A stochastic model for order book dynamics R Cont, S Stoikov, R Talreja Operations research 58 (3), 549-563, 2010 | 594 | 2010 |
Martingale proofs of many-server heavy-traffic limits for Markovian queues G Pang, R Talreja, W Whitt | 305 | 2007 |
Fluid models for overloaded multiclass many-server queueing systems with first-come, first-served routing R Talreja, W Whitt Management Science 54 (8), 1513-1527, 2008 | 67 | 2008 |
Heavy-traffic limits for waiting times in many-server queues with abandonment R Talreja, W Whitt The Annals of Applied Probability 19 (6), 2137-2175, 2009 | 58 | 2009 |
Distribution-valued heavy-traffic limits for the G/GI/∞ queue J Reed, R Talreja The Annals of Applied Probability 25 (3), 1420-1474, 2015 | 35* | 2015 |
A stochastic model for order book dynamics S Stoikov, R Talreja, R Cont Operations Research 58 (3), 549-563, 2010 | 6 | 2010 |
GeneTaggerCRF: An entity tagger for recognizing gene names in text R Talreja, A Schein, S Winters, L Ungar Tech rep, 2004 | 3 | 2004 |
Formal Verification of AODV R Talreja Master's thesis, Department of Computer Science and Information Science …, 2002 | 2 | 2002 |
Essays on heavy-traffic approximations for many-server queueing systems R Talreja Columbia University, 2009 | 1 | 2009 |
Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems with FCFS Routing R Talreja, W Whitt Management Science, 0 | 1 | |
Literature Review on Optimal Order Execution (2) R Cont, S Stoikov, R Talreja Notes, 2018 | | 2018 |