EEMCS

Debicki, K. and Dieker, A.B. and Rolski, T. (2007) Quasi-Product Forms for Lévy-Driven Fluid Networks. Mathematics of operations research, 32 (3). pp. 629-647. ISSN 0364-765X *** ISI Impact 1,145 ***

Dieker, A.B. (2006) Applications of factorization embeddings for Lévy processes. Advances in Applied Probability, 38 (3). pp. 768-791. ISSN 0001-8678 *** ISI Impact 0,720 ***

Dieker, A.B. (2006) Extremes and fluid queues. PhD thesis, Universiteit van Amsterdam. ISBN 90-5776-151-3

Dieker, A.B. and Lelarge, M. (2006) Tails for (max,plus) recursions under subexponentiality. Queueing Systems, 53 (4). pp. 213-230. ISSN 0257-0130 *** ISI Impact 0,802 ***

Dieker, A.B. and Mandjes, M.R.H. (2006) Fast simulation of overflow probabilities in a queue with Gaussian input. ACM Transactions on Modeling and Computer Simulation, 16 (2). pp. 119-151. ISSN 1049-3301 *** ISI Impact 0,543 ***

Dieker, A.B. and Mandjes, M.R.H. (2006) Efficient simulation of random walks exceeding a nonlinear boundary. Stochastic Models, 22 (3). pp. 459-481. ISSN 1532-6349 *** ISI Impact 0,449 ***

Dieker, A.B. (2005) Conditional limit theorems for queues with Gaussian input, a weak convergence approach. Stochastic processes and their applications, 115 (5). pp. 849-873. ISSN 0304-4149 *** ISI Impact 0,951 ***

Dieker, A.B. (2005) Extremes of Gaussian processes over an infinite horizon. Stochastic processes and their applications, 115 (2). pp. 207-248. ISSN 0304-4149 *** ISI Impact 0,951 ***

Dieker, A.B. (2005) Reduced-load equivalence for queues with Gaussian input. Queueing systems, 49 (3-4). pp. 405-414. ISSN 0257-0130 *** ISI Impact 0,802 ***

Dieker, A.B. and Mandjes, M.R.H. (2005) On asymptotically efficient simulation of large deviation probabilities. Advances in applied probability, 37 (2). pp. 539-552. ISSN 0001-8678 *** ISI Impact 0,720 ***

Dieker, A.B. and Mandjes, M.R.H. (2003) On spectral simulation of fractional Brownian motion. Probability in the engineering and informational sciences, 17 (3). pp. 417-434. ISSN 0269-9648 *** ISI Impact 0,971 ***