Publication | Date of Publication | Type |
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Large deviation limits of invariant measures | 2024-02-23 | Paper |
Erratum to: ``On many-server queues in heavy traffic | 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 | 2022-06-16 | Paper |
On the metastability of a loss network with diminishing rates | 2022-01-10 | Paper |
The geometry of big queues | 2020-06-23 | Paper |
On long term investment optimality | 2019-08-13 | Paper |
Large deviations of the long term distribution of a non Markov process | 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 | 2016-09-30 | Paper |
On minimising a portfolio's shortfall probability | 2016-02-05 | Paper |
Non-Markovian State-Dependent Networks in Critical Loading | 2015-03-20 | Paper |
On the number of isolated vertices in a growing random graph | 2014-03-14 | Paper |
On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic | 2013-08-05 | Paper |
Discrete Evolutionary Birth-Death Processes and Their Large Population Limits | 2012-10-29 | Paper |
On the limit law of a random walk conditioned to reach a high level | 2011-07-08 | Paper |
ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY | 2011-02-02 | Paper |
On many-server queues in heavy traffic | 2010-03-08 | Paper |
A Large Deviation Principle for Join the Shortest Queue | 2008-05-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3591579 | 2007-09-11 | Paper |
Storage-Limited Queues in Heavy Traffic | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5481190 | 2006-08-08 | Paper |
Stochastic processes in random graphs | 2006-08-03 | Paper |
On some degenerate large deviation problems | 2005-03-08 | Paper |
On large deviation convergence of invariant measures | 2003-10-27 | Paper |
Polling Systems in Heavy Traffic: A Bessel Process Limit | 2001-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q2735643 | 2001-09-04 | Paper |
Nonergodicity of a queueing network under nonstability of its fluid model | 2001-08-12 | Paper |
The multiclass GI/PH/N queue in the Halfin-Whitt regime | 2001-06-13 | Paper |
Functional Large Deviation Principles for Waiting and Departure Processes | 2001-06-13 | Paper |
On large-deviation efficiency in statistical inference | 2001-02-18 | Paper |
Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications | 2000-05-29 | Paper |
Estimating functions evaluated by simulation: a Bayesian/analytic approach | 2000-01-11 | Paper |
Moderate deviations for queues in critical loading | 1999-10-04 | Paper |
A critically loaded multirate link with trunk reservation | 1998-08-09 | Paper |
Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem | 1998-05-12 | Paper |
Functional large deviation principles for first-passage-time processes | 1998-04-20 | Paper |
A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center | 1997-12-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356497 | 1997-11-25 | Paper |
Polling systems with zero switchover times: A heavy-traffic averaging principle | 1996-07-22 | Paper |
On the Invariance Principle for the First Passage Time | 1996-05-20 | Paper |
Large deviation analysis of the single server queue | 1996-03-20 | Paper |
Large deviations of semimartingales via convergence of the predictable characteristics | 1995-11-26 | Paper |
The method of stochastic exponentials for large deviations | 1995-05-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4281428 | 1994-11-29 | Paper |
Limiting results for multiprocessor systems with breakdowns and repairs | 1994-05-09 | Paper |
Processor-shared buffers with reneging | 1994-03-22 | Paper |
A mean-field limit for a class of queueing networks | 1993-10-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4695445 | 1993-06-29 | Paper |
Limit theorems on large deviations for semimartingales | 1992-06-28 | Paper |
Multiphase queueing system with blocking and a heavy load | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3197085 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3777207 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3785731 | 1988-01-01 | Paper |
Diffusion Approximation of Systems with Arrival Depending on Queue, and with Arbitrary Servicing | 1988-01-01 | Paper |
Stability of a multiphase queueing system with holding | 1986-01-01 | Paper |
Some inequalities for a multiphase system | 1983-01-01 | Paper |
Ergodicity and stability of multiphase queuing systems with blocking and an infinite queue at the input | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3335477 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3320099 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3694424 | 1981-01-01 | Paper |
On the metastability of a loss network with diminishing rates | 0001-01-03 | Paper |