| Publication | Date of Publication | Type |
|---|
Input estimation from discrete workload observations in a Lévy-driven storage system
Statistics & Probability Letters | 2024-12-09 | Paper |
Trusting: Alone and together
The Journal of Mathematical Sociology | 2024-11-07 | Paper |
Interpersonal trust: asymptotic analysis of a stochastic coordination game with multi-agent learning
Chaos | 2024-08-26 | Paper |
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes
Scandinavian Actuarial Journal | 2024-08-14 | Paper |
Estimating large delay probabilities in two correlated queues
ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
Controlling the time discretization bias for the supremum of Brownian motion
ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
Limit theorems for reflected Ornstein-Uhlenbeck processes
Statistica Neerlandica | 2024-06-10 | Paper |
A relative approach to opinion formation
The Journal of Mathematical Sociology | 2024-04-30 | Paper |
A stochastic model of group wealth responses to insurance mechanisms in low-income communities
Scandinavian Actuarial Journal | 2024-04-10 | Paper |
Externalities in Queues as Stochastic Processes: The Case of FCFS M/G/1
Stochastic Systems | 2024-04-09 | Paper |
| Throughput and packet displacements of dynamic broadcasting algorithms | 2024-04-05 | Paper |
Estimating Customer Impatience in a Service System With Unobserved Balking
Stochastic Systems | 2024-02-23 | Paper |
The Cramér-Lundberg model and its variants. A queueing perspective
Springer Actuarial | 2023-12-18 | Paper |
A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model
Statistica Neerlandica | 2023-12-13 | Paper |
| A queueing-based approach for integrated routing and appointment scheduling | 2023-12-05 | Paper |
| Accurate and efficient approximation of large-scale appointment schedules | 2023-12-05 | Paper |
Adaptive appointment scheduling with periodic updates
Computers & Operations Research | 2023-11-15 | Paper |
| On the area between a L\'evy process with secondary jump inputs and its reflected version | 2023-11-15 | Paper |
Adaptive scheduling in service systems: a dynamic programming approach
European Journal of Operational Research | 2023-11-14 | Paper |
Obituary Narahari Umanath (`Uma') Prabhu (April 25th, 1924 -- October 14th, 2022)
Queueing Systems | 2023-11-07 | Paper |
On fluctuation-theoretic decompositions via Lindley-type recursions
Stochastic Processes and their Applications | 2023-10-30 | Paper |
| Moments of polynomial functionals in Levy-driven queues with secondary jumps | 2023-10-17 | Paper |
The Cramér-Lundberg model with a fluctuating number of clients
Insurance Mathematics & Economics | 2023-10-12 | Paper |
| Bankruptcy probabilities under non-Poisson inspection | 2023-08-24 | Paper |
A sample-path large deviation principle for dynamic Erdős-Rényi random graphs
The Annals of Applied Probability | 2023-07-31 | Paper |
A sample-path large deviation principle for dynamic Erdős-Rényi random graphs
The Annals of Applied Probability | 2023-07-31 | Paper |
A versatile stochastic dissemination model
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
| Delayed Hawkes birth-death processes | 2023-06-22 | Paper |
A decomposition for Lévy processes inspected at Poisson moments
Journal of Applied Probability | 2023-05-08 | Paper |
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
Journal of Applied Probability | 2023-03-09 | Paper |
| Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation | 2022-11-30 | Paper |
Queueing and risk models with dependencies
Queueing Systems | 2022-11-09 | Paper |
Extreme value analysis for a Markov additive process driven by a nonirreducible background chain
Stochastic Systems | 2022-11-08 | Paper |
| Road traffic estimation and distribution-based route selection | 2022-10-04 | Paper |
| Graphon-valued processes with vertex-level fluctuations | 2022-09-04 | Paper |
| Optimal departure time advice in road networks with stochastic disruptions | 2022-08-30 | Paper |
Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information
Operations Research | 2022-08-05 | Paper |
A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
Methodology and Computing in Applied Probability | 2022-07-28 | Paper |
| Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphs | 2022-07-07 | Paper |
| Stability of a Stochastic Ring Network | 2022-06-14 | Paper |
| Input estimation from discrete workload observations in a L\'evy-driven storage system | 2022-05-20 | Paper |
On capital allocation for a risk measure derived from ruin theory
Insurance Mathematics & Economics | 2022-05-12 | Paper |
A spectral signature of breaking of ensemble equivalence for constrained random graphs
Electronic Communications in Probability | 2022-02-28 | Paper |
Dynamic Erdős-Rényi graphs
(available as arXiv preprint) | 2022-02-16 | Paper |
Performance of the smallest-variance-first rule in appointment sequencing
Operations Research | 2022-02-16 | Paper |
Performance of the smallest-variance-first rule in appointment sequencing
Operations Research | 2022-02-16 | Paper |
Affine storage and insurance risk models
Mathematics of Operations Research | 2022-02-08 | Paper |
Shot-noise queueing models
Queueing Systems | 2022-01-24 | Paper |
Large deviations for acyclic networks of queues with correlated Gaussian inputs
Queueing Systems | 2021-11-29 | Paper |
A multiplicative version of the Lindley recursion
Queueing Systems | 2021-11-29 | Paper |
| A Framework for Efficient Dynamic Routing under Stochastically Varying Conditions | 2021-11-22 | Paper |
Staffing for many-server systems facing non-standard arrival processes
European Journal of Operational Research | 2021-11-09 | Paper |
Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
Advances in Applied Probability | 2021-10-12 | Paper |
A transient Cramér-Lundberg model with applications to credit risk
Journal of Applied Probability | 2021-09-24 | Paper |
Bounds for expected supremum of fractional Brownian motion with drift
Journal of Applied Probability | 2021-06-28 | Paper |
Bounds for expected supremum of fractional Brownian motion with drift
Journal of Applied Probability | 2021-06-28 | Paper |
Single-server queues under overdispersion in the heavy-traffic regime
Stochastic Models | 2021-06-14 | Paper |
Parameter estimation for multivariate population processes: a saddlepoint approach
Stochastic Models | 2021-06-14 | Paper |
| Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes | 2021-06-07 | Paper |
A diffusion-based analysis of a multiclass road traffic network
Stochastic Systems | 2021-03-29 | Paper |
| Dynamic Appointment Scheduling | 2021-03-17 | Paper |
Hypothesis testing for a Lévy-driven storage system by Poisson sampling
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
| scientific article; zbMATH DE number 7274266 (Why is no real title available?) | 2020-11-12 | Paper |
From reflected L\'evy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
(available as arXiv preprint) | 2020-08-10 | Paper |
On two classes of reflected autoregressive processes
Journal of Applied Probability | 2020-07-22 | Paper |
| A Gaussian segment-based traffic flow model for the design and control of transport networks | 2020-07-14 | Paper |
Stochastic Monotonicity of Markovian Multiclass Queueing Networks
Stochastic Systems | 2020-06-18 | Paper |
Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
Stochastic Systems | 2020-06-18 | Paper |
Regime switching affine processes with applications to finance
Finance and Stochastics | 2020-03-25 | Paper |
The correlation function of a queue with Lévy and Markov additive input
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Exact asymptotics in an infinite-server system with overdispersed input
Operations Research Letters | 2020-02-10 | Paper |
Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation
Computational Statistics and Data Analysis | 2020-01-30 | Paper |
Infinite-server systems with Coxian arrivals
Queueing Systems | 2020-01-15 | Paper |
Parameter estimation for a discretely observed population process under Markov-modulation
Computational Statistics and Data Analysis | 2019-11-19 | Paper |
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Bernoulli | 2019-09-25 | Paper |
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Bernoulli | 2019-09-25 | Paper |
Occupation times for the finite buffer fluid queue with phase-type ON-times
Operations Research Letters | 2019-06-11 | Paper |
Occupation times for the finite buffer fluid queue with phase-type ON-times
Operations Research Letters | 2019-06-11 | Paper |
A bitcoin-inspired infinite-server model with a random fluid limit
Stochastic Models | 2019-05-15 | Paper |
Practical aspects of false alarm control for change point detection: beyond average run length
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Linear stochastic fluid networks: rare-event simulation and Markov modulation
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Rare event simulation for steady-state probabilities via recurrency cycles
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-04-23 | Paper |
Exact asymptotics of sample-mean-related rare-event probabilities
Probability in the Engineering and Informational Sciences | 2019-03-27 | Paper |
A probabilistic perspective on re-identifiability
Mathematical Population Studies | 2019-03-14 | Paper |
Optimal stationary appointment schedules
Operations Research Letters | 2019-02-22 | Paper |
Occupation times of alternating renewal processes with Lévy applications
Journal of Applied Probability | 2019-01-17 | Paper |
An optimization approach to adaptive multi-dimensional capital management
Insurance Mathematics & Economics | 2019-01-15 | Paper |
An optimization approach to adaptive multi-dimensional capital management
Insurance Mathematics & Economics | 2019-01-15 | Paper |
Queues on a dynamically evolving graph
Journal of Statistical Physics | 2018-12-21 | Paper |
Infinite-server queues with Hawkes input
Journal of Applied Probability | 2018-11-19 | Paper |
| Breaking of ensemble equivalence for perturbed Erd\H{o}s-R\'enyi random graphs | 2018-07-20 | Paper |
A Numerical Approach to Stability of Multiclass Queueing Networks
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Fast simulation of overflow probabilities in a queue with Gaussian input
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
Stochastic Models | 2018-05-28 | Paper |
Refined large deviations asymptotics for Markov-modulated infinite-server systems
European Journal of Operational Research | 2018-05-25 | Paper |
Refined large deviations asymptotics for Markov-modulated infinite-server systems
European Journal of Operational Research | 2018-05-25 | Paper |
Ensemble equivalence for dense graphs
Electronic Journal of Probability | 2018-05-15 | Paper |
Ensemble equivalence for dense graphs
Electronic Journal of Probability | 2018-05-15 | Paper |
| Dimension estimation using random connection models | 2018-04-17 | Paper |
Dimension estimation using random connection models
(available as arXiv preprint) | 2018-04-17 | Paper |
State-dependent importance sampling for a Jackson tandem network
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Detecting Markov chain instability: a Monte Carlo approach
Stochastic Systems | 2018-03-14 | Paper |
Detecting Markov chain instability: a Monte Carlo approach
Stochastic Systems | 2018-03-14 | Paper |
Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
Queueing Systems | 2018-02-15 | Paper |
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems
Queueing Systems | 2018-01-25 | Paper |
A tandem fluid network with Lévy input in heavy traffic
Queueing Systems | 2018-01-25 | Paper |
| Diffusion limits for networks of Markov-modulated infinite-server queues | 2017-12-12 | Paper |
| Networks of infinite-server queues with multiplicative transitions | 2017-11-12 | Paper |
Convergence rates of Laplace-transform based estimators
Bernoulli | 2017-09-21 | Paper |
Convergence rates of Laplace-transform based estimators
Bernoulli | 2017-09-21 | Paper |
Analysis of Markov-modulated infinite-server queues in the central-limit regime
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Rare event analysis and efficient simulation for a multi-dimensional ruin problem
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
The running maximum of a level-dependent quasi-birth-death process
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Lévy-driven GPS queues with heavy-tailed input
Queueing Systems | 2017-08-14 | Paper |
Explicit computations for some Markov modulated counting processes
Springer Proceedings in Mathematics & Statistics | 2017-07-31 | Paper |
Scaling limits for infinite-server systems in a random environment
(available as arXiv preprint) | 2017-06-13 | Paper |
| Scaling limits for infinite-server systems in a random environment | 2017-06-13 | Paper |
A correlated overflow model with a view towards applications in credit risk
International Journal of Operational Research | 2017-05-31 | Paper |
| Controlling the time discretization bias for the supremum of Brownian Motion | 2017-05-18 | Paper |
Rejection and Importance Sampling based Perfect Simulation for Gibbs hard-sphere models
(available as arXiv preprint) | 2017-04-29 | Paper |
Occupation times for the finite buffer fluid queue with phase-type ON-times
(available as arXiv preprint) | 2017-03-16 | Paper |
| Rare-event analysis of mixed Poisson random variables, and applications in staffing | 2017-03-06 | Paper |
On a class of reflected \(\mathrm{AR}(1)\) processes
Journal of Applied Probability | 2016-12-09 | Paper |
Performance analysis of stochastic networks
Nieuw Archief voor Wiskunde. Vijfde Serie | 2016-09-07 | Paper |
Transient analysis of one-sided Lévy-driven queues
Stochastic Models | 2016-08-08 | Paper |
Functional central limit theorems for Markov-modulated infinite-server systems
Mathematical Methods of Operations Research | 2016-08-01 | Paper |
Functional central limit theorems for Markov-modulated infinite-server systems
Mathematical Methods of Operations Research | 2016-08-01 | Paper |
Optimized appointment scheduling
European Journal of Operational Research | 2016-06-24 | Paper |
Markov-modulated infinite-server queues driven by a common background process
Stochastic Models | 2016-06-09 | Paper |
On spectral simulation of fractional Brownian motion
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
Markov-modulated Ornstein-Uhlenbeck processes
Advances in Applied Probability | 2016-05-17 | Paper |
Markov-modulated Ornstein-Uhlenbeck processes
Advances in Applied Probability | 2016-05-17 | Paper |
Finding the conjugate of Markov fluid processes
Probability in the Engineering and Informational Sciences | 2016-05-11 | Paper |
Large deviations for Markov-modulated diffusion processes with rapid switching
Stochastic Processes and their Applications | 2016-04-20 | Paper |
A functional central limit theorem for a Markov-modulated infinite-server queue
Methodology and Computing in Applied Probability | 2016-04-12 | Paper |
A large deviations principle for infinite-server queues in a random environment
Queueing Systems | 2016-03-15 | Paper |
Transient analysis of a stationary Lévy-driven queue
Statistics & Probability Letters | 2015-12-23 | Paper |
On the upper bound in Varadhan's lemma
Statistics & Probability Letters | 2015-11-23 | Paper |
Queues and Lévy fluctuation theory
Universitext | 2015-07-09 | Paper |
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
Journal of Applied Probability | 2015-05-29 | Paper |
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
Journal of Applied Probability | 2015-05-29 | Paper |
Exact tail asymptotics of the supremum attained by a Lévy process
Statistics & Probability Letters | 2015-04-01 | Paper |
A computational approach to optimized appointment scheduling
Queueing Systems | 2015-03-18 | Paper |
Markov-modulated infinite-server queues with general service times
Queueing Systems | 2014-11-25 | Paper |
Tail asymptotics of a Markov-modulated infinite-server queue
Queueing Systems | 2014-11-25 | Paper |
Lévy-driven polling systems and continuous-state branching processes
(available as arXiv preprint) | 2014-07-21 | Paper |
Weak convergence of Markov-modulated diffusion processes with rapid switching
Statistics & Probability Letters | 2014-06-05 | Paper |
Asymptotics of the area under the graph of a Lévy-driven workload process
Operations Research Letters | 2014-05-15 | Paper |
A large-deviations analysis of Markov-modulated infinite-server queues
Operations Research Letters | 2014-05-14 | Paper |
On the tail asymptotics of the area swept under the Brownian storage graph
Bernoulli | 2014-05-05 | Paper |
On the tail asymptotics of the area swept under the Brownian storage graph
Bernoulli | 2014-05-05 | Paper |
Generalized birthday problems in the large-deviations regime
Probability in the Engineering and Informational Sciences | 2014-04-30 | Paper |
Numerical techniques in Lévy fluctuation theory
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
Transient analysis of reflected Lévy processes
Statistics & Probability Letters | 2014-02-19 | Paper |
Exact multivariate workload asymptotics
Mathematical Methods of Operations Research | 2014-02-18 | Paper |
Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit
Stochastic Models | 2014-01-30 | Paper |
Transient analysis of Lévy-driven tandem queues
Statistics & Probability Letters | 2013-12-06 | Paper |
A stability conjecture on bandwidth sharing networks
Queueing Systems | 2013-11-25 | Paper |
Open problems in Gaussian fluid queueing theory
Queueing Systems | 2013-11-25 | Paper |
Gaussian queues in light and heavy traffic
Queueing Systems | 2013-11-25 | Paper |
Overlap problems on the circle
Advances in Applied Probability | 2013-10-23 | Paper |
A central limit theorem for Markov-modulated infinite-server queues
Analytical and Stochastic Modeling Techniques and Applications | 2013-08-09 | Paper |
Resource allocation in a multiple-priority buffered link
Analytical and Stochastic Modeling Techniques and Applications | 2013-08-09 | Paper |
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Mathematical Methods of Operations Research | 2013-08-05 | Paper |
Estimation of the workload correlation in a Markov fluid queue
Queueing Systems | 2013-07-05 | Paper |
| Changepoint detection for dependent Gaussian sequences | 2013-07-03 | Paper |
Time-scaling limits for Markov-modulated infinite-server queues
Stochastic Models | 2013-06-13 | Paper |
| Limit theorems for reflected Ornstein-Uhlenbeck processes | 2013-04-01 | Paper |
On efficiency of multilevel splitting
Communications in Statistics. Simulation and Computation | 2013-02-21 | Paper |
Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model
Stochastic Models | 2013-02-11 | Paper |
Semi-Markov-modulated infinite-server queues: approximations by time-scaling
Stochastic Models | 2012-10-29 | Paper |
Quasi-stationary workload in a Lévy-driven storage system
Stochastic Models | 2012-10-29 | Paper |
Two-sided reflection of Markov-modulated Brownian motion
Stochastic Models | 2012-08-13 | Paper |
Mean sojourn times in two-queue fork-join systems: bounds and approximations
OR Spectrum | 2012-08-13 | Paper |
On the infimum attained by a reflected Lévy process
Queueing Systems | 2012-06-20 | Paper |
Sample-path large deviations in credit risk
Journal of Applied Mathematics | 2012-04-04 | Paper |
State-dependent importance sampling for a slowdown tandem queue
Annals of Operations Research | 2012-03-08 | Paper |
Transient analysis of Markov-fluid-driven queues
Top | 2011-08-25 | Paper |
Extremes of Markov-additive processes with one-sided jumps, with queueing applications
Methodology and Computing in Applied Probability | 2011-05-30 | Paper |
Queueing Networks with Gaussian Inputs
International Series in Operations Research & Management Science | 2011-05-09 | Paper |
Traffic generated by a semi-Markov additive process
Probability in the Engineering and Informational Sciences | 2011-04-13 | Paper |
Simulation-based computation of the workload correlation function in a Lévy-driven queue
Journal of Applied Probability | 2011-04-05 | Paper |
First Passage of a Markov Additive Process and Generalized Jordan Chains
Journal of Applied Probability | 2011-01-13 | Paper |
Extremes of multidimensional Gaussian processes
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Extremes of multidimensional Gaussian processes
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Singularities of the matrix exponent of a Markov additive process with one-sided jumps
Stochastic Processes and their Applications | 2010-08-18 | Paper |
First passage of time-reversible spectrally negative Markov additive processes
Operations Research Letters | 2010-05-07 | Paper |
On Lévy-driven vacation models with correlated busy periods and service interruptions
Queueing Systems | 2010-04-28 | Paper |
Transient Asymptotics of Lévy-Driven Queues
Journal of Applied Probability | 2010-04-08 | Paper |
On a generic class of Lévy-driven vacation models
Probability in the Engineering and Informational Sciences | 2010-03-22 | Paper |
Structural properties of reflected Lévy processes
Queueing Systems | 2010-03-17 | Paper |
M/M/∞ Transience: Tail Asymptotics of Congestion Periods
Stochastic Models | 2009-12-18 | Paper |
Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
Lecture Notes in Computer Science | 2009-12-09 | Paper |
A Queueing-Based Approach to Overload Detection
Lecture Notes in Computer Science | 2009-12-09 | Paper |
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
Mathematical Methods of Operations Research | 2009-11-25 | Paper |
On the Dependence Structure of Gaussian Queues
Stochastic Models | 2009-11-10 | Paper |
Transient characteristics of Gaussian queues
Queueing Systems | 2009-11-06 | Paper |
| Flow-level models for multipath routing | 2009-10-26 | Paper |
A feedback fluid queue with two congestion control thresholds
Mathematical Methods of Operations Research | 2009-09-09 | Paper |
Bandwidth-sharing networks under a diffusion scaling
Annals of Operations Research | 2009-09-03 | Paper |
Incentive-based control of ad hoc networks: A performance study
Computer Networks | 2009-09-01 | Paper |
On convergence to stationarity of fractional Brownian storage
The Annals of Applied Probability | 2009-08-27 | Paper |
| Importance sampling in rare event simulation | 2009-06-02 | Paper |
| scientific article; zbMATH DE number 5560392 (Why is no real title available?) | 2009-06-02 | Paper |
Asymptotic analysis of Lévy-driven tandem queues
Queueing Systems | 2009-03-27 | Paper |
On a generic class of two-node queueing systems
Queueing Systems | 2009-03-27 | Paper |
On the Correlation Structure of a Lévy-Driven Queue
Journal of Applied Probability | 2009-01-21 | Paper |
ON A QUEUING MODEL WITH SERVICE INTERRUPTIONS
Probability in the Engineering and Informational Sciences | 2008-11-25 | Paper |
A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-20 | Paper |
A note on the delay distribution in GPS
Operations Research Letters | 2008-05-29 | Paper |
Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary
Stochastic Models | 2008-03-06 | Paper |
Bandwidth trading under misaligned objectives: decentralized measurement-based control
Computer Networks | 2008-03-05 | Paper |
Generalized processor sharing: Characterization of the admissible region and selection of optimal weights
Computers & Operations Research | 2008-02-22 | Paper |
Tandem Brownian queues
Mathematical Methods of Operations Research | 2008-02-20 | Paper |
Pricing and distributed QoS control for elastic network traffic
Operations Research Letters | 2008-01-21 | Paper |
Editorial: rare-event simulation for queues
Queueing Systems | 2008-01-07 | Paper |
Sojourn time asymptotics in processor sharing queues with varying service rate
Queueing Systems | 2007-10-16 | Paper |
A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks
Queueing Systems | 2007-09-06 | Paper |
A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs
Queueing Systems | 2007-06-14 | Paper |
| Large Deviations for Gaussian Queues | 2007-06-06 | Paper |
Large Deviations for Complex Buffer Architectures: The Short-Range Dependent Case
Stochastic Models | 2007-06-04 | Paper |
A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
Probability in the Engineering and Informational Sciences | 2007-03-23 | Paper |
Gaussian tandem queues with an application to dimensioning of switch fabric interfaces
Computer Networks | 2007-01-09 | Paper |
Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
Queueing Systems | 2006-11-17 | Paper |
A duopoly model with heterogeneous congestion-sensitive customers
European Journal of Operational Research | 2006-10-25 | Paper |
Large deviations of infinite intersections of events in Gaussian processes
Stochastic Processes and their Applications | 2006-10-05 | Paper |
A Lévy Process Reflected at a Poisson Age Process
Journal of Applied Probability | 2006-09-25 | Paper |
Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources
Probability in the Engineering and Informational Sciences | 2006-08-30 | Paper |
QoS-aware bandwidth provisioning for IP network links
Computer Networks | 2006-06-30 | Paper |
Large deviations of sojourn times in processor sharing queues
Queueing Systems | 2006-06-28 | Paper |
Continuous feedback fluid queues
Operations Research Letters | 2006-02-02 | Paper |
On asymptotically efficient simulation of large deviation probabilities
Advances in Applied Probability | 2005-09-29 | Paper |
A Tandem Queue with Server Slow-Down and Blocking
Stochastic Models | 2005-07-27 | Paper |
Sample-path large deviations for tandem and priority queues with Gaussian inputs
The Annals of Applied Probability | 2005-07-13 | Paper |
Packet models revisited: tandem and priority systems
Queueing Systems | 2005-01-17 | Paper |
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows.
The Annals of Applied Probability | 2004-09-15 | Paper |
Traffic with an fBm limit: convergence of the stationary workload process
Queueing Systems | 2004-08-10 | Paper |
Generalized processor sharing queues with heterogeneous traffic classes
Advances in Applied Probability | 2004-06-10 | Paper |
Exact overflow asymptotics for queues with many Gaussian inputs
Journal of Applied Probability | 2004-05-18 | Paper |
A Note on the Benefits of Buffering
Stochastic Models | 2004-02-26 | Paper |
Convexity properties of loss and overflow functions.
Operations Research Letters | 2003-11-17 | Paper |
Models of network access using feedback fluid queues
Queueing Systems | 2003-09-22 | Paper |
Pricing strategies under heterogeneous service requirements.
Computer Networks | 2003-08-13 | Paper |
Simple models of network access, with applications to the design of joint rate and admission control.
Computer Networks | 2003-08-07 | Paper |
Analysis of a Feedback Fluid Model for Heterogeneous TCP Sources
Stochastic Models | 2003-07-24 | Paper |
A large deviations approach to the transient of the Erlang loss model
Performance Evaluation | 2003-06-24 | Paper |
Transient analysis of traffic generated by bursty sources, and its application to measurement-based admission control
Telecommunication Systems | 2003-03-25 | Paper |
A note on queues with M/G/\(\infty\) input
Operations Research Letters | 2002-10-31 | Paper |
FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES
Probability in the Engineering and Informational Sciences | 2002-09-19 | Paper |
Overflow behavior in queues with many long-tailed inputs
Advances in Applied Probability | 2002-06-10 | Paper |
Analysis of a phase transition phenomenon in packet networks
Advances in Applied Probability | 2002-02-03 | Paper |
The buffer-bandwidth trade-off curve is convex
Queueing Systems | 2001-10-31 | Paper |
Large deviations for Small buffers: An insensitivity result
Queueing Systems | 2001-07-19 | Paper |
Optimal trajectory to overflow in a queue fed by a large number of sources
Queueing Systems | 2000-09-10 | Paper |
Rare event analysis of the state frequencies of a large number of Markov chains
Communications in Statistics. Stochastic Models | 2000-04-04 | Paper |
ASYMPTOTIC EVALUATION OF BLOCKING PROBABILITIES IN A HIERARCHICAL CELLULAR MOBILE NETWORK
Probability in the Engineering and Informational Sciences | 2000-01-01 | Paper |
Fast simulation of blocking probabilities in loss networks
European Journal of Operational Research | 1999-02-28 | Paper |
| scientific article; zbMATH DE number 1031397 (Why is no real title available?) | 1997-07-06 | Paper |
Statistical inference for a service system with non-stationary arrivals and unobserved balking
(available as arXiv preprint) | N/A | Paper |
Estimation of on- and off-time distributions in a dynamic Erd\H{o}s-R\'enyi random graph
(available as arXiv preprint) | N/A | Paper |
Characterizing the Age of Information with Multiple Coexisting Data Streams
(available as arXiv preprint) | N/A | Paper |
