Bert Zwart
Finance · 2004–2008
A researcher in the Science corpus: 5 papers; trusts 6 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it
- Management Science and Operations Research — 10 citations into it; #4,062 of 11,946 by trust here, #4,921 by citations
- Mathematical Physics — 5 citations into it; #3,590 of 8,562 by trust here, #3,482 by citations
Whom Bert Zwart trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bert Zwart overall
Papers from Bert Zwart's perspective
Ordered by how strongly the researchers Bert Zwart trusts endorse each paper. Same corpus, a different order for every researcher.
- Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions
- Tail asymptotics for exponential function-als of L evy processes
- Is network traffic approximated by stable Levy motion or fractional Brownian motion
- On a Theorem of Breiman and a Class of Random Difference Equations (Journal of Applied Probability)
- Lower limits and equivalences for convolution tails
- Dimensioning Large Call Centers (Operational Research)
- An Introduction to Probability Theory and its Applications, Volume I
- The G/GI/N queue in the Halfin–Whitt regime
- Univariate Discrete Distributions
- Stochastic processes in insurance and finance
Their papers
- Tail asymptotics for exponential function-als of L evy processes (2006) — 133 citations
- On a Theorem of Breiman and a Class of Random Difference Equations (2007) — 76 citations
- Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula (2008) — 59 citations
- Tail Asymptotics of the Supremum of a Regenerative Process (2007) — 48 citations
- Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows (2004) — 59 citations