scientific article; zbMATH DE number 3709377
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Publication:3900799
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(93)- Processor sharing: a survey of the mathematical theory
- Maximum likelihood estimation in branching process with continuous state space
- Queues with Delays in Two-State Strategies and Lévy Input
- On hitting times for jump-diffusion processes with past dependent local characteristics
- Filtering of a reflected Brownian motion with respect to its local time
- Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
- A Markovian storage model
- Markov-modulated PH/G/1 queueing systems
- A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
- Two-sided bounds of ruin probabilities
- Markov models of queueing-inventory systems with variable order size
- The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory
- A Markov-modulated \(M/M/1\) queue with group arrivals
- A kernel type nonparametric density estimator for decompounding
- Generalizing the Pollaczek-Khintchine Formula to Account for Arbitrary Work Removal
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
- A single server queue with random arrivals and balking: Confidence interval estimation
- A hitting time for Lévy processes, with application to dams and branching processes
- Exit problems for the difference of a compound Poisson process and a compound renewal process
- Analysis and optimization of hybrid replenishment policy in a double-sources queueing-inventory system with MAP arrivals
- Stability analysis of second-order fluid flow models in a stationary ergodic environment
- Quality control by the optimal control of a discrete-state stochastic process
- Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration
- Comments on two papers on queueing theory by J. Kiefer and J. Wolfowitz
- On the full idle time in multiphase queueing systems
- Queueing systems with vacations - a survey
- Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
- Conjugate processes and the simulation of ruin problems
- Approximations for the probability of ruin within finite time
- The Departure Process for Queueing Systems with Batch Arrival of Customers
- Some aspects of decision making under uncertainty
- Fluid Models with Burst Arrivals: A Sample Path Analysis
- About the cumulative idle time in multiphase queues
- On the dual risk model with tax payments
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
- A numerical method to determine the waiting time and the idle time distributions of a GI/G/1 queue when inter-arrival times and/or service times have geometric tails
- scientific article; zbMATH DE number 1523213 (Why is no real title available?)
- Optimal and asymptotically optimal control for some inventory models
- Maximum likelihood estimation for single server queues from waiting time data
- Explicit formulae and convergence rate for the system M α /G/1/N as N→∞
- Conditioned limit theorem for virtual waiting time process of the GI/G/1 queue
- \(GI/G/1/\infty\) batch arrival queueing system with a single exponential vacation
- A state-dependent GI/G/1 queue
- Poisson compounding of dependent random variables: A stochastic model for total claim costs
- A Gaussian fluid model
- First passage of time-reversible spectrally negative Markov additive processes
- A duality relation for busy cycles in GI/G/1 queues
- A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
- Did the ever dead outnumber the living and when? A birth-and-death approach
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
- Busy period analysis of the state dependent M/M/1/K queue
- On extreme values of the queue length in some queuing systems
- A central limit theorem for autoregressive integrated moving average processes
- The Workload in the M/G/1 Queue with Work Removal
- Markov-modulated queueing systems
- Mathematical problems in the theory of processor-sharing queueing systems
- Continuous feedback fluid queues
- On the Ruin Probability Under a Class of Risk Processes
- Asymptotic Results for Buffer Systems under Heavy Load
- Some results for the actual waiting time in batch arrival queueing systems
- scientific article; zbMATH DE number 7232788 (Why is no real title available?)
- Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process
- Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility
- Analyzing the discrete-time \(G^{(G)}/Geo/1\) queue using complex contour integration
- Palm calculus for a process with a stationary random measure and its applications to fluid queues
- Filtration of ASTA: A weak convergence approach
- Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates
- A new approach to the Lindley recursion
- Processor-sharing queues: Some progress in analysis
- Variance stabilizing and normalizing transformations for the compound Poisson process
- Exponential bounds for excess probabilities in systems with a finite capacity
- Probability modelling across the continents
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Queues with Lévy input and hysteretic control
- Coordinated production and inspection in a tandem system
- Range reliability in random walks
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Decomposition of the M/M/1 transition function
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
- Ladder heights, Gaussian random walks and the Riemann zeta function
- Computable exponential convergence rates for stochastically ordered Markov processes
- Recent developments in single product, discrete-time, capacitated production-inventory systems.
- Lévy processes with adaptable exponent
- Explicit Formulae for the Queue Length Distribution of Batch Arrival Systems
- A storage model for data communication systems
- Parameter estimation using partial information with applications to queueing and related models
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition
- Stability of an M\(|G|1\) queue with thick tails and excess capacity
- Stopping problems for compound processes with applications to queues
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