| Publication | Date of Publication | Type |
|---|
Lectures on Monte Carlo theory
Probability Theory and Stochastic Modelling | 2025-09-16 | Paper |
A note on the history of the Poisson process
Antiquitates Mathematicae | 2023-07-04 | Paper |
Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
Queueing Systems | 2022-11-09 | Paper |
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
Electronic Journal of Probability | 2022-10-04 | Paper |
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
Electronic Journal of Probability | 2022-10-04 | Paper |
Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2
(available as arXiv preprint) | 2021-10-17 | Paper |
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
Extremes | 2021-05-21 | Paper |
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
Extremes | 2021-05-21 | Paper |
Fluctuation theory for level-dependent Lévy risk processes
Stochastic Processes and their Applications | 2019-12-17 | Paper |
| scientific article; zbMATH DE number 7123689 (Why is no real title available?) | 2019-10-29 | Paper |
| Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model | 2019-06-21 | Paper |
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Stochastic Processes and their Applications | 2018-12-10 | Paper |
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Stochastic Processes and their Applications | 2018-12-10 | Paper |
| Two-dimensional ruin probability for subexponential claim size | 2018-08-08 | Paper |
Two-dimensional ruin probability for subexponential claim size
(available as arXiv preprint) | 2018-08-08 | Paper |
| In memoriam: Czesław Ryll-Nardzewski (1926--2015). | 2017-06-20 | Paper |
Prediction in a mixed Poisson cluster model
Stochastic Models | 2016-08-08 | Paper |
| scientific article; zbMATH DE number 6479208 (Why is no real title available?) | 2015-09-07 | Paper |
Service-time ages, residuals, and lengths in an \(\mathrm{M}/\mathrm{GI}/\infty \) service system
Queueing Systems | 2015-03-26 | Paper |
A continuous-time model for claims reserving
Applicationes Mathematicae | 2015-01-23 | Paper |
Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks
Top | 2013-02-26 | Paper |
A note on speed of convergence to the quasi-stationary distribution
Demonstratio Mathematica | 2013-01-03 | Paper |
Quasi-stationary workload in a Lévy-driven storage system
Stochastic Models | 2012-10-29 | Paper |
Asymptotics of conditional moments of the summand in Poisson compounds
Journal of Applied Probability | 2011-10-25 | Paper |
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
Mathematics of Operations Research | 2011-04-27 | Paper |
Extremes of multidimensional Gaussian processes
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Extremes of multidimensional Gaussian processes
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
Queueing Systems | 2010-03-17 | Paper |
| scientific article; zbMATH DE number 5486279 (Why is no real title available?) | 2009-01-07 | Paper |
The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-09-23 | Paper |
Quasi-Product Forms for Lévy-Driven Fluid Networks
Mathematics of Operations Research | 2008-05-27 | Paper |
The exact asymptotic of the time to collision
Electronic Journal of Probability | 2006-11-03 | Paper |
On the exact asymptotics of the busy period in GI/G/1 queues
Advances in Applied Probability | 2006-11-02 | Paper |
| scientific article; zbMATH DE number 2188832 (Why is no real title available?) | 2005-07-27 | Paper |
A NOTE ON THE INCREASING DIRECTIONALLY CONCAVE MONOTONICITY IN QUEUES
Probability in the Engineering and Informational Sciences | 2005-05-09 | Paper |
Ross-Type Conjectures on Monotonicity of Queues
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-11 | Paper |
Simulation of the Asymptotic Constant in Some Fluid Models
Stochastic Models | 2003-07-24 | Paper |
A technique for exponential change of measure for Markov processes
Bernoulli | 2003-05-25 | Paper |
| scientific article; zbMATH DE number 1775012 (Why is no real title available?) | 2002-09-04 | Paper |
A note on transient Gaussian fluid models
Queueing Systems | 2002-08-28 | Paper |
On the stability of a batch clearing system with Poisson arrivals and subadditive service times
Journal of Applied Probability | 2002-02-28 | Paper |
On the supremum from Gaussian processes over infinite horizon
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Long-range dependent point processes and their Palm-Khinchin distributions
Advances in Applied Probability | 2001-12-16 | Paper |
ON A POISSON HYPERBOLIC STAIRCASE
Probability in the Engineering and Informational Sciences | 2001-08-02 | Paper |
Asymptotics of palm-stationary buffer content distributions in fluid flow queues
Advances in Applied Probability | 2000-11-19 | Paper |
A monotonicity result for the workload in Markov-modulated queues
Journal of Applied Probability | 2000-02-28 | Paper |
The superposition of alternating on-off flows and a fluid model
The Annals of Applied Probability | 1999-11-23 | Paper |
| scientific article; zbMATH DE number 1249326 (Why is no real title available?) | 1999-02-07 | Paper |
A note on martingale inequalities for fluid models
Statistics & Probability Letters | 1998-01-22 | Paper |
| scientific article; zbMATH DE number 879789 (Why is no real title available?) | 1997-07-07 | Paper |
| scientific article; zbMATH DE number 934076 (Why is no real title available?) | 1997-03-03 | Paper |
A Gaussian fluid model
Queueing Systems | 1996-07-01 | Paper |
Expansions for Markov-modulated systems and approximations of ruin probability
Journal of Applied Probability | 1996-05-12 | Paper |
Conditions for finite moments of waiting times in G/G/1 queues
Queueing Systems | 1995-03-28 | Paper |
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
Mathematics of Operations Research | 1994-11-21 | Paper |
Light traffic approximations in general stationary single-server queues
Stochastic Processes and their Applications | 1994-05-24 | Paper |
| scientific article; zbMATH DE number 431651 (Why is no real title available?) | 1994-05-19 | Paper |
Queues in series in light traffic
The Annals of Applied Probability | 1994-02-17 | Paper |
Finiteness of waiting-time moments in general stationary single-server queues
The Annals of Applied Probability | 1993-02-22 | Paper |
Computational methods in risk theory: a matrix-algorithmic approach
Insurance Mathematics & Economics | 1992-06-28 | Paper |
Light traffic approximations in many-server queues
Advances in Applied Probability | 1992-06-28 | Paper |
Stochastic ordering and thinning of point processes
Stochastic Processes and their Applications | 1991-01-01 | Paper |
Light Traffic Approximations in Queues
Mathematics of Operations Research | 1991-01-01 | Paper |
Ergodic properties of Poisson processes with almost periodic intensity
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Queues with nonstationary inputs
Queueing Systems | 1989-01-01 | Paper |
Relationships between characteristics in periodic Poisson queues
Queueing Systems | 1989-01-01 | Paper |
Approximation of periodic queues
Advances in Applied Probability | 1987-01-01 | Paper |
Is the dying individual the oldest ?
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Upper Bounds for Single Server Queues with Doubly Stochastic Poisson Arrivals
Mathematics of Operations Research | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3930025 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3866338 (Why is no real title available?) | 1984-01-01 | Paper |
Some comparability results for waiting times in single- and many-server queues
Journal of Applied Probability | 1984-01-01 | Paper |
A Light Traffic Approximation for a Single-Server Queue
Mathematics of Operations Research | 1984-01-01 | Paper |
Continuous versions of the queuing formulas L=lambdaW and H=lambdaG
Operations Research Letters | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 4069981 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3731035 (Why is no real title available?) | 1981-01-01 | Paper |
Stationary random processes associated with point processes
Lecture Notes in Statistics | 1981-01-01 | Paper |
Queues with non-stationary input stream: Ross's conjecture
Advances in Applied Probability | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3686543 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3698114 (Why is no real title available?) | 1980-01-01 | Paper |
A note on queues with a common traffic intensity
Mathematische Operationsforschung und Statistik. Series Optimization | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3586309 (Why is no real title available?) | 1978-01-01 | Paper |
Stochastic processes with imbedded marked point processes (pmp) and thcir application in queneing
Mathematische Operationsforschung und Statistik. Series Optimization | 1978-01-01 | Paper |
A rate-conservative principle for stationary piecewise Markov processes
Advances in Applied Probability | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3586311 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3612263 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3579810 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3556956 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3553467 (Why is no real title available?) | 1976-01-01 | Paper |
Technical Note—On the Comparison of Waiting Times in <i>GI</i>/<i>G</i>/1 Queues
Operations Research | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3474728 (Why is no real title available?) | 1974-01-01 | Paper |
Two Classes of Semi‐Orderings and their Application in the Queuing Theory
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3350905 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3359552 (Why is no real title available?) | 1970-01-01 | Paper |
