| Publication | Date of Publication | Type |
|---|
Insensitivity of proportional fairness in critically loaded bandwidth sharing networks
Queueing Systems | 2026-03-30 | Paper |
Optimization of inventory and capacity in large-scale assembly systems using extreme-value theory
Stochastic Systems | 2024-09-10 | Paper |
Estimating large delay probabilities in two correlated queues
ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
Sample-path large deviations for a class of heavy-tailed Markov-additive processes
Electronic Journal of Probability | 2024-04-10 | Paper |
Scale-free graphs with many edges
Electronic Communications in Probability | 2024-01-17 | Paper |
| Polyhedral restrictions of feasibility regions in optimal power flow for distribution networks | 2023-12-07 | Paper |
| Extreme values for the waiting time in large fork-join queues | 2023-09-15 | Paper |
Tail asymptotics for the delay in a Brownian fork-join queue
Stochastic Processes and their Applications | 2023-09-15 | Paper |
| Dynamic random intersection graph: Dynamic local convergence and giant structure | 2023-08-29 | Paper |
Asymptotic analysis of Emden-Fowler type equation with an application to power flow models
Indagationes Mathematicae. New Series | 2023-08-28 | Paper |
Comparison of stability regions for a line distribution network with stochastic load demands
Queueing Systems | 2023-07-05 | Paper |
FLUID LIMIT OF A PS-QUEUE WITH MULTISTAGE SERVICE
Probability in the Engineering and Informational Sciences | 2022-12-08 | Paper |
| Simulation study for the comparison of power flow models for a line distribution network with stochastic load demands | 2022-12-07 | Paper |
Large deviations for stochastic fluid networks with Weibullian tails
Queueing Systems | 2022-11-09 | Paper |
| Maximum waiting time in heavy-tailed fork-join queues | 2022-11-04 | Paper |
Large fork-join queues with nearly deterministic arrival and service times
Mathematics of Operations Research | 2022-06-27 | Paper |
A fluid model of an electric vehicle charging network
Stochastic Systems | 2022-06-24 | Paper |
Conjectures on symmetric queues in heavy traffic
Queueing Systems | 2022-06-16 | Paper |
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
Electronic Journal of Probability | 2022-05-10 | Paper |
| The Fundamentals of Heavy Tails | 2022-05-02 | Paper |
Large deviations for stochastic fluid networks with Weibullian tails
(available as arXiv preprint) | 2022-02-25 | Paper |
| Large deviations asymptotics for unbounded additive functionals of diffusion processes | 2022-02-22 | Paper |
| Two more ways of spelling Gini Coefficient with Applications | 2022-01-28 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
Optimization of stochastic lossy transport networks and applications to power grids
Stochastic Systems | 2021-03-29 | Paper |
Heavy-traffic analysis of sojourn time under the foreground-background scheduling policy
Stochastic Systems | 2020-09-04 | Paper |
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Journal of Applied Probability | 2020-07-22 | Paper |
| Emergence of scale-free blackout sizes in power grids | 2020-07-14 | Paper |
The impact of a network split on cascading failure processes
Stochastic Systems | 2020-06-18 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
| Sample-path large deviations for unbounded additive functionals of the reflected random walk | 2020-03-31 | Paper |
| Computing first passage times for Markov-modulated fluid models using numerical PDE problem solvers | 2020-03-30 | Paper |
Achievable performance of blind policies in heavy traffic
Mathematics of Operations Research | 2020-03-12 | Paper |
Achievable performance of blind policies in heavy traffic
Mathematics of Operations Research | 2020-03-12 | Paper |
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
Queueing Systems | 2020-02-20 | Paper |
| Consistency of the PLFit estimator for power-law data | 2020-02-17 | Paper |
Bounds and limit theorems for a layered queueing model in electric vehicle charging
Queueing Systems | 2020-02-10 | Paper |
Importance sampling of heavy-tailed iterated random functions
Advances in Applied Probability | 2020-02-05 | Paper |
A Stochastic Resource-Sharing Network for Electric Vehicle Charging
IEEE Transactions on Control of Network Systems | 2020-01-28 | Paper |
Temperature Overloads in Power Grids Under Uncertainty: A Large Deviations Approach
IEEE Transactions on Control of Network Systems | 2020-01-28 | Paper |
On the roughness of the paths of RBM in a wedge
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
SIAM Review | 2019-09-02 | Paper |
Robust heavy-traffic approximations for service systems facing overdispersed demand
Queueing Systems | 2019-07-31 | Paper |
Dynamic pricing policies for an inventory model with random windows of opportunities
Naval Research Logistics | 2019-03-01 | Paper |
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
Stochastic Processes and their Applications | 2019-01-25 | Paper |
First-passage time asymptotics over moving boundaries for random walk bridges
Journal of Applied Probability | 2018-09-26 | Paper |
| Heavy-traffic approximations for a layered network with limited resources | 2018-08-08 | Paper |
Heavy-traffic approximations for a layered network with limited resources
(available as arXiv preprint) | 2018-08-08 | Paper |
Heavy traffic limit for a tandem queue with identical service times
Queueing Systems | 2018-08-01 | Paper |
Heavy traffic limit for a tandem queue with identical service times
Queueing Systems | 2018-08-01 | Paper |
On the accuracy of phase-type approximations of heavy-tailed risk models
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On the accuracy of phase-type approximations of heavy-tailed risk models
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Robustness of power-law behavior in cascading line failure models
Stochastic Models | 2018-05-03 | Paper |
The asymptotic hazard rate of sums of discrete random variables
Statistics & Probability Letters | 2017-10-06 | Paper |
| Emergent failures and cascades in power grids: a statistical physics perspective | 2017-09-28 | Paper |
Rare event analysis and efficient simulation for a multi-dimensional ruin problem
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Transient error approximation in a Lévy queue
Queueing Systems | 2017-08-14 | Paper |
A large-deviation-based splitting estimation of power flow reliability
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Revenue management under customer choice behaviour with cancellations and overbooking
European Journal of Operational Research | 2016-10-06 | Paper |
Temperature Overloads in Power Grids Under Uncertainty: a Large Deviations Approach
(available as arXiv preprint) | 2016-06-09 | Paper |
| A Dirichlet Process Characterization of RBM in a Wedge | 2016-05-06 | Paper |
Fluid Limit of a PS-queue with Multistage Service
(available as arXiv preprint) | 2016-04-19 | Paper |
Dynamic Pricing and Learning with Finite Inventories
Operations Research | 2016-01-22 | Paper |
Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints
Operations Research | 2015-08-28 | Paper |
Loss rates in the single-server queue with complete rejection
Mathematical Methods of Operations Research | 2015-07-10 | Paper |
| Mean square convergence rates for maximum quasi-likelihood estimators | 2015-04-23 | Paper |
Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds
Queueing Systems | 2015-04-14 | Paper |
Fluid limits for bandwidth-sharing networks with rate constraints
Mathematics of Operations Research | 2015-03-31 | Paper |
Fluid limits for bandwidth-sharing networks with rate constraints
Mathematics of Operations Research | 2015-03-31 | Paper |
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Stochastic Models | 2015-01-09 | Paper |
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Stochastic Models | 2015-01-09 | Paper |
A Lévy input fluid queue with input and workload regulation
Queueing Systems | 2014-11-25 | Paper |
| Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks | 2014-11-18 | Paper |
| scientific article; zbMATH DE number 6318801 (Why is no real title available?) | 2014-07-21 | Paper |
Fluid limits for bandwidth-sharing networks in overload
Mathematics of Operations Research | 2014-07-11 | Paper |
Steady-state analysis for multiserver queues under size interval task assignment in the quality-driven regime
Mathematics of Operations Research | 2014-07-11 | Paper |
Random fluid limit of an overloaded polling model
Advances in Applied Probability | 2014-05-09 | Paper |
Random fluid limit of an overloaded polling model
Advances in Applied Probability | 2014-05-09 | Paper |
| Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment | 2014-05-01 | Paper |
| Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times | 2014-05-01 | Paper |
| Separation of timescales in a two-layered network | 2014-04-28 | Paper |
Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
The Annals of Applied Probability | 2014-01-17 | Paper |
A lower bound for the Erlang C formula in the Halfin-Whitt regime
Queueing Systems | 2013-11-25 | Paper |
Fluid limits for an ALOHA-type model with impatient customers
Queueing Systems | 2013-11-25 | Paper |
| Fluid Approximation of a Call Center Model with Redials and Reconnects | 2013-11-25 | Paper |
Asymptotics of hybrid fluid queues with Lévy input
Journal of Applied Probability | 2013-04-25 | Paper |
Fluid models for many-server Markovian queues in a changing environment
Operations Research Letters | 2013-03-05 | Paper |
Sojourn time asymptotics in a parking lot network
Mathematical Methods of Operations Research | 2013-02-20 | Paper |
Is tail-optimal scheduling possible?
Operations Research | 2013-01-30 | Paper |
Staffing call centers with impatient customers: refinements to many-server asymptotics
Operations Research | 2012-10-01 | Paper |
Efficient rare-event simulation for perpetuities
Stochastic Processes and their Applications | 2012-09-12 | Paper |
Refining square-root safety staffing by expanding Erlang C
Operations Research | 2012-06-26 | Paper |
A piecewise linear stochastic differential equation driven by a Lévy process
Journal of Applied Probability | 2011-10-25 | Paper |
Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime
Queueing Systems | 2011-06-17 | Paper |
Diffusion limits of limited processor sharing queues
The Annals of Applied Probability | 2011-05-11 | Paper |
Fluid limits for processor-sharing queues with impatience
Mathematics of Operations Research | 2011-04-27 | Paper |
Law of Large Number Limits of Limited Processor-Sharing Queues
Mathematics of Operations Research | 2011-04-27 | Paper |
Time-dependent properties of symmetric queues
Queueing Systems | 2011-02-03 | Paper |
On perturbed random walks
Journal of Applied Probability | 2011-01-13 | Paper |
Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
Mathematical Methods of Operations Research | 2010-11-12 | Paper |
On the inapproximability of \(M/G/K\): Why two moments of job size distribution are not enough
Queueing Systems | 2010-02-25 | Paper |
Optimal file splitting for wireless networks with concurrent access
Lecture Notes in Computer Science | 2009-12-09 | Paper |
An extension of the square root law of TCP
Annals of Operations Research | 2009-09-03 | Paper |
Preventing Large Sojourn Times Using SMART Scheduling
Operations Research | 2009-08-13 | Paper |
Steady state approximations of limited processor sharing queues in heavy traffic
Queueing Systems | 2009-03-27 | Paper |
Characterization of Tail Dependence for In-Degree and PageRank
Algorithms and Models for the Web-Graph | 2009-02-10 | Paper |
Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime
Queueing Systems | 2008-09-12 | Paper |
Fluid Queues with Heavy-Tailed M/G/∞ Input
Mathematics of Operations Research | 2008-05-27 | Paper |
Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
Advances in Applied Probability | 2008-05-15 | Paper |
On a Theorem of Breiman and a Class of Random Difference Equations
Journal of Applied Probability | 2008-03-07 | Paper |
Tail Asymptotics of the Supremum of a Regenerative Process
Journal of Applied Probability | 2008-02-22 | Paper |
Time-Dependent Behaviour of an Alternating Service Queue
Stochastic Models | 2007-10-31 | Paper |
Sojourn time asymptotics in processor sharing queues with varying service rate
Queueing Systems | 2007-10-16 | Paper |
SOJOURN TIME TAILS IN THE M/D/1 PROCESSOR SHARING QUEUE
Probability in the Engineering and Informational Sciences | 2007-09-11 | Paper |
Tail behavior of conditional sojourn times in processor-sharing queues
Queueing Systems | 2007-05-03 | Paper |
A large-deviations analysis of the GI/GI/1 SRPT queue
Queueing Systems | 2006-12-20 | Paper |
Sojourn time asymptotics in processor-sharing queues
Queueing Systems | 2006-06-28 | Paper |
Large deviations of sojourn times in processor sharing queues
Queueing Systems | 2006-06-28 | Paper |
Tail asymptotics for exponential functionals of Lévy processes
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Processor Sharing Queues with Impatience
(available as arXiv preprint) | 2006-04-10 | Paper |
Some Time-Dependent Properties of Symmetric M/G/1 Queues
Journal of Applied Probability | 2005-08-25 | Paper |
Heavy-traffic asymptotics for the single-server queue with random order of service
Operations Research Letters | 2005-08-25 | Paper |
Reduced-load equivalence for Gaussian processes
Operations Research Letters | 2005-08-25 | Paper |
ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
Probability in the Engineering and Informational Sciences | 2005-06-21 | Paper |
Subexponential asymptotics of hybrid fluid and ruin models
The Annals of Applied Probability | 2005-04-29 | Paper |
The supremum of a Gaussian process over a random interval
Statistics & Probability Letters | 2005-04-21 | Paper |
Tail asymptotics for processor-sharing queues
Advances in Applied Probability | 2004-09-24 | Paper |
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows.
The Annals of Applied Probability | 2004-09-15 | Paper |
Reduced load equivalence under subexponentiality
Queueing Systems | 2004-08-10 | Paper |
AIMD algorithms and exponential functionals
The Annals of Applied Probability | 2004-06-10 | Paper |
A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows
Advances in Applied Probability | 2004-06-10 | Paper |
A tandem fluid queue with gradual input
Probability in the Engineering and Informational Sciences | 2002-07-01 | Paper |
Optimization of inventory and capacity in large-scale assembly systems using extreme-value theory
(available as arXiv preprint) | N/A | Paper |
Large deviations for triangles in scale-free random graphs
(available as arXiv preprint) | N/A | Paper |
Infinite-horizon Fuk-Nagaev inequalities
(available as arXiv preprint) | N/A | Paper |
