICATIONS 1996 JAN 1 232 BP 1 43 PG 43 ISI:A1996TQ43800001
BOHN, RE NOISE AND LEARNING IN SEMICONDUCTOR MANUFACTURING MANAGEMENT SCIENCE 1995 JAN 41 1 BP 31 42 PG 12 ISI:A1995RN11300003
BOHN, RE THE IMPACT OF PROCESS NOISE ON VLSI PROCESS IMPROVEMENT IEEE TRANSACTIONS ON SEMICONDUCTOR MANUFACTURING 1995 AUG 8 3 BP 228 238 PG 11 ISI:A1995RM52400002
TYRTYSHNIKOV, EE CIRCULANT PRECONDITIONERS WITH UNBOUNDED INVERSES LINEAR ALGEBRA AND ITS APPLICATIONS 1995 FEB 216 BP 1 23 PG 23 ISI:A1995QP26100001
HU, YM
WOYCZYNSKI, WA LIMIT BEHAVIOR OF QUADRATIC-FORMS OF MOVING AVERAGES AND STATISTICAL SOLUTIONS OF THE BURGERS-EQUATION JOURNAL OF MULTIVARIATE ANALYSIS 1995 JAN 52 1 BP 15 44 PG 30 ISI:A1995QC16400002
Tyrtyshnikov, EE
Zamarashkin, NL Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships LINEAR ALGEBRA AND ITS APPLICATIONS 1998 FEB 270 BP 15 27 PG 13 ISI:A1998YJ13200002
GINOVIAN, MS ON TOEPLITZ TYPE QUADRATIC FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES PROBABILITY THEORY AND RELATED FIELDS 1994 NOV 100 3 BP 395 406 PG 12 ISI:A1994PW47600006
BROUAYE, F ASYMPTOTIC NORMALITY OF SOME HERMITIAN-FORMS WITH COMPLEX NOISY DATA IEEE TRANSACTIONS ON INFORMATION THEORY Letter 1994 JAN 40 1 BP 236 239 PG 4 ISI:A1994ND85100031
TYRTYSHNIKOV, EE INFLUENCE OF MATRIX OPERATIONS ON THE DISTRIBUTION OF EIGENVALUES AND SINGULAR-VALUES OF TOEPLITZ MATRICES LINEAR ALGEBRA AND ITS APPLICATIONS 1994 AUG 207 BP 225 249 PG 25 ISI:A1994NY38800012
DABROWSKI, AR
JAKUBOWSKI, A STABLE LIMITS FOR ASSOCIATED RANDOM-VARIABLES ANNALS OF PROBABILITY 1994 JAN 22 1 BP 1 16 PG 16 ISI:A1994NB20600001
KIEFFER, JC A SURVEY OF THE THEORY OF SOURCE-CODING WITH A FIDELITY-CRITERION IEEE TRANSACTIONS ON INFORMATION THEORY Review 1993 SEP 39 5 BP 1473 1490 PG 18 ISI:A1993MT27500001
TYRTYSHNIKOV, EE NEW THEOREMS ON THE EIGEN AND SINGULAR-VALUE DISTRIBUTION FOR MULTILEVEL TOEPLITZ MATRICES DOKLADY AKADEMII NAUK 1993 NOV 333 3 BP 300 303 PG 4 ISI:A1993MU07000008
STEELE, JM PROBABILITY AND PROBLEMS IN EUCLIDEAN COMBINATORIAL OPTIMIZATION STATISTICAL SCIENCE 1993 FEB 8 1 BP 48 56 PG 9 ISI:A1993ME64200009
RHEE, WT ON THE STOCHASTIC EUCLIDEAN TRAVELING SALESPERSON PROBLEM FOR DISTRIBUTIONS WITH UNBOUNDED SUPPORT MATHEMATICS OF OPERATIONS RESEARCH 1993 MAY 18 2 BP 292 299 PG 8 ISI:A1993LC37300004
MEMIN, J
SLOMINSKI, L UT CONDITION AND DISTRIBUTION STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS LECTURE NOTES IN MATHEMATICS 1991 1485 BP 162 177 PG 16 ISI:A1991KP73100016
ALBIN, SL
FRIEDMAN, DJ OFF-LINE QUALITY-CONTROL IN ELECTRONICS ASSEMBLY - IDENTIFYING THE CRITICAL PROBLEM IIE TRANSACTIONS 1992 NOV 24 5 BP 58 65 PG 8 ISI:A1992JZ44100006
UZSOY, R
LEE, CY
MARTINVEGA, LA A REVIEW OF PRODUCTION PLANNING AND SCHEDULING MODELS IN THE SEMICONDUCTOR INDUSTRY .1. SYSTEM CHARACTERISTICS, PERFORMANCE EVALUATION AND PRODUCTION PLANNING IIE TRANSACTIONS 1992 SEP 24 4 BP 47 60 PG 14 ISI:A1992JY77500005
HALL, P CONVERGENCE-RATES IN THE CENTRAL-LIMIT-THEOREM FOR MEANS OF AUTOREGRESSIVE AND MOVING AVERAGE SEQUENCES STOCHASTIC PROCESSES AND THEIR APPLICATIONS 1992 NOV 43 1 BP 115 131 PG 17 ISI:A1992JV54200008
HESSE, CH ON ASYMPTOTICS OF THE SAMPLE DISTRIBUTION FOR A CLASS OF LINEAR PROCESS MODELS IN ECONOMICS ECONOMETRIC THEORY 1992 SEP 8 3 BP 330 342 PG 13 ISI:A1992JR81900002
PHILLIPS, PCB
SOLO, V ASYMPTOTICS FOR LINEAR-PROCESSES ANNALS OF STATISTICS 1992 JUN 20 2 BP 971 1001 PG 31 ISI:A1992JF13900018
RHEE, WST ON THE TRAVELING SALESPERSON PROBLEM IN MANY DIMENSIONS RANDOM STRUCTURES & ALGORITHMS 1992 FAL 3 3 BP 227 233 PG 7 ISI:A1992HZ38900001
ALDOUS, D
STEELE, JM ASYMPTOTICS FOR EUCLIDEAN MINIMAL SPANNING-TREES ON RANDOM POINTS PROBABILITY THEORY AND RELATED FIELDS 1992 MAY 92 2 BP 247 258 PG 12 ISI:A1992HU01000006
AVRAM, F GENERALIZED SZEGO THEOREMS AND ASYMPTOTICS OF CUMULANTS BY GRAPHICAL METHODS TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 1992 APR 330 2 BP 637 649 PG 13 ISI:A1992HN05900009
AVRAM, F
FOX, R CENTRAL LIMIT-THEOREMS FOR SUMS OF WICK PRODUCTS OF STATIONARY-SEQUENCES TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 1992 APR 330 2 BP 651 663 PG 13 ISI:A1992HN05900010
AVRAM, F
TAQQU, MS WEAK-CONVERGENCE OF SUMS OF MOVING AVERAGES IN THE ALPHA-STABLE DOMAIN OF ATTRACTION ANNALS OF PROBABILITY 1992 JAN 20 1 BP 483 503 PG 21 ISI:A1992HF98000023
TYRTYSHNIKOV, EE SINGULAR-VALUES OF CAUCHY-TOEPLITZ MATRICES LINEAR ALGEBRA AND ITS APPLICATIONS 1992 JAN 15 161 BP 99 116 PG 18 ISI:A1992HA04300007
YE, ZX
BERGER, T A NEW METHOD TO ESTIMATE THE CRITICAL DISTORTION OF RANDOM-FIELDS IEEE TRANSACTIONS ON INFORMATION THEORY Letter 1992 JAN 38 1 BP 152 157 PG 6 ISI:A1992GV09600018
DOUKHAN, P
LEON, JR SPECTRAL ESTIMATION FOR STRONGLY DEPENDENT STATIONARY GAUSSIAN-PROCESSES COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 1991 OCT 10 313 8 BP 523 526 PG 4 ISI:A1991GK15700011
TERRIN, N
TAQQU, MS CONVERGENCE IN DISTRIBUTION OF SUMS OF BIVARIATE APPELL POLYNOMIALS WITH LONG-RANGE DEPENDENCE PROBABILITY THEORY AND RELATED FIELDS 1991 90 1 BP 57 81 PG 25 ISI:A1991GF34300003
KURTZ, TG
PROTTER, P WEAK LIMIT-THEOREMS FOR STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL-EQUATIONS ANNALS OF PROBABILITY 1991 JUL 19 3 BP 1035 1070 PG 36 ISI:A1991GB39300007
KNIGHT, K LIMIT THEORY FOR M-ESTIMATES IN AN INTEGRATED INFINITE VARIANCE PROCESS ECONOMETRIC THEORY 1991 JUN 7 2 BP 200 212 PG 13 ISI:A1991FW30300003
BOUAZIZ, M INTEGRAL-REPRESENTATION OF THE TRACE OF A PRODUCT OF FINITE TOEPLITZ MATRICES AND APPLICATIONS COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 1991 JAN 3 312 1 BP 67 71 PG 5 ISI:A1991ER91500014
GILL, RD
JOHANSEN, S A SURVEY OF PRODUCT-INTEGRATION WITH A VIEW TOWARD APPLICATION IN SURVIVAL ANALYSIS ANNALS OF STATISTICS 1990 DEC 18 4 BP 1501 1555 PG 55 ISI:A1990EL12500001
GIRAITIS, L
SURGAILIS, D A CENTRAL-LIMIT-THEOREM FOR QUADRATIC-FORMS IN STRONGLY DEPENDENT LINEAR VARIABLES AND ITS APPLICATION TO ASYMPTOTICAL NORMALITY OF WHITTLES ESTIMATE PROBABILITY THEORY AND RELATED FIELDS 1990 86 1 BP 87 104 PG 18 ISI:A1990DQ59000006
BERGER, T
YE, ZX EPSILON-ENTROPY AND CRITICAL DISTORTION OF RANDOM-FIELDS IEEE TRANSACTIONS ON INFORMATION THEORY 1990 JUL 36 4 BP 717 725 PG 9 ISI:A1990DL12900001 EF