ORIE Technical Reports
This is a collection of Technical Reports and Papers written for the field of Operations Research and Information Engineering.
(2016)We investigate partial maxima of the uniform AR(1) processes with parameter r geq 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained
(2016)We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the ...
(2016-03)We consider a weighted stationary spherical Boolean model in R^d. Assuming that the radii of the balls in the Boolean model have regularly varying tails, we establish the asymptotic behaviour of the tail of the contact ...
(2015-09-16)We propose a new definition of a multivariate subexponential distribution. We compare this definition with the two existing notions of multivariate subexponentiality, and compute the asymptotic behaviour of the ruin ...
Ful lling Orders in a Multi-Echelon Capacitated On-line Retail System: PART TWO, real-time purchasing and ful llment decision making (2015-05-13)When ful lling customer orders, on-line retailers must operate their multi-warehouse systems with great care to ensure that these orders are satis ed in a timely and cost e ective manner. We worked closely with a major ...