Other General Probability Topics
-
Stochastic Abelian and Tauberian Theorems.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 22, 1972, pp. 251-267.
[published PDF].
-
Bivariate Distributions with Given Marginals.
Annals of Statistics, vol. 4, No. 6, September 1976,
p. 1280-1289.
[published PDF]
-
A Note on the Influence of the Sample on the Posterior Distribution.
Journal of the America Statistical Association, vol. 74, No. 366, June 1979, pp. 424-426.
-
Approximating the Admissible Set in Stochastic Dominance.
Journal of Economic Theory, vol. & 23, No. 2, October 1980, pp. 218-235 (with Daniel Goroff).
-
On Reinforcement-Depletion Compartmental Urn Models.
Journal of Applied Probability,
vol. 26, No. 3, 1989, pp. 477-489 (with Peter Donnelly).
-
Spectral Theory for Skip-Free Markov Chains.
Probability in the Engineering and Information Sciences, vol. 3, No. 1, 1989, pp. 77-88 (with Joseph Abate).
-
A Probabilistic Generalization of Taylor's Theorem.
Statistics and Probability Letters, vol. 16,
No. 1, 1993, pp. 51-54 (with William A. Massey).
[published PDF]
-
Using Distributed-Event Parallel Simulation to Study Many Queues in Series.
Probability in the Engineering and Informational Sciences, vol. 7, No. 2, 1993, pp. 159-186 (with Albert G. Greenberg and Otmar Schlunk).
[PostScript]
[PDF]
-
A Stochastic Model to Capture Space and Time Dynamics in Wireless Communication Systems.
Probability in the Engineering and Informational Sciences,
vol. 8, 1994, pp. 541-569.
[PDF]
-
Recent Asymptotic Results in the Probabilistic Analysis of Schedule Makespans.
Scheduling Theory and its Applications,
P. Chrètienne, E. G. Coffman, Jr., J. K. Lenstra and
Z. Liu (eds.),
Wiley, New York, 1995, pp. 15-31 (with E. G. Coffman, Jr.).
-
Piecewise-Linear Diffusion Processes.
Advances in Queueing, J. Dshalalow, ed., CRC Press, Boca Raton, FL, 1995, pp. 463-480 (with Sid Browne).
[PostScript]
[PDF]
-
Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments.
Annals of Applied Probability,
vol. 5, 1995, pp. 983-1007
(with Joseph Abate, Gagan L. Choudhury and David M. Lucantoni).
[PostScript]
[PDF]
[published PDF]
-
An Operational Calculus for Probability Distributions Via Laplace Transforms.
Advances in Applied Probability,
vol. 28, 1996, pp. 75-113 (with Joseph Abate).
[PostScript]
[PDF]
[published PDF]
-
Stochastic Limit Laws for Schedule Makespans.
Stochastic Models, vol. 12, No. 2, 1996,
pp. 215-243 (with E. G. Coffman, Jr. and Leopold Flatto).
-
Portfolio Choice and
The Bayesian Kelly Criterion.
Journal of Applied Probability, vol. 28, 1996, pp. 1145-1176
(with Sid Browne).
[published PDF]
-
Estimating the Parameters
of a Nonhomogeneous Poisson Process with Linear Rate.
Telecommunication Systems,
vol. 5, 1996, pp. 361-388
(with William A. Massey and Geraldine A. Parker).
[PostScript]
[PDF]
[published PDF]
-
Uniform Acceleration Expansions for Markov Chains with Time-Varying Rates.
Annals of Applied Probability, vol. 9, No. 4, 1998
(with William A. Massey).
[PostScript]
[PDF]
[published PDF]
-
Winning the Hand of the Princess Saralinda.
Appied Probability and Stochastic Processes, Festschrift for
Julian Keilson, J. G. Shanthikumar and U. Sumita (eds.), Kluwer, Boston, 1999,
Chapter 16, pp. 231-246. (with Peter W. Glynn)
[PostScript]
[PDF]
-
Necessary Conditions in Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications,
2002, to appear. (with Peter W. Glynn)
[PostScript]
[PDF]
-
Computing Laplace Transforms for Numerical Inversion Via Continued Fractions.
INFORMS Journal on Computing, vol. 11, No. 4, Fall 1999, pp. 394-405.
[published PDF]
Related topics: