Publication | Date of Publication | Type |
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Sample-path large deviations for a class of heavy-tailed Markov-additive processes | 2024-04-10 | Paper |
Scale-free graphs with many edges | 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 | 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 | 2023-08-28 | Paper |
Comparison of stability regions for a line distribution network with stochastic load demands | 2023-07-05 | Paper |
FLUID LIMIT OF A PS-QUEUE WITH MULTISTAGE SERVICE | 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 | 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 | 2022-06-27 | Paper |
A Fluid Model of an Electric Vehicle Charging Network | 2022-06-24 | Paper |
Conjectures on symmetric queues in heavy traffic | 2022-06-16 | Paper |
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps | 2022-05-10 | Paper |
The Fundamentals of Heavy Tails | 2022-05-02 | Paper |
Large deviations for stochastic fluid networks with Weibullian tails | 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 | 2021-11-04 | Paper |
Optimization of Stochastic Lossy Transport Networks and Applications to Power Grids | 2021-03-29 | Paper |
Heavy-Traffic Analysis of Sojourn Time Under the Foreground–Background Scheduling Policy | 2020-09-04 | Paper |
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes | 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 | 2020-06-18 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments | 2020-06-15 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes | 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 | 2020-03-12 | Paper |
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times | 2020-02-24 | Paper |
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times | 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 | 2020-02-10 | Paper |
Importance sampling of heavy-tailed iterated random functions | 2020-02-05 | Paper |
A Stochastic Resource-Sharing Network for Electric Vehicle Charging | 2020-01-28 | Paper |
Temperature Overloads in Power Grids Under Uncertainty: A Large Deviations Approach | 2020-01-28 | Paper |
On the roughness of the paths of RBM in a wedge | 2019-11-20 | Paper |
Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime | 2019-09-02 | Paper |
Robust heavy-traffic approximations for service systems facing overdispersed demand | 2019-07-31 | Paper |
Dynamic pricing policies for an inventory model with random windows of opportunities | 2019-03-01 | Paper |
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift | 2019-01-25 | Paper |
First-passage time asymptotics over moving boundaries for random walk bridges | 2018-09-26 | Paper |
Heavy-traffic approximations for a layered network with limited resources | 2018-08-08 | Paper |
Heavy traffic limit for a tandem queue with identical service times | 2018-08-01 | Paper |
On the accuracy of phase-type approximations of heavy-tailed risk models | 2018-07-11 | Paper |
Robustness of power-law behavior in cascading line failure models | 2018-05-03 | Paper |
The asymptotic hazard rate of sums of discrete random variables | 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 | 2017-09-19 | Paper |
Transient error approximation in a Lévy queue | 2017-08-14 | Paper |
A Large-Deviation-Based Splitting Estimation of Power Flow Reliability | 2017-06-30 | Paper |
Revenue management under customer choice behaviour with cancellations and overbooking | 2016-10-06 | Paper |
Temperature Overloads in Power Grids Under Uncertainty: a Large Deviations Approach | 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 | 2016-04-19 | Paper |
Dynamic Pricing and Learning with Finite Inventories | 2016-01-22 | Paper |
Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints | 2015-08-28 | Paper |
Loss rates in the single-server queue with complete rejection | 2015-07-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q5247113 | 2015-04-23 | Paper |
Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds | 2015-04-14 | Paper |
Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints | 2015-03-31 | Paper |
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis | 2015-01-28 | Paper |
Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment | 2015-01-09 | Paper |
A Lévy input fluid queue with input and workload regulation | 2014-11-25 | Paper |
Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks | 2014-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q5168851 | 2014-07-21 | Paper |
Steady-State Analysis for Multiserver Queues Under Size Interval Task Assignment in the Quality-Driven Regime | 2014-07-11 | Paper |
Fluid Limits for Bandwidth-Sharing Networks in Overload | 2014-07-11 | Paper |
Random Fluid Limit of an Overloaded Polling Model | 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 | 2014-01-17 | Paper |
Fluid Approximation of a Call Center Model with Redials and Reconnects | 2013-11-25 | Paper |
A lower bound for the Erlang C formula in the Halfin-Whitt regime | 2013-11-25 | Paper |
Fluid limits for an ALOHA-type model with impatient customers | 2013-11-25 | Paper |
Asymptotics of Hybrid Fluid Queues with Lévy Input | 2013-04-25 | Paper |
Fluid models for many-server Markovian queues in a changing environment | 2013-03-05 | Paper |
Sojourn time asymptotics in a parking lot network | 2013-02-20 | Paper |
Is Tail-Optimal Scheduling Possible? | 2013-01-30 | Paper |
Staffing Call Centers with Impatient Customers: Refinements to Many-Server Asymptotics | 2012-10-01 | Paper |
Efficient rare-event simulation for perpetuities | 2012-09-12 | Paper |
Refining Square-Root Safety Staffing by Expanding Erlang C | 2012-06-26 | Paper |
A piecewise linear stochastic differential equation driven by a Lévy process | 2011-10-25 | Paper |
Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime | 2011-06-17 | Paper |
Diffusion limits of limited processor sharing queues | 2011-05-11 | Paper |
Fluid Limits for Processor-Sharing Queues with Impatience | 2011-04-27 | Paper |
Law of Large Number Limits of Limited Processor-Sharing Queues | 2011-04-27 | Paper |
Time-dependent properties of symmetric queues | 2011-02-03 | Paper |
On Perturbed Random Walks | 2011-01-13 | Paper |
Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues | 2010-11-12 | Paper |
On the inapproximability of \(M/G/K\): Why two moments of job size distribution are not enough | 2010-02-25 | Paper |
Optimal File Splitting for Wireless Networks with Concurrent Access | 2009-12-09 | Paper |
An extension of the square root law of TCP | 2009-09-03 | Paper |
Preventing Large Sojourn Times Using SMART Scheduling | 2009-08-13 | Paper |
Steady state approximations of limited processor sharing queues in heavy traffic | 2009-03-27 | Paper |
Characterization of Tail Dependence for In-Degree and PageRank | 2009-02-10 | Paper |
Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime | 2008-09-12 | Paper |
Fluid Queues with Heavy-Tailed M/G/∞ Input | 2008-05-27 | Paper |
Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula | 2008-05-15 | Paper |
On a Theorem of Breiman and a Class of Random Difference Equations | 2008-03-07 | Paper |
Tail Asymptotics of the Supremum of a Regenerative Process | 2008-02-22 | Paper |
Time-Dependent Behaviour of an Alternating Service Queue | 2007-10-31 | Paper |
Sojourn time asymptotics in processor sharing queues with varying service rate | 2007-10-16 | Paper |
SOJOURN TIME TAILS IN THE M/D/1 PROCESSOR SHARING QUEUE | 2007-09-11 | Paper |
Tail behavior of conditional sojourn times in processor-sharing queues | 2007-05-03 | Paper |
A large-deviations analysis of the GI/GI/1 SRPT queue | 2006-12-20 | Paper |
Large deviations of sojourn times in processor sharing queues | 2006-06-28 | Paper |
Sojourn time asymptotics in processor-sharing queues | 2006-06-28 | Paper |
Tail asymptotics for exponential functionals of Lévy processes | 2006-04-28 | Paper |
Processor Sharing Queues with Impatience | 2006-04-10 | Paper |
Reduced-load equivalence for Gaussian processes | 2005-08-25 | Paper |
Heavy-traffic asymptotics for the single-server queue with random order of service | 2005-08-25 | Paper |
Some Time-Dependent Properties of Symmetric M/G/1 Queues | 2005-08-25 | Paper |
ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS | 2005-06-21 | Paper |
Subexponential asymptotics of hybrid fluid and ruin models | 2005-04-29 | Paper |
The supremum of a Gaussian process over a random interval | 2005-04-21 | Paper |
Tail asymptotics for processor-sharing queues | 2004-09-24 | Paper |
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. | 2004-09-15 | Paper |
Reduced load equivalence under subexponentiality | 2004-08-10 | Paper |
AIMD algorithms and exponential functionals | 2004-06-10 | Paper |
A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows | 2004-06-10 | Paper |
A TANDEM FLUID QUEUE WITH GRADUAL INPUT | 2002-07-01 | Paper |