We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the f...
Full revelation of private values is impractical in many large-scale markets, where posted price mechanisms are a simpler alternative. In this work, we compare the asymptotic beha...
The C source code associated with the Simulation 101 preconference workshop (offered at the 2006 and 2007 Winter Simulation Conferences) is presented here. This paper begins with ...
We propose a new method for calculating a tight approximation to the distribution of the sum of independent lognormal random variables. We make use of a three
We obtain recombination rate distribution functions for all human chromosomes using an optimal quantization method. This non-parametric method allows us to control over-/under-fi...
We define the computability of probability distributions on the real line as well as that of distribution functions. Mutual relationships between the computability notion of a pro...