Pages that link to "Item:Q2353890"
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The following pages link to Queues and Lévy fluctuation theory (Q2353890):
Displayed 50 items.
- Transient analysis of a stationary Lévy-driven queue (Q900971) (← links)
- Polling: past, present, and perspective (Q1617103) (← links)
- On preemptive-repeat LIFO queues (Q1640074) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- A tandem fluid network with Lévy input in heavy traffic (Q1691917) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Lowest priority waiting time distribution in an accumulating priority Lévy queue (Q1727945) (← links)
- A broad view of queueing theory through one issue (Q1992141) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- Hypothesis testing for a Lévy-driven storage system by Poisson sampling (Q1994908) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Workload distributions in ASIP queueing networks (Q2052431) (← links)
- On Itô formulas for jump processes (Q2052795) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Parisian ruin probability for two-dimensional Brownian risk model (Q2070614) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Fluid queues with synchronized output (Q2294395) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Lévy-driven GPS queues with heavy-tailed input (Q2397973) (← links)
- Occupation times for the finite buffer fluid queue with phase-type ON-times (Q2417042) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- (Q4578294) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- Single-server queues under overdispersion in the heavy-traffic regime (Q4994069) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- STEADY-STATE OPTIMIZATION OF AN EXHAUSTIVE LÉVY STORAGE PROCESS WITH INTERMITTENT OUTPUT AND RANDOM OUTPUT RATE (Q5051938) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- A ruin model with a resampled environment (Q5117676) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Synchronized Lévy queues (Q5139926) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
- Finite-time ruin probability for correlated Brownian motions (Q5861813) (← links)
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384) (← links)
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← links)
- Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
- Cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q6192093) (← links)