scientific article; zbMATH DE number 3709377

zbMATH Open0453.60094MaRDI QIDQ3900799FDOQ3900799

Authors: N. U. Prabhu 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

damsfluctuation theoryqueuesWiener-Hopf factorizationdam modelsinsurence risk

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (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
• A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
• Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
• Markov-modulated PH/G/1 queueing systems
• 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
• Generalizing the Pollaczek-Khintchine Formula to Account for Arbitrary Work Removal
• A kernel type nonparametric density estimator for decompounding
• A Markov-modulated \(M/M/1\) queue with group arrivals
• 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
• Quality control by the optimal control of a discrete-state stochastic process
• Exit problems for the difference of a compound Poisson process and a compound renewal process
• Stability analysis of second-order fluid flow models in a stationary ergodic environment
• 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
• Approximations for the probability of ruin within finite time
• The Departure Process for Queueing Systems with Batch Arrival of Customers
• Conjugate processes and the simulation of ruin problems
• Some aspects of decision making under uncertainty
• 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
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• Optimal and asymptotically optimal control for some inventory models
• Explicit formulae and convergence rate for the system M ^α /G/1/N as N→∞
• Maximum likelihood estimation for single server queues from waiting time data
• A state-dependent GI/G/1 queue
• 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 Gaussian fluid model
• A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
• A duality relation for busy cycles in GI/G/1 queues
• Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
• First passage of time-reversible spectrally negative Markov additive processes
• Calculation of the probability of eventual ruin by Beekman's convolution series
• 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
• The Workload in the M/G/1 Queue with Work Removal
• A central limit theorem for autoregressive integrated moving average processes
• Markov-modulated queueing systems
• Mathematical problems in the theory of processor-sharing queueing systems
• On the Ruin Probability Under a Class of Risk Processes
• Some results for the actual waiting time in batch arrival queueing systems
• Continuous feedback fluid queues
• Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility
• Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process
• 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
• Probability modelling across the continents
• Queues with Lévy input and hysteretic control
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• 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
• Lévy processes with adaptable exponent
• Explicit Formulae for the Queue Length Distribution of Batch Arrival Systems
• Parameter estimation using partial information with applications to queueing and related models
• Conditioning a reflected one-dimensional diffusion via its canonical decomposition
• Filtering of a reflected Brownian motion with respect to its local time
• A Markovian storage model
• Two-sided bounds of ruin probabilities
• Analysis and optimization of hybrid replenishment policy in a double-sources queueing-inventory system with MAP arrivals
• About the cumulative idle time in multiphase queues
• Fluid Models with Burst Arrivals: A Sample Path Analysis
• 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
• Poisson compounding of dependent random variables: A stochastic model for total claim costs
• Did the ever dead outnumber the living and when? A birth-and-death approach
• On extreme values of the queue length in some queuing systems
• Asymptotic Results for Buffer Systems under Heavy Load
• Title not available (Why is that?)
• Filtration of ASTA: A weak convergence approach
• 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
• Exponential bounds for excess probabilities in systems with a finite capacity
• Coordinated production and inspection in a tandem system
• Range reliability in random walks
• Recent developments in single product, discrete-time, capacitated production-inventory systems.
• A storage model for data communication systems
• 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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