Chang-han Rhee

Publication Activity (10 Years)

Years Active: 2012-2019
Publications (10 Years): 2

Top Topics

Poisson Process

Robust Estimation

Top Venues

J. Appl. Probab.

Math. Oper. Res.

Queueing Syst. Theory Appl.

Publications

Bohan Chen, Jose H. Blanchet, Chang-han Rhee, Bert Zwart
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes. Math. Oper. Res. 44 (3) (2019)
Mihail Bazhba, Jose H. Blanchet, Chang-han Rhee, Bert Zwart
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times. Queueing Syst. Theory Appl. 93 (3-4) (2019)
Chang-han Rhee, Peter W. Glynn
Unbiased Estimation with Square Root Convergence for SDE Models. Oper. Res. 63 (5) (2015)
Chang-han Rhee, Enlu Zhou, Peng Qiu
An iterative algorithm for sampling from manifolds. WSC (2014)
Peter W. Glynn, Chang-han Rhee
Exact estimation for Markov chain equilibrium expectations. J. Appl. Probab. 51 (A) (2014)
Chang-han Rhee, Peter W. Glynn
A new approach to unbiased estimation for SDE's. WSC (2012)
Chang-han Rhee, Peter W. Glynn
A new approach to unbiased estimation for SDE's. WSC (2012)