Tomasz Rolski

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Person:595277

Available identifiers

zbMath Open rolski.tomaszMaRDI QIDQ595277

List of research outcomes





PublicationDate of PublicationType
A note on the history of the Poisson process2023-07-04Paper
Derivative of the expected supremum of fractional Brownian motion at \(H=1\)2022-11-09Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)2022-10-04Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/22021-10-17Paper
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion2021-05-21Paper
Fluctuation theory for level-dependent Lévy risk processes2019-12-17Paper
https://portal.mardi4nfdi.de/entity/Q52407702019-10-29Paper
Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model2019-06-21Paper
Extremal behavior of hitting a cone by correlated Brownian motion with drift2018-12-10Paper
Two-dimensional ruin probability for subexponential claim size2018-08-08Paper
https://portal.mardi4nfdi.de/entity/Q52684032017-06-20Paper
Prediction in a mixed Poisson cluster model2016-08-08Paper
https://portal.mardi4nfdi.de/entity/Q29447262015-09-07Paper
Service-time ages, residuals, and lengths in an \(\mathrm{M}/\mathrm{GI}/\infty \) service system2015-03-26Paper
A continuous-time model for claims reserving2015-01-23Paper
Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks2013-02-26Paper
A note on speed of convergence to the quasi-stationary distribution2013-01-03Paper
Quasi-Stationary Workload in a Lévy-Driven Storage System2012-10-29Paper
Asymptotics of conditional moments of the summand in Poisson compounds2011-10-25Paper
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs2011-04-27Paper
Extremes of multidimensional Gaussian processes2010-11-25Paper
Tail asymptotics for a Lévy-driven tandem queue with an intermediate input2010-03-17Paper
https://portal.mardi4nfdi.de/entity/Q53025872009-01-07Paper
The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts2008-09-23Paper
Quasi-Product Forms for Lévy-Driven Fluid Networks2008-05-27Paper
The exact asymptotic of the time to collision2006-11-03Paper
On the exact asymptotics of the busy period in GI/G/1 queues2006-11-02Paper
https://portal.mardi4nfdi.de/entity/Q54618962005-07-27Paper
A NOTE ON THE INCREASING DIRECTIONALLY CONCAVE MONOTONICITY IN QUEUES2005-05-09Paper
Ross-Type Conjectures on Monotonicity of Queues2005-04-11Paper
Simulation of the Asymptotic Constant in Some Fluid Models2003-07-24Paper
A technique for exponential change of measure for Markov processes2003-05-25Paper
https://portal.mardi4nfdi.de/entity/Q45421432002-09-04Paper
A note on transient Gaussian fluid models2002-08-28Paper
On the stability of a batch clearing system with Poisson arrivals and subadditive service times2002-02-28Paper
On the supremum from Gaussian processes over infinite horizon2002-02-18Paper
Long-range dependent point processes and their Palm-Khinchin distributions2001-12-16Paper
ON A POISSON HYPERBOLIC STAIRCASE2001-08-02Paper
Asymptotics of palm-stationary buffer content distributions in fluid flow queues2000-11-19Paper
A monotonicity result for the workload in Markov-modulated queues2000-02-28Paper
The superposition of alternating on-off flows and a fluid model1999-11-23Paper
https://portal.mardi4nfdi.de/entity/Q42306251999-02-07Paper
A note on martingale inequalities for fluid models1998-01-22Paper
https://portal.mardi4nfdi.de/entity/Q48788471997-07-07Paper
https://portal.mardi4nfdi.de/entity/Q48950341997-03-03Paper
A Gaussian fluid model1996-07-01Paper
Expansions for Markov-modulated systems and approximations of ruin probability1996-05-12Paper
Conditions for finite moments of waiting times in \(G/G/1\) queues1995-03-28Paper
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality1994-11-21Paper
Light traffic approximations in general stationary single-server queues1994-05-24Paper
https://portal.mardi4nfdi.de/entity/Q31384281994-05-19Paper
Queues in series in light traffic1994-02-17Paper
Finiteness of waiting-time moments in general stationary single-server queues1993-02-22Paper
Computational methods in risk theory: a matrix-algorithmic approach1992-06-28Paper
Light traffic approximations in many-server queues1992-06-28Paper
Stochastic ordering and thinning of point processes1991-01-01Paper
Light Traffic Approximations in Queues1991-01-01Paper
Ergodic properties of Poisson processes with almost periodic intensity1990-01-01Paper
Queues with nonstationary inputs1989-01-01Paper
Relationships between characteristics in periodic Poisson queues1989-01-01Paper
Approximation of periodic queues1987-01-01Paper
Is the dying individual the oldest ?1987-01-01Paper
Upper Bounds for Single Server Queues with Doubly Stochastic Poisson Arrivals1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37030131985-01-01Paper
Some comparability results for waiting times in single- and many-server queues1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338501984-01-01Paper
A Light Traffic Approximation for a Single-Server Queue1984-01-01Paper
Continuous versions of the queuing formulas L=lambdaW and H=lambdaG1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38023621982-01-01Paper
Stationary random processes associated with point processes1981-01-01Paper
Queues with non-stationary input stream: Ross's conjecture1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39188011981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38816881980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38915021980-01-01Paper
A note on queues with a common traffic intensity1979-01-01Paper
Stochastic processes with imbedded marked point processes (pmp) and thcir application in queneing1978-01-01Paper
A rate-conservative principle for stationary piecewise Markov processes1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41534361978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41534381977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41767981977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41487931977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41301551976-01-01Paper
Technical Note—On the Comparison of Waiting Times in GI/G/1 Queues1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41271121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40579181974-01-01Paper
Two Classes of Semi‐Orderings and their Application in the Queuing Theory1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56260371972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56334161970-01-01Paper

Research outcomes over time

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