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Antonius B. (Ton) Dieker
Antonius B. (Ton) Dieker
Associate Professor of Operations Research
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Simulation of fractional Brownian motion
T Dieker
MSc thesis, 2004
2892004
Large deviations for random walks under subexponentiality: the big-jump domain
D Denisov, AB Dieker, V Shneer
1592008
Exact simulation of Brown-Resnick random fields at a finite number of locations
AB Dieker, T Mikosch
Extremes 18, 301-314, 2015
1092015
On spectral simulation of fractional Brownian motion
AB Dieker, M Mandjes
Probability in the Engineering and Informational Sciences 17 (3), 417-434, 2003
1052003
Extremes of Gaussian processes over an infinite horizon
AB Dieker
Stochastic Processes and their Applications 115 (2), 207-248, 2005
992005
On asymptotic constants in the theory of extremes for Gaussian processes
AB Dieker, B Yakir
902014
Cloud Computing Operations Research
I Iyoob, E Zarifoglu, AB Dieker
502012
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
AB Dieker, J Moriarty
472009
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
462013
On asymptotically efficient simulation of large deviation probabilities
AB Dieker, M Mandjes
Advances in Applied Probability 37 (2), 539-552, 2005
462005
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
392014
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
392008
Quasi-product forms for Lévy-driven fluid networks
K Dębicki, AB Dieker, T Rolski
Mathematics of Operations Research 32 (3), 629-647, 2007
382007
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
352011
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
322006
Conditional limit theorems for queues with Gaussian input, a weak convergence approach
AB Dieker
Stochastic Processes and their Applications 115 (5), 849-873, 2005
282005
Spectral analysis of random-to-random Markov chains
AB Dieker, FV Saliola
Advances in Mathematics 323, 427-485, 2018
262018
On the largest-eigenvalue process for generalized Wishart random matrices
AB Dieker, J Warren
ALEA 6, 369-376, 2009
262009
Optimal resource capacity management for stochastic networks
AB Dieker, S Ghosh, MS Squillante
Operations Research 65 (1), 221-241, 2017
242017
Applications of factorization embeddings for Lévy processes
AB Dieker
Advances in Applied Probability 38 (3), 768-791, 2006
242006
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