| Publication | Date of Publication | Type |
|---|
Risk contributions: duality and sensitivity
Quantitative Finance | 2019-02-06 | Paper |
On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue
Operations Research | 2009-07-03 | Paper |
Taking account of correlations between streams in queueing network approximations
Queueing Systems | 2005-11-07 | Paper |
Markov additive processes and Perron-Frobenius eigenvalue inequalities
The Annals of Probability | 2003-05-06 | Paper |
Nonuniform random transformations.
The Annals of Applied Probability | 2003-05-06 | Paper |
On "Sluggish Transients" in Markov Chains
SIAM Journal on Matrix Analysis and Applications | 2003-01-05 | Paper |
An elementary approach to naturality, predictability, and the fundamental theorem of local martingales
Stochastic Models | 2002-09-08 | Paper |
Towards a polynomial-time randomized algorithm for closed product-form networks
ACM Transactions on Modeling and Computer Simulation | 2001-06-24 | Paper |
Phase-type distributions: open problems and a few properties
Communications in Statistics. Stochastic Models | 2000-05-25 | Paper |
Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues
Communications in Statistics. Stochastic Models | 2000-04-17 | Paper |
Euler summation for fourier series and laplace transform inversion
Communications in Statistics. Stochastic Models | 1998-02-03 | Paper |
Relative-error bounds for the LU decomposition via the GTH algorithm
Numerische Mathematik | 1996-10-07 | Paper |
Asymptotics of the sample renewal function
Journal of Mathematical Analysis and Applications | 1995-06-18 | Paper |
Entrywise perturbation theory and error analysis for Markov chains
Numerische Mathematik | 1994-05-18 | Paper |
Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables
Journal of Multivariate Analysis | 1994-04-21 | Paper |
Triangular order of triangular phase-type distributions∗
Communications in Statistics. Stochastic Models | 1994-01-30 | Paper |
| scientific article; zbMATH DE number 97778 (Why is no real title available?) | 1993-01-17 | Paper |
A closure characterisation of phase-type distributions
Journal of Applied Probability | 1992-08-13 | Paper |
Identifiability in superpositions of renewal processes
Communications in Statistics. Stochastic Models | 1992-06-28 | Paper |
Phase-type distributions and majorization
The Annals of Applied Probability | 1991-01-01 | Paper |
Phase-type distributions and invariant polytopes
Advances in Applied Probability | 1991-01-01 | Paper |
On the Limitations of Multivariate Phase-Type Families
Operations Research | 1990-01-01 | Paper |
Characterization of phase-type distributions
Communications in Statistics. Stochastic Models | 1990-01-01 | Paper |
Comparison of Nonparametric Estimators for the Renewal Function
Applied Statistics | 1990-01-01 | Paper |
On the maximum and its uniqueness for geometric random samples
Journal of Applied Probability | 1990-01-01 | Paper |
Optimal Control of a Production Process Subject to Random Deterioration
Operations Research | 1990-01-01 | Paper |
On non-uniqueness of representations of phase-type distributions
Communications in Statistics. Stochastic Models | 1989-01-01 | Paper |
Asymptotic behavior of solutions to a Volterra integro-differential equation
Journal of Integral Equations and Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4043594 (Why is no real title available?) | 1988-01-01 | Paper |
Characterisation of a multivariate stochastic ordering
Bulletin of the Australian Mathematical Society | 1988-01-01 | Paper |
Optimality Of Some Two-Stage Sampling Methods
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
On optimality of a two-stage sawpling method for binomial populations
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
Technical Note—An Algorithm for Computing the Convolution of Poisson Negative Binomial and Geometric Distributions
Operations Research | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4047991 (Why is no real title available?) | 1987-01-01 | Paper |
The M/M/∞ queue in a random environment
Journal of Applied Probability | 1986-01-01 | Paper |
