REFEREED JOURNAL PUBLICATIONS

  1. Convergence of a Queueing System in Heavy Traffic with General Abandonment Distributions (with A. Weerasinghe). Stochastic Processes and Their Applications, Vol. 121, No. 11, pp. 2507–2552, 2011.
  2. Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. (with J. Bishwal and M. Lee). Journal of Statistical Planning and Inference, Vol. 142, pp. 1234–1242, 2012.  
  3. Bounds on exponential moments of hitting times for reflected processes on the positive orthant. Submitted for Publication.
  4. A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant. Journal of Applied Probability, Vol. 48, No. 3, pp. 820–831 2011.
  5. Ergodic Rate Control Problem for Single Class Queueing Networks (with A. Budhiraja and A. Ghosh). SIAM Journal on Control and Optimization, Vol. 49, No. 4, pp. 1570–1606, 2011.
  6. Stationarity and Control of a Tandem Fluid Network with  Fractional Brownian Motion Input (with A. Weerasinghe). Advances in Applied Probability, Vol. 43, No. 3, pp. 847–874, 2011.
  7. On Moment Stability Properties for a Class of State-dependent Stochastic Networks. Journal of the Korean Statistical Society, Vol. 40, No. 3, pp. 325–336, 2011.
  8. On the return time for a reflected fractional Brownian motion process on the positive orthant. Journal of Applied Probability, Vol. 48, No. 1, pp. 145–153, 2011.
  9. Waiting Time Probabilities in the M/G/1+M Queue (with J. C. Wang). Statistica Neerlandica, Vol. 65, No. 1, pp. 72–83, 2011.
  10. V-uniform Ergodicity for State-dependent Single Class Queueing Networks. Queueing Systems: Theory and Applications, Vol. 65, No. 1, pp. 93–108, 2010.
  11. 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.
  12. 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.
  13. 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.
  14. 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.

 

OTHER REFEREED PUBLICATIONS

  1. Discussion of ``An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach" by F. Lindgren, H. Rue, and J. Lindstrom.  Journal of the Royal Statistical Society B, 73:4, 2011.
  2. 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.
  3. 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.
  4. 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.)