Bio


Peter W. Glynn is the Thomas Ford Professor in the Department of Management Science and Engineering (MS&E) at Stanford University, and also holds a courtesy appointment in the Department of Electrical Engineering.. He received his Ph.D in Operations Research from Stanford University in 1982. He then joined the faculty of the University of Wisconsin at Madison, where he held a joint appointment between the Industrial Engineering Department and Mathematics Research Center, and courtesy appointments in Computer Science and Mathematics. In 1987, he returned to Stanford, where he joined the Department of Operations Research. From 1999 to 2005, he served as Deputy Chair of the Department of Management Science and Engineering, and was Director of Stanford's Institute for Computational and Mathematical Engineering from 2006 until 2010. He served as Chair of MS&E from 2011 through 2015. He is a Fellow of INFORMS and a Fellow of the Institute of Mathematical Statistics, has been co-winner of Best Publication Awards from the INFORMS Simulation Society in 1993 and 2008, was a co-winner of the Best (Biannual) Publication Award from the INFORMS Applied Probability Society in 2009, and was the co-winner of the John von Neumann Theory Prize from INFORMS in 2010. In 2012, he was elected to the National Academy of Engineering. His research interests lie in simulation, computational probability, queueing theory, statistical inference for stochastic processes, and stochastic modeling.

Academic Appointments


Administrative Appointments


  • Director, Institute for Computational and Mathematical Engineering, Stanford University (2006 - 2010)
  • Chair, Department of Management Science and Engineering, Stanford University (2011 - 2015)

Honors & Awards


  • Eugene L. Grant Award for Excellence in Undergraduate Teaching, Stanford University (2008)
  • Markov Lecturer, INFORMS Applied Probability Society (2014)
  • Medallion Lecturer, Institute of Mathematical Statistics (1995)
  • Fellow, Institute for Operations Research and the Management Sciences (INFORMS) (2007)
  • Fellow, Institute of Mathematical Statistics (1998)
  • Winner, Outstanding Simulation Publication Award (for period 1991-93), INFORMS Simulation Society (1993)
  • Winner, Outstanding Simulation Publication Award (for period 2006-08), INFORMS Simulation Society (2008)
  • Winner, Best Publication Award (for period 2007-09), INFORMS Applied Probability Society (2009)
  • John von Neumann Theory Prize, INFORMS (2010)
  • Member, National Academy of Engineering (2012)

Boards, Advisory Committees, Professional Organizations


  • Editor-in-Chief, Journal of Applied Probability; Advances in Applied Probability (2016 - Present)
  • Member, Advisory Board, Intractable Likelihood Research Centre, Warwick University (2016 - Present)
  • Member, Scientific Advisory Board, NETWORKS Research Center, The Netherlands (2015 - Present)
  • Member, Census Scientific Advisory Committee (2014 - Present)
  • Trustee, Applied Probability Trust (2014 - Present)
  • Member, Engineering Systems Division Visiting Committee, MIT (2013 - Present)
  • Member, Advisory Board, Dept. of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology (2012 - Present)
  • Member, Scientific Advisory Board, Banff International Research Station (2011 - Present)
  • Member, Committee on Special Lectures, Institute of Mathematical Statistics (2011 - 2014)
  • Principal Co-Organizer, Thematic Programme in Stochastic Processes in the Communications Sciences, Isaac Newton Institute, University of Cambridge (2010 - 2010)
  • Advisory Board, Queueing Systems: Theory and Applications (2009 - Present)
  • Founding Editor-in-Chief, Stochastic Systems (2009 - 2014)
  • Associate Editor, Journal of Applied Probability, Advances in Applied Probability (2005 - 2015)
  • Associate Editor, Mathematics of Operations Research (2005 - 2009)
  • Co-Organizer, INFORMS Applied Probability Conference (2005 - 2005)
  • Chair, INFORMS Applied Probability Society (2004 - 2006)
  • Co-Organizer, 2004 Stochastic Networks Conference, Montreal, Canada (2004 - 2004)
  • Council Member, INFORMS Applied Probability Society (2002 - 2010)
  • Area Editor, Mathematics of Operations Research (2002 - 2005)
  • Co-organizer, 2002 Stochastic Networks Conference, Stanford, CA (2002 - 2002)
  • Co-Editor, Journal of Computational Finance (1997 - 2001)
  • Associate Editor, Mathematics of Operations Research (1996 - 2001)
  • Associate Editor, Annals of Applied Probability (1994 - 2003)
  • Principal Organizer, SIAM Meeting on Simulation and Monte Carlo Methods, San Francisco, CA (1993 - 1993)
  • Associate Editor, Management Science (1988 - 1997)
  • Member, Editorial Board, Stochastic Models (1987 - 1998)
  • Co-Organizer, 1987 Stochastic Networks Conference, Madison, WI (1987 - 1987)

Program Affiliations


  • Institute for Computational and Mathematical Engineering (ICME)

Professional Education


  • PhD, Stanford University, Operations Research (1982)
  • B.Sc (Hon), Carleton University, Mathematics (1978)

Current Research and Scholarly Interests


Stochastic modeling; statistics; simulation; finance

2017-18 Courses


Stanford Advisees


All Publications


  • On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Wang, R. J., Glynn, P. W. 2016; 27 (1)

    View details for DOI 10.1145/2961052

    View details for Web of Science ID 000391566100001

  • ANALYSIS OF A STOCHASTIC APPROXIMATION ALGORITHM FOR COMPUTING QUASI-STATIONARY DISTRIBUTIONS ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P., Zheng, S. 2016; 48 (3): 792-811
  • Computing Bayesian Means Using Simulation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Andradottir, S., Glynn, P. W. 2016; 26 (2)

    View details for DOI 10.1145/2735631

    View details for Web of Science ID 000370562400002

  • Affine Point Processes: Approximation and Efficient Simulation MATHEMATICS OF OPERATIONS RESEARCH Zhang, X., Blanchet, J., Giesecke, K., Glynn, P. W. 2015; 40 (4): 797-819
  • On Transience and Recurrence in Irreducible Finite-State Stochastic Systems ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Glynn, P. W., Haas, P. J. 2015; 25 (4)

    View details for DOI 10.1145/2699721

    View details for Web of Science ID 000367932100005

  • Unbiased Estimation with Square Root Convergence for SDE Models OPERATIONS RESEARCH Rhee, C., Glynn, P. W. 2015; 63 (5): 1026-1043
  • Levy Processes with Two-Sided Reflection LEVY MATTERS V: FUNCTIONALS OF LEVY PROCESSES Andersen, L. N., Asmussen, S., Glynn, P. W., Pihlsgard, M. 2015; 2149: 67-182
  • On the convergence of the spectrum of finite order approximations of stationary time series JOURNAL OF MULTIVARIATE ANALYSIS Gupta, S. D., Mazumdar, R. R., Glynn, P. 2013; 121: 1-21
  • ON THE DYNAMICS OF SEMIMARTINGALES WITH TWO REFLECTING BARRIERS JOURNAL OF APPLIED PROBABILITY Pihlsgard, M., Glynn, P. W. 2013; 50 (3): 671-685
  • Asymptotic Simulation Efficiency Based on Large Deviations ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Glynn, P. W., Juneja, S. 2013; 23 (3)
  • Limit Theorems for Simulation-Based Optimization via Random Search ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Chia, Y. L., Glynn, P. W. 2013; 23 (3)
  • Zero-Variance Importance Sampling Estimators for Markov Process Expectations MATHEMATICS OF OPERATIONS RESEARCH Awad, H. P., Glynn, P. W., Rubinstein, R. Y. 2013; 38 (2): 358-388
  • Simulation-based confidence bounds for two-stage stochastic programs MATHEMATICAL PROGRAMMING Glynn, P. W., Infanger, G. 2013; 138 (1-2): 15-42
  • Large deviations for the empirical mean of an queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Meyn, S. 2013; 73 (4): 425-446
  • The Cross-Entropy Method for Estimation Handbook of Statistics Kroese, D., P., Rubinstein, R., Y., Glynn, P., W. 2013: 1
  • On the Dynamics of Semimartingales with Two Reflecting Barriers Journal of Applied Probability Philsgard, M., Glynn, P., W. 2013; 50: 671-685
  • Large Deviations for the Empirical Mean of an M/M/1 Queue Queueing Systems: Theory and Applications Blanchet, J., Glynn, P., W., Meyn, S. 2013; 73 (4): 425-446
  • On the Convergence of Finite Order Approximations of Stationary Time Series Journal of Multivariate Analysis Gupta, S., D., Mazumdar, R., R., Glynn, P., W. 2013; 121: 1-21
  • Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions EVOLVE 2012 International Conference Blanchet, J., Glynn, P., Zheng, S. SPRINGER-VERLAG BERLIN. 2013: 19–37
  • FRACTIONAL BROWNIAN MOTION WITH H < 1/2 AS A LIMIT OF SCHEDULED TRAFFIC JOURNAL OF APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2012; 49 (3): 710-718
  • On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Blanchet, J., Glynn, P., Leder, K. 2012; 22 (3)
  • Consistency of Multidimensional Convex Regression OPERATIONS RESEARCH Lim, E., Glynn, P. W. 2012; 60 (1): 196-208
  • A NEW APPROACH TO UNBIASED ESTIMATION FOR SDE'S Winter Simulation Conference (WSC) Rhee, C., Glynn, P. W. IEEE. 2012
  • On Simulation of Non-Markovian Stochastic Petri Nets with Heavy-Tailed Firing Times Glynn, P., W., Haas, P., J. 2012
  • Consistency of Multi-dimensional Convex Regression Operations Research Lim, E., Glynn, P., W. 2012; 60: 196-208
  • On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling ACM Transactions on Modeling and Computer Simulation, Article No. 13 Blanchet, J., Glynn, P., W., Leder, K. 2012; 22 (13)
  • A New Approach to Unbiased Estimation for SDEs Rhee, C., Glynn, P., W. 2012
  • ON SIMULATION OF NON-MARKOVIAN STOCHASTIC PETRI NETS WITH HEAVY-TAILED FIRING TIMES Winter Simulation Conference (WSC) Glynn, P. W., Haas, P. J. IEEE. 2012
  • A new proof of convergence of MCMC via the ergodic theorem STATISTICS & PROBABILITY LETTERS Asmussen, S., Glynn, P. W. 2011; 81 (10): 1482-1485
  • Wide-sense regeneration for Harris recurrent Markov processes: an open problem QUEUEING SYSTEMS Glynn, P. W. 2011; 68 (3-4): 305-311
  • A Complementarity Framework for Forward Contracting Under Uncertainty OPERATIONS RESEARCH Shanbhag, U. V., Infanger, G., Glynn, P. W. 2011; 59 (4): 810-834
  • Uniform approximations for the M/G/1 queue with subexponential processing times QUEUEING SYSTEMS Olvera-Cravioto, M., Glynn, P. W. 2011; 68 (1): 1-50
  • ON THE TRANSITION FROM HEAVY TRAFFIC TO HEAVY TAILS FOR THE M/G/1 QUEUE: THE REGULARLY VARYING CASE ANNALS OF APPLIED PROBABILITY Olvera-Cravioto, M., Blanchet, J., Glynn, P. 2011; 21 (2): 645-668

    View details for DOI 10.1214/10-AAP707

    View details for Web of Science ID 000289268100007

  • SIMULATION-BASED COMPUTATION OF THE WORKLOAD CORRELATION FUNCTION IN A LEVY-DRIVEN QUEUE JOURNAL OF APPLIED PROBABILITY Glynn, P. W., Mandjes, M. 2011; 48 (1): 114-130
  • On the dynamics of a finite buffer queue conditioned on the amount of loss QUEUEING SYSTEMS Zhang, X., Glynn, P. 2011; 67 (2): 91-110
  • SOREN ASMUSSEN JOURNAL OF APPLIED PROBABILITY Glynn, P., Mikosch, T., Rolski, T., Rubinstein, R. 2011; 48A: VII-IX
  • A New Proof of Convergence of MCMC via the Ergodic Theorem Statistics and Probability Letters Asmussen, S., Glynn, P., W. 2011; 81: 1482–1485
  • On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case Annals of Applied Probability Olvera-Cravioto, M., Blanchet, J., H., Glynn, P., W. 2011; 2 (21): 654-668 
  • A COMPARISON OF CROSS-ENTROPY AND VARIANCE MINIMIZATION STRATEGIES JOURNAL OF APPLIED PROBABILITY Chan, J. C., Glynn, P. W., Kroese, D. P. 2011; 48A: 183-194
  • ON EXPONENTIAL LIMIT LAWS FOR HITTING TIMES OF RARE SETS FOR HARRIS CHAINS AND PROCESSES JOURNAL OF APPLIED PROBABILITY Glynn, P. W. 2011; 48A: 319-326
  • BROWNIAN BRIDGE HYPOTHESIS TESTING FOR THE INITIAL TRANSIENT PROBLEM Winter Simulation Conference (WSC)/Conference on Modeling and Analysis for Semiconductor Manufacturing (MASM) Glynn, P. W., Lim, E. IEEE. 2011: 481–487
  • ORDINAL OPTIMIZATION: A NONPARAMETRIC FRAMEWORK Winter Simulation Conference (WSC)/Conference on Modeling and Analysis for Semiconductor Manufacturing (MASM) Glynn, P. W., Juneja, S. IEEE. 2011: 4057–4064
  • A REGENERATIVE BOOTSTRAP APPROACH TO ESTIMATING THE INITIAL TRANSIENT 2010 Winter Simulation Conference Glynn, P. W., Zhang, X. IEEE. 2010: 965–970
  • HOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHOD PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Glynn, P. W., Dolgin, A., Rubinstein, R. Y., Vaisman, R. 2010; 24 (3): 405-422
  • Asymptotic Robustness of Estimators in Rare-Event Simulation ACM Transactions on Modeling and Computer Simulation, Article 6 L'Ecuyer, P., Blanchet, J., H., Tuffin, B., Glynn, P., W. 2010; 20 (1): 1-41
  • How to Generate Uniform Samples on Discrete Sets Using the Splitting Method Probability in the Engineering and Information Sciences Glynn, P., W., Dolgin, A., Rubinstein, R., Y., Vaisman, R. 2010; 24: 405-422
  • Asymptotic Robustness of Estimators in Rare-Event Simulation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION L'Ecuyer, P., Blanchet, J. H., Tuffin, B., Glynn, P. W. 2010; 20 (1)
  • Rare event simulation for a slotted time M/G/s model Conference on 100 Years of Queueing - Erlang Centennials Blanchet, J., Glynn, P., Lam, H. SPRINGER. 2009: 33–57
  • CONDITIONAL LIMIT THEOREMS FOR REGULATED FRACTIONAL BROWNIAN MOTION ANNALS OF APPLIED PROBABILITY Awad, H., Glynn, P. 2009; 19 (6): 2102-2136

    View details for DOI 10.1214/09-AAP605

    View details for Web of Science ID 000283529200004

  • ON CONVERGENCE TO STATIONARITY OF FRACTIONAL BROWNIAN STORAGE ANNALS OF APPLIED PROBABILITY Mandjes, M., Norros, I., Glynn, P. 2009; 19 (4): 1385-1403

    View details for DOI 10.1214/08-AAP578

    View details for Web of Science ID 000283529000006

  • HOW TO DEAL WITH THE CURSE OF DIMENSIONALITY OF LIKELIHOOD RATIOS IN MONTE CARLO SIMULATION STOCHASTIC MODELS Rubinstein, R. Y., Glynn, P. W. 2009; 25 (4): 547-568
  • Asymptotic Validity of Batch Means Steady-State Confidence Intervals Advancing the Frontiers of Simulation: Festschrift in Honor of George S. Fishman  Glynn, P., W., Lim, E. edited by Goldsman, D., Wilson, James, R. Springer-Verlag, New York. 2009: 87–104 
  • Strongly Efficent Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster New Tune Monte Carlo and Quasi-Monte Carlo Methods 2008 Blanchet, J., H., Leder, K., Glynn, P., W. edited by L’Ecuyer, P., Owen, A. Springer. 2009: 227–248 
  • Book chapter in Rare Event Analysis Using Monte Carlo Methods Robustness Properties and Confidence Interval Reliability Glynn, P., W., Rubino, G., Tuffin, B. edited by Rubino, G., Tuffin, B. John Wiley. 2009: 1
  • Rare Event Simulation for a Generalized Hawkes Process Zhang, X., Blanchet, J., H., Giesecke, K., Glynn, P., W. 2009
  • New Estimators for Parallel Steady-State Simulations Hsieh, M., Glynn, P., W. 2009
  • EFFICIENT RARE EVENT SIMULATION OF CONTINUOUS TIME MARKOVIAN PERPETUITIES Winter Simulation Conference 2009 Blanchet, J., Glynn, P. IEEE. 2009: 405–412
  • Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune ... 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08) Blanchet, J. H., Leder, K., Glynn, P. W. SPRINGER-VERLAG BERLIN. 2009: 227–248
  • NEW ESTIMATORS FOR PARALLEL STEADY-STATE SIMULATIONS Winter Simulation Conference 2009 Hsieh, M., Glynn, P. W. IEEE. 2009: 461–466
  • RARE EVENT SIMULATION FOR A GENERALIZED HAWKES PROCESS Winter Simulation Conference 2009 Zhang, X., Glynn, P. W., Giesecke, K., Blanchet, J. IEEE. 2009: 1271–1278
  • SIMULATION-BASED COMPUTATION OF THE WORKLOAD CORRELATION FUNCTION IN A LEVY-DRIVEN QUEUE Winter Simulation Conference 2009 Glynn, P. W., Mandjes, M. IEEE. 2009: 1135–1146
  • Performance evaluation methodologies and tools PERFORMANCE EVALUATION Tuffin, B., Glynn, P. W. 2008; 65 (11-12): 787-788
  • Efficient rare-event simulation for the maximum of heavy-tailed random walks ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2008; 18 (4): 1351-1378

    View details for DOI 10.1214/07-AAP485

    View details for Web of Science ID 000258418800003

  • A LARGE DEVIATIONS VIEW OF ASYMPTOTIC EFFICIENCY FOR SIMULATION ESTIMATORS 2008 Winter Simulation Conference Glynn, P. W., Juneja, S. IEEE. 2008: 396–406
  • Performance Evaluation Methodologies and Tools: Selected papers from ValueTools 2007 edited by Glynn, P., W., Tuffin, B. Performance Evaluation. 2008
  • Bounding Stationary Expectations of Markov Processes Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz Glynn, P., W., Zeevi, A. edited by Ethier, S., Feng, J., Stockbridge, R. Institute of Mathematical Statistics. 2008: 215–234
  • MONTE CARLO SIMULATION OF DIFFUSIONS 2008 Winter Simulation Conference Glynn, P. W. IEEE. 2008: 556–559
  • Uniform renewal theory with applications to expansions of random geometric sums ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P. 2007; 39 (4): 1070-1097
  • Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Liu, C. 2007; 57 (2-3): 99-113
  • Perwez Shahabuddin, 1962-2005: A professional appreciation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Andradottir, S., Glasserman, P., Glynn, P. W., Heidelberger, P., Juneja, S. 2007; 17 (2)
  • A natural history model of stage progression applied to breast cancer STATISTICS IN MEDICINE Plevritis, S. K., Salzman, P., Sigal, B. M., Glynn, P. W. 2007; 26 (3): 581-595

    Abstract

    Invasive breast cancer is commonly staged as local, regional or distant disease. We present a stochastic model of the natural history of invasive breast cancer that quantifies (1) the relative rate that the disease transitions from the local, regional to distant stages, (2) the tumour volume at the stage transitions and (3) the impact of symptom-prompted detection on the tumour size and stage of invasive breast cancer in a population not screened by mammography. By symptom-prompted detection, we refer to tumour detection that results when symptoms appear that prompt the patient to seek clinical care. The model assumes exponential tumour growth and volume-dependent hazard functions for the times to symptomatic detection and stage transitions. Maximum likelihood parameter estimates are obtained based on SEER data on the tumour size and stage of invasive breast cancer from patients who were symptomatically detected in the absence of screening mammography. Our results indicate that the rate of symptom-prompted detection is similar to the rate of transition from the local to regional stage and an order of magnitude larger than the rate of transition from the regional to distant stage. We demonstrate that, in the even absence of screening mammography, symptom-prompted detection has a large effect on reducing the occurrence of distant staged disease at initial diagnosis.

    View details for DOI 10.1002/sim.2550

    View details for Web of Science ID 000243511400009

    View details for PubMedID 16598706

  • Efficient suboptimal rare-event simulation 2007 Winter Simulation Conference Zhang, X., Blanchet, J., Glynn, P. W. IEEE. 2007: 368–373
  • Efficient Sub-Optimal Rare-Event Simulation Zhang, X., Glynn, P., W., Blanchet, J. 2007
  • On the Theoretical Comparison of Low-Bias Steady-State Estimators ACM Transactions on Modeling and Computer Simulation Awad, H., Glynn, P., W. 2007: 1-30
  • Perwez Shahabuddin, 1962-2005: A Professional Appreciation ACM TOMAC Andradóttir, S., Glasserman, P., Glynn, P., W., Heidelberger, P., Juneja, S. 2007; 2 (17): 1-11.
  • Stochastic Simulation: Algorithms and Analysis Springer Asmussen, S., Glynn, P., W. 2007
  • Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavy-tailed G/G/1 Queue Queueing Systems: Theory and Applications Blanchet, J., Glynn, P., W., Liu, J. 2007; 57: 99-113
  • On the theoretical comparison of low-bias steady-state estimators ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Awad, H. P., Glynn, P. W. 2007; 17 (1)
  • Capacity of finite state channels based on Lyapunov exponents of random matrices IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. 2006: 3509–32
  • Tail asymptotics for the maximum of perturbed random walk ANNALS OF APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2006; 16 (3): 1411-1431
  • The semi-regenerative method of simulation output analysis ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Calvin, J. M., Glynn, P. W., Nakayama, M. K. 2006; 16 (3): 280-315
  • Complete corrected diffusion approximations for the maximum of a random walk ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2006; 16 (2): 951-983
  • Simulation-based response surface computation in the presence of monotonicity 2006 Winter Simulation Conference Lim, E., Glynn, P. W. IEEE. 2006: 264–271
  • Simulation-based Response Surface Estimation in the Presence of Monotonicity Lim, E., Glynn, P., W. 2006
  • A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000 Journal of the National Cancer Institute Monograph Plevritis, S., Sigal, B., Salzman, P., Rosenberg, J., Glynn, P., W. 2006; 36: 86-95
  • On an Initial Transient Deletion Rule with Rigorous Theoretical Support Awad, H., Glynn, P., W. 2006
  • Book chapter in Handbook in Operations Research and Management Science: Simulation Simulation Algorithms for Regenerative Processes Glynn, P., W. edited by Henderson, S., Nelson, B. 2006: 77–500
  • Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors Journal of Revenue and Pricing Managemen Ruusmevichientong, P., Salisbury, J., A., Truss, L., T., Roy, B., Van, Glynn, P., W. 2006; 1 (5): 45-61
  • Laws of large numbers and functional central limit theorems for generalized semi-Markov processes STOCHASTIC MODELS Glynn, P. W., Haas, P. J. 2006; 22 (2): 201-231
  • On an initial transient deletion rule with rigorous theoretical support 2006 Winter Simulation Conference Awad, H. P., Glynn, P. W. IEEE. 2006: 186–191
  • A stochastic simulation model of U.S. breast cancer mortality trends from 1975 to 2000. Journal of the National Cancer Institute. Monographs Plevritis, S. K., Sigal, B. M., Salzman, P., Rosenberg, J., Glynn, P. 2006: 86-95

    Abstract

    We present a simulation model that predicts U.S. breast cancer mortality trends from 1975 to 2000 and quantifies the impact of screening mammography and adjuvant therapy on these trends. This model was developed within the Cancer Intervention and Surveillance Network (CISNET) consortium.A Monte Carlo simulation is developed to generate the life history of individual breast cancer patients by using CISNET base case inputs that describe the secular trend in breast cancer risk, dissemination patterns for screening mammography and adjuvant treatment, and death from causes other than breast cancer. The model generates the patient's age, tumor size and stage at detection, mode of detection, age at death, and cause of death (breast cancer versus other) based in part on assumptions on the natural history of breast cancer. Outcomes from multiple birth cohorts are summarized in terms of breast cancer mortality rates by calendar year.Predicted breast cancer mortality rates follow the general shape of U.S. breast cancer mortality rates from 1975 to 1995 but level off after 1995 as opposed to following an observed decline. Sensitivity analysis revealed that the impact adjuvant treatment may be underestimated given the lack of data on temporal variation in treatment efficacy.We developed a simulation model that uses CISNET base case inputs and closely, but not exactly, reproduces U.S. breast cancer mortality rates. Screening mammography and adjuvant therapy are shown to have both contributed to a decline in U.S. breast cancer mortality.

    View details for PubMedID 17032898

  • A nonparametric approach to multiproduct pricing OPERATIONS RESEARCH Rusmevichientong, P., Van Roy, B., Glynn, P. W. 2006; 54 (1): 82-98
  • Introduction to Special Issue on Stochastic Networks QUEUEING SYSTEMS Glynn, P. 2005; 51 (3-4): 197-198
  • Diffusion approximations for the maximum of a perturbed random walk ADVANCES IN APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2005; 37 (3): 663-680
  • A diffusion approximation for a GI/GI/1 queue with balking or reneging QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2005; 50 (4): 371-400
  • Initial transient problem for steady-state output analysis 2005 Winter Simulation Conference (WSC 05) Glynn, P. W. IEEE. 2005: 739–740
  • Interaction Value Analysis: When Structured Communication Benefits Organizations Organization Science Nasrallah, W., Levitt, R., Glynn, P., W. 2005: 541-557
  • A Diffusion Approximation with a GIGI1 Queue with Balking or Reneging Queueing Systems: Theory and Applications Ward, A., Glynn, P., W. 2005: 371-400
  • The Initial Transient Problem for Steady-State Output Analysis Glynn, P., W. 2005
  • Shannon meets Lyapunov: Connections between information theory and dynamical systems 44th IEEE Conference on Decision Control/European Control Conference (CCD-ECC) Holliday, T., Glynn, P., Goldsmith, A. IEEE. 2005: 1756–1763
  • Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems RELIABILITY ENGINEERING & SYSTEM SAFETY Cowing, M. M., Pate-Cornell, M. E., Glynn, P. W. 2004; 86 (3): 269-284
  • Estimation of continuous-time Markov processes sampled at random time intervals ECONOMETRICA Duffie, D., Glynn, P. 2004; 72 (6): 1773-1808
  • Recurrence properties of autoregressive processes with super-heavy-tailed innovations JOURNAL OF APPLIED PROBABILITY Zeevi, A., Glynn, P. W. 2004; 41 (3): 639-653
  • Limit theory for taboo-regenerative processes International Seminar on Applied Stochastic Models and Information Processes Glynn, P. W., Thorisson, H. SPRINGER. 2004: 271–94
  • Estimating tail decay for stationary sequences via extreme values ADVANCES IN APPLIED PROBABILITY Zeevi, A., Glynn, P. W. 2004; 36 (1): 198-226
  • On functional central limit theorems for semi-Markov and related processes COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Glynn, P. W., Haas, P. J. 2004; 33 (3): 487-506
  • The mean, number-in-system vector range for multiclass queueing networks MATHEMATICS OF OPERATIONS RESEARCH Eaves, B. C., Glynn, P. W., Rothblum, U. G. 2004; 29 (1): 182-190
  • A large deviations perspective on ordinal optimization Winter Simulation Conference 2004 Glynn, P., Juneja, S. IEEE. 2004: 577–585
  • Dynamic Modeling of the Trade-off Between Productivity and Safety in Critical Engineering Systems Reliability Engineering and System Safety Cowing, M., M., Pate-Cornell, M., E., Glynn, P., W. 2004: 269-284 
  • The Mean Number-in-System Vector Range for a Multi-Class Queueing Network Mathematics of Operations Research Eaves, B., C., Glynn, P., W., Rothblum, U., G. 2004: 182-190
  • Distributed Power Control for Time-Varying Wireless Networks Holliday, T., Goldsmith, A., Bambos, N., Glynn, P., W. 2004
  • A Large Deviations Perspective on Ordinal Optimization Glynn, P., W., Juneja, S. 2004
  • Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations Advances in Applied Probability Zeevi, A., Glynn, P., W. 2004: 198-226
  • Estimating Tail Decay for Stationary Sequences via Extreme Values Journal of Applied Probability Zeevi, A., Glynn, P., W. 2004: 639-653 
  • Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration Stat. Method Res. Chia, Y., Salzman, P., Plevritis, S., Glynn, P., W. 2004: 507-24
  • Empirical Performance of Bias-reducing Estimators for Regenerative Steady-State Simulations ACM Transactions on Modeling and Computer Simulation Hsieh, M., Iglehart, D., Glynn, P., W. 2004: 328-343
  • Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals Econometrica Duffie, D., Glynn, P., W. 2004: 1809-1844 
  • Distributed power and admission control for time-varying wireless networks IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Bambos, N., Glynn, P. IEEE. 2004: 351–351
  • Managing power consumption in networks on chips IEEE TRANSACTIONS ON VERY LARGE SCALE INTEGRATION (VLSI) SYSTEMS Simunic, T., Boyd, S. P., Glynn, P. 2004; 12 (1): 96-107
  • Distributed power and admission control for time varying wireless networks IEEE Global Telecommunications Conference (GLOBECOM 04) Holliday, T., GOLDSMITH, A., Glynn, P., Bambos, N. IEEE. 2004: 768–774
  • Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration STATISTICAL METHODS IN MEDICAL RESEARCH Chia, Y. L., Salzman, P., Plevritis, S. K., Glynn, P. W. 2004; 13 (6): 507-524

    Abstract

    Simulation-based parameter estimation offers a powerful means of estimating parameters in complex stochastic models. We illustrate the application of these ideas in the setting of a natural history model for breast cancer. Our model assumes that the tumor growth process follows a geometric Brownian motion; parameters are estimated from the SEER registry. Our discussion focuses on the use of simulation for computing the maximum likelihood estimator for this class of models. The analysis shows that simulation provides a straightforward means of computing such estimators for models of substantial complexity.

    View details for DOI 10.1191/0962280204sm380ra

    View details for Web of Science ID 000225102100006

    View details for PubMedID 15587436

  • Interaction value analysis: When structured communication benefits organizations ORGANIZATION SCIENCE Nasrallah, W., Levitt, R., Glynn, P. 2003; 14 (5): 541-557
  • Properties of the reflected Ornstein-Uhlenbeck process QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2003; 44 (2): 109-123
  • Nonexistence of a class of variate generation schemes OPERATIONS RESEARCH LETTERS Henderson, S. G., Glynn, P. W. 2003; 31 (2): 83-89
  • A diffusion approximation for a Markovian queue with reneging QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2003; 43 (1-2): 103-128
  • Capacity of Finite State Markov Channels with General Inputs Holliday, T., Goldsmith, A., Glynn, P., W. 2003
  • Optimal Power Control for CDMA Systems in the Wideband Limit Holliday, T., Goldsmith, A., Glynn, P., W. 2003
  • Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces ACM Transactions on Modeling and Computer Simulation Lee, S., H., Glynn, P., W. 2003: 238-258
  • Optimal power control for CDMA systems in the wideband limit IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE. 2003: 418–418
  • Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence Holliday, T., Bambos, N., Glynn, P., W., Goldsmith, A. 2003
  • Capacity of finite state Markov channels with general inputs IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE. 2003: 289–289
  • Structural characterization of taboo stationarity for general processes in two-sided time STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Thorisson, H. 2002; 102 (2): 311-318
  • Kernel-based reinforcement learning in average-cost problems IEEE TRANSACTIONS ON AUTOMATIC CONTROL Ormoneit, D., Glynn, P. 2002; 47 (10): 1624-1636
  • Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes - Comment JOURNAL OF BUSINESS & ECONOMIC STATISTICS Glynn, P. 2002; 20 (3): 330-331
  • Additional perspectives on simulation for optimization INFORMS JOURNAL ON COMPUTING Glynn, P. W. 2002; 14 (3): 220-222
  • Approximating martingales for variance reduction in Markov process simulation MATHEMATICS OF OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 2002; 27 (2): 253-271
  • Necessary conditions in limit theorems for cumulative processes STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Whitt, W. 2002; 98 (2): 199-209
  • Managing capacity and inventory jointly in manufacturing systems MANAGEMENT SCIENCE Bradley, J. R., Glynn, P. W. 2002; 48 (2): 273-288
  • Hoeffding's inequality for uniformly ergodic Markov chains STATISTICS & PROBABILITY LETTERS Glynn, P. W., Ormoneit, D. 2002; 56 (2): 143-146
  • Rare-event simulation for infinite server queues 35th Winter Simulation Conference Szechtman, R., Glynn, P. W. IEEE. 2002: 416–423
  • Structural Characterization of Taboo-Stationarity for General Processes in Two-sided Time Stochastic Processes and their Applications. Glynn, P., W., Thorisson, H. 2002; 2 (102): 311-318
  • Hoeffding's Inequality for Uniformly Recurrent Markov Chains Statistics and Probability Letters. Glynn, P., W., Ormoneit, D. 2002; 2 (56): 143-146
  • Entropy and Mutual Information for Markov Channels with General Inputs Holliday, T., Goldsmith, A., Glynn, P., W. 2002
  • Confidence regions for stochastic approximation algorithms 35th Winter Simulation Conference Hsieh, M. H., Glynn, P. W. IEEE. 2002: 370–376
  • On the Validity of Long-Run Estimation Methods for Discrete-Event Systems Performance Evaluation Review. Haas, P., J., Glynn, P., W. 2002; 30: 35-37
  • MonteCarlo and Quasi-Monte Carlo Methods 2000 Some New Perspectives on the Method of Control Variates Glynn, P., W., Szechtman, R. Springer-Verlag, Berlin. 2002: 27–49
  • Optimal link adaptation in wideband CDMA systems IEEE Global Telecommunications Conference (GLOBECOM 02) Holliday, T., GOLDSMITH, A., Glynn, P. IEEE. 2002: 721–726
  • Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates IEEE International Conference on Communications Holliday, T., GOLDSMITH, A., Glynn, P. IEEE. 2002: 3366–3371
  • Optimal control of parallel queues with batch service PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Xia, C. H., Michailidis, G., Bambos, N., Glynn, P. W. 2002; 16 (3): 289-307
  • Some new perspectives on the method of control variates 4th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2000) Glynn, P. W., Szechtman, R. SPRINGER-VERLAG BERLIN. 2002: 27–49
  • Event-driven power management IEEE TRANSACTIONS ON COMPUTER-AIDED DESIGN OF INTEGRATED CIRCUITS AND SYSTEMS Simunic, T., Benini, L., Glynn, P., De Micheli, G. 2001; 20 (7): 840-857
  • Computing densities for Markov chains via simulation MATHEMATICS OF OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 2001; 26 (2): 375-400
  • Multivariate standardized time series for steady-state simulation output analysis OPERATIONS RESEARCH Munoz, D. F., Glynn, P. W. 2001; 49 (3): 413-422
  • Importance sampling using the semi-regenerative method Winter Simulation Conference (WSC 01) Calvin, J. M., Glynn, P. W., Nakayama, M. K. IEEE. 2001: 441–450
  • Regenerative Steady-State Simulation of Discrete-Event Systems Transactions on Computer Modeling and Simulation Henderson, S., G., Glynn, P., W. 2001; 11: 313-345
  • Dynamic Voltage Scaling for Portable Systems DAC Simunic, T., Benini, L., Acquaviva, A., Glynn, P., W., DeMicheli, G. 2001: 524-529
  • Kernel-based reinforcement learning in average-cost problems: An application to optimal portfolio choice 14th Annual Neural Information Processing Systems Conference (NIPS) Ormoneit, D., Glynn, P. M I T PRESS. 2001: 1068–1074
  • Constrained Monte Carlo and the Method of Control Variates Szechtman, R., Glynn, P., W. 2001
  • Dynamic voltage scaling and power management for portable systems 38th Design Automation Conference (DAC) Simunic, T., Benini, L., Acquaviva, A., Glynn, P., De Micheli, G. ASSOC COMPUTING MACHINERY. 2001: 524–529
  • A Markov chain perspective on adaptive Monte Carlo algorithms Winter Simulation Conference (WSC 01) Desai, P. Y., Glynn, P. W. IEEE. 2001: 379–384
  • Two-sided taboo limits for Markov processes and associated perfect simulation STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Thorisson, H. 2001; 91 (1): 1-20
  • Constrained Monte Carlo and the method of control variates Winter Simulation Conference (WSC 01) Szechtman, R., Glynn, P. W. IEEE. 2001: 394–400
  • On the maximum workload of a queue fed by fractional Brownian motion ANNALS OF APPLIED PROBABILITY Zeevi, A. J., Glynn, P. W. 2000; 10 (4): 1084-1099
  • On the asymptotic optimality of the SPT rule for the flow shop average completion time problem OPERATIONS RESEARCH Xia, C. H., Shanthikumar, J. G., Glynn, P. W. 2000; 48 (4): 615-622
  • On the behaviour of a long cascade of linear reservoirs JOURNAL OF APPLIED PROBABILITY Glynn, J. E., Glynn, P. W. 2000; 37 (2): 417-428
  • Simulating the maximum of a random walk JOURNAL OF STATISTICAL PLANNING AND INFERENCE Ensor, K. B., Glynn, P. W. 2000; 85 (1-2): 127-135
  • Energy efficient design of portable wireless systems 2000 International Symposium on Low Power Electronics and Design Simunic, T., Vikalo, H., Glynn, P., De Micheli, G. ASSOC COMPUTING MACHINERY. 2000: 49–54
  • Dynamic Power Management of Portable Systems MOBICOM Simunic, T., Benini, L., Glynn, P., W., DeMicheli, G. 2000: 11-19
  • Dynamic Power Management of Laptop Hard Disks DATE Simunic, T., Benini, L., Glynn, P., W., DeMicheli, G. 2000: 736
  • Analysis of Communication Networks: Call Centres, Traffic, and Performance Fields Institute Communications Estimating Tail Probabilities in Queues via Extremal Statistics Glynn, P., W., Zeevi, A. edited by McDonald, D., Turner, S. American Mathematical Society, Rhode Island. 2000: 135–158
  • On the Behavior of a Long Cascade of Linear Reservoirs Journal of Applied Probability Glynn, J., E., Glynn, P., W. 2000; 37: 417-428
  • On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem Operations Research Xia, C., H., Shanthikumar, J., G., Glynn, P., W. 2000; 4 (48): 615-622 
  • Derandomizing variance estimators OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 1999; 47 (6): 907-916
  • Transient simulation via empirically based coupling PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Wong, E. W., Glynn, P. W., Iglehart, D. L. 1999; 13 (2): 147-167
  • On the Small-Sample Optimality of Multiple-Regeneration Estimators Calvin, J., Glynn, P., W., Nakayama, M. 1999
  • Applied Probability and Stochastic Processes Winning the Hand of the Princess Saralinda Glynn, P., W., Whitt, W.  Kluwer Academic Publishers, Boston. 1999: 231–246
  • Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces Lee, S., H., Glynn, P., W. 1999
  • Internet Service Performance Failure Detection Ward, A., Glynn, P., W., Richardson, K. 1999
  • Transient Simulation via Empirically-Based Coupling Probability in the Engineering and Informational Sciences. Wong, E., W., Glynn, P., W., Iglehart, D., L. 1999; 13: 147 - 167
  • Can the Regenerative Method be Applied to Discrete-Event Simulations? Henderson, S., G., Glynn, P., W. 1999
  • Limit theory for performance modeling of future event set algorithms MANAGEMENT SCIENCE Damerdji, H., Glynn, P. W. 1998; 44 (12): 1709-1722
  • Independent sampling of a stochastic process STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P., Sigman, K. 1998; 74 (2): 151-164
  • Estimation of stationary densities for Markov chains 1998 Winter Simulation Conference on Simulation in the 21st-Century (WSC 98) Glynn, P. W., Henderson, S. G. IEEE. 1998: 647–652
  • Internet Service Performance Failure Detection Performance Evaluation Review Ward, A., Glynn, P., W., Richardson, K. 1998; 26 (3): 38-44
  • Independent Sampling of a Stochastic Process Glynn, P., W., Sigman, K. 1998
  • Limit Theory for Performance Modeling of Future Event Set Algorithms Management Science Damerdji, H., Glynn, P., W. 1998; 44: 1709-1722
  • DTMW: A New Congestion Control Scheme for Long-Range Dependent Traffic Huang, C., Lambadaris, I., Devetsikiotis, M., Glynn, P., W., Kaye, A., R. 1998
  • A Family of Regenerative Moment Identities Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Calvin, J., M., Glynn, P., W. 1998
  • Diversity and Popularity in Organizations and Communities Computational and Mathematical Organization Theory Nasrallah, W., Glynn, P., W., Levitt, R. 1998; 4 (3): 347-372
  • Approximations for steady-state measures in highly dependable systems with generally distributed component failure and repair times IEEE International Computer Performance and Dependability Symposium (IPDS 98) Shahabuddin, P., Glynn, P. W. IEEE COMPUTER SOC. 1998: 238–248
  • Strong approximations in queueing theory International Conference on Asymptotic Methods in Probability and Statistics Glynn, P. W. ELSEVIER SCIENCE PUBL B V. 1998: 135–150
  • Average case behavior of random search for the maximum JOURNAL OF APPLIED PROBABILITY Calvin, J. M., Glynn, P. W. 1997; 34 (3): 632-642
  • A batch means methodology for estimation of a nonlinear function of a steady-state mean MANAGEMENT SCIENCE Munoz, D. F., Glynn, P. W. 1997; 43 (8): 1121-1135
  • Computational efficiency evaluation in output analysis 1997 Winter Simulation Conference (WSC 97) Damerdji, H., Henderson, S. G., Glynn, P. W. I E E E. 1997: 208–215
  • In Lectures in Applied Mathematics, Mathematics of Stochastic Manufacturing Systems American Mathematical Society Stochastic Optimization via Grid Search Ensor, K., B., Glynn, P., W. edited by Yin, G., G., Zhang, Q.  Providence, Rhode Island. 1997: 89–100
  • The Covariance Function of a Regenerative Process Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Glynn, P., W. 1997
  • Tightness for Non-irreducible Markov Chains Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Glynn, P., W., Meyn, S. 1997
  • Book chapter in Frontiers in Queueing:  Models and Applicationsin Science and Engineering Parametric Estimation of Tail Probabilities for the Single-Server Queue Glynn, P., W., Torres, M. edited by Dshalalow, J., H. CRC Press, New York. 1997: 449–462
  • A Liapounov bound for solutions of the Poisson equation ANNALS OF PROBABILITY Glynn, P. W., Meyn, S. P. 1996; 24 (2): 916-931
  • A diffusion approximation for a network of reservoirs with power law release rule STOCHASTIC HYDROLOGY AND HYDRAULICS Glynn, J. E., Glynn, P. W. 1996; 10 (1): 17-37
  • Nonparametric estimation of tail probabilities for the single-server queue Workshop on Stochastic Networks - Stability and Rare Events Glynn, P. W., Torres, M. SPRINGER-VERLAG. 1996: 109–138
  • Derandomizing and Rerandomizing Variance Estimators Technical Report, Department of Operations Research, Stanford University  Henderson, S., G., Glynn, P., W. 1996
  • A Liapunov Bound for Solutions of Poisson's Equation The Annals of Probability Glynn, P., W., Meyn, S. 1996: 916-931
  • Numerical Computation of Large Deviations Exponents via Simulation Glynn, P., W. 1996
  • Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions Stochastic Models Calvin, J., M., Glynn, P., W. 1996; 12 (3): 343-365
  • Importance Sampling for Monte Carlo Estimation of Quantiles Glynn, P., W. 1996
  • Grid-based simulation and the method of conditional least squares 1996 Winter Simulation Conference (WSC 96) Ensor, K. B., Glynn, P. W. IEEE. 1996: 325–331
  • Selecting the best system in transient simulations with variances known 1996 Winter Simulation Conference (WSC 96) Damerdji, H., Glynn, P. W., Nakayama, M. K., Wilson, J. R. IEEE. 1996: 281–286
  • Efficient simulation via coupling PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Glynn, P. W., Wong, E. W. 1996; 10 (2): 165-186
  • Special issue: Generalized semi-Markov processes - Foreword DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS Glynn, P. W. 1996; 6 (1): 7-8
  • LIKELIHOOD RATIO GRADIENT ESTIMATION FOR STOCHASTIC RECURSIONS ADVANCES IN APPLIED PROBABILITY Glynn, P. W., LECUYER, P. 1995; 27 (4): 1019-1053
  • EFFICIENT MONTE CARLO SIMULATION OF SECURITY PRICES ANNALS OF APPLIED PROBABILITY Duffie, D., Glynn, P. 1995; 5 (4): 897-905
  • DISCRETIZATION ERROR IN SIMULATION OF ONE-DIMENSIONAL REFLECTING BROWNIAN MOTION ANNALS OF APPLIED PROBABILITY Asmussen, S., Glynn, P., Pitman, J. 1995; 5 (4): 875-896
  • Heavy-traffic extreme-value limits for queues OPERATIONS RESEARCH LETTERS Glynn, P. W., WHITT, W. 1995; 18 (3): 107-111
  • TRADING SECURITIES USING TRAILING STOPS MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1995; 41 (6): 1096-1106
  • NOTE - ON THE VALUE OF FUNCTION EVALUATION LOCATION INFORMATION IN MONTE-CARLO SIMULATION MANAGEMENT SCIENCE DiCiccio, T. J., Glynn, P. W. 1995; 41 (4): 733-737
  • The interface between simulation output analysis research and practice 1995 Winter Simulation Conference Glynn, P. W., HENRIKSEN, J. O., PEGDEN, C. D., Schmeiser, B. W., Schruben, L. W. I E E E. 1995: 346–346
  • In Stochastic Networks, of Mathematics and its Applications Large Deviations for the Infinite Server Queue in Heavy Traffic Glynn, P., W. edited by Kelly, F., P., Williams, R., J. 1995: 387–395 
  • Monte Carlo and Quasi-MonteCarlo Methods in Scientific Computing Two Approaches to the Initial Transient Problem Glynn, P., W. edited by Niederreiter, H., Shuie, P. Lecture Notes in Statistics, Springer-Verlag, New York. 1995: 49–57
  • A Martingale Approach to Regenerative Simulation Probability in the Engineering and Informational Sciences Glynn, P., W., Iglehart, D., L. 1995: 123-131
  • On the Value of Function Evaluation Location Information in Monte Carlo Simulation Management Science DiCiccio, T., J., Glynn, P., W. 1995; 41: 733-737 
  • Accelerated Regeneration for Markov Chain Simulations Probability in the Engineering and Informational Sciences Andradóttir, S., Calvin, J., M., Glynn, P., W. 1995: 497-523
  • Performance analysis of future event sets 1995 Winter Simulation Conference Damerdji, H., Glynn, P. W. I E E E. 1995: 316–321
  • A set of extensions to the SIMAN/ARENA simulation environment 1995 Winter Simulation Conference Torres, M. J., Glynn, P. W. I E E E. 1995: 285–293
  • Some new results on the initial transient problem 1995 Winter Simulation Conference Glynn, P. W. I E E E. 1995: 165–170
  • POISSONS-EQUATION FOR THE RECURRENT M/G/1 QUEUE ADVANCES IN APPLIED PROBABILITY Glynn, P. W. 1994; 26 (4): 1044-1062
  • STOCHASTIC OPTIMIZATION BY SIMULATION - CONVERGENCE PROOFS FOR THE GI/G/1 QUEUE IN STEADY-STATE MANAGEMENT SCIENCE LECUYER, P., Glynn, P. W. 1994; 40 (11): 1562-1578
  • STOCHASTIC OPTIMIZATION BY SIMULATION - NUMERICAL EXPERIMENTS WITH THE M/M/1 QUEUE IN STEADY-STATE MANAGEMENT SCIENCE LECUYER, P., Giroux, N., Glynn, P. W. 1994; 40 (10): 1245-1261
  • SOME TOPICS IN REGENERATIVE STEADY-STATE SIMULATION International Seminar on Coupling and Regeneration: Applications of Coupling and Regeneration Glynn, P. W. KLUWER ACADEMIC PUBL. 1994: 225–36
  • LIKELIHOOD RATIO SENSITIVITY ANALYSIS FOR MARKOVIAN MODELS OF HIGHLY DEPENDABLE SYSTEMS OPERATIONS RESEARCH Nakayama, M. K., Goyal, A., Glynn, P. W. 1994; 42 (1): 137-157
  • Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State Management Science L'Ecuyer, P., Giroux, N., Glynn, P., W. 1994; 40: 1245-1261
  • Efficiency Improvement Techniques The Annals of Operations Research Glynn, P., W. 1994; 53: 175-198
  • Poisson's Equation for the Recurrent M/G/1 Queue Advances in Applied Probability Glynn, P., W. 1994; 26: 1044-1062
  • Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems Stochastic Models Nakayama, M., Goyal, A., Glynn, P., W. 1994; 10: 701-717
  • Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State Management Science L'Ecuyer, P., Glynn, P., W. 1994; 40: 1562-1578
  • Importance Sampling for Markov Chains: Asymptotics for the Variance Stochastic Models Glynn, P., W. 1994; 10: 701-717
  • Large Deviations Behavior of Counting Processes and Their Inverses Queueing Systems:  Theory and Application Glynn, P., W., Whitt, W. 1994; 17: 107-128 
  • On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions Glynn, P., W., L'Ecuyer, P. 1994
  • INCREASING THE FREQUENCY OF REGENERATION FOR MARKOV PROCESSES 1994 Winter Simulation Conference Andradottir, S., Calvin, J. M., Glynn, P. W. I E E E. 1994: 320–323
  • LARGE DEVIATIONS BEHAVIOR OF COUNTING-PROCESSES AND THEIR INVERSES QUEUEING SYSTEMS Glynn, P. W., WHITT, W. 1994; 17 (1-2): 107-128
  • LOGARITHMIC ASYMPTOTICS FOR STEADY-STATE TAIL PROBABILITIES IN A SINGLE-SERVER QUEUE JOURNAL OF APPLIED PROBABILITY Glynn, P. W., WHITT, W. 1994; 31A: 131-156
  • LIMIT-THEOREMS FOR CUMULATIVE PROCESSES STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., WHITT, W. 1993; 47 (2): 299-314
  • NOTES - CONDITIONS FOR THE APPLICABILITY OF THE REGENERATIVE METHOD MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1993; 39 (9): 1108-1111
  • ESTIMATING CUSTOMER AND TIME AVERAGES OPERATIONS RESEARCH Glynn, P. W., MELAMED, B., WHITT, W. 1993; 41 (2): 400-408
  • EFFICIENT ESTIMATION OF THE MEAN TIME BETWEEN FAILURES IN NON-REGENERATIVE DEPENDABILITY MODELS 1993 Winter Simulation Conference Glynn, P. W., Heidelberger, P., Nicola, V. F., Shahabuddin, P. I E E E. 1993: 311–316
  • Limit Theorems for Cumulative Processes Stoch. Proc. Appl. Glynn, P., W., Whitt, W. 1993; 47: 299-314
  • Conditions for the Applicability of the Regenerative Method Management Science Glynn, P., W., Iglehart, D., L. 1993; 39: 1108-1111
  • FAST SIMULATION OF STEADY-STATE AVAILABILITY IN NON-MARKOVIAN HIGHLY DEPENDABLE SYSTEMS 3RD INTERNATIOANL SYMP ON FAULT-TOLERANT COMPUTING ( FTCS 23 ) Nicola, V. F., Shahabuddin, P., Heidelberger, P., Glynn, P. W. I E E E, COMPUTER SOC PRESS. 1993: 38–47
  • PATHWISE CONVEXITY AND ITS RELATION TO CONVERGENCE OF TIME-AVERAGE DERIVATIVES MANAGEMENT SCIENCE Glynn, P. W. 1992; 38 (9): 1360-1366
  • ANALYSIS OF INITIAL TRANSIENT DELETION FOR PARALLEL STEADY-STATE SIMULATIONS SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING Glynn, P. W., Heidelberger, P. 1992; 13 (4): 904-922
  • THE ASYMPTOTIC EFFICIENCY OF SIMULATION ESTIMATORS OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1992; 40 (3): 505-520
  • EXPERIMENTS WITH INITIAL TRANSIENT DELETION FOR PARALLEL, REPLICATED STEADY-STATE SIMULATIONS MANAGEMENT SCIENCE Glynn, P. W., Heidelberger, P. 1992; 38 (3): 400-418
  • UNIFORM CESARO LIMIT-THEOREMS FOR SYNCHRONOUS PROCESSES WITH APPLICATIONS TO QUEUES STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P., Sigman, K. 1992; 40 (1): 29-43
  • A UNIFIED FRAMEWORK FOR SIMULATING MARKOVIAN MODELS OF HIGHLY DEPENDABLE SYSTEMS IEEE TRANSACTIONS ON COMPUTERS Goyal, A., Shahabuddin, P., Heidelberger, P., Nicola, V. F., Glynn, P. W. 1992; 41 (1): 36-51
  • EXPERIMENTAL RESULTS FOR GRADIENT ESTIMATION AND OPTIMIZATION OF A MARKOV-CHAIN IN STEADY-STATE INTERNATIONAL WORKSHOP ON COMPUTATIONALLY INTENSIVE METHODS IN SIMULATION AND OPTIMIZATION LECUYER, P., Giroux, N., Glynn, P. W. SPRINGER-VERLAG BERLIN. 1992: 14–23
  • Analysis if Initial Transient Deletion for Parallel Steady-State Simulations SIAM J. Scientific Stat. Computing Glynn, P., W., Heidelberger, P. 1992; 13: 904-922 
  • The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations Annals of Applied Probability Glynn, P., W., Whitt, W. 1992; 2: 180-198
  • Stationarity Detection in the Initial Transient Problem ORSA Journal on Computing Asmussen, S., Glynn, P., W., Thorisson, H. 1992; 4: 226-234
  • Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State L'Ecuyer, P., Giroux, N., Glynn, P., W. 1992
  • Discrete Event Dynamic Systems A GSMP Formalism for Discrete Event Systems Glynn, P., W. edited by Ho, Y. IEEE Press, Piscataway, NJ . 1992: 1
  • Jackknifing Under a Budget Constraint ORSA Journal on Computing Glynn, P., W., Heidelberger, P. 1992; 4: 226-234 
  • GRADIENT ESTIMATION FOR REGENERATIVE PROCESSES 1992 WINTER SIMULATION CONF Glasserman, P., Glynn, P. W. I E E E. 1992: 280–288
  • EXPERIMENTAL RESULTS FOR GRADIENT ESTIMATION AND OPTIMIZATION OF A MARKOV-CHAIN IN STEADY-STATE LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS LECUYER, P., Giroux, N., Glynn, P. W. 1992; 374: 14-23
  • Uniform Cesaro Limit Theorems for Synchronous Processes with Applications to Queues Stochastic Processes and their Applications Glynn, P., W., Sigman, K. 1992; 40: 29-43
  • ESTIMATING THE ASYMPTOTIC VARIANCE WITH BATCH MEANS OPERATIONS RESEARCH LETTERS Glynn, P. W., WHITT, W. 1991; 10 (8): 431-435
  • ANALYSIS OF INITIAL TRANSIENT DELETION FOR REPLICATED STEADY-STATE SIMULATIONS OPERATIONS RESEARCH LETTERS Glynn, P. W., Heidelberger, P. 1991; 10 (8): 437-443
  • A NEW VIEW OF THE HEAVY-TRAFFIC LIMIT-THEOREM FOR INFINITE-SERVER QUEUES ADVANCES IN APPLIED PROBABILITY Glynn, P. W., WHITT, W. 1991; 23 (1): 188-209
  • GRADIENT ESTIMATION FOR RATIOS 1991 WINTER SIMULATION CONF ( WSC 91 ) Glynn, P. W., LECUYER, P., Ades, M. I E E E. 1991: 986–993
  • Analysis of Parallel Replicated Simulations Under a Completion Time Constraint ACM Transactions on Modeling and Simulation Glynn, P., W., Heidelberger, P. 1991; 1: 3-23 
  • Queues with Negative Arrivals Journal of Applied Probability Gelenbe, E., Glynn, P., W., Sigman, K. 1991; 28: 245-250
  • A New View of the Heavy-Traffic Limit Theorem for Infinite-Server Queues Advances in Applied Probability Glynn, P., W., Whitt, W. 1991; 23: 188-209
  • Departures from Many Queues in Series Annals of Applied Probability Glynn, P., W., Whitt, W. 1991; 1: 546-572
  • DISCRETE-TIME CONVERSION FOR SIMULATING FINITE-HORIZON MARKOV-PROCESSES SIAM JOURNAL ON APPLIED MATHEMATICS Fox, B. L., Glynn, P. W. 1990; 50 (5): 1457-1473
  • LIKELIHOOD RATIO GRADIENT ESTIMATION FOR STOCHASTIC-SYSTEMS COMMUNICATIONS OF THE ACM Glynn, P. W. 1990; 33 (10): 75-84
  • BIAS PROPERTIES OF BUDGET CONSTRAINED SIMULATIONS OPERATIONS RESEARCH Glynn, P. W., Heidelberger, P. 1990; 38 (5): 801-814
  • SIMULATION OUTPUT ANALYSIS USING STANDARDIZED TIME-SERIES MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., Iglehart, D. L. 1990; 15 (1): 1-16
  • Simulation Output Analysis Using Standardized Time Series Mathematics of Operations Research Glynn, P., W., Iglehart, D., L. 1990; 15: 1-16
  • Parallel Processors for Planning Under Uncertainty Dantzig, G., B., Glynn, P., W. 1990
  • Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty Avriel, M., Dantzig, G., B., Glynn, P., W. 1990
  • Discrete-time Conversion for Simulating Finite-Horizon Markov Processes SIAM J. Appl. Math. Fox, B., L., Glynn, P., W. 1990; 50: 1457-1473 
  • Bias Properties of Budget Constrained Monte Carlo Simulations Operations Research Glynn, P., W., Heidelberger, P. 1990; 38: 801-814
  • Chapter Stochastic Models:  Handbooks of OR & MS Diffusion Approximations Glynn, P., W. edited by Heyman, D., Sobel, M. Elsevier Science Publishers. Also translated into Japanese. 1990: 1
  • Likelihood Ratio Gradient Estimation for Stochastic Systems Communications of the ACM Glynn, P., W. 1990; 33: 75-84
  • IMPORTANCE SAMPLING FOR STOCHASTIC SIMULATIONS MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1989; 35 (11): 1367-1392
  • SIMULATING DISCOUNTED COSTS MANAGEMENT SCIENCE Fox, B. L., Glynn, P. W. 1989; 35 (11): 1297-1315
  • THE OPTIMAL LINEAR COMBINATION OF CONTROL VARIATES IN THE PRESENCE OF ASYMPTOTICALLY NEGLIGIBLE BIAS NAVAL RESEARCH LOGISTICS Glynn, P. W., Iglehart, D. L. 1989; 36 (5): 683-692
  • EXTENSIONS OF THE QUEUING RELATIONS L = LAMBDA-W AND H = LAMBDA-G OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1989; 37 (4): 634-644
  • A GSMP FORMALISM FOR DISCRETE EVENT SYSTEMS PROCEEDINGS OF THE IEEE Glynn, P. W. 1989; 77 (1): 14-23
  • Tightness of Synchronous Processes Technical Report, Department of Operations Research, Stanford University Glynn, P., W., Sigman, K. 1989
  • Replication Schemes for Limiting Expectations Probability in the Engineering and Informational Sciences Fox, B., L., Glynn, P., W. 1989; 3: 299-318 
  • Likelihood Ratio Derivative Estimators for Stochastic Systems Glynn, P., W. 1989
  • In Probability,Statistics, and Mathematics:  Papers in Honor of Samuel Karlin Smoothed Limit Theorems for Equilibrium Processes Glynn, P., W., Iglehart, D., L. edited by Anderson, T., W., Athreya, K., B.T., Iglehart, D.L. Academic Press, Boston. 1989: 89–102
  • Decomposition Techniques for Multi-Area Generation and Transmission Planning Under Uncertainty Electric Power Research Institute Report EL-6484 Dantzig, G., B., Glynn, P., W. 1989
  • Simulating Discounted Costs Management Science Fox, B., L., Glynn, P., W. 1989; 35: 1297-1325 
  • INDIRECT ESTIMATION VIA L = LAMBDA W OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1989; 37 (1): 82-103
  • Indirect Estimation via L = λW Operations Research Glynn, P., W., Whitt, W. 1989; 37: 82-103
  • Extensions of the Queueing Relations L = λW and H = λG Operations Research Glynn, P., W., Whitt, W. 1989; 37: 634-644
  • Importance Sampling for Stochastic Simulation Management Science Glynn, P., W., Iglehart, D., L. 1989; 35: 1367-1392
  • Optimization of Stochastic Systems via Simulation Glynn, P., W. 1989
  • AN LIL VERSION OF L=LAMBDA-W MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1988; 13 (4): 693-710
  • ORDINARY CLT AND WLLN VERSIONS OF L=LAMBDA-W MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1988; 13 (4): 674-692
  • A NEW CLASS OF STRONGLY CONSISTENT VARIANCE ESTIMATORS FOR STEADY-STATE SIMULATIONS STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Iglehart, D. L. 1988; 28 (1): 71-80
  • COMPUTING POISSON PROBABILITIES COMMUNICATIONS OF THE ACM Fox, B. L., Glynn, P. W. 1988; 31 (4): 440-445
  • Variance Reduction in Mean Time to Failure Simulations Shahabuddin, P., Nicola, V., Heidelberger, P., Goyal, A., Glynn, P., W. 1988
  • Computational and Statistical Issues in Discrete-Event Simulation Glynn, P., W., Iglehart, D., L. 1988
  • An LIL Version of L = λW Mathematics of Operations Research Glynn, P., W., Whitt, W. 1988; 13: 674-692
  • Ordinary CLT and WLLN Versions of L = λW Mathematics of Operations Research Glynn, P., W., Whitt, W. 1988; 13: 693-710
  • Operations Research: The Next Decade Glynn, P., W. 1988
  • On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices Pacific and Asian Journal of Energy Glynn, P., W., Manne, A., S. 1988; 1 (2): 47-48 
  • Conditions under which a Markov Chain Converges to its Steady State in Finite Time Probability in the Engineering and Informational Sciences Glynn, P., W., Iglehart, D., L. 1988; 2: 377-382
  • Simulation Methods for Queues: An Overview Queueing Systems: Theory and Applications Glynn, P., W., Iglehart, D., L. 1988; 3: 221-256
  • A Non-Rectangular Sampling Plan for Estimating Steady-State Means Glynn, P., W. 1988
  • ESTIMATING TIME AVERAGES VIA RANDOMLY-SPACED OBSERVATIONS SIAM JOURNAL ON APPLIED MATHEMATICS Fox, B. L., Glynn, P. W. 1987; 47 (1): 186-200
  • Likelihood Ratio Gradient Estimation: An Overview Glynn, P., W. 1987
  • On the Convergence of a Regenerative Process to its Steady-State Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1987
  • A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator Annals of Operations Research Glynn, P., W., Iglehart, D., L. 1987; 8: 41-55
  • Estimating Time Averages via Randomly-Spaced Observations SIAM Journal of Applied Mathematics Fox, B., L., Glynn, P., W. 1987; 47: 186-200
  • Limit Theorems for the Method of Replication Stochastic Models Glynn, P., W. 1987; 3: 343-355
  • A New Initial Bias Deletion Rule Glynn, P., W., Iglehart, D., L. 1987
  • Upper Bounds for Poisson Tail Probabilities Operations Research Letters Glynn, P., W. 1987; 6,: 4-19
  • Construction of Process Differentiable Representations for Parametric Families of Distributions Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1987
  • ESTIMATION OF STEADY-STATE CENTRAL MOMENTS BY THE REGENERATIVE METHOD OF SIMULATION OPERATIONS RESEARCH LETTERS Glynn, P. W., Iglehart, D. L. 1986; 5 (6): 271-276
  • DISCRETE-TIME CONVERSION FOR SIMULATING SEMI-MARKOV PROCESSES OPERATIONS RESEARCH LETTERS Fox, B. L., Glynn, P. W. 1986; 5 (4): 191-196
  • Stochastic Approximation for Monte Carlo Optimization Glynn, P., W. 1986
  • Problems in Bayesian Analysis of Stochastic Simulation Glynn, P., W. 1986
  • Recursive Moment Formulas for the Regenerative Simulation Semi-Markov Models Glynn, P., W., Iglehart, D., L. edited by Janssen, J. Plenum Press, New York. 1986: 99–110
  • Optimization of Stochastic Systems Glynn, P., W. 1986
  • Sensitivity Analysis for Stationary Probabilities of a Markov Chain Glynn, P., W. 1986
  • Monte Carlo Optimization of Stochastic Systems: Two New Approaches Glynn, P., W., Sanders, J., L. 1986
  • Discrete-Time Conversion for Simulating Semi-Markov Processes Operations Research Letters Fox, B., L., Glynn, P., W. 1986; 5: 191-196
  • A Central-Limit-Theorem Version of L = λW Queueing Systems:  Theory and Applications Glynn, P., W., Whitt, W. 1986; 2: 191-215
  • Consequences of Uniform Integrability for Simulation Technical Report, Department of Operations Research, Stanford University Glynn, P., W., Iglehart, D., L. 1986
  • Sufficient Conditions for Functional Limit Theorem Versions of L = λW Queueing Systems Glynn, P., W., Whitt, W. 1986; 1: 279-287
  • On the Range of a Regenerative Sequence Stochastic Processes and Their Applications Glynn, P., W. 1985; 20: 105-113
  • Regenerative Structure of Markov Chains Simulated via Common Random Numbers Operations Research Letters Glynn, P., W. 1985; 4: 49-53
  • Large-Sample Theory for Standardized Times Series: An Overview Glynn, P., W., Iglehart, D., L. 1985
  • Regenerative Processes and the ø-Mixing Property TIMS Simulation Newsletter Glynn, P., W. 1985
  • Steady-State Confidence Interval Methodology: Regenerative Methods Glynn, P., W., Iglehart, D., L. 1984
  • Equitable Assignment Rules Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W., Sanders, J., L. 1984
  • Some Asymptotic Formulas for Markov Chain with Applications to Simulation Journal of Statistical Computation and Simulation Glynn, P., W. 1984; 19: 97-112
  • On Confidence Intervals for Cyclic Regenerative Processes Operations Research Letters Glynn, P., W. 1983; 2: 66-71
  • Randomized Estimators for Time Integrals Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1983
  • On ARMA Representations for White Noise in a Markovian Environment Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1983
  • On the Role of Generalized Semi-Markov Processes in Simulation Output Analysis Glynn, P., W. 1983
  • On the Markov Property of the GI/G/infty Gaussian Limit Advances in Applied Probability Glynn, P., W. 1982; 14: 191-194
  • ON THE MARKOV PROPERTY OF THE GI/G/INFINITY GAUSSIAN LIMIT ADVANCES IN APPLIED PROBABILITY Glynn, P. W. 1982; 14 (1): 191-194
  • Regenerative Aspects of the Steady-State Simulation Problem for Markov Chains Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • A Low Bias Steady-State Estimator for Equilibrium Processes Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1982
  • Coverage Error for Confidence Intervals Arising in Simulation Output Analysis Glynn, P., W. 1982
  • Regenerative Simulation of Harris Recurrent Markov Chains Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Asymptotic Theory for Nonparametric Confidence Intervals Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Some New Results in Regenerative Process Theory Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Simulation Output Analysis for General State Space Markov Chains Glynn, P., W., Iglehart, D., L. 1982