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Browsing ORIE Technical Reports by Title
Now showing items 357-376 of 986
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Handling missing extremes in tail estimation
(2020)In some data sets, it may be the case that a portion of the extreme observations are missing. This might arise in cases where the extreme observations are just not available or are imprecisely measured. For example, ... -
Harris Irreducibility of Iterates of iid Random Maps on R+
(Cornell University Operations Research and Industrial Engineering, 2002-09)Harris Irreducibility of Iterates of iid Random Maps on R+ -
Heavy Tail Modelling and Teletraffic Data
(Cornell University Operations Research and Industrial Engineering, 1995-09)This paper published in "Computational Optimization and Applications" 8 (1997) 5-19 -
Heavy Tailed Hidden Semi-Markov Models
(Cornell University Operations Research and Industrial Engineering, 1997-03)Heavy Tailed Hidden Semi-Markov Models -
Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
(Cornell University Operations Research and Industrial Engineering, 1996-01)This paper to appear in the Proceeding of the 1st International Conference on Time Series and Applied Probability. -
A heavy traffic limit theorem for workload processes with heavy tailed service requirements
(Cornell University Operations Research and Industrial Engineering, 1998-10)A heavy traffic limit theorem for workload processes with heavy tailed service requirements -
Heavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilities
(Cornell University Operations Research and Industrial Engineering, 2006-01)Heavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilities -
Heuristic Computation of Periodic-Review Base Stock Inventory Policies
(Cornell University Operations Research and Industrial Engineering, 1996-10)Heuristic Computation of Periodic-Review Base Stock Inventory Policies -
Heuristics for a one warehouse multi-retailer distribution problem with performance bounds
(Cornell University Operations Research and Industrial Engineering, 1990-08)Heuristics for a one warehouse multi-retailer distribution problem with performance bounds -
Heuristics for Kanban allocation in a multi-stage stochastic environment
(Cornell University Operations Research and Industrial Engineering, 1990-09)Heuristics for Kanban allocation in a multi-stage stochastic environment -
Hidden Regular Variation and the Rank Transform
(Cornell University Operations Research and Industrial Engineering, 2004-08)Hidden Regular Variation and the Rank Transform -
Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
(Cornell University Operations Research and Industrial Engineering, 2002-01)Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence -
Hierarchical adaptive regression kernels for regression with functional predictors
(2011-01-11)We propose a new method for regression using a parsimonious and scientifically interpretable representation of functional predictors. Our approach is designed for data that exhibit features such as spikes, dips, and ... -
A Hierarchical Approach for Metal Parts Fabrication
(Cornell University Operations Research and Industrial Engineering, 1992-07)This paper published in "Mathematical Programming" 66 (1994), 145-159 -
An hierarchical approach to machine batching, loading and tool allocation problems
(Cornell University Operations Research and Industrial Engineering, 1992-03)This paper published in "Computational Optimization and Applications" 4 (1995), 139-158 -
High level excursion set geometry for non-Gaussian infinitely divisible random fields
(2009-08-04)We consider smooth, infinitely divisible random fields with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets over high levels u. For a large class of such ... -
High minima of non-smooth Gaussian processes
(2019-02-27)In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian ... -
How Fast Can the Chord-Length Distribution Decay?
(2009-09-21)The modelling of random bi-phasic, or porous, media has been, and still is, under active investigation by mathematicians, physicists or physicians. In this paper we consider a thresholded random process X as a source of ... -
How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments
(Cornell University Operations Research and Industrial Engineering, 1996-09)How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments -
How misleading can sample ACF's of stable MA's Be? (Very!)
(Cornell University Operations Research and Industrial Engineering, 1998-03)How misleading can sample ACF's of stable MA's Be? (Very!)
