The following pages link to Soren Asmussen (Q1223870):
Displayed 50 items.
- Item:Q1223870 (redirect page) (← links)
- Item:Q1223870 (redirect page) (← links)
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- The M/M/1 queue with inventory, lost sale, and general lead times (Q364081) (← links)
- Lévy matters V. Functionals of Lévy processes (Q495568) (← links)
- Transient properties of many-server queues and related QBDs (Q596380) (← links)
- A new proof of convergence of MCMC via the ergodic theorem (Q634566) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Time inhomogeneity in longest gap and longest run problems (Q730351) (← links)
- Exponential families and regression in the Monte Carlo study of queues and random walks (Q753366) (← links)
- Limit theorems for priority queues with patch processing in heavy traffic. I (Q756869) (← links)
- Ladder heights and the Markov-modulated M/G/1 queue (Q811025) (← links)
- Item:Q1223870 (redirect page) (← links)
- The average virtual waiting time as a measure of performance (Q919729) (← links)
- Queues with service times and interarrival times depending linearly and randomly upon waiting times (Q919730) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Two limit theorems for critical Bellman-Harris branching processes (Q1060778) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- On complete convergence in the law of large numbers for subsequences (Q1068447) (← links)
- The heavy traffic limit of a class of Markovian queueing models (Q1095501) (← links)
- On the survival probability of a branching process in a finite state i.i.d. environment (Q1096980) (← links)
- State space collapse for queueing networks (Q1126814) (← links)
- Reflecting diffusions and queueing networks (Q1126824) (← links)
- Necessary and sufficient conditions for complete convergence in the law of large numbers (Q1136150) (← links)
- On some two-sex population models (Q1143720) (← links)
- Effective bandwidths at multi-class queues (Q1176436) (← links)
- Departures from many queues in series (Q1182683) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Phase-type representations in random walk and queueing problems (Q1196939) (← links)
- A distributional form of Little's law in heavy traffic (Q1196940) (← links)
- Light traffic equivalence in single-server queues (Q1201314) (← links)
- On coupling and weak convergence to stationarity (Q1201322) (← links)
- Precise estimates of presence probabilities in the branching random walk (Q1208929) (← links)
- Branching random walks. I (Q1221984) (← links)
- Branching random walks. II (Q1223871) (← links)
- Convergence rates for branching processes (Q1227230) (← links)
- Some modified branching diffusion models (Q1243963) (← links)
- Self-similar processes in collective risk theory (Q1277066) (← links)
- Failure rates of regenerative systems with heavy tails (Q1291185) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- Extreme value theory for queues via cycle maxima (Q1297898) (← links)
- Regenerative simulation of TES processes (Q1323530) (← links)
- Two-sided Lundberg inequalities in a Markovian environment (Q1324885) (← links)
- Poisson's equation for queues driven by a Markovian marked point process (Q1339064) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Nonlinear renewal theory for Markov random walks (Q1343594) (← links)
- Busy period analysis, rare events and transient behavior in fluid flow models (Q1344648) (← links)
- Item:Q1223870 (redirect page) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)