REFEREED JOURNAL PUBLICATIONS

  1. Waiting Time Probabilities in the M/G/1+M Queue (with J. C. Wang). Submitted for Publication.
  2. Uniform Ergodicity for State Dependent Single Class Queueing Networks. Under Revision.
  3. Ergodic Rate Control Problem for Single Class Queueing Networks (with A. Budhiraja and A. Ghosh).  Submitted for Publication.
  4. Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic (with A. Budhiraja). Mathematics of Operations Research, Vol. 34, No. 1, pp. 45-56, (2009).
  5. Long Time Asymptotics for Constrained Diffusions in Polyhedral Domains (with A. Budhiraja).  Stochastic Processes and Their Applications, Vol. 117, No. 8, pp. 1014-1036, (2007).
  6. How to Tell a Bad Filter through Monte Carlo Simulations? (with L. Chen and R. Mehra). IEEE Transactions on Automatic Control, Vol. 52, No. 7, pp. 1302-1307, (2007).
  7. A Survey of Numerical Methods for Nonlinear Filtering Problems (with A. Budhiraja and L. Chen). Physica D: Nonlinear Phenomena, No. 230, pp. 27-36, (2007). -- Appeared in special issue on Data Assimilation.

 

REFEREED CONFERENCE PROCEEDINGS, TECHNICAL REPORTS

  1. PFLib -- An Object Oriented MATLAB Toolbox for Particle Filtering (with L. Chen, A. Budhiraja, and R. Mehra). Proceedings of SPIE Signal Processing, Sensor Fusion, and Target Recognition XVI, Vol. 6567, 65670S (2007). -- presented at Defense and Security Symposium, April 9-13, 2007, Florida.
  2. Forecasting and Dynamic Updating of Uncertain Arrival Rates to a Call Center (with H. Shen and J. Huang). Proceedings of IEEE/INFORMS Conference on Service Operations and Logistics, and Informatics, (SOLI 2007), pp. 50-55. Philadelphia, Pennsylvania, August 27-29, 2007. -- invited talk, presented by Dr. Shen.
  3. A Functional Data Analysis Approach for Evaluating Temporal Physiologic Responses to Particulate Matter (with L. Wichers, D. Costa, P. Watkinson and J. S. Marron). UNC-Chapel Hill, Dept. of Statistics and Operations Research, Tech. Report Series, No. 5, pp. 1-32, (2007).

 

DISSERTATION

       Long Time Stability and Control Problems for Stochastic Networks in Heavy Traffic, UNC-Chapel Hill, Dept. of Statistics and Operations Research, (2008).

 

SOFTWARE

  • Development of PFLib: An Object Oriented MATLAB Toolbox for various Particle Filtering Algorithms. -- available under a GNU GPL license.
    • Send me an email to get this software so that (1) we, i.e. authors of program, know who are interested, and (2)  we may send out bug fixes in the future.  (We hope you find it useful, and are looking forward to your feedback.)