Asmussen, Søren; Glynn, Peter W. Refined behaviour of a conditioned random walk in the large deviations regime. (English) Zbl 07788888 Bernoulli 30, No. 1, 371-387 (2024). MSC: 60F10 60F17 60G50 60J65 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{P. W. Glynn}, Bernoulli 30, No. 1, 371--387 (2024; Zbl 07788888) Full Text: DOI
Asmussen, Søren; Glynn, Peter W. On preemptive-repeat LIFO queues. (English) Zbl 1388.90035 Queueing Syst. 87, No. 1-2, 1-22 (2017). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{P. W. Glynn}, Queueing Syst. 87, No. 1--2, 1--22 (2017; Zbl 1388.90035) Full Text: DOI Link
Andersen, Lars Nørvang; Asmussen, Søren; Glynn, Peter W.; Pihlsgård, Mats Lévy processes with two-sided reflection. (English) Zbl 1338.60126 Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 67-182 (2015). MSC: 60G51 60F17 60F05 60F10 60G44 60J55 60K25 60K30 34K50 PDFBibTeX XMLCite \textit{L. N. Andersen} et al., Lect. Notes Math. 2149, 67--182 (2015; Zbl 1338.60126) Full Text: DOI
Andersen, Lars Nørvang; Asmussen, Søren; Aurzada, Frank; Glynn, Peter W.; Maejima, Makoto; Pihlsgård, Mats; Simon, Thomas Lévy matters V. Functionals of Lévy processes. (English) Zbl 1337.60007 Lecture Notes in Mathematics 2149. Lévy Matters. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). xvi, 224 p. (2015). MSC: 60-06 60G51 60G18 60E07 60K20 60K35 00B15 PDFBibTeX XMLCite \textit{L. N. Andersen} et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (2015; Zbl 1337.60007) Full Text: DOI
Asmussen, Søren; Glynn, Peter W. A new proof of convergence of MCMC via the ergodic theorem. (English) Zbl 1232.65015 Stat. Probab. Lett. 81, No. 10, 1482-1485 (2011). Reviewer: J. Kaupužs (Riga) MSC: 65C40 60J22 65C05 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{P. W. Glynn}, Stat. Probab. Lett. 81, No. 10, 1482--1485 (2011; Zbl 1232.65015) Full Text: DOI HAL
Asmussen, Søren; Glynn, Peter W. Stochastic simulation: Algorithms and analysis. (English) Zbl 1126.65001 Stochastic Modelling and Applied Probability 57. New York, NY: Springer (ISBN 978-0-387-30679-7/hbk). xiv, 476 p. (2007). Reviewer: Henri Schurz (Carbondale) MSC: 65Cxx 68U20 60H35 65-02 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{P. W. Glynn}, Stochastic simulation: Algorithms and analysis. New York, NY: Springer (2007; Zbl 1126.65001)
Asmussen, Søren; Glynn, Peter; Pitman, Jim Discretization error in simulation of one-dimensional reflecting Brownian motion. (English) Zbl 0853.65147 Ann. Appl. Probab. 5, No. 4, 875-896 (1995). Reviewer: R.Theodorescu (Quebec) MSC: 65C99 60H10 60J65 PDFBibTeX XMLCite \textit{S. Asmussen} et al., Ann. Appl. Probab. 5, No. 4, 875--896 (1995; Zbl 0853.65147) Full Text: DOI
Asmussen, Søren; Glynn, Peter W.; Thorisson, Hermann Stationarity detection in the initial transient problem. (English) Zbl 0842.68106 ACM Trans. Model. Comput. Simul. 2, No. 2, 130-157 (1992). MSC: 68U20 60J99 PDFBibTeX XMLCite \textit{S. Asmussen} et al., ACM Trans. Model. Comput. Simul. 2, No. 2, 130--157 (1992; Zbl 0842.68106) Full Text: DOI Link