scientific article
From MaRDI portal
Publication:3900799
zbMath0453.60094MaRDI QIDQ3900799
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (93)
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 ⋮ Explicit Formulae for the Queue Length Distribution of Batch Arrival Systems ⋮ Some Results for the Actual Waiting Time in Batch Arrival Queueing Systems ⋮ Explicit formulae and convergence rate for the system M α /G/1/N as N→∞ ⋮ Palm calculus for a process with a stationary random measure and its applications to fluid queues ⋮ Analyzing the discrete-time \(G^{(G)}/Geo/1\) queue using complex contour integration ⋮ A storage model for data communication systems ⋮ Unnamed Item ⋮ A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes ⋮ A hitting time for Lévy processes, with application to dams and branching processes ⋮ Ladder heights, Gaussian random walks and the Riemann zeta function ⋮ On the full idle time in multiphase queueing systems ⋮ Probability modelling across the continents ⋮ Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates ⋮ Coordinated production and inspection in a tandem system ⋮ Maximum likelihood estimation for single server queues from waiting time data ⋮ A new approach to the Lindley recursion ⋮ Processor-sharing queues: Some progress in analysis ⋮ Range reliability in random walks ⋮ Queueing systems with vacations - a survey ⋮ Comments on two papers on queueing theory by J. Kiefer and J. Wolfowitz ⋮ Quality control by the optimal control of a discrete-state stochastic process ⋮ Calculation of the probability of eventual ruin by Beekman's convolution series ⋮ A Gaussian fluid model ⋮ Conditioned limit theorem for virtual waiting time process of the GI/G/1 queue ⋮ Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme ⋮ Further use of Shiu's approach to the evaluation of ultimate ruin probabilities ⋮ Markov models of queueing-inventory systems with variable order size ⋮ A state-dependent GI/G/1 queue ⋮ A Markovian storage model ⋮ Computable exponential convergence rates for stochastically ordered Markov processes ⋮ The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin ⋮ Analysis and optimization of hybrid replenishment policy in a double-sources queueing-inventory system with MAP arrivals ⋮ The Departure Process for Queueing Systems with Batch Arrival of Customers ⋮ On extreme values of the queue length in some queuing systems ⋮ Queues with Delays in Two-State Strategies and Lévy Input ⋮ Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process ⋮ Markov-modulated queueing systems ⋮ Two-sided bounds of ruin probabilities ⋮ Stability analysis of second-order fluid flow models in a stationary ergodic environment ⋮ Processor sharing: a survey of the mathematical theory ⋮ Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options ⋮ A Markov-modulated \(M/M/1\) queue with group arrivals ⋮ On the dual risk model with tax payments ⋮ Mathematical problems in the theory of processor-sharing queueing systems ⋮ Unnamed Item ⋮ Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time ⋮ Parameter estimation using partial information with applications to queueing and related models ⋮ A kernel type nonparametric density estimator for decompounding ⋮ Variance stabilizing and normalizing transformations for the compound Poisson process ⋮ On hitting times for jump-diffusion processes with past dependent local characteristics ⋮ Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility ⋮ The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory ⋮ On the Ruin Probability Under a Class of Risk Processes ⋮ Conditioning a reflected one-dimensional diffusion via its canonical decomposition ⋮ Optimal and Near-Optimal (s,S) Inventory Policies for Levy Demand Processes ⋮ First passage of time-reversible spectrally negative Markov additive processes ⋮ Filtering of a reflected Brownian motion with respect to its local time ⋮ Queues with Lévy input and hysteretic control ⋮ Busy period analysis of the state dependent M/M/1/K queue ⋮ A duality relation for busy cycles in GI/G/1 queues ⋮ Did the ever dead outnumber the living and when? A birth-and-death approach ⋮ Recent developments in single product, discrete-time, capacitated production-inventory systems. ⋮ Filtration of ASTA: A weak convergence approach ⋮ Some aspects of decision making under uncertainty ⋮ A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space ⋮ On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier ⋮ Lévy processes with adaptable exponent ⋮ \(GI/G/1/\infty\) batch arrival queueing system with a single exponential vacation ⋮ Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times ⋮ A single server queue with random arrivals and balking: Confidence interval estimation ⋮ About the cumulative idle time in multiphase queues ⋮ Exit problems for the difference of a compound Poisson process and a compound renewal process ⋮ Exponential bounds for excess probabilities in systems with a finite capacity ⋮ Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process ⋮ The Workload in the M/G/1 Queue with Work Removal ⋮ Generalizing the Pollaczek-Khintchine Formula to Account for Arbitrary Work Removal ⋮ Optimal and Asymptotically Optimal Control for Some Inventory Models ⋮ Asymptotic Results for Buffer Systems under Heavy Load ⋮ Fluid Models with Burst Arrivals: A Sample Path Analysis ⋮ Stability of an M\(|G|1\) queue with thick tails and excess capacity ⋮ Estimates for the probability of ruin with special emphasis on the possibility of large claims ⋮ Stopping problems for compound processes with applications to queues ⋮ Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration ⋮ A central limit theorem for autoregressive integrated moving average processes ⋮ Conjugate processes and the simulation of ruin problems ⋮ Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times ⋮ Maximum likelihood estimation in branching process with continuous state space ⋮ Approximations for the probability of ruin within finite time ⋮ Decomposition of the M/M/1 transition function ⋮ Markov-modulated PH/G/1 queueing systems ⋮ Continuous feedback fluid queues ⋮ Poisson compounding of dependent random variables: A stochastic model for total claim costs
This page was built for publication:
