Ilie Grigorescu

Associate Professor

  • 115 Citations
19992018
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Fingerprint Dive into the research topics where Ilie Grigorescu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Brownian motion Mathematics
Hydrodynamic Limit Mathematics
Scaling Limit Mathematics
Tagged Particle Mathematics
Jump Mathematics
Type Systems Mathematics
Branching Mathematics
One Dimension Mathematics

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Research Output 1999 2018

  • 115 Citations
  • 22 Article
1 Citation (Scopus)

Phase Transition for Infinite Systems of Spiking Neurons

Ferrari, P. A., Galves, A., Grigorescu, I. & Löcherbach, E., Jul 17 2018, (Accepted/In press) In : Journal of Statistical Physics. p. 1-12 12 p.

Research output: Contribution to journalArticle

Spiking Neurons
spiking
Infinite Systems
neurons
Neuron
1 Citation (Scopus)

Asymptotics for the time of ruin in the war of attrition

Ernst, P. A. & Grigorescu, I., Jun 1 2017, In : Advances in Applied Probability. 49, 2, p. 388-410 23 p.

Research output: Contribution to journalArticle

Attrition
Normal cumulative distribution function
Fluid Limits
Unit
Normal distribution

Maximizing the variance of the time to ruin in a multiplayer game with selection

Grigorescu, I. & Yao, Y. C., Jun 1 2016, In : Advances in Applied Probability. 48, 2, p. 610-630 21 p.

Research output: Contribution to journalArticle

Game
Optimal Strategy
Martingale
Value Function
Explicit Formula

Optimal stopping for Shepp's urn with risk aversion

Chen, R. W., Grigorescu, I. & Kang, M., Jul 4 2015, In : Stochastics. 87, 4, p. 702-722 21 p.

Research output: Contribution to journalArticle

Optimal Stopping
Risk Aversion
Ball
Game
Brownian Bridge
1 Citation (Scopus)

Critical scale for a continuous AIMD model

Grigorescu, I. & Kang, M., Jul 3 2014, In : Stochastic Models. 30, 3, p. 319-343 25 p.

Research output: Contribution to journalArticle

Transmission control protocol
Traffic congestion
Markov processes
Clocks
Harris Recurrence