Shot-noise queueing models (Q2070672): Difference between revisions

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+On first-come, first-served queues with two classes of impatient customers
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+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
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+Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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+On a gamma series expansion for the time-dependent probability of collective ruin
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Applied Probability and Queues
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+Q3560912
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+Rate modulation in dams and ruin problems
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+Ruin probabilities expressed in terms of storage processes
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+Q4485682
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+A blood bank model with perishable blood and demand impatience
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+Finite-buffer queues with workload-dependent service and arrival rates
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+Queues with workload-dependent arrival and service rates
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+Q4726487
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+ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME
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+Linear stochastic fluid networks: rare-event simulation and Markov modulation
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+ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND  SWITCHING RATES
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+Infinite-server systems with Coxian arrivals
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+AN INTERMITTENT FLUID SYSTEM WITH EXPONENTIAL ON-TIMES AND SEMI-MARKOV INPUT RATES
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+On some tractable growth-collapse processes with renewal collapse epochs
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+On two classes of reflected autoregressive processes
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+Two queues with time-limited polling and workload-dependent service speeds
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+A Markovian growth-collapse model
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+Level crossing methods in stochastic models
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+Storage processes with general release rule and additive inputs
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+Work-modulated queues with applications to storage processes
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+On the simulation of shot noise and some other random variables
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+Q2730382
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+A stochastic integral in storage theory
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+On up- and downcrossings
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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+Queues Driven by Hawkes Processes
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+Q5822308
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+On the nonlinear modeling of shot noise
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+Q5624436
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+Stochastic Decompositions in the <i>M</i>/<i>G</i>/1 Queue with Generalized Vacations
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+Sample path large deviations principles for Poisson shot noise processes, and applications
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+Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
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+Q5725179
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+The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
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+The Recurrence Classification of Risk and Storage Processes
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+Normal convergence of multidimensional shot noise and rates of this convergence
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+Shot Noise Distributions and Selfdecomposability
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+Moment convergence of first-passage times in renewal theory
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+Exit times for a class of piecewise exponential Markov processes with two-sided jumps
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+Stability of feed-forward fluid networks with Lévy input
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+Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates
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+On a duality between a non-Markoyian storage/production process and a Markovian dam process with state-dependent input and output
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+On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts
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+On hitting times for compound Poisson dams with exponential jumps and linear release rate
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+EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES
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+Markov-modulated linear fluid networks with Markov additive input
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+Stability and structural properties of stochastic storage networks
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+Linear stochastic fluid networks
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+A new formula for some linear stochastic equations with applications
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+Explosive Poisson shot noise processes with applications to risk reserves
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+Regular variation in the mean and stable limits for Poisson shot noise
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+Delay in claim settlement and ruin probability approximations
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+Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II
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+Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
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+Infinite-server queues with Hawkes input
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+Q4894804
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+The central limit theorem for the Poisson shot-noise process
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+TCP and iso-stationary transformations
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+Models of network access using feedback fluid queues
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+Time-dependent rate conservation laws for a process defined with a stationary marked point process and their applications
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+A theory of dams with continuous input and a general release rule
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+Q3293721
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+Ruin theory with stochastic return on investments
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+Moments of a Markov-modulated, irreducible network of fluid queues
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+On the Integrodifferential Equation of Takacs. I
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+Q4367948
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+Introduction to Probability Models
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+A single server queue with workload-dependent service speed and vacations
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+Q4714002
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+Q5133300
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+Continuous feedback fluid queues
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+Shot-Noise Processes in Finance
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+Some structural properties of a Markovian storage/production system
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+On secondary processes generated by a Poisson process and their applications in physics
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+Investigation of waiting time problems by reduction to Markov processes
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+On stochastic processes connected with certain physical recording apparatuses
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+On secondary stochastic processes generated by recurrent processes
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+Über die Wahrscheinlichkeitstheoretische Behandlung der Anodenstromschwankungen von Elektronenröhren
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+A Combinatorial Method in the Theory of Queues
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+Q5598980
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+A finite dam with exponential release
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