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Strong approximation theorems for density dependent Markov chains
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Cited by:
- Achal Bassamboo & J. Michael Harrison & Assaf Zeevi, 2006. "Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method," Operations Research, INFORMS, vol. 54(3), pages 419-435, June.
- Ankit Gupta & Mustafa Khammash, 2022. "Frequency spectra and the color of cellular noise," Nature Communications, Nature, vol. 13(1), pages 1-18, December.
- He, Yuheng & Xue, Xiaofeng, 2023. "Moderate deviations of hitting times of a family of density-dependent Markov chains," Statistics & Probability Letters, Elsevier, vol. 195(C).
- Nicolas Gast & Bruno Gaujal & Chen Yan, 2023. "Exponential asymptotic optimality of Whittle index policy," Queueing Systems: Theory and Applications, Springer, vol. 104(1), pages 107-150, June.
- Keliger, Dániel & Horváth, Illés, 2023. "Accuracy criterion for mean field approximations of Markov processes on hypergraphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
- Davide Crapis & Bar Ifrach & Costis Maglaras & Marco Scarsini, 2017.
"Monopoly Pricing in the Presence of Social Learning,"
Management Science, INFORMS, vol. 63(11), pages 3586-3608, November.
- Bar Ifrach & Costis Maglaras & Marco Scarsini, 2011. "Monopoly Pricing in the Presence of Social Learning," Working Papers 11-11, NET Institute, revised Nov 2011.
- Bar Ifrach & Costis Maglaras & Marco Scarsini, 2012. "Monopoly Pricing in the Presence of Social Learning," Working Papers 12-01, NET Institute, revised Sep 2012.
- Horst, Ulrich, 2010.
"Dynamic systems of social interactions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
- Ulrich Horst, 2010. "Dynamic Systems of Social Interactions," Post-Print hal-00781340, HAL.
- Horst, Ulrich, 2010. "Dynamic systems of social interactions," SFB 649 Discussion Papers 2010-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "Queueing Theoretic Approaches to Financial Price Fluctuations," Papers math/0703832, arXiv.org.
- Jamol Pender & Richard Rand & Elizabeth Wesson, 2020. "A Stochastic Analysis of Queues with Customer Choice and Delayed Information," Mathematics of Operations Research, INFORMS, vol. 45(3), pages 1104-1126, August.
- Keliger, Dániel & Horváth, Illés & Takács, Bálint, 2022. "Local-density dependent Markov processes on graphons with epidemiological applications," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 324-352.
- Natiello, Mario A. & Solari, Hernán G., 2020. "Modelling population dynamics based on experimental trials with genetically modified (RIDL) mosquitoes," Ecological Modelling, Elsevier, vol. 424(C).
- Quentin Clairon & Chloé Pasin & Irene Balelli & Rodolphe Thiébaut & Mélanie Prague, 2024. "Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach," Computational Statistics, Springer, vol. 39(6), pages 2975-3005, September.
- Hodgkinson, Liam & McVinish, Ross & Pollett, Philip K., 2020. "Normal approximations for discrete-time occupancy processes," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6414-6444.
- Florin Avram & Rim Adenane & David I. Ketcheson, 2021. "A Review of Matrix SIR Arino Epidemic Models," Mathematics, MDPI, vol. 9(13), pages 1-14, June.
- Ramandeep S. Randhawa & Sunil Kumar, 2009. "Multiserver Loss Systems with Subscribers," Mathematics of Operations Research, INFORMS, vol. 34(1), pages 142-179, February.
- Lücke, Marvin & Heitzig, Jobst & Koltai, Péter & Molkenthin, Nora & Winkelmann, Stefanie, 2023. "Large population limits of Markov processes on random networks," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
- Kuang Xu & Se-Young Yun, 2020. "Reinforcement with Fading Memories," Mathematics of Operations Research, INFORMS, vol. 45(4), pages 1258-1288, November.
- Jamol Pender & Young Myoung Ko, 2017. "Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues," INFORMS Journal on Computing, INFORMS, vol. 29(4), pages 688-704, November.
- Jamaal Ahmad & Mogens Bladt, 2022. "Phase-type representations of stochastic interest rates with applications to life insurance," Papers 2207.11292, arXiv.org, revised Nov 2022.
- Oluseyi Odubote & Daniel F. Linder, 2021. "Estimating Equations for Density Dependent Markov Jump Processes," Mathematics, MDPI, vol. 9(4), pages 1-16, February.
- Ephraim M. Hanks, 2017. "Modeling Spatial Covariance Using the Limiting Distribution of Spatio-Temporal Random Walks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 497-507, April.
- Guodong Pang & Alexander L. Stolyar, 2016. "A service system with on-demand agent invitations," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 259-283, April.
- Jiaqi Zhou & Ilya O. Ryzhov, 2021. "Equilibrium analysis of observable express service with customer choice," Queueing Systems: Theory and Applications, Springer, vol. 99(3), pages 243-281, December.
- Sun, Bo & Sun, Xu & Tsang, Danny H.K. & Whitt, Ward, 2019. "Optimal battery purchasing and charging strategy at electric vehicle battery swap stations," European Journal of Operational Research, Elsevier, vol. 279(2), pages 524-539.
- Young Myoung Ko & Natarajan Gautam, 2013. "Critically Loaded Time-Varying Multiserver Queues: Computational Challenges and Approximations," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 285-301, May.
- Xue, Xiaofeng, 2021. "Moderate deviations of density-dependent Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 140(C), pages 49-80.