Publications: Josh E. Reed
| Title | Year | Citations | Score |
|---|---|---|---|
|
The G/GI/N queue in the Halfin–Whitt regime
2009 View Details |
2009 | 160 | 96.8% |
|
Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
Mathematics of Operations Research, 2008 View Details |
2008 | 75 | 90.3% |
|
Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic
Operational Research, 2012 View Details |
2012 | 53 | 88.4% |
|
On many-server queues in heavy traffic
2010 View Details |
2010 | 59 | 88.3% |
|
Forecasting prices from level-I quotes in the presence of hidden liquidity
Algorithmic Finance, 2011 View Details |
2011 | 50 | 86.7% |
|
High Frequency Asymptotics for the Limit Order Book
2016 View Details |
2016 | 33 | 84.0% |
|
Large-Scale Bundle-Size Pricing: A Theoretical Analysis
Operational Research, 2017 View Details |
2017 | 24 | 78.2% |
|
An Overloaded Multiclass FIFO Queue with Abandonments
Operational Research, 2012 View Details |
2012 | 28 | 78.1% |
|
A diffusion approximation for a generalized Jackson network with reneging
2004 View Details |
2004 | 38 | 77.9% |
|
Distribution-valued heavy-traffic limits for the G/GI/∞ queue.
2015 View Details |
2015 | 18 | 71.2% |
|
On a class of reflected AR(1) processes
Journal of Applied Probability, 2016 View Details |
2016 | 16 | 69.8% |
|
Hazard Rate Scaling for the GI / M / n + GI Queue
2009 View Details |
2009 | 20 | 69.4% |
|
Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints
Mathematics of Operations Research, 2013 View Details |
2013 | 14 | 65.2% |
|
Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints
Operational Research, 2014 View Details |
2014 | 13 | 64.2% |
|
On the Generalized Drift Skorokhod Problem in One Dimension
Journal of Applied Probability, 2013 View Details |
2013 | 13 | 63.7% |
|
Scaling limit of a limit order book model via the regenerative characterization of L\'evy trees
2013 View Details |
2013 | 13 | 63.7% |
|
Managing capacity and inventory jointly for multi-server make-to-stock queues
Queueing Syst. Theory Appl., 2017 View Details |
2017 | 11 | 61.4% |
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A Fair Policy for the G/GI/N Queue with Multiple Server Pools
Mathematics of Operations Research, 2015 View Details |
2015 | 10 | 58.9% |
|
Queues in tandem with customer deadlines and retrials
Queueing Syst. Theory Appl., 2013 View Details |
2013 | 10 | 58.4% |
|
On the roughness of the paths of RBM in a wedge
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2019 View Details |
2019 | 7 | 52.9% |
|
A piecewise linear stochastic differential equation driven by a Lévy process
Journal of Applied Probability, 2011 View Details |
2011 | 8 | 52.7% |
|
The "least flexible job first" rule in scheduling and in queueing
Operations Research Letters, 2013 View Details |
2013 | 7 | 51.3% |
|
Distribution-valued heavy-traffic limits for the $\mathbf{{G/\mathit{GI}/\infty}}$ queue
2009 View Details |
2009 | 7 | 49.2% |
|
SCALING LIMIT OF A LIMIT ORDER BOOK VIA THE REGENERATIVE CHARACTERIZATION OF LÉVY TREES
2014 View Details |
2014 | 6 | 48.5% |
|
Forecasting Prices in the Presence of Hidden Liquidity
2010 View Details |
2010 | 3 | 34.8% |
|
Reflected Brownian motion with drift in a wedge
Queueing systems, 2022 View Details |
2022 | 2 | 29.6% |
|
Series expansions for the all-time maximum of α-stable random walks
Advances in Applied Probability, 2016 View Details |
2016 | 2 | 28.7% |
|
A Dirichlet Process Characterization of RBM in a Wedge
2016 View Details |
2016 | 1 | 18.5% |
|
Fixed-point approximations of bandwidth sharing networks with rate constraints
PERV, 2011 View Details |
2011 | 1 | 18.0% |
|
Managing capacity and inventory jointly for multi-server make-to-stock queues
Queueing systems, 2017 View Details |
2017 | 1 | 17.9% |