| Publication | Date of Publication | Type |
|---|
| A stochastic model of group wealth responses to insurance mechanisms in low-income communities | 2024-04-10 | Paper |
| Externalities in Queues as Stochastic Processes: The Case of FCFS M/G/1 | 2024-04-09 | Paper |
| Estimating Customer Impatience in a Service System With Unobserved Balking | 2024-02-23 | Paper |
| A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model | 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 | 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 | 2023-11-14 | Paper |
| Obituary Narahari Umanath (`Uma') Prabhu (April 25th, 1924 -- October 14th, 2022) | 2023-11-07 | Paper |
| On fluctuation-theoretic decompositions via Lindley-type recursions | 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 | 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 | 2023-07-31 | Paper |
| A versatile stochastic dissemination model | 2023-07-25 | Paper |
| Delayed Hawkes birth-death processes | 2023-06-22 | Paper |
| A decomposition for Lévy processes inspected at Poisson moments | 2023-05-08 | Paper |
| From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity | 2023-03-09 | Paper |
| Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation | 2022-11-30 | Paper |
| Queueing and risk models with dependencies | 2022-11-09 | Paper |
| Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain | 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 | 2022-08-05 | Paper |
| A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process | 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 | 2022-05-12 | Paper |
| A spectral signature of breaking of ensemble equivalence for constrained random graphs | 2022-02-28 | Paper |
| Performance of the Smallest-Variance-First Rule in Appointment Sequencing | 2022-02-16 | Paper |
| Dynamic Erdős-Rényi graphs | 2022-02-16 | Paper |
| Affine Storage and Insurance Risk Models | 2022-02-08 | Paper |
| Shot-noise queueing models | 2022-01-24 | Paper |
| A multiplicative version of the Lindley recursion | 2021-11-29 | Paper |
| Large deviations for acyclic networks of queues with correlated Gaussian inputs | 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 | 2021-11-09 | Paper |
| Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models | 2021-10-12 | Paper |
| A transient Cramér–Lundberg model with applications to credit risk | 2021-09-24 | Paper |
| Bounds for expected supremum of fractional Brownian motion with drift | 2021-06-28 | Paper |
| Parameter estimation for multivariate population processes: a saddlepoint approach | 2021-06-14 | Paper |
| Single-server queues under overdispersion in the heavy-traffic regime | 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 | 2021-03-29 | Paper |
| Dynamic Appointment Scheduling | 2021-03-17 | Paper |
| Hypothesis testing for a Lévy-driven storage system by Poisson sampling | 2021-02-18 | Paper |
| Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment | 2021-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5133300 | 2020-11-12 | Paper |
| From reflected L\'evy processes to stochastically monotone Markov processes via generalized inverses and supermodularity | 2020-08-10 | Paper |
| On two classes of reflected autoregressive processes | 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 | 2020-06-18 | Paper |
| Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams | 2020-06-18 | Paper |
| Regime switching affine processes with applications to finance | 2020-03-25 | Paper |
| The correlation function of a queue with Lévy and Markov additive input | 2020-02-24 | Paper |
| Exact asymptotics in an infinite-server system with overdispersed input | 2020-02-10 | Paper |
| Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation | 2020-01-30 | Paper |
| Infinite-server systems with Coxian arrivals | 2020-01-15 | Paper |
| Parameter estimation for a discretely observed population process under Markov-modulation | 2019-11-19 | Paper |
| Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process | 2019-09-25 | Paper |
| Occupation times for the finite buffer fluid queue with phase-type ON-times | 2019-06-11 | Paper |
| A Bitcoin-inspired infinite-server model with a random fluid limit | 2019-05-15 | Paper |
| Practical aspects of false alarm control for change point detection: beyond average run length | 2019-04-26 | Paper |
| Linear stochastic fluid networks: rare-event simulation and Markov modulation | 2019-04-26 | Paper |
| Rare event simulation for steady-state probabilities via recurrency cycles | 2019-04-23 | Paper |
| EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIES | 2019-03-27 | Paper |
| A Probabilistic Perspective on Re-Identifiability | 2019-03-14 | Paper |
| Optimal stationary appointment schedules | 2019-02-22 | Paper |
| Occupation times of alternating renewal processes with Lévy applications | 2019-01-17 | Paper |
| An optimization approach to adaptive multi-dimensional capital management | 2019-01-15 | Paper |
| Queues on a dynamically evolving graph | 2018-12-21 | Paper |
| Infinite-server queues with Hawkes input | 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 | 2018-06-27 | Paper |
| A large deviations analysis of the transient of a queue with many Markov fluid inputs | 2018-06-12 | Paper |
| Fast simulation of overflow probabilities in a queue with Gaussian input | 2018-06-12 | Paper |
| Efficient simulation of tail probabilities in a queueing model with heterogeneous servers | 2018-05-28 | Paper |
| Refined large deviations asymptotics for Markov-modulated infinite-server systems | 2018-05-25 | Paper |
| Ensemble equivalence for dense graphs | 2018-05-15 | Paper |
| Dimension Estimation Using Random Connection Models | 2018-04-17 | Paper |
| State-dependent importance sampling for a Jackson tandem network | 2018-04-16 | Paper |
| Detecting Markov chain instability: a Monte Carlo approach | 2018-03-14 | Paper |
| Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities | 2018-02-15 | Paper |
| A tandem fluid network with Lévy input in heavy traffic | 2018-01-25 | Paper |
| A functional central limit theorem for Markov additive arrival processes and its applications to 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 | 2017-09-21 | Paper |
| ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME | 2017-09-19 | Paper |
| THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS | 2017-09-19 | Paper |
| RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM | 2017-09-19 | Paper |
| Lévy-driven GPS queues with heavy-tailed input | 2017-08-14 | Paper |
| Explicit Computations for Some Markov Modulated Counting Processes | 2017-07-31 | 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 | 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 | 2017-04-29 | Paper |
| Occupation times for the finite buffer fluid queue with phase-type ON-times | 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 AR(1) processes | 2016-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2818596 | 2016-09-07 | Paper |
| Transient analysis of one-sided Lévy-driven queues | 2016-08-08 | Paper |
| Functional central limit theorems for Markov-modulated infinite-server systems | 2016-08-01 | Paper |
| Optimized appointment scheduling | 2016-06-24 | Paper |
| Markov-modulated infinite-server queues driven by a common background process | 2016-06-09 | Paper |
| ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION | 2016-05-23 | Paper |
| Finding the Conjugate of Markov Fluid Processes | 2016-05-11 | Paper |
| Large deviations for Markov-modulated diffusion processes with rapid switching | 2016-04-20 | Paper |
| A functional central limit theorem for a Markov-modulated infinite-server queue | 2016-04-12 | Paper |
| A large deviations principle for infinite-server queues in a random environment | 2016-03-15 | Paper |
| Transient analysis of a stationary Lévy-driven queue | 2015-12-23 | Paper |
| On the upper bound in Varadhan's lemma | 2015-11-23 | Paper |
| Queues and Lévy fluctuation theory | 2015-07-09 | Paper |
| Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings | 2015-05-29 | Paper |
| Exact tail asymptotics of the supremum attained by a Lévy process | 2015-04-01 | Paper |
| A computational approach to optimized appointment scheduling | 2015-03-18 | Paper |
| Markov-modulated infinite-server queues with general service times | 2014-11-25 | Paper |
| Tail asymptotics of a Markov-modulated infinite-server queue | 2014-11-25 | Paper |
| L\'evy-driven polling systems and continuous-state branching processes | 2014-07-21 | Paper |
| Weak convergence of Markov-modulated diffusion processes with rapid switching | 2014-06-05 | Paper |
| Asymptotics of the area under the graph of a Lévy-driven workload process | 2014-05-15 | Paper |
| A large-deviations analysis of Markov-modulated infinite-server queues | 2014-05-14 | Paper |
| On the tail asymptotics of the area swept under the Brownian storage graph | 2014-05-05 | Paper |
| GENERALIZED BIRTHDAY PROBLEMS IN THE LARGE-DEVIATIONS REGIME | 2014-04-30 | Paper |
| Numerical techniques in Lévy fluctuation theory | 2014-04-14 | Paper |
| Transient analysis of reflected Lévy processes | 2014-02-19 | Paper |
| Exact multivariate workload asymptotics | 2014-02-18 | Paper |
| Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit | 2014-01-30 | Paper |
| Transient analysis of Lévy-driven tandem queues | 2013-12-06 | Paper |
| A stability conjecture on bandwidth sharing networks | 2013-11-25 | Paper |
| Open problems in Gaussian fluid queueing theory | 2013-11-25 | Paper |
| Gaussian queues in light and heavy traffic | 2013-11-25 | Paper |
| Overlap Problems on the Circle | 2013-10-23 | Paper |
| A Central Limit Theorem for Markov-Modulated Infinite-Server Queues | 2013-08-09 | Paper |
| Resource Allocation in a Multiple-Priority Buffered Link | 2013-08-09 | Paper |
| A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes | 2013-08-05 | Paper |
| Estimation of the workload correlation in a Markov fluid queue | 2013-07-05 | Paper |
| Changepoint detection for dependent Gaussian sequences | 2013-07-03 | Paper |
| Time-Scaling Limits for Markov-Modulated Infinite-Server Queues | 2013-06-13 | Paper |
| Limit theorems for reflected Ornstein-Uhlenbeck processes | 2013-04-01 | Paper |
| On Efficiency of Multilevel Splitting | 2013-02-21 | Paper |
| Tail Asymptotics of the M/G/∞ Model | 2013-02-11 | Paper |
| Quasi-Stationary Workload in a Lévy-Driven Storage System | 2012-10-29 | Paper |
| Semi-Markov-Modulated Infinite-Server Queues: Approximations by Time-Scaling | 2012-10-29 | Paper |
| Two-Sided Reflection of Markov-Modulated Brownian Motion | 2012-08-13 | Paper |
| Mean sojourn times in two-queue fork-join systems: bounds and approximations | 2012-08-13 | Paper |
| On the infimum attained by a reflected Lévy process | 2012-06-20 | Paper |
| Sample-path large deviations in credit risk | 2012-04-04 | Paper |
| State-dependent importance sampling for a slowdown tandem queue | 2012-03-08 | Paper |
| Transient analysis of Markov-fluid-driven queues | 2011-08-25 | Paper |
| Extremes of Markov-additive processes with one-sided jumps, with queueing applications | 2011-05-30 | Paper |
| Queueing Networks with Gaussian Inputs | 2011-05-09 | Paper |
| TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS | 2011-04-13 | Paper |
| Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue | 2011-04-05 | Paper |
| First Passage of a Markov Additive Process and Generalized Jordan Chains | 2011-01-13 | Paper |
| Extremes of multidimensional Gaussian processes | 2010-11-25 | Paper |
| Singularities of the matrix exponent of a Markov additive process with one-sided jumps | 2010-08-18 | Paper |
| First passage of time-reversible spectrally negative Markov additive processes | 2010-05-07 | Paper |
| On Lévy-driven vacation models with correlated busy periods and service interruptions | 2010-04-28 | Paper |
| Transient Asymptotics of Lévy-Driven Queues | 2010-04-08 | Paper |
| ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS | 2010-03-22 | Paper |
| Structural properties of reflected Lévy processes | 2010-03-17 | Paper |
| M/M/∞ Transience: Tail Asymptotics of Congestion Periods | 2009-12-18 | Paper |
| A Queueing-Based Approach to Overload Detection | 2009-12-09 | Paper |
| Rare-Event Simulation for Tandem Queues: A Simple and Efficient Importance Sampling Scheme | 2009-12-09 | Paper |
| A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input | 2009-11-25 | Paper |
| On the Dependence Structure of Gaussian Queues | 2009-11-10 | Paper |
| Transient characteristics of Gaussian queues | 2009-11-06 | Paper |
| Flow-level models for multipath routing | 2009-10-26 | Paper |
| A feedback fluid queue with two congestion control thresholds | 2009-09-09 | Paper |
| Bandwidth-sharing networks under a diffusion scaling | 2009-09-03 | Paper |
| Incentive-based control of ad hoc networks: A performance study | 2009-09-01 | Paper |
| On convergence to stationarity of fractional Brownian storage | 2009-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629714 | 2009-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629717 | 2009-06-02 | Paper |
| Asymptotic analysis of Lévy-driven tandem queues | 2009-03-27 | Paper |
| On a generic class of two-node queueing systems | 2009-03-27 | Paper |
| On the Correlation Structure of a Lévy-Driven Queue | 2009-01-21 | Paper |
| ON A QUEUING MODEL WITH SERVICE INTERRUPTIONS | 2008-11-25 | Paper |
| A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies | 2008-08-20 | Paper |
| A note on the delay distribution in GPS | 2008-05-29 | Paper |
| Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary | 2008-03-06 | Paper |
| Bandwidth trading under misaligned objectives: decentralized measurement-based control | 2008-03-05 | Paper |
| Generalized processor sharing: Characterization of the admissible region and selection of optimal weights | 2008-02-22 | Paper |
| Tandem Brownian queues | 2008-02-20 | Paper |
| Pricing and distributed QoS control for elastic network traffic | 2008-01-21 | Paper |
| Editorial: rare-event simulation for queues | 2008-01-07 | Paper |
| Sojourn time asymptotics in processor sharing queues with varying service rate | 2007-10-16 | Paper |
| A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks | 2007-09-06 | Paper |
| A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs | 2007-06-14 | Paper |
| Large Deviations for Gaussian Queues | 2007-06-06 | Paper |
| Large Deviations for Complex Buffer Architectures: The Short-Range Dependent Case | 2007-06-04 | Paper |
| A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH | 2007-03-23 | Paper |
| Gaussian tandem queues with an application to dimensioning of switch fabric interfaces | 2007-01-09 | Paper |
| Queueing systems fed by many exponential on-off sources: an infinite-intersection approach | 2006-11-17 | Paper |
| A duopoly model with heterogeneous congestion-sensitive customers | 2006-10-25 | Paper |
| Large deviations of infinite intersections of events in Gaussian processes | 2006-10-05 | Paper |
| A Lévy Process Reflected at a Poisson Age Process | 2006-09-25 | Paper |
| Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources | 2006-08-30 | Paper |
| QoS-aware bandwidth provisioning for IP network links | 2006-06-30 | Paper |
| Large deviations of sojourn times in processor sharing queues | 2006-06-28 | Paper |
| Continuous feedback fluid queues | 2006-02-02 | Paper |
| On asymptotically efficient simulation of large deviation probabilities | 2005-09-29 | Paper |
| A Tandem Queue with Server Slow-Down and Blocking | 2005-07-27 | Paper |
| Sample-path large deviations for tandem and priority queues with Gaussian inputs | 2005-07-13 | Paper |
| Packet models revisited: tandem and priority systems | 2005-01-17 | Paper |
| Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. | 2004-09-15 | Paper |
| Traffic with an fBm limit: convergence of the stationary workload process | 2004-08-10 | Paper |
| Generalized processor sharing queues with heterogeneous traffic classes | 2004-06-10 | Paper |
| Exact overflow asymptotics for queues with many Gaussian inputs | 2004-05-18 | Paper |
| A Note on the Benefits of Buffering | 2004-02-26 | Paper |
| Convexity properties of loss and overflow functions. | 2003-11-17 | Paper |
| Models of network access using feedback fluid queues | 2003-09-22 | Paper |
| Pricing strategies under heterogeneous service requirements. | 2003-08-13 | Paper |
| Simple models of network access, with applications to the design of joint rate and admission control. | 2003-08-07 | Paper |
| Analysis of a Feedback Fluid Model for Heterogeneous TCP Sources | 2003-07-24 | Paper |
| A large deviations approach to the transient of the Erlang loss model | 2003-06-24 | Paper |
| Transient analysis of traffic generated by bursty sources, and its application to measurement-based admission control | 2003-03-25 | Paper |
| A note on queues with M/G/\(\infty\) input | 2002-10-31 | Paper |
| FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES | 2002-09-19 | Paper |
| Overflow behavior in queues with many long-tailed inputs | 2002-06-10 | Paper |
| Analysis of a phase transition phenomenon in packet networks | 2002-02-03 | Paper |
| The buffer-bandwidth trade-off curve is convex | 2001-10-31 | Paper |
| Large deviations for Small buffers: An insensitivity result | 2001-07-19 | Paper |
| Optimal trajectory to overflow in a queue fed by a large number of sources | 2000-09-10 | Paper |
| Rare event analysis of the state frequencies of a large number of Markov chains | 2000-04-04 | Paper |
| ASYMPTOTIC EVALUATION OF BLOCKING PROBABILITIES IN A HIERARCHICAL CELLULAR MOBILE NETWORK | 2000-01-01 | Paper |
| Fast simulation of blocking probabilities in loss networks | 1999-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343720 | 1997-07-06 | Paper |
