Conference paper
On optimal portfolios of dynamic resource allocations
Yingdong Lu, Siva Theja Maguluri, et al.
ACC 2017
We study the asymptotic behavior of finite horizon ruin probabilities for random walks with heavy tailed increment via corrected diffusion approximation. We follow the main idea in [4] of inverting Fourier transformation, and the Fourier transformation is calculated through optimal stopping and a central limit theorem for renewal process. Copyright © Cambridge University Press 2013.
Yingdong Lu, Siva Theja Maguluri, et al.
ACC 2017
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Performance Evaluation Review
David A. Goldberg, Dmitriy A. Katz, et al.
IFIP WG 7.3 Performance 2014
Yingdong Lu, Mark S. Squillante, et al.
ACC 2018