Publication:3026011

From MaRDI portal


zbMath0624.60098MaRDI QIDQ3026011

Soren Asmussen

Publication date: 1987



60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60K25: Queueing theory (aspects of probability theory)

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

60Kxx: Special processes


Related Items

A survey of max-type recursive distributional equations, A stochastic model for the circulation of restorable materials, Limit theorems for cumulative processes, Finite-size corrections to Poisson approximations in general renewal-success processes, Optimal control of a dual service rate \(M/M/1\) production-inventory model, Ladder heights and the Markov-modulated M/G/1 queue, Regenerative block-bootstrap for Markov chains, Error bounds for exponential approximation of large-system reliability, How large delays build up in a GI/G/1 queue, The stability of open queueing networks, Simulation studies of some Voronoi point processes, Future independent times and Markov chains, The heavy traffic limit of a class of Markovian queueing models, Certain optimality properties of the first-come first-served discipline for G/G/s queues, Queues as Harris recurrent Markov chains, Ergodicity and inequalities in a class of point processes, Calculation of the probability of eventual ruin by Beekman's convolution series, Further use of Shiu's approach to the evaluation of ultimate ruin probabilities, Relative extremal index of two stationary processes, Meeting times for independent Markov chains, Computational methods in risk theory: a matrix-algorithmic approach, Uniform Cesaro limit theorems for synchronous processes with applications to queues, Construction of a stationary regenerative process, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Heavy and light traffic in fluid models with burst arrivals, Ruin probability by operational calculus, Ruin probabilities for Erlang (2) risk processes, Analyzing service blueprints using phase distributions, Optimization and sensitivity analysis of computer simulation models by the score function method, On a class of approximations for ruin and waiting time probabilities, Simulation of queueing processes based on weak regeneration, Weak regenerative structure of an open Jackson queueing network, Optimization of computer simulation models with rare events, Analysis of a versatile multi-class delay-loss system with a superimposed Markovian arrival process, Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities, The extremal index of a higher-order stationary Markov chain, Stability analysis and optimization of an inventory system with bounded orders, The value iteration method for countable state Markov decision processes, Stochastic models of telomere shortening, Filtering of derived point processes, On the Markov renewal theorem, Monotonicity and stability of periodic polling models, On the stability of open networks: A unified approach by stochastic dominance, On coupling of stochastic processes with embedded point processes, Two ergodicity criteria for stochastically recursive sequences, Wide sense regenerative processes with applications to multi-channel queues and networks, A simple formula for mean multiplexing delay for independent regenerative sources, On distributionally regenerative processes, On the distribution of the number of packets in the fluid flow approximation of packet arrival streams, Poisson's equation for queues driven by a Markovian marked point process, Strong approximations for epidemic models, Ladder heights, Gaussian random walks and the Riemann zeta function, Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates, Convergence analysis of gradient descent stochastic algorithms, Asymptotic distribution of the downtime of a monotone system, A unified treatment of single component replacement models, On the identification of Wiener-Hopf factors, Polling on a space with general arrival and service time distribution, The stability of a non-homogeneous queueing system with regenerative input, Production control of an unreliable manufacturing system under the assumption of no backlog, Counterexamples in importance sampling for large deviations probabilities, Large deviations results for subexponential tails, with applications to insurance risk, Patterns of buffer overflow in a class of queues with long memory in the input stream, Actuarial bridges to dynamic hedging and option pricing, Stable Lévy motion approximation in collective risk theory, Coupling with compensators, Computing the extremal index of special Markov chains and queues, Tails of passage-times and an application to stochastic processes with boundary reflection in wedges, Generalized birth and death processes with applications to queues with repeated attempts and negative arrivals, Sojourn time distribution in a MAP/M/1 processor-sharing queue, Sequential condition-based maintenance scheduling for a deteriorating system., Aging and other distributional properties of discrete compound geometric distributions, Function space integration for annuities., A discussion on Buhlmann's criterion for asset valuation., Compound geometric residual lifetime distributions and the deficit at ruin., On a correlated aggregate claims model with Poisson and Erlang risk processes., Nonexistence of a class of variate generation schemes., Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation, Critical random walks on two-dimensional complexes with applications to polling systems, Decompounding: an estimation problem for Poisson random sums., Stability results for a general class of interacting point processes dynamics, and applications, Stopping problems for compound processes with applications to queues, Sampling at subexponential times, with queueing applications, How many probes are needed to compute the maximum of a random walk?, Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory, Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration, The stationary distribution of a Markovian process arising in the theory of multiserver retrial queueing systems., Reliability of several component sets with inspections at random times, A random walk model for a multi-component deteriorating system, Unreliable production-inventory model with a two-phase Erlang demand arrival process, A local limit theorem for random walk maxima with heavy tails, Extremal behavior of the autoregressive process with ARCH(1) errors, Point processes with finite-dimensional conditional probabilities, Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains, Brownian analogues of Burke's theorem., On sampling of stationary increment processes, Markov chains with marked transitions, Independent sampling of a stochastic process, Lindley-type equations in the branching random walk, Compound Poisson approximation for Markov chains using Stein's method, Semi-Markov processes for reliability studies, On stability of queueing networks with job deadlines, An improved approximation for assessing the statistical significance of molecular sequence features, Average cost under the PMλ, τ policy in a finite dam with compound Poisson inputs, A note on quasi-stationary distributions of birth–death processes and the SIS logistic epidemic, Path reversal, islands, and the gapped alignment of random sequences, The stationary tail asymptotics in the GI/G/1-type queue with countably many background states, Cyclic queueing networks with subexponential service times, Central limit theorem for hitting times of functionals of Markov jump processes, Tail asymptotics for processor-sharing queues, The estimation of phase-type related functionals using Markov chain Monte Carlo methods, Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory, Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times, Ruin Probabilities for Two Classes of Risk Processes, Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type, Perfect simulation of Hawkes processes, Optimization under the PMλ,τ policy of a finite dam with both continuous and jumpwise inputs, Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes, Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility, Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes, Tail asymptotics for M/G/1-type queueing processes with light-tailed increments, Some estimates of geometric sums, Recent developments in single product, discrete-time, capacitated production-inventory systems., Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients, Stability and performance analysis of rate-based feedback flow controlled ATM networks, Approximations for solutions of renewal-type equations, Estimates of stability of geometric convolutions, Sample-path analysis of processes with imbedded point processes, Stabilizing an uncertain production system, Limits for queues as the waiting room grows, Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations., A \(P_{\lambda}^M\)-policy for an \(M/G/1\) queueing system, The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors, Perfect sampling of ergodic Harris chains, Self-similar communication models and very heavy tails., On optional stopping of some exponential martingales for Lévy processes with or without reflection., Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes., Random oriented trees: a model of drainage networks., Asymptotic behavior of generalized risk processes, Extremes of Markov sequences, Rejection rules in the \(M/G/1\) queue, A scheduling policy with maximal stability region for ring networks with spatial reuse, Reliable estimation via simulation, On a two-level multigrid solution method for finite Markov chains, Ladder height distributions with marks, Maximal coupling rare perturbation analysis with a random horizon, Ruin estimates under interest force, Ballot theorems revisited, Monotonicity of optimal flow control for failure-prone production systems, Forward equations for reflected diffusions with jumps, Estimation methods for passage times using one-dependent cycles, Slow diffusion for a Brownian motion with random reflecting barriers, Superposed continuous renewal processes: A Markov renewal approach, Taylor series expansions for Poisson-driven (max,+)-linear systems, Stability and nonproduct form of stochastic fluid networks with Lévy inputs, Computable exponential convergence rates for stochastically ordered Markov processes, Sensitivity analysis of stationary performance measures for Markov chains, On the convergence of the Markov chain simulation method, Simulating the maximum of a random walk, Risk analysis for a stochastic cash manangement model with two type of customers, Cramér-Lundberg approximation for nonlinearly perturbed risk processes, Analysis of the deviation of the nonstationary availability factor of a restorable system from its stationary value, \(r\)-quick convergence for regenerative processes with applications to sequential analysis, Applying Foster's criteria to a \(GI/PH/1\) queueing system, On the expected discounted penalty functions for two classes of risk processes, Unreliable production-inventory systems with hyper-exponential renewal demand processes, Simulating the ruin probability of risk processes with delay in claim settlement, Limit theorems for sums of random exponentials, Likelihood-look-ahead inference on the equilibrium distribution of Markov chains, On the rod placement theorem of Rybko and Shlosman, Asymptotic optimality of the round-robin policy in multipath routing with resequencing, Large deviation asymptotics and control variates for simulating large functions, Mean and variance of waiting time and their optimization for alternating traffic control systems, A \(BMAP/G/1\) retrial queue with a server subject to breakdowns and repairs, A Liapounov bound for solutions of the Poisson equation, Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant, The variance constant for the actual waiting time of the PH/PH/1 queue, A general stochastic model for nucleation and linear growth, Runs in superpositions of renewal processes with applications to discrimination, Sojourn times in the \(M/ PH/1\) processor sharing queue, Large deviations and fast simulation in the presence of boundaries., Nonparametric curve estimation with missing data: a general empirical process approach, Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation, Regeneration-based statistics for Harris recurrent Markov chains, On matrix exponential distributions, On spatial thinning-replacement processes based on Voronoi cells, Zero-automatic queues and product form, Regenerative closed queueing networks, Unnamed Item, Queueing systems on a circle