4. Mathematics
  5. Probability

Peter Glynn

Mathematics – Probability

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Complete corrected diffusion approximations for the maximum of a random walk

Mathematics – Probability
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Conditional limit theorems for regulated fractional Brownian motion

Mathematics – Probability
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Efficient rare-event simulation for the maximum of heavy-tailed random walks

Mathematics – Probability
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On convergence to stationarity of fractional Brownian storage

Mathematics – Probability
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On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

Mathematics – Probability
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