| Publication | Date of Publication | Type |
|---|
On large queue lengths in generalised Jackson networks
Markov Processes and Related Fields | 2026-04-30 | Paper |
Corrigendum to: ``Moderate deviations of many-server queues via idempotent processes''
Advances in Applied Probability | 2025-12-16 | Paper |
Moderate deviations of many-server queues via idempotent processes
Advances in Applied Probability | 2025-12-16 | Paper |
A diffusion limit for Markov chains with log-linear interaction on a graph
Markov Processes and Related Fields | 2025-10-16 | Paper |
Large deviation limits of invariant measures
Stochastics and Dynamics | 2024-02-23 | Paper |
Erratum to: ``On many-server queues in heavy traffic''
The Annals of Applied Probability | 2024-01-16 | Paper |
| Moderate deviations of many-server queues in the Halfin-Whitt regime and weak convergence methods | 2023-05-02 | Paper |
Moderate deviation asymptotics of the \(GI /G/n\) queue in the Halfin-Whitt regime
Queueing Systems | 2022-06-16 | Paper |
| On the metastability of a loss network with diminishing rates | 2022-01-10 | Paper |
The geometry of big queues
Problems of Information Transmission | 2020-06-23 | Paper |
On long term investment optimality
Applied Mathematics and Optimization | 2019-08-13 | Paper |
Large deviations of the long term distribution of a non Markov process
Electronic Communications in Probability | 2019-08-06 | Paper |
Large deviations of the long term distribution of a non Markov process
Electronic Communications in Probability | 2019-08-06 | Paper |
| A large-population limit for a Markovian model of group-structured populations | 2017-12-25 | Paper |
On large deviations of coupled diffusions with time scale separation
The Annals of Probability | 2016-09-30 | Paper |
On large deviations of coupled diffusions with time scale separation
The Annals of Probability | 2016-09-30 | Paper |
| On minimising a portfolio's shortfall probability | 2016-02-05 | Paper |
Non-Markovian state-dependent networks in critical loading
Stochastic Models | 2015-03-20 | Paper |
On the number of isolated vertices in a growing random graph
Rocky Mountain Journal of Mathematics | 2014-03-14 | Paper |
On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic
Mathematical Methods of Operations Research | 2013-08-05 | Paper |
Discrete evolutionary birth-death processes and their large population limits
Stochastic Models | 2012-10-29 | Paper |
On the limit law of a random walk conditioned to reach a high level
Stochastic Processes and their Applications | 2011-07-08 | Paper |
On portfolio choice by maximizing the outperformance probability
Mathematical Finance | 2011-02-02 | Paper |
On many-server queues in heavy traffic
The Annals of Applied Probability | 2010-03-08 | Paper |
A Large Deviation Principle for Join the Shortest Queue
Mathematics of Operations Research | 2008-05-27 | Paper |
| The action functional for the Jackson network | 2007-09-11 | Paper |
Storage-Limited Queues in Heavy Traffic
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
| Large deviations of stochastic dynamical systems | 2006-08-08 | Paper |
Stochastic processes in random graphs
The Annals of Probability | 2006-08-03 | Paper |
On some degenerate large deviation problems
Electronic Journal of Probability | 2005-03-08 | Paper |
On some degenerate large deviation problems
Electronic Journal of Probability | 2005-03-08 | Paper |
On large deviation convergence of invariant measures
Journal of Theoretical Probability | 2003-10-27 | Paper |
Polling systems in heavy traffic: a Bessel process limit
Mathematics of Operations Research | 2001-11-26 | Paper |
Large deviations and idempotent probability
Chapman & Hall CRC Monographs and Surveys in Pure and Applied Mathematics | 2001-09-04 | Paper |
Nonergodicity of a queueing network under nonstability of its fluid model
Problems of Information Transmission | 2001-08-12 | Paper |
The multiclass <i>GI/PH/N</i> queue in the Halfin-Whitt regime
Advances in Applied Probability | 2001-06-13 | Paper |
Functional Large Deviation Principles for Waiting and Departure Processes
Probability in the Engineering and Informational Sciences | 2001-06-13 | Paper |
On large-deviation efficiency in statistical inference
Bernoulli | 2001-02-18 | Paper |
Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications
Stochastics and Stochastic Reports | 2000-05-29 | Paper |
Estimating functions evaluated by simulation: a Bayesian/analytic approach
The Annals of Applied Probability | 2000-01-11 | Paper |
Moderate deviations for queues in critical loading
Queueing Systems | 1999-10-04 | Paper |
A critically loaded multirate link with trunk reservation
Queueing Systems | 1998-08-09 | Paper |
Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
Stochastics and Stochastic Reports | 1998-05-12 | Paper |
Functional large deviation principles for first-passage-time processes
The Annals of Applied Probability | 1998-04-20 | Paper |
A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center
Queueing Systems | 1997-12-14 | Paper |
| scientific article; zbMATH DE number 1069539 (Why is no real title available?) | 1997-11-25 | Paper |
Polling systems with zero switchover times: A heavy-traffic averaging principle
The Annals of Applied Probability | 1996-07-22 | Paper |
On the Invariance Principle for the First Passage Time
Mathematics of Operations Research | 1996-05-20 | Paper |
Large deviation analysis of the single server queue
Queueing Systems | 1996-03-20 | Paper |
Large deviations of semimartingales via convergence of the predictable characteristics
Stochastics and Stochastic Reports | 1995-11-26 | Paper |
The method of stochastic exponentials for large deviations
Stochastic Processes and their Applications | 1995-05-14 | Paper |
| scientific article; zbMATH DE number 512560 (Why is no real title available?) | 1994-11-29 | Paper |
Limiting results for multiprocessor systems with breakdowns and repairs
Queueing Systems | 1994-05-09 | Paper |
Processor-shared buffers with reneging
Performance Evaluation | 1994-03-22 | Paper |
A mean-field limit for a class of queueing networks
Journal of Statistical Physics | 1993-10-27 | Paper |
| scientific article; zbMATH DE number 219295 (Why is no real title available?) | 1993-06-29 | Paper |
Limit theorems on large deviations for semimartingales
Stochastics and Stochastic Reports | 1992-06-28 | Paper |
Multiphase queueing system with blocking and a heavy load
Automation and Remote Control | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4172085 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4048817 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4038977 (Why is no real title available?) | 1988-01-01 | Paper |
Diffusion Approximation of Systems with Arrival Depending on Queue, and with Arbitrary Servicing
Theory of Probability & Its Applications | 1988-01-01 | Paper |
Stability of a multiphase queueing system with holding
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Some inequalities for a multiphase system
Problems of Information Transmission | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3867016 (Why is no real title available?) | 1982-01-01 | Paper |
Ergodicity and stability of multiphase queuing systems with blocking and an infinite queue at the input
Automation and Remote Control | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3850798 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3919515 (Why is no real title available?) | 1981-01-01 | Paper |
