Author:
Glynn Peter W.,Wang Rob J.
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Reference20 articles.
1. Berger, A.W., Whitt, W.: The Brownian approximation for rate-control throttles and the G/G/1/C queue. Discret. Event Dyn. Syst. 2, 7–60 (1992)
2. Bonan, S.S., Clark, D.S.: Estimates of the Hermite and Freud polynomials. J. Approx. Theory 63, 210–224 (1990)
3. Brigo, D., Mercurio, F.: Interest Rate Models–Theory and Practice (With Smile, Inflation, and Credit), 2nd edn. Springer, Berlin (2006)
4. D’Auria, B., Kella, O.: Markov modulation of a two-sided reflected Brownian motion with application to fluid queues. Stoch. Process. Appl. 122, 1566–1581 (2012)
5. Diaconis, P.: The Markov chain Monte Carlo revolution. Bull. Am. Math. Soc. 46(2), 179–1205 (2009)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献