D. Iglehart

发表

Importance sampling for stochastic simulations

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1989 .

Discrete time methods for simulating continuous time Markov chains

D. Iglehart, A. Hordijk, R. Schassberger, 1976, Advances in Applied Probability.

Multiple channel queues in heavy traffic. I

D. Iglehart, W. Whitt, 1970, Advances in Applied Probability.

A joint central limit theorem for the sample mean and regenerative variance estimator

P. Glynn, D. Iglehart, 1987 .

Simulating stable stochastic systems, V: Comparison of ratio estimators

D. Iglehart, 1975 .

Regenerative Simulation of Response Times in Networks of Queues

Donald L. Iglehart, Gerald S. Shedler, D. Iglehart, 1980, J. ACM.

Optimality of (s, S) Policies in the Infinite Horizon Dynamic Inventory Problem

D. Iglehart, 1963 .

Multiple channel queues in heavy traffic

D. Iglehart, 1971, Advances in Applied Probability.

The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums

D. Iglehart, W. Whitt, 1971 .

Functional limit theorems for the queue GI/G/1 in light traffic

D. Iglehart, 1971, Advances in Applied Probability.

Extreme Values in the GI/G/1 Queue

D. Iglehart, 1972 .

Notes: Conditions for the Applicability of the Regenerative Method

P. Glynn, D. Iglehart, 1993 .

Simulation methods for queues: An overview

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1988, Queueing Syst. Theory Appl..

Comparing stochastic systems using regenerative simulation with common random numbers

D. Iglehart, P. Heidelberger, 1979, Advances in Applied Probability.

The Dynamic Inventory Problem with Unknown Demand Distribution

D. Iglehart, 1964 .

Multiple channel queues in heavy traffic. II: sequences, networks, and batches

D. Iglehart, W. Whitt, 1970, Advances in Applied Probability.

Inventory Systems with Imperfect Asset Information

D. Iglehart, R. C. Morey, 1972 .

A new initial bias deletion rule

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1987, WSC '87.

Empirical performance of bias-reducing estimators for regenerative steady-state simulations

Donald L. Iglehart, Peter W. Glynn, Minghua Hsieh, 2004, TOMC.

Simulating Stable Stochastic Systems, II: Markov Chains

Michael A. Crane, Donald L. Iglehart, M. A. Crane, 1974, JACM.

Simulating Stable Stochastic Systems, VI: Quantile Estimation

Donald L. Iglehart, D. Iglehart, 1976, JACM.

Regenerative Simulation with Internal Controls

Donald L. Iglehart, Peter A. W. Lewis, D. Iglehart, 1979, JACM.

Limiting diffusion approximations for the many server queue and the repairman problem

D. Iglehart, 1965 .

Simulating Stable Stochastic Systems, I: General Multiserver Queues

Michael A. Crane, Donald L. Iglehart, M. A. Crane, 1974, JACM.

A new approach to simulating stable stochastic systems

Michael A. Crane, Donald L. Iglehart, M. A. Crane, 1972, WSC '73.

Confidence Intervals for the Ratio of Two Means with Application to Simulations.

M. A. Crane, D. Iglehart, 1972 .

Optimal policies for a multi‐echelon inventory system with demand forecasts

Donald L. Iglehart, Richard C. Morey, D. Iglehart, 1971 .

Simulation of Response Times in Finite-Capacity Open Networks of Queues

Donald L. Iglehart, Gerald S. Shedler, D. Iglehart, 1978, Oper. Res..

Simulation output analysis for local area computer networks

Donald L. Iglehart, Gerald S. Shedler, D. Iglehart, 1984, Acta Informatica.

Simulation of Non-Markovian Systems

D. Iglehart, G. Shedler, 1983, IBM J. Res. Dev..

Statistical efficiency of regenerative simulation methods for networks of queues

D. Iglehart, G. Shedler, 1983, Advances in Applied Probability.

OPTIMAL POLICY FOR DYNAMIC INVENTORY PROCESS WITH NON-STATIONARY STOCHASTIC DEMANDS

S. Karlin, D. Iglehart, 1960 .

Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations

Michael A. Crane, Donald L. Iglehart, M. A. Crane, 1975, Oper. Res..

Weak convergence of the average of flag processes

D. Iglehart, D. P. Kennedy, 1970, Journal of Applied Probability.

The optimal linear combination of control variates in the presence of asymptotically negligible bias

P. Glynn, D. Iglehart, 1989 .

Weak convergence in queueing theory

D. Iglehart, 1973, Advances in Applied Probability.

Weak convergence of compound stochastic process, I

D. Iglehart, 1973 .

Simulating Stable Stochastic Systems, IV: Approximation Techniques

Michael A. Crane, Donald L. Iglehart, M. A. Crane, 1975 .

Large-sample theory for standardized time series: an overview

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1985, WSC '85.

The Theory of Standardized Time Series.

P. Glynn, D. Iglehart, 1985 .

Regenerative Simulation for Estimating Extreme Values

Donald L. Iglehart, Mark L. Stone, D. Iglehart, 1983, Oper. Res..

Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time

P. Glynn, D. Iglehart, 1988, Probability in the Engineering and Informational Sciences.

Simulation output analysis for general state space Markov chains

P. Glynn, D. Iglehart, 1982 .

Simulation Output Analysis Using Standardized Time Series

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1990, Math. Oper. Res..

Consequences of Uniform Integrability for Simulation.

P. Glynn, D. Iglehart, 1986 .

A new class of strongly consistent variance estimators for steady-state simulations

P. Glynn, D. Iglehart, 1988 .

Optimization of a Trading System using Global Search Techniques and Local Optimization

D. Iglehart, Siegfried Voessner, 1999 .

Weak convergence in applied probability

D. Iglehart, 1974 .

Weak Convergence to Brownian Meander and Brownian Excursion

Donald L. Iglehart, Douglas R. Miller, Rick Durrett, 1977 .

SIMULATION OUTPUT ANALYSIS USING STANDARDIZED TIME SERIES*t

P. Glynn, D. Iglehart, 1990 .

Limiting diffusion approximations for the many server queue and the repairman problem

D. Iglehart, 1965, Journal of Applied Probability.

Random walks with negative drift conditioned to stay positive

D. Iglehart, 1974, Journal of Applied Probability.

Confidence Intervals Using the Regenerative Method for Simulation Output Analysis.

P. Glynn, D. Iglehart, 1984 .

Regenerative Simulation for Extreme Values.

D. Iglehart, 1977 .

5.0 Examples and simulation results

Donald L. Iglehart, Gerald S. Shedler, D. Iglehart, 1980 .

Simulating Stable Stochastic Systems. VII. Selecting Best System.

Donald L. Iglehart, D. Iglehart, 1975 .

2.0 Simulation of regenerative processes

Donald L. Iglehart, Gerald S. Shedler, D. Iglehart, 1980 .

Functionals of Brownian meander and Brownian excursion

Donald L. Iglehart, Rick Durrett, D. Iglehart, 1977 .

Conditioned limit theorems for random walks

D. Iglehart, 1975, Advances in Applied Probability.

Functional Central Limit Theorems for Random Walks Conditioned to Stay Positive

D. Iglehart, 1974 .

Diffusion approximations for complex repair systems

D. Iglehart, A. Lalchandani, 1991 .

Variance Reduction for Regenerative Simulations, I: Internal Control and Stratified Sampling for Queues

Donald L. Iglehart, A. W. Lewis, D. Iglehart, 1976 .

Capital Accumulation and Production for the Firm: Optimal Dynamic Policies

Donald L. Iglehart, D. Iglehart, 1965 .

Limit Theorems for Queues with Traffic Intensity One

Donald L. Iglehart, D. Iglehart, 1965 .

Limit Theorems for the Multi-urn Ehrenfest Model

D. Iglehart, 1968 .

Weak convergence in applied probability

Donald L. Iglehart, D. Iglehart, 1973, Advances in Applied Probability.

Approximations for the repairman problem with two repair facilities, I: No spares

Donald L. Iglehart, Austin J. Lemoine, D. Iglehart, 1973, Advances in Applied Probability.

Probability, Statistics, and Mathematics: Papers in Honor of Samuel Karlin

Donald L. Iglehart, Samuel Karlin, T. W. Anderson, 1989 .

Diffusion approximations in collective risk theory

D. Iglehart, L. D. Iglehart, 1969, Journal of Applied Probability.

QUEUE GI/G/1 IN LIGHT TRAFFIC

Donald L. Iglehart, D. Iglehart, 1971 .