ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS (Q4679795): Difference between revisions

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+Rate modulation in dams and ruin problems
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+Normal rank
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+On cycle maxima, first passage problems and extreme value theory for queues
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+Extreme value theory for queues via cycle maxima
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+Normal rank
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+A fluid queue with a finite buffer and subexponential input
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+Duality of dams via mountain processes.
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+The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
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+Extreme Values in the GI/G/1 Queue
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+Wall and Siegmund duality relations for birth and death chains with reflecting barrier
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+Work-modulated queues with applications to storage processes
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+Ruin probabilities expressed in terms of storage processes
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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