Simulation of fractional Brownian motion T Dieker MSc thesis, 2004 | 299 | 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 | 175 | 2008 |
On spectral simulation of fractional Brownian motion AB Dieker, M Mandjes Probability in the Engineering and Informational Sciences 17 (3), 417-434, 2003 | 111 | 2003 |
Exact simulation of Brown-Resnick random fields at a finite number of locations AB Dieker, T Mikosch Extremes 18, 301-314, 2015 | 109 | 2015 |
Extremes of Gaussian processes over an infinite horizon AB Dieker Stochastic Processes and their Applications 115 (2), 207-248, 2005 | 103 | 2005 |
On asymptotic constants in the theory of extremes for Gaussian processes AB Dieker, B Yakir Bernoulli 20 (3), 1600-1619, 2014 | 90 | 2014 |
Cloud Computing Operations Research I Iyoob, E Zarifoglu, AB Dieker Service Science 5 (2), 2012 | 56 | 2012 |
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities AB Dieker, J Moriarty Electronic Communications in Probability 14, 1-16, 2009 | 52 | 2009 |
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 | 49 | 2013 |
On asymptotically efficient simulation of large deviation probabilities AB Dieker, M Mandjes Advances in Applied Probability 37 (2), 539-552, 2005 | 48 | 2005 |
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment JG Dai, AB Dieker, X Gao Queueing Systems 78, 1-29, 2014 | 42 | 2014 |
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 | 42 | 2008 |
Quasi-product forms for Lévy-driven fluid networks K Dębicki, AB Dieker, T Rolski Mathematics of Operations Research 32 (3), 629-647, 2007 | 40 | 2007 |
Extremes of Markov-additive processes with one-sided jumps, with queueing applications AB Dieker, M Mandjes Methodology and Computing in Applied Probability 13, 221-267, 2011 | 39 | 2011 |
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 | 35 | 2006 |
Spectral analysis of random-to-random Markov chains AB Dieker, FV Saliola Advances in Mathematics 323, 427-485, 2018 | 28 | 2018 |
On the largest-eigenvalue process for generalized Wishart random matrices AB Dieker, J Warren ALEA 6, 369-376, 2009 | 28 | 2009 |
Conditional limit theorems for queues with Gaussian input, a weak convergence approach AB Dieker Stochastic Processes and their Applications 115 (5), 849-873, 2005 | 28 | 2005 |
Optimal resource capacity management for stochastic networks AB Dieker, S Ghosh, MS Squillante Operations Research 65 (1), 221-241, 2017 | 27 | 2017 |
Applications of factorization embeddings for Lévy processes AB Dieker Advances in Applied Probability 38 (3), 768-791, 2006 | 24 | 2006 |