Karl Sigman

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues
Stochastic Models
2022-10-31Paper
Comparing backwards and forwards random walk maxima
Queueing Systems
2022-06-16Paper
Marked point processes in discrete time
Queueing Systems
2019-12-19Paper
Exact sampling for some multi-dimensional queueing models with renewal input
Advances in Applied Probability
2019-12-09Paper
On simulating a class of Bernstein polynomials
ACM Transactions on Modeling and Computer Simulation
2018-04-16Paper
Using the M/G/1 queue under processor sharing for exact simulation of queues
Annals of Operations Research
2016-11-09Paper
Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for \(\rho < c\)
Queueing Systems
2012-06-20Paper
Heavy-traffic limits for nearly deterministic queues: Stationary distributions
Queueing Systems
2012-01-26Paper
Exact simulation of the stationary distribution of the FIFO M/G/\(c\) queue
Journal of Applied Probability
2011-10-25Paper
On exact sampling of stochastic perpetuities
Journal of Applied Probability
2011-10-25Paper
Heavy-traffic limits for nearly deterministic queues
Journal of Applied Probability
2011-10-25Paper
Stationary remaining service time conditional on queue length
Operations Research Letters
2008-01-11Paper
Fluid Models with Burst Arrivals: A Sample Path Analysis
Probability in the Engineering and Informational Sciences
2007-01-19Paper
On the Interchangeability and Stochastic Ordering of Exponential Queues in Tandem with Blocking
Probability in the Engineering and Informational Sciences
2007-01-19Paper
A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
Probability in the Engineering and Informational Sciences
2006-09-22Paper
Generalizing the Pollaczek-Khintchine Formula to Account for Arbitrary Work Removal
Probability in the Engineering and Informational Sciences
2006-08-30Paper
Monotone Stochastic Recursions and their Duals
Probability in the Engineering and Informational Sciences
2006-08-30Paper
Stochastic networks: admission and routing using penalty functions
Queueing Systems
2005-04-07Paper
Exponential penalty function control of loss networks
The Annals of Applied Probability
2005-03-21Paper
Exponential penalty function control of loss networks
The Annals of Applied Probability
2005-03-21Paper
On finite exponential moments for branching processes and busy periods for queues
Journal of Applied Probability
2004-10-25Paper
Asymptotic convergence of scheduling policies with respect to slowdown
Performance Evaluation
2003-01-21Paper
Risk and duality in multidimensions
Stochastic Processes and their Applications
2002-08-29Paper
Moments in tandem queues
Operations Research
2002-02-07Paper
Palm theory for random time changes
Journal of Applied Mathematics and Stochastic Analysis
2001-11-07Paper
Sampling at subexponential times, with queueing applications
Stochastic Processes and their Applications
2001-01-17Paper
Continuous-time monotone stochastic recursions and duality
Advances in Applied Probability
2001-01-14Paper
Appendix: A primer on heavy-tailed distributions
Queueing Systems
2000-03-30Paper
Steady-state asymptotics for tandem, split-match and other feedforward queues with heavy tailed service
Queueing Systems
2000-03-30Paper
Independent sampling of a stochastic process
Stochastic Processes and their Applications
1999-11-18Paper
Delay moments for FIFO GI/GI/\(s\) queues
Queueing Systems
1998-08-31Paper
New bounds for expected delay in FIFO GI/GI/\(c\) queues
Queueing Systems
1998-02-09Paper
Queues under preemptive lifo and ladder height distributions for risk processes: a duality
Communications in Statistics. Stochastic Models
1997-10-26Paper
A Pollaczek–Khintchine formula for <i>M</i>/<i>G</i>/1 queues with disasters
Journal of Applied Probability
1997-07-20Paper
scientific article; zbMATH DE number 846911 (Why is no real title available?)1996-02-25Paper
Finite moments for inventory processes
The Annals of Applied Probability
1995-07-17Paper
A note on the existence of regeneration times
Journal of Applied Probability
1995-07-16Paper
Stationary regimes for inventory processes
Stochastic Processes and their Applications
1995-05-23Paper
Light traffic heuristic for an M/G/1 queue with limited inventory
Annals of Operations Research
1993-12-20Paper
A Review of Regenerative Processes
SIAM Review
1993-11-01Paper
Heavy and light traffic in fluid models with burst arrivals
Annals of the Institute of Statistical Mathematics
1993-08-25Paper
Moments in infinite channel queues
Computers & Mathematics with Applications
1993-04-01Paper
Light traffic for workload in queues
Queueing Systems
1993-04-01Paper
Work-modulated queues with applications to storage processes
Journal of Applied Probability
1993-01-16Paper
Uniform Cesaro limit theorems for synchronous processes with applications to queues
Stochastic Processes and their Applications
1992-06-28Paper
Queues with negative arrivals
Journal of Applied Probability
1992-06-25Paper
A Note on a Sample-Path Rate Conservation Law and its Relationship with<i>H</i>=<i>λG</i>
Advances in Applied Probability
1991-01-01Paper
One-Dependent Regenerative Processes and Queues in Continuous Time
Mathematics of Operations Research
1990-01-01Paper
The stability of open queueing networks
Stochastic Processes and their Applications
1990-01-01Paper
Notes on the stability of closed queueing networks
Journal of Applied Probability
1989-01-01Paper
Queues as Harris recurrent Markov chains
Queueing Systems
1988-01-01Paper
Regeneration in tandem queues with multiserver stations
Journal of Applied Probability
1988-01-01Paper


Research outcomes over time


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