Pages that link to "Item:Q3657175"

The following pages link to The queue <i>GI/M/s</i> with customers of different types or the queue <i>GI/H_m/s</i> (Q3657175):

Displaying 25 items.

• The impact of a global FCFS service discipline in a two-class queue with dedicated servers (Q342330) (← links)
• Breaking the dimensionality curse in multi-server queues (Q342434) (← links)
• On Markov-Krein characterization of the mean waiting time in \(M/G/K\) and other queueing systems (Q383205) (← links)
• Comparison conjectures about the M/G/s queue (Q595276) (← links)
• Tables for M/G/c queuing systems with phase-type service (Q787600) (← links)
• A numerical solution for the multi-server queue with hyper-exponential service times (Q789115) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• On the inapproximability of \(M/G/K\): Why two moments of job size distribution are not enough (Q849297) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• Designing multi-echelon service parts networks with finite repair capacity (Q1042232) (← links)
• An algorithm for Ph/Ph/c queues (Q1069845) (← links)
• On the complete monotonicity of the waiting time density in some GI/G/k systems (Q1107222) (← links)
• Analysis of the stationary \(E_ k/C_ 2/s\) queueing system (Q1108691) (← links)
• Approximations for Markovian multi-class queues with preemptive priorities. (Q1426732) (← links)
• Steady-state analysis of shortest expected delay routing (Q1691915) (← links)
• A single-server queue with batch arrivals and semi-Markov services (Q1696937) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• FLUID MODELS WITH JUMPS (Q4678850) (← links)
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 (Q5022537) (← links)
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)