Peter W. Glynn Thomas W. Ford Professor in the School of Engineering Office: Terman 313 | Phone: 650-725-0554 | Fax: 650-723-1614 Email: glynn @ stanford.edu

Applied Probability and Stochastic Processes

" Structural Characterization of Taboo-Stationarity for General Processes in Two-Sided Time " [ with H. Thorisson ]. To appear in Stochastic Processes and their Applications PDF

" Necessary Conditions for Limit Theorems in Cumulative Processes " [ with W. Whitt ]. Stochastic Processes and their Applications 98, 199-209 ( 2002 )PDF

" Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation " ( with H. Thorisson ). Stochastic Processes and their Applications, Vol. 91, 1-20 ( 2001 ).

" Winning the Hand of the Princess Saralinda " [ with W. Whitt ]. Applied Probability and Stochastic Processes [ J. G. Shanthikumar and U. Sumita, eds. ]. Kluwer Academic Publishers , 231-246 ( 1999 ) PDF

" Independent Sampling of a Stochastic Process " [ with K. Sigman ]. Stochastic Processes and their Applications, Vol. 74, 151-164 ( 1998 )

" Stochastic Optimization via Grid Search " [ with K.B. Ensor ] In Mathematics of Stochastic Manufacturing Systems [G.G. Yin and Q. Zhang, eds.] Lectures in Applied Mathematics, vol. 33, American Mathematical Society, Providence, Rhode Island, 89 - 100 ( 1997 )

" Average Case Behavior of Random Search for the Maximum " [with J. M. Calvin]. Journal of Applied Probability, Vol. 34, 632-642 ( 1997 )

" Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions " [with J. M. Calvin]. Stochastic Models, Vol. 12, No. 3, 343-365 ( 1996 )

" Likelihood Ratio Gradient Estimation for Stochastic Recursions " [with P. L’Ecuyer]. Advances in Applied Probability Vol. 27, 1019-1053 ( 1995 ) PS

" A Lyapunov Bound for Solutions of Poisson’s Equation " [with S. Meyn]. Annals of Probability , 916-931 ( 1996 ) PS

" Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion " [with S. Asmussen and J. Pitman]. Annals of Applied Probability, Vol. 5, No. 4, 875-896 (1995)

" Large Deviations Behavior of Counting Processes and Their Inverses " [with W. Whitt]. Queueing Systems: Theory and Application Vol. 17, 107-128 ( 1994 )

" Some Topics in Regenerative Steady-State Simulation ". Acta Applicandae Mathematicae, Vol. 34, 225-236 ( 1994 )

" Limit Theorems for Cumulative Processes " [with W. Whitt]. Stochastic Processes and their Applications, Vol. 47, 299-314 ( 1993 )

" A GSMP Formalism for Discrete Event Systems ". Discrete Event Dynamic Systems [Y.C. Ho, ed.]. IEEE Press, Piscataway, NJ (1992)

" Uniform Limit Theorems for Synchronous Processes with Applications to Queues " [with K. Sigman]. Stochastic Processes and their Applications Vol. 40 , 29-43 ( 1992 )

" Diffusion Approximations ". Stochastic Models: Handbooks of OR & MS Vol. 2 [D. Heyman and M. Sobel, eds.]. Elsevier Science Publishers (1990). Also translated into Japanese.

" A GSMP Formalism for Discrete-Event Systems ". Proceedings of the IEEE Vol. 77, 14-23 ( 1989 )

" Smoothed Limit Theorems for Equilibrium Processes " [with D.L. Iglehart]. Probability, Statistics, and Mathematics:Papers in Honor of Samuel Karlin [T.W. Anderson, K.B. Athreya, and D.L. Iglehart, eds.]. Academic Press, Boston, 89-102 ( 1989 )

" Computing Poisson Probabilities" ( with B. L. Fox ). Communications of the ACM , vol. 31, p. 440-445 (1988 ).

" Conditions under which a Markov Chain Converges in Finite Time " [with D.L. Iglehart]. Probability in the Engineering and Informational Sciences Vol. 2 , 377-382 ( 1988 )

" Upper Bounds for Poisson Tail Probabilities ". Operations Research Letters Vol. 6, 9-14 ( 1987 )

" Sensitivity Analysis for Stationary Probabilities of a Markov Chain ". Proceedings of the 4th Army Conference on Applied Mathematics and Computing, 917-932 ( 1986 )

" Regenerative Processes and the f-Mixing Property ". TIMS Simulation Newsletter (1985)

" On the Range of a Regenerative Sequence " Stochastic Processes and Their Applications, Vol. 20 , 105-113 ( 1985 )