Peter W. Glynn  Publications
2015
 Unbiased Monte Carlo for Optimization and Functions of Expectations via Multilevel Randomization
J. Blanchet and P. W. Glynn
 Unbiased Monte Carlo Computation of Smooth Functions of Expectations via Taylor Expansions
J. Blanchet, N. Chen, and P. W. Glynn
 Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
P. W. Glynn and R. J. Wang
 Affine Point Processes: Approximation and Efficient Simulation
X. Zhang, J. Blanchet, K. Giesecke, and P. W. Glynn
 Unbiased Estimation with Square Root Convergence for SDE Models
C. Rhee and P. W. Glynn
 Likelihood Robust Optimization for Datadriven Problems
Z. Wang, P. W. Glynn, and Y. Ye
 An Empirical Algorithm for
Relative Value Iteration for Averagecost MDP's
A. Gupta, R. Jain, and P. W. Glynn
 Analysis of a Stochastic Approximation Algorithm for Computing Quasistationary Distributions
J. Blanchet, P. W. Glynn, and S. Zheng
 Computing Bayesian Means Using Simulation
S. Andradóttir and P. W. Glynn
 Lévy Processes with Twosided Reflection
L. N. Andersen, S. Asmussen, P. W. Glynn, and M. Pihlsgård
 On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods
R. J. Wang and P. W. Glynn
2014
 Exact Estimation for Equilibrium of Markov Chains
P. W. Glynn and C. Rhee
 Measuring the Initial Transient: Reflected Brownian Motion
R. J. Wang and P. W. Glynn
2013
 On the Dynamics of Semimartingales with Two Reflecting Barriers
M. Philsgard and P. W. Glynn
 Large Deviations for the Empirical Mean of an M/M/1 Queue
J. Blanchet, P. W. Glynn, and S. Meyn
 The CrossEntropy Method for Estimation
D. P. Kroese, R. Y. Rubinstein, and P. W. Glynn
 On the Convergence of Finite Order Approximations of Stationary Time Series
S. D. Gupta, R. R. Mazumdar, P. W. Glynn
 Simulationbased Confidence Bounds for TwoStage Stochastic Programs
P. W. Glynn and G. Infanger
 Limit Theorems for Simulationbased Optimization via Random Search
Y. L. Chia and P. W. Glynn
2012
 Empirical Analysis of a Stochastic Approximation Approach for Computing Quasistationary Distributions
J. Blanchet, P. W. Glynn, and S. Zheng
 A New Approach to Unbiased Estimation for SDEs
C. Rhee and P. W. Glynn
 On Simulation of NonMarkovian Stochastic Petri Nets with HeavyTailed Firing Times
P. W. Glynn and P. J. Haas
 Consistency of Multidimensional Convex Regression
E. Lim and P. W. Glynn
 Fractional Brownian Motion with H < 1/2 As a Limit of Scheduled Traffic
V. F. Araman and P. W. Glynn
 On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
J. Blanchet, P. W. Glynn, and K. Leder
2011
 ZeroVariance Importance Sampling Estimators for Markov Process Expectations
H. Awad, P. W. Glynn, and R. Y. Rubinstein
 A New Proof of Convergence of MCMC via the Ergodic Theorem
S. Asmussen and P. W. Glynn
 On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case
M. OlveraCravioto, J. H. Blanchet, and P. W. Glynn
 Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times
M. OlveraCravioto and P. W. Glynn
 On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss
X. Zhang and P. W. Glynn
 On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes
P. W. Glynn
2010
 Widesense Regeneration for Harris Recurrent Markov Processes: An Open Problem
P. W. Glynn
 A Comparison of CrossEntropy and Variance Minimization Strategies
J. C. C. Chan, P. W. Glynn and D. P. Kroese
 A Regenerative Bootstrap Approach to Estimating the Initial Transient
P. W. Glynn and X. Zhang
 Simulationbased Computation of the Workload Correlation Function in a Lévydriven Queue
P. W. Glynn and M. Mandjes
 A Complementarity Framework for Forward Contracting Under Uncertainty
V. Shanbhag, G. Infanger, and P. W. Glynn
 Asymptotic Robustness of Estimators in RareEvent Simulation
P. L'Ecuyer, J. H. Blanchet, B. Tuffin, and P. W. Glynn
 How to Generate Uniform Samples on Discrete Sets Using the Splitting Method
P. W. Glynn, A. Dolgin, R. Y. Rubinstein, and R. Vaisman
2009
 New Estimators for Parallel SteadyState Simulations
M. Hsieh and P. W. Glynn
 How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
R. Y. Rubinstein and P. W. Glynn
 Conditional Limit Theorems for Regulated Fractional Brownian Motion
H. Awad and P. W. Glynn
 On Convergence to Stationarity of Fractional Brownian Storage
M. Mandjes, I. Norros, and P. W. Glynn
 Rare Event Simulation for a Generalized Hawkes Process
X. Zhang, J. H. Blanchet, K. Giesecke, and P. W. Glynn
 Asymptotic Validity of Batch Means SteadyState Confidence Intervals
P. W. Glynn and E. Lim
 Robustness Properties and Confidence Interval Reliability
P. W. Glynn, G. Rubino, and B. Tuffin
 Strongly Efficent Algorithms for Lighttailed Random Walks: An Old Folk Song Sung to a Faster New Tune
J. H. Blanchet, K. Leder, and P. W. Glynn
2008
 Performance Evaluation Methodologies and Tools: Selected papers from ValueTools 2007
P. W. Glynn and B. Tuffin eds.
 Efficient Rareevent Simulation for the Maximum of Heavytailed Random Walks
J. Blanchet and P. W. Glynn
 A Large Deviations View of Asymptotic Efficiency for Simulation Estimators
P. W. Glynn and S. Juneja
 Bounding Stationary Expectations of Markov Processes
P. W. Glynn and A. Zeevi
2007
 Uniform Renewal Theory with Applications to Expansions of Random Geometric Sums
J. Blanchet and P. W. Glynn
 Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavytailed G/G/1 Queue
J. Blanchet, P. W. Glynn, and J. Liu
 On the Theoretical Comparison of LowBias SteadyState Estimators
H. Awad and P. W. Glynn
 A Natural History Model of Stage Progression Applied to Breast Cancer
S. Plevritis, P. Salzman, B. Sigal, and P. W. Glynn
 Efficient SubOptimal RareEvent Simulation
X. Zhang, P. W. Glynn, and J. Blanchet
 Stochastic Simulation: Algorithms and Analysis
S. Asmussen and P. W. Glynn
 Perwez Shahabuddin, 19622005: A Professional Appreciation
S. Andradóttir, P. Glasserman, P. W. Glynn, P. Heidelberger, and S. Juneja
2006
 The SemiRegenerative Method of Simulation Output Analysis
J. M. Calvin, P. W. Glynn, and M. Nakayama
 Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices
T. Holliday, A. Goldsmith, and P. W. Glynn
 Complete Corrected Diffusion Approximations for the Maximum of a Random Walk
J. Blanchet and P. W. Glynn
 Tail Asymptotics for the Maximum of Perturbed Random Walk
V. Araman and P. W. Glynn
 Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors
P. Ruusmevichientong , J. A. Salisbury, L. T. Truss, B. Van Roy and P. W. Glynn
 A Nonparametric Approach to Multiproduct Pricing
P. Ruusmevichientong, B. Van Roy and P. W. Glynn
 Laws of Large Numbers and Functional Central Limit Theorems for Generalized SemiMarkov Processes
P. W. Glynn and P. Haas
 Simulationbased Response Surface Estimation in the Presence of Monotonicity
E. Lim and P. W. Glynn
 On an Initial Transient Deletion Rule with Rigorous Theoretical Support
H. Awad and P. W. Glynn
 A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000
S. Plevritis, B. Sigal, P. Salzman, J. Rosenberg, and P. W. Glynn
 Simulation Algorithms for Regenerative Processes
P. W. Glynn
2005
 Diffusion Approximations for the Maximum of a Perturbed Random Walk
V. Araman and P. W. Glynn
 A Diffusion Approximation with a GIGI1 Queue with Balking or Reneging
A. Ward and P. W. Glynn
 Interaction Value Analysis: When Structured Communication Benefits Organizations
W. Nasrallah, R.Levitt, and P. W. Glynn
 The Initial Transient Problem for SteadyState Output Analysis
P. W. Glynn
 Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems
T. Holliday, P. W. Glynn, and A. Goldsmith
2004
 Empirical Performance of Biasreducing Estimators for Regenerative SteadyState Simulations
M. Hsieh, D. Iglehart, and P. W. Glynn
 Simulationbased Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration
Y. Chia, P. Salzman, S. Plevritis, and P. W. Glynn
 Estimation of Continuoustime Markov Processes Sampled at Random Time Intervals
D. Duffie and P. W. Glynn
 The Mean NumberinSystem Vector Range for a MultiClass Queueing Network
B. C. Eaves, P. W. Glynn, and U.G. Rothblum
 Limit Theory for TabooRegenerative Processes
P. W. Glynn and H. Thorisson
 Estimating Tail Decay for Stationary Sequences via Extreme Values
A. Zeevi and P. W. Glynn
 Recurrence Properties of Autoregressive Processes with SuperHeavyTailed Innovations
A. Zeevi and P. W. Glynn
 Dynamic Modeling of the Tradeoff Between Productivity and Safety in Critical Engineering Systems
M.M. Cowing, M.E. PateCornell, and P. W. Glynn
 Managing Power Consumption in Networks on Chips
T. Simunic, S. Boyd, and P. W. Glynn
 On Functional Central Limit Theorems for SemiMarkov and Related Processes
P. W. Glynn and P. Hass
 A Large Deviations Perspective on Ordinal Optimization
P. W. Glynn and S. Juneja
 Distributed Power Control for TimeVarying Wireless Networks
T. Holliday, A. Goldsmith, N. Bambos, and P. W. Glynn
2003
 Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
S.H. Lee and P. W. Glynn
 Nonexistence of a Class of Variate Generation Schemes
S.G. Henderson and P. W. Glynn
 A Diffusion Approximation for a Markovian Queue with Reneging
A. Ward and P. W. Glynn
 Properties of the Reflected OrnsteinUhlenbeck Process
A. Ward and P. W. Glynn
 Distributed Power Control for TimeVarying Wireless Networks: Optimality and Convergence
T. Holliday, N. Bambos, P. W. Glynn, and A. Goldsmith
 Optimal Power Control for CDMA Systems in the Wideband Limit
T. Holliday, A. Goldsmith, and P. W. Glynn
 Capacity of Finite State Markov Channels with General Inputs
T. Holliday, A. Goldsmith, and P. W. Glynn
2002
 KernelBased Reinforcement Learning in AverageCost Problems
D. Ormoneit and P. W. Glynn
 On the Validity of LongRun Estimation Methods for DiscreteEvent Systems
P. J. Haas and P. W. Glynn
 Structural Characterization of TabooStationarity for General Processes in Twosided Time
P. W. Glynn and H. Thorisson
 Optimal Control of Parallel Queues with Batch Service
C. Xia, G. Michailidis, N. Bambos, and P. W. Glynn
 Hoeffding's Inequality for Uniformly Recurrent Markov Chains
P. W. Glynn and D. Ormoneit
 Approximating Martingales for Variance Reduction in Markov Process Simulation
S.G. Henderson and P. W. Glynn
 Necessary Conditions in Limit Theorems for Cumulative Processes
P. W. Glynn and W. Whitt
 Managing Capacity and Inventory Jointly in Manufacturing Systems
J. Bradley and P. W. Glynn
 Confidence Regions for Stochastic Approximation Algorithms
M.H. Hsieh and P. W. Glynn
 RareEvent Simulation for Infinite Server Queues
R. Szechtman and P. W. Glynn
 Entropy and Mutual Information for Markov Channels with General Inputs
T. Holliday, A. Goldsmith, and P. W. Glynn
 Optimal Link Adaptation in Wideband CDMA Systems
T. Holliday, A. Goldsmith, and P. W. Glynn
 Wireless Link Adaptation Policies: QoS for Deadline Constrained Traffic with Imperfect Channel Estimates
T. Holliday, A. Goldsmith, and P. W. Glynn
 Some New Perspectives on the Method of Control Variates
P. W. Glynn and R. Szechtman
2001
 Regenerative SteadyState Simulation of DiscreteEvent Systems
S.G. Henderson and P. W. Glynn
 Multivariate Standardized Time Series for SteadyState Simulation Output Analysis
D. Muñoz and P. W. Glynn
 Twosided Taboo Limits for Markov Processes and Associated Perfect Simulation
P. W. Glynn and H. Thorisson
 EventDriven Power Management
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
 Computing Densities for Markov Chains via Simulation
S.G. Henderson and P. W. Glynn
 A Markov Chain Perspective on Adaptive Monte Carlo Algorithms
P. Desai and P. W. Glynn
 Constrained Monte Carlo and the Method of Control Variates
R. Szechtman and P. W. Glynn
 Importance Sampling Using the SemiRegenerative Method
J. M. Calvin, P. W. Glynn, and M.K. Nakayama
 Dynamic Voltage Scaling for Portable Systems
T. Simunic, L. Benini, A. Acquaviva, P. W. Glynn, and G. DeMicheli
2000
 On the Behavior of a Long Cascade of Linear Reservoirs
J. E. Glynn and P. W. Glynn
 On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem
C. H. Xia, J. G. Shanthikumar, and P. W. Glynn
 Simulating the Maximum of a Random Walk
K. B. Ensor and P. W. Glynn
 On the Maximum Workload of a Queue Fed by Fractional Brownian Motion
A. Zeevi and P. W. Glynn
 Dynamic Power Management of Laptop Hard Disks
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
 Energy Efficient Design of Portable Wireless Systems
T. Simunic, H. Vikalo, P. W. Glynn, and G. DeMicheli
 Dynamic Power Management of Portable Systems
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
 Estimating Tail Probabilities in Queues via Extremal Statistics
P. W. Glynn and A. Zeevi
1999
 Transient Simulation via EmpiricallyBased Coupling
E.W. Wong, P. W. Glynn, and D. L. Iglehart
 Derandomizing Variance Estimators
S. G. Henderson and P. W. Glynn
 Can the Regenerative Method be Applied to DiscreteEvent Simulations?
S. G. Henderson and P. W. Glynn
 On the SmallSample Optimality of MultipleRegeneration Estimators
J. Calvin, P. W. Glynn, and M. Nakayama
 Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
S.H. Lee and P. W. Glynn
 Winning the Hand of the Princess Saralinda
P. W. Glynn and W. Whitt
1998
 Limit Theory for Performance Modeling of Future Event Set Algorithms
H. Damerdji and P. W. Glynn
 Internet Service Performance Failure Detection
A.Ward, P. W. Glynn, and K.Richardson
 Diversity and Popularity in Organizations and Communities
W. Nasrallah, P. W. Glynn, and R. Levitt
 Independent Sampling of a Stochastic Process
P. W. Glynn and K. Sigman
 Estimation of Stationary Densities for Markov Chains
P. W. Glynn and S. G. Henderson
 Internet Service Performance Failure Detection
A. Ward, P. W. Glynn and K. Richardson
 DTMW: A New Congestion Control Scheme for LongRange Dependent Traffic
C. Huang, I. Lambadaris, M. Devetsikiotis, P. W. Glynn, and A.R. Kaye
 Strong Approximations in Queueing Theory
P. W. Glynn
 A Family of Regenerative Moment Identities
J. M. Calvin and P. W. Glynn
1997
 A Batch Means Methodology for Estimation of a Nonlinear Function of a SteadyState Mean
D. F. Muñoz and P. W. Glynn
 Average Case Behavior of Random Search for the Maximum
J. M. Calvin and P. W. Glynn
 Computational Efficiency Evaluation in Output Analysis
H. Damerdji, S.G. Henderson, and P. W. Glynn
 Stochastic Optimization via Grid Search
K. B. Ensor and P. W. Glynn
 Parametric Estimation of Tail Probabilities for the SingleServer Queue
P. W. Glynn and M. Torres
 The Covariance Function of a Regenerative Process
P. W. Glynn
 Tightness for Nonirreducible Markov Chains
P. W. Glynn and S. Meyn
1996
 Complexity of NonAdaptive Optimization Algorithms for a Class of Diffusions
J.M. Calvin and P. W. Glynn
 A Diffusion Approximation for a Network of Reservoirs with Power Law Release Rule
J. E. Glynn and P. W. Glynn
 A Liapunov Bound for Solutions of Poisson's Equation
P. W. Glynn and S. Meyn
 Efficient Simulation via Coupling
P. W. Glynn and E. W. Wong
 Numerical Computation of Large Deviations Exponents via Simulation
P. W. Glynn
 Selecting the Best System in Transient Simulations with Variances Known
H. Damerdji, P. W. Glynn, M. K. Nakayama, and J. R. Wilson
 GridBased Simulation and the Method of Conditional Least Squares
K. B. Ensor and P. W. Glynn
 Importance Sampling for Monte Carlo Estimation of Quantiles
P. W. Glynn
 Nonparametric Estimation of Tail Probabilities for the SingleServer Queue
P. W. Glynn and M. Torres
 Derandomizing and Rerandomizing Variance Estimators
S. G. Henderson and P. W. Glynn
1995
 HeavyTraffic ExtremeValue Limits for Queues
P. W. Glynn and W.Whitt
 Likelihood Ratio Gradient Estimation for Stochastic Recursions
P. W. Glynn and P. L'Ecuyer
 Discretization Error in Simulation of Onedimensional Reflecting Brownian Motion
S. Asmussen, P. W. Glynn, and J. Pitman
 Efficient Monte Carlo Simulation of Security Prices
D. Duffie and P. W. Glynn
 Accelerated Regeneration for Markov Chain Simulations
S. Andradóttir, J. M. Calvin, and P. W. Glynn
 Trading Securities Using Trailing Stops
P. W. Glynn and D. L. Iglehart
 A Martingale Approach to Regenerative Simulation
P. W. Glynn and D. L. Iglehart
 On the Value of Function Evaluation Location Information in Monte Carlo Simulation
T. J. DiCiccio and P. W. Glynn
 A Set of Extensions to the SIMAN/ARENA Simulation Environment
M. J. Torres and P. W. Glynn
 Some New Results on the Initial Transient Problem
P. W. Glynn
 Performance Analysis of Future Event Sets
H. Damerdji and P. W. Glynn
 Two Approaches to the Initial Transient Problem
P. W. Glynn
 Large Deviations for the Infinite Server Queue in Heavy Traffic
P. W. Glynn
1994
 Large Deviations Behavior of Counting Processes and Their Inverses
P. W. Glynn and W. Whitt
 Some Topics in Regenerative SteadyState Simulation
P. W. Glynn
 Poisson's Equation for the Recurrent M/G/1 Queue
P. W. Glynn
 On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions
P. W. Glynn and P. L'Ecuyer
 Efficiency Improvement Techniques
P. W. Glynn
 Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in SteadyState
P. L'Ecuyer and P. W. Glynn
 Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in SteadyState
P. L'Ecuyer, N. Giroux, and P. W. Glynn
 Logarithmic Asymptotics for SteadyState Tail Probabilities in a SingleServer Queue
P. W. Glynn and W. Whitt
 Importance Sampling for Markov Chains: Asymptotics for the Variance
P. W. Glynn
 Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
M. Nakayama, A. Goyal, and P. W. Glynn
 Increasing the Frequency of Regeneration for Markov Processes
S. Andradóttir, J. Calvin, and P. W. Glynn
1993
 Limit Theorems for Cumulative Processes
P. W. Glynn and W. Whitt
 Conditions for the Applicability of the Regenerative Method
P. W. Glynn and D. L. Iglehart
 Estimating Customer and Time Averages
P. W. Glynn, B. Melamed and W. Whitt
 Efficient Estimation of the Mean Time Between Failures in Nonregenerative Dependability Models
P. W. Glynn, P. Heidelberger, V. Nicola, and P. Shahabuddin
 Fast Simulation of SteadyState Availability in NonMarkovian Highly Dependable Systems
V. Nicola, P. Shahabuddin, P. Heidelberger, and P. W. Glynn
1992
 Jackknifing Under a Budget Constraint
P. W. Glynn and P. Heidelberger
 Stationarity Detection in the Initial Transient Problem
S. Asmussen, P. W. Glynn, and H. Thorisson
 Pathwise Convexity and its Relation to Convergence of TimeAverage Derivatives
P. W. Glynn
 Experiments with Initial Transient Deletion for Parallel, Replicated SteadyState Simulations
P. W. Glynn and P. Heidelberger
 The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations
P. W. Glynn and W. Whitt
 The Asymptotic Efficiency of Simulation Estimators
P. W. Glynn and W. Whitt
 Analysis if Initial Transient Deletion for Parallel SteadyState Simulations
P. W. Glynn and P. Heidelberger
 Uniform Cesaro Limit Theorems for Synchronous Processes with Applications to Queues
P. W. Glynn and K. Sigman
 A Unified Framework for Simulating Markovian Models of Highly Dependable Systems
A. Goyal, P. Shahabuddin, P. Heidelberger, V. F. Nicola, and P. W. Glynn
 Experimental Results for Gradient Estimation and Optimization of a Markov Chain in SteadyState
P. L'Ecuyer, N. Giroux, and P. W. Glynn
 Gradient Estimation for Regenerative Processes
P. Glasserman and P. W. Glynn
 A GSMP Formalism for Discrete Event Systems
P. W. Glynn
1991
 Departures from Many Queues in Series
P. W. Glynn and W. Whitt
 Analysis of Parallel Replicated Simulations Under a Completion Time Constraint
P. W. Glynn and P. Heidelberger
 Estimating the Asymptotic Variance with Batch Means
P. W. Glynn and W. Whitt
 Analysis of Initial Transient Deletion for Replicated SteadyState Simulations
P. W. Glynn and P. Heidelberger
 A New View of the HeavyTraffic Limit Theorem for InfiniteServer Queues
P. W. Glynn and W. Whitt
 Queues with Negative Arrivals
E. Gelenbe, P. W. Glynn, and K. Sigman
 Gradient Estimation for Ratios
P. W. Glynn, P. L'Ecuyer and M. Ades
1990
 Likelihood Ratio Gradient Estimation for Stochastic Systems
P. W. Glynn
 Bias Properties of Budget Constrained Monte Carlo Simulations
P. W. Glynn and P. Heidelberger
 Discretetime Conversion for Simulating FiniteHorizon Markov Processes
B. L. Fox and P. W. Glynn
 Simulation Output Analysis Using Standardized Time Series
P. W. Glynn and D. L. Iglehart
 Parallel Processors for Planning Under Uncertainty
G. B. Dantzig and P. W. Glynn
 Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty
M. Avriel, and G. B. Dantzig, and P. W. Glynn
 Diffusion Approximations
P. W. Glynn
1989
 Replication Schemes for Limiting Expectations
B. L. Fox and P. W. Glynn
 Importance Sampling for Stochastic Simulation
P. W. Glynn and D. L. Iglehart
 Simulating Discounted Costs
B. L. Fox and P. W. Glynn
 The Optimal Linear Combination of Control Variates in the Presence of Asymptotically Negligible Bias
P. W. Glynn and D. L. Iglehart
 Extensions of the Queueing Relations L = λW and H = λG
P. W. Glynn and W. Whitt
 Indirect Estimation via L = λW
P. W. Glynn and W. Whitt
 Likelihood Ratio Derivative Estimators for Stochastic Systems
P. W. Glynn
 Optimization of Stochastic Systems via Simulation
P. W. Glynn
 Smoothed Limit Theorems for Equilibrium Processes
P. W. Glynn and D. L. Iglehart
 Decomposition Techniques for MultiArea Generation and Transmission Planning Under Uncertainty
G.B. Dantzig and P. W. Glynn
 Tightness of Synchronous Processes
P. W. Glynn and K. Sigman
1988
 On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices
P. W. Glynn and A. S. Manne
 A New Class of Strongly Consistent Variance Estimators for SteadyState Simulations
P. W. Glynn and D. L. Iglehart
 Simulation Methods for Queues: An Overview
P. W. Glynn and D. L. Iglehart
 Conditions under which a Markov Chain Converges to its Steady State in Finite Time
P. W. Glynn and D. L. Iglehart
 Operations Research: The Next Decade
P. W. Glynn
 Computing Poisson Probabilities
B. L. Fox and P. W. Glynn
 An LIL Version of L = λW
P. W. Glynn and W. Whitt
 Ordinary CLT and WLLN Versions of L = λW
P. W. Glynn and W. Whitt
 Variance Reduction in Mean Time to Failure Simulations
P. Shahabuddin, V. Nicola, P. Heidelberger, A.Goyal, and P. W. Glynn
 Computational and Statistical Issues in DiscreteEvent Simulation
P. W. Glynn and D. L. Iglehart
 A NonRectangular Sampling Plan for Estimating SteadyState Means
P. W. Glynn
1987
 A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator
P. W. Glynn and D. L. Iglehart
 Limit Theorems for the Method of Replication
P. W. Glynn
 Estimating Time Averages via RandomlySpaced Observations
B. L. Fox and P. W. Glynn
 Upper Bounds for Poisson Tail Probabilities
P. W. Glynn
 Likelihood Ratio Gradient Estimation: An Overview
P. W. Glynn
 A New Initial Bias Deletion Rule
P. W. Glynn and D. L. Iglehart
 Construction of Process Differentiable Representations for Parametric Families of Distributions
P. W. Glynn
 On the Convergence of a Regenerative Process to its SteadyState
P. W. Glynn
1986
 Sufficient Conditions for Functional Limit Theorem Versions of L = λW
P. W. Glynn and W. Whitt
 Estimation of SteadyState Central Moments by the Regenerative Method of Simulation
P. W. Glynn and D. L. Iglehart
 A CentralLimitTheorem Version of L = λW
P. W. Glynn and W. Whitt
 DiscreteTime Conversion for Simulating SemiMarkov Processes
B. L. Fox and P. W. Glynn
 Monte Carlo Optimization of Stochastic Systems: Two New Approaches
P. W. Glynn and J. L. Sanders
 Sensitivity Analysis for Stationary Probabilities of a Markov Chain
P. W. Glynn
 Problems in Bayesian Analysis of Stochastic Simulation
P. W. Glynn
 Optimization of Stochastic Systems
P. W. Glynn
 Stochastic Approximation for Monte Carlo Optimization
P. W. Glynn
 Recursive Moment Formulas for the Regenerative Simulation
P. W. Glynn and D. L. Iglehart
 Consequences of Uniform Integrability for Simulation
P. W. Glynn and D. L. Iglehart
1985
 Regenerative Processes and the øMixing Property
P. W. Glynn
 Regenerative Structure of Markov Chains Simulated via Common Random Numbers
P. W. Glynn
 On the Range of a Regenerative Sequence
P. W. Glynn
 LargeSample Theory for Standardized Times Series: An Overview
P. W. Glynn and D. L. Iglehart
1984
 Some Asymptotic Formulas for Markov Chain with Applications to Simulation
P. W. Glynn
 SteadyState Confidence Interval Methodology: Regenerative Methods
P. W. Glynn and D. L. Iglehart
 Equitable Assignment Rules
P. W. Glynn and J.L. Sanders
1983
 Randomized Estimators for Time Integrals
P. W. Glynn
 On ARMA Representations for White Noise in a Markovian Environment
P. W. Glynn
 On Confidence Intervals for Cyclic Regenerative Processes
P. W. Glynn
 On the Role of Generalized SemiMarkov Processes in Simulation Output Analysis
P. W. Glynn
1982
 On the Markov Property of the GI/G/ Gaussian Limit
P. W. Glynn
 Simulation Output Analysis for General State Space Markov Chains
P. W. Glynn and D.L. Iglehart
 Coverage Error for Confidence Intervals Arising in Simulation Output Analysis
P. W. Glynn
 Regenerative Simulation of Harris Recurrent Markov Chains
P. W. Glynn
 Some New Results in Regenerative Process Theory
P. W. Glynn
 Regenerative Aspects of the SteadyState Simulation Problem for Markov Chains
P. W. Glynn
 Asymptotic Theory for Nonparametric Confidence Intervals
P. W. Glynn
 A Low Bias SteadyState Estimator for Equilibrium Processes
P. W. Glynn
