Peter W. Glynn - Publications

2011

• Zero-Variance Importance Sampling Estimators for Markov Process Expectations

H. Awad, P. W. Glynn, and R. Y. Rubinstein

• A New Proof of Convergence of MCMC via the Ergodic Theorem

S. Asmussen and P. W. Glynn

• Simulation-based Confidence Bounds for Two-Stage Stochastic Programs

P. W. Glynn and G. Infanger

• Large Deviations for the Empirical Mean of an M/M/1 Queue

J. Blanchet, P. W. Glynn, and S. Meyn

• Fractional Brownian Motion with H<1/2 As a Limit of Scheduled Traffic

V. F. Araman and P. W. Glynn

• On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case

M. Olvera-Cravioto, J. H. Blanchet, and P. W. Glynn

• The Cross-Entropy Method for Estimation

D. P. Kroese, R. Y. Rubinstein, and P. W. Glynn

• Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times

M. Olvera-Cravioto and P. W. Glynn

• On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss

X. Zhang and P. W. Glynn

• On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes

P. W. Glynn

2010

• Limit Theorems for Simulation-based Optimization via Random Search

Y. L. Chia and P. W. Glynn

• Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem

P. W. Glynn

• A Comparison of Cross-Entropy and Variance Minimization Strategies

J. C. C. Chan, P. W. Glynn and D. P. Kroese

• A Regenerative Bootstrap Approach to Estimating the Initial Transient

P. W. Glynn and X. Zhang

• Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue

P. W. Glynn and M. Mandjes

• Consistency of Multi-dimensional Convex Regression

E. Lim and P. W. Glynn

• A Complementarity Framework for Forward Contracting Under Uncertainty

V. Shanbhag, G. Infanger, and P. W. Glynn

• Asymptotic Robustness of Estimators in Rare-Event Simulation

P. L'Ecuyer, J. H. Blanchet, B. Tuffin, and P. W. Glynn

• How to Generate Uniform Samples on Discrete Sets Using the Splitting Method

P. W. Glynn, A. Dolgin, R. Y. Rubinstein, and R. Vaisman

2009

• New Estimators for Parallel Steady-State Simulations

M. Hsieh and P. W. Glynn

• How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation

R. Y. Rubinstein and P. W. Glynn

• Conditional Limit Theorems for Regulated Fractional Brownian Motion

H. Awad and P. W. Glynn

• On Convergence to Stationarity of Fractional Brownian Storage

M. Mandjes, I. Norros, and P. W. Glynn

• Rare Event Simulation for a Generalized Hawkes Process

X. Zhang, J. H. Blanchet, K. Giesecke, and P. W. Glynn

• Asymptotic Validity of Batch Means Steady-State Confidence Intervals

P. W. Glynn and E. Lim

• Robustness Properties and Confidence Interval Reliability

P. W. Glynn, G. Rubino, and B. Tuffin

• Strongly Efficent Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster New Tune

J. H. Blanchet, K. Leder, and P. W. Glynn

2008

• Performance Evaluation Methodologies and Tools: Selected papers from ValueTools 2007

P. W. Glynn and B. Tuffin eds.

• Efficient Rare-event Simulation for the Maximum of Heavy-tailed Random Walks

J. Blanchet and P. W. Glynn

• A Large Deviations View of Asymptotic Efficiency for Simulation Estimators

P. W. Glynn and S. Juneja

• Bounding Stationary Expectations of Markov Processes

P. W. Glynn and A. Zeevi

2007

• Uniform Renewal Theory with Applications to Expansions of Random Geometric Sums

J. Blanchet and P. W. Glynn

• Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavy-tailed G/G/1 Queue

J. Blanchet, P. W. Glynn, and J. Liu

• On the Theoretical Comparison of Low-Bias Steady-State Estimators

H. Awad and P. W. Glynn

• A Natural History Model of Stage Progression Applied to Breast Cancer

S. Plevritis, P. Salzman, B. Sigal, and P. W. Glynn

• Efficient Sub-Optimal Rare-Event Simulation

X. Zhang, P. W. Glynn, and J. Blanchet

• Stochastic Simulation: Algorithms and Analysis

S. Asmussen and P. W. Glynn

• Perwez Shahabuddin, 1962-2005: A Professional Appreciation

S. Andradóttir, P. Glasserman, P. W. Glynn, P. Heidelberger, and S. Juneja

2006

• The Semi-Regenerative Method of Simulation Output Analysis

J. M. Calvin, P. W. Glynn, and M. Nakayama

• Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices

T. Holliday, A. Goldsmit, and P. W. Glynn

• Complete Corrected Diffusion Approximations for the Maximum of a Random Walk

J. Blanchet and P. W. Glynn

• Tail Asymptotics for the Maximum of Perturbed Random Walk

V. Araman and P. W. Glynn

• Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors

P. Ruusmevichientong , J. A. Salisbury, L. T. Truss, B. Van Roy and P. W. Glynn

• A Nonparametric Approach to Multiproduct Pricing

P. Ruusmevichientong, B. Van Roy and P. W. Glynn

• Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes

P. W. Glynn and P. Haas

• Simulation-based Response Surface Estimation in the Presence of Monotonicity

E. Lim and P. W. Glynn

• On an Initial Transient Deletion Rule with Rigorous Theoretical Support

H. Awad and P. W. Glynn

• A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000

S. Plevritis, B. Sigal, P. Salzman, J. Rosenberg, and P. W. Glynn

• Simulation Algorithms for Regenerative Processes

P. W. Glynn

2005

• Diffusion Approximations for the Maximum of a Perturbed Random Walk

V. Araman and P. W. Glynn

• A Diffusion Approximation with a GI/GI/1 Queue with Balking or Reneging

A. Ward and P. W. Glynn

• Interaction Value Analysis: When Structured Communication Benefits Organizations

W. Nasrallah, R.Levitt, and P. W. Glynn

• The Initial Transient Problem for Steady-State Output Analysis

P. W. Glynn

• Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems

T. Holiday, P. W. Glynn, and A. Goldsmith

2004

• Empirical Performance of Bias-reducing Estimators for Regenerative Steady-State Simulations

M. Hsieh, D. Iglehart, and P. W. Glynn

• Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration

Y. Chia, P. Salzman, S. Plevritis, and P. W. Glynn

• Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals

D. Duffie and P. W. Glynn

• The Mean Number-in-System Vector Range for a Multi-Class Queueing Network

B. C. Eaves, P. W. Glynn, and U.G. Rothblum

• Limit Theory for Taboo-Regenerative Processes

P. W. Glynn and H. Thorisson

• Estimating Tail Decay for Stationary Sequences via Extreme Values

A. Zeevi and P. W. Glynn

• Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations

A. Zeevi and P. W. Glynn

• Dynamic Modeling of the Trade-off Between Productivity and Safety in Critical Engineering Systems

M.M. Cowing, M.E. Pate-Cornell, and P. W. Glynn

• Managing Power Consumption in Networks on Chips

T. Simunic, S. Boyd, and P. W. Glynn

• On Functional Central Limit Theorems for Semi-Markov and Related Processes

P. W. Glynn and P. Hass

• A Large Deviations Perspective on Ordinal Optimization

P. W. Glynn and S. Juneja

• Distributed Power Control for Time-Varying Wireless Networks

T. Holliday, A. Goldsmith, N. Bambos, and P. W. Glynn

2003

• Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces

S.H. Lee and P. W. Glynn

• Nonexistence of a Class of Variate Generation Schemes

S.G. Henderson and P. W. Glynn

• A Diffusion Approximation for a Markovian Queue with Reneging

A. Ward and P. W. Glynn

• Properties of the Reflected Ornstein-Uhlenbeck Process

A. Ward and P. W. Glynn

• Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence

T. Holliday, N. Bambos, P. W. Glynn, and A. Goldsmith

• Optimal Power Control for CDMA Systems in the Wideband Limit

T. Holliday, A. Goldsmith, and P. W. Glynn

• Capacity of Finite State Markov Channels with General Inputs

T. Holliday, A. Goldsmith, and P. W. Glynn

2002

• Kernel-Based Reinforcement Learning in Average-Cost Problems

D. Ormoneit and P. W. Glynn

• On the Validity of Long-Run Estimation Methods for Discrete-Event Systems

P. J. Haas and P. W. Glynn

• Structural Characterization of Taboo-Stationarity for General Processes in Two-sided Time

P. W. Glynn and H. Thorisson

• Optimal Control of Parallel Queues with Batch Service

C. Xia, G. Michalaidis, N. Bambos, and P. W. Glynn

• Hoeffding’s Inequality for Uniformly Recurrent Markov Chains

P. W. Glynn and D. Ormoneit

• Approximating Martingales for Variance Reduction in Markov Process Simulation

S.G. Henderson and P. W. Glynn

• Necessary Conditions in Limit Theorems for Cumulative Processes

P. W. Glynn and W. Whitt

• Managing Capacity and Inventory Jointly in Manufacturing Systems

J. Bradley and P. W. Glynn

• Confidence Regions for Stochastic Approximation Algorithms

M.-H. Hsieh and P. W. Glynn

• Rare-Event Simulation for Infinite Server Queues

R. Szechtman and P. W. Glynn

• Entropy and Mutual Information for Markov Channels with General Inputs

T. Holliday, A. Goldsmith, and P. W. Glynn

• Optimal Link Adaptation in Wideband CDMA Systems

T. Holliday, A. Goldsmith, and P. W. Glynn

• Wireless Link Adaptation Policies: QoS for Deadline Constrained Traffic with Imperfect Channel Estimates

T. Holliday, A. Goldsmith, and P. W. Glynn

• Some New Perspectives on the Method of Control Variates

P. W. Glynn and R. Szechtman

2001

• Regenerative Steady-State Simulation of Discrete-Event Systems

S.G. Henderson and P. W. Glynn

• Multivariate Standardized Time Series for Steady-State Simulation Output Analysis

D. Muñoz and P. W. Glynn

• Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation

P. W. Glynn and H. Thorisson

• Event-Driven Power Management

T. Siminic, L. Benini, P. W. Glynn, and G. DeMicheli

• Computing Densities for Markov Chains via Simulation

S.G. Henderson and P. W. Glynn

• A Markov Chain Perspective on Adaptive Monte Carlo Algorithms

P. Desai and P. W. Glynn

• Constrained Monte Carlo and the Method of Control Variates

R. Szechtman and P. W. Glynn

• Importance Sampling Using the Semi-Regenerative Method

J. M. Calvin, P. W. Glynn, and M.K. Nakayama

• Dynamic Voltage Scaling for Portable Systems

T. Simunic, L. Benini, A. Acquaviva, P. W. Glynn, and G. DeMicheli

2000

• On the Behavior of a Long Cascade of Linear Reservoirs

J. E. Glynn and P. W. Glynn

• On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem

C. H. Xia, J. G. Shanthikumar, and P. W. Glynn

• Simulating the Maximum of a Random Walk

K. B. Ensor and P. W. Glynn

• On the Maximum Workload of a Queue Fed by Fractional Brownian Motion

A. Zeevi and P. W. Glynn

• Dynamic Power Management of Laptop Hard Disks

T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli

• Energy Efficient Design of Portable Wireless Systems

T. Simunic, H. Vikalo, P. W. Glynn, and G. DeMicheli

• Dynamic Power Management of Portable Systems

T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli

• Estimating Tail Probabilities in Queues via Extremal Statistics

P. W. Glynn and A. Zeevi

1999

• Transient Simulation via Empirically-Based Coupling

E.W. Wong, P. W. Glynn, and D. L. Iglehart

• Derandomizing Variance Estimators

S. G. Henderson and P. W. Glynn

• Can the Regenerative Method be Applied to Discrete-Event Simulations?

S. G. Henderson and P. W. Glynn

• On the Small-Sample Optimality of Multiple-Regeneration Estimators

J. Calvin, P. W. Glynn, and M. Nakayama

• Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces

S.H. Lee and P. W. Glynn

• Winning the Hand of the Princess Saralinda

P. W. Glynn and W. Whitt

1998

• Limit Theory for Performance Modeling of Future Event Set Algorithms

H. Damerdji and P. W. Glynn

• Internet Service Performance Failure Detection

A.Ward, P. W. Glynn, and K.Richardson

• Diversity and Popularity in Organizations and Communities

W. Nasrallah, P. W. Glynn, and R. Levitt

• Independent Sampling of a Stochastic Process

P. W. Glynn and K. Sigman

• Estimation of Stationary Densities for Markov Chains

P. W. Glynn and S. G. Henderson

• Internet Service Performance Failure Detection

A. Ward, P. W. Glynn and K. Richardson

• DTMW: A New Congestion Control Scheme for Long-Range Dependent Traffic

C. Huang, I. Lambadaris, M. Devetsikiotis, P. W. Glynn, and A.R. Kaye

• Strong Approximations in Queueing Theory

P. W. Glynn

• A Family of Regenerative Moment Identities

J. M. Calvin and P. W. Glynn

1997

• A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady- State Mean

D. F. Muñoz and P. W. Glynn

• Average Case Behavior of Random Search for the Maximum

J. M. Calvin and P. W. Glynn

• Computational Efficiency Evaluation in Output Analysis

H. Damerdji, S.G. Henderson, and P. W. Glynn

• Stochastic Optimization via Grid Search

K. B. Ensor and P. W. Glynn

• Parametric Estimation of Tail Probabilities for the Single-Server Queue

P. W. Glynn and M. Torres

• The Covariance Function of a Regenerative Process

P. W. Glynn

• Tightness for Non-irreducible Markov Chains

P. W. Glynn and S. Meyn

1996

• Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions

J.M. Calvin and P. W. Glynn

• A Diffusion Approximation for a Network of Reservoirs with Power Law Release Rule

J. E. Glynnn and P. W. Glynn

• A Liapunov Bound for Solutions of Poisson’s Equation

P. W. Glynn and S. Meyn

• Efficient Simulation via Coupling

P. W. Glynn and E. W. Wong

• Numerical Computation of Large Deviations Exponents via Simulation

P. W. Glynn

• Selecting the Best System in Transient Simulations with Variances Known

H. Damerdji, P. W. Glynn, M. K. Nakayama, and J. R. Wilson

• Grid-Based Simulation and the Method of Conditional Least Squares

K. B. Ensor and P. W. Glynn

• Importance Sampling for Monte Carlo Estimation of Quantiles

P. W. Glynn

• Nonparametric Estimation of Tail Probabilities for the Single-Server Queue

P. W. Glynn and M. Torres

• Derandomizing and Rerandomizing Variance Estimators

S. G. Henderson and P. W. Glynn

1995

• Heavy-Traffic Extreme-Value Limits for Queues

P. W. Glynn and W.Whitt

• Likelihood Ratio Gradient Estimation for Stochastic Recursions

P. W. Glynn and P. L’Ecuyer

• Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion

S. Asmussen, P. W. Glynn, and J. Pitman

• Efficient Monte Carlo Simulation of Security Prices

D. Duffie and P. W. Glynn

• Accelerated Regeneration for Markov Chain Simulations

S. Andradóttir, J. M. Calvin, and P. W. Glynn

• Trading Securities Using Trailing Stops

P. W. Glynn and D. L. Iglehart

• A Martingale Approach to Regenerative Simulation

P. W. Glynn and D. L. Iglehart

• On the Value of Function Evaluation Location Information in Monte Carlo Simulation

T. J. DiCiccio and P. W. Glynn

• A Set of Extensions to the SIMAN/ARENA Simulation Environment

M. J. Torres and P. W. Glynn

• Some New Results on the Initial Transient Problem

P. W. Glynn

• Performance Analysis of Future Event Sets

P. W. Glynn

• Two Approaches to the Initial Transient Problem

P. W. Glynn

• Large Deviations for the Infinite Server Queue in Heavy Traffic

P. W. Glynn

1994

• Large Deviations Behavior of Counting Processes and Their Inverses

P. W. Glynn and W. Whitt

• Some Topics in Regenerative Steady-State Simulation

P. W. Glynn

• Poisson’s Equation for the Recurrent M/G/1 Queue

P. W. Glynn

• On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions

P. W. Glynn and P. L’Ecuyer

• Efficiency Improvement Techniques

P. W. Glynn

• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State

P. L’Ecuyer and P. W. Glynn

• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State

P. L’Ecuyer, N. Giroux, and P. W. Glynn

• Logarithmic Asymptotics for Steady-State Tail Probabilities in a Single-Server Queue

P. W. Glynn and W. Whitt

• Importance Sampling for Markov Chains: Asymptotics for the Variance

P. W. Glynn

• Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems

M. Nakayama, A. Goyal, and P. W. Glynn

• Increasing the Frequency of Regeneration for Markov Processes

S. Andradóttir, J. Calvin, and P. W. Glynn

1993

• Limit Theorems for Cumulative Processes

P. W. Glynn and W. Whitt

• Conditions for the Applicability of the Regenerative Method

P. W. Glynn and D. L. Iglehart

• Estimating Customer and Time Averages

P. W. Glynn, B. Melamed and W. Whitt

• Efficient Estimation of the Mean Time Between Failures in Non-regenerative Dependability Models

P. W. Glynn, P. Heidelberger, V. Nicola, and P. Shahabuddin

• Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems

V. Nicola, P. Shahabuddin, P. Heidelberger, and P. W. Glynn

1992

• Jackknifing Under a Budget Constraint

P. W. Glynn and P. Heidelberger

• Stationarity Detection in the Initial Transient Problem

S. Asmussen, P. W. Glynn, and H. Thorisson

• Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives

P. W. Glynn

• Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations

P. W. Glynn and P. Heidelberger

• The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations

P. W. Glynn and W. Whitt

• The Asymptotic Efficiency of Simulation Estimators

P. W. Glynn and W. Whitt

• Analysis if Initial Transient Deletion for Parallel Steady-State Simulations

P. W. Glynn and P. Heidelberger

• Uniform Cesaro Limit Theorems for Synchronous Processes with Applications to Queues

P. W. Glynn and K. Sigman

• A Unified Framework for Simulating Markovian Models of Highly Dependable Systems

A. Goyal, P. Shahabuddin, P. Heidelberger, V. F. Nicola, and P. W. Glynn

• Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State

P. L'Ecuyer, N. Giroux, and P. W. Glynn

• Gradient Estimation for Regenerative Processes

P. Glasserman and P. W. Glynn

• A GSMP Formalism for Discrete Event Systems

P. W. Glynn

1991

• Departures from Many Queues in Series

P. W. Glynn and W. Whitt

• Analysis of Parallel Replicated Simulations Under a Completion Time Constraint

P. W. Glynn and P. Heidelberger

• Estimating the Asymptotic Variance with Batch Means

P. W. Glynn and W. Whitt

• Analysis of Initial Transient Deletion for Replicated Steady-State Simulations

P. W. Glynn and P. Heidelberger

• A New View of the Heavy-Traffic Limit Theorem for Infinite-Server Queues

P. W. Glynn and W. Whitt

• Queues with Negative Arrivals

E. Gelenbe, P. W. Glynn, and K. Sigman

• Gradient Estimation for Ratios

P. W. Glynn, P. L’Ecuyer and M. Ades

1990

• Likelihood Ratio Gradient Estimation for Stochastic Systems

P. W. Glynn

• Bias Properties of Budget Constrained Monte Carlo Simulations

P. W. Glynn and P. Heidelberger

• Discrete-time Conversion for Simulating Finite-Horizon Markov Processes

B. L. Fox and P. W. Glynn

• Simulation Output Analysis Using Standardized Time Series

P. W. Glynn and D. L. Iglehart

• Parallel Processors for Planning Under Uncertainty

G. B. Dantzig and P. W. Glynn

• Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty

M. Avriel, and G. B. Dantzig, and P. W. Glynn

• Diffusion Approximations

P. W. Glynn

1989

• Replication Schemes for Limiting Expectations

B. L. Fox and P. W. Glynn

• Importance Sampling for Stochastic Simulation

P. W. Glynn and D. L. Iglehart

• Simulating Discounted Costs

B. L. Fox and P. W. Glynn

• The Optimal Linear Combination of Control Variates in the Presence of Asymptotically Negligible Bias

P. W. Glynn and D. L. Iglehart

• Extensions of the Queueing Relations L = λW and H = λG

P. W. Glynn and W. Whitt

• Indirect Estimation via L = λW

P. W. Glynn and W. Whitt

• Likelihood Ratio Derivative Estimators for Stochastic Systems

P. W. Glynn

• Optimization of Stochastic Systems via Simulation

P. W. Glynn

• Smoothed Limit Theorems for Equilibrium Processes

P. W. Glynn and D. L. Iglehart

• Decomposition Techniques for Multi-Area Generation and Transmission Planning Under Uncertainty

G.B. Dantzig and P. W. Glynn

• Tightness of Synchronous Processes

P. W. Glynn and K. Sigman

1988

• On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices

P. W. Glynn and A. S. Manne

• A New Class of Strongly Consistent Variance Estimators for Steady-State Simulations

P. W. Glynn and D. L. Iglehart

• Simulation Methods for Queues: An Overview

P. W. Glynn and D. L. Iglehart

• Conditions under which a Markov Chain Converges to its Steady State in Finite Time

P. W. Glynn and D. L. Iglehart

• Operations Research: The Next Decade

P. W. Glynn

• Computing Poisson Probabilities

B. L. Fox and P. W. Glynn

• An LIL Version of L = λW

P. W. Glynn and W. Whitt

• Ordinary CLT and WLLN Versions of L = λW

P. W. Glynn and W. Whitt

• Variance Reduction in Mean Time to Failure Simulations

P. Shahabuddin, V. Nicola, P. Heidelberger, A.Goyal, and P. W. Glynn

• Computational and Statistical Issues in Discrete-Event Simulation

P. W. Glynn and D. L. Iglehart

• A Non-Rectangular Sampling Plan for Estimating Steady-State Means

P. W. Glynn

1987

• A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator

P. W. Glynn and D. L. Iglehart

• Limit Theorems for the Method of Replication

P. W. Glynn

• Estimating Time Averages via Randomly-Spaced Observations

B. L. Fox and P. W. Glynn

• Upper Bounds for Poisson Tail Probabilities

P. W. Glynn

• Likelihood Ratio Gradient Estimation: An Overview

P. W. Glynn

• A New Initial Bias Deletion Rule

P. W. Glynn and D. L. Iglehart

• Construction of Process Differentiable Representations for Parametric Families of Distributions

P. W. Glynn

• On the Convergence of a Regenerative Process to its Steady-State

P. W. Glynn

1986

• Sufficient Conditions for Functional Limit Theorem Versions of L = λW

P. W. Glynn and W. Whitt

• Estimation of Steady-State Central Moments by the Regenerative Method of Simulation

P. W. Glynn and D. L. Iglehart

• A Central-Limit-Theorem Version of L = λW

P. W. Glynn and W. Whitt

• Discrete-Time Conversion for Simulating Semi-Markov Processes

B. L. Fox and P. W. Glynn

• Monte Carlo Optimization of Stochastic Systems: Two New Approaches

P. W. Glynn and J. L. Sanders

• Sensitivity Analysis for Stationary Probabilities of a Markov Chain

P. W. Glynn

• Problems in Bayesian Analysis of Stochastic Simulation

P. W. Glynn

• Optimization of Stochastic Systems

P. W. Glynn

• Stochastic Approximation for Monte Carlo Optimization

P. W. Glynn

• Recursive Moment Formulas for the Regenerative Simulation

P. W. Glynn and D. L. Iglehart

• Consequences of Uniform Integrability for Simulation

P. W. Glynn and D. L. Iglehart

1985

• Regenerative Processes and the ø-Mixing Property

P. W. Glynn

• Regenerative Structure of Markov Chains Simulated via Common Random Numbers

P. W. Glynn

• On the Range of a Regenerative Sequence

P. W. Glynn

• Large-Sample Theory for Standardized Times Series: An Overview

P. W. Glynn and D. L. Iglehart

1984

• Some Asymptotic Formulas for Markov Chain with Applications to Simulation

P. W. Glynn

• Steady-State Confidence Interval Methodology: Regenerative Methods

P. W. Glynn and D. L. Iglehart

• Equitable Assignment Rules

P. W. Glynn and J.L. Sanders

1983

• Randomized Estimators for Time Integrals

P. W. Glynn

• On ARMA Representations for White Noise in a Markovian Environment

P. W. Glynn

• On Confidence Intervals for Cyclic Regenerative Processes

P. W. Glynn

• On the Role of Generalized Semi-Markov Processes in Simulation Output Analysis

P. W. Glynn

1982

• On the Markov Property of the GI/G/∞ Gaussian Limit

P. W. Glynn

• Simulation Output Analysis for General State Space Markov Chains

P. W. Glynn and D.L. Iglehart

• Coverage Error for Confidence Intervals Arising in Simulation Output Analysis

P. W. Glynn

• Regenerative Simulation of Harris Recurrent Markov Chains

P. W. Glynn

• Some New Results in Regenerative Process Theory

P. W. Glynn

• Regenerative Aspects of the Steady-State Simulation Problem for Markov Chains

P. W. Glynn

• Asymptotic Theory for Nonparametric Confidence Intervals

P. W. Glynn

• A Low Bias Steady-State Estimator for Equilibrium Processes

P. W. Glynn