scientific article; zbMATH DE number 192907
From MaRDI portal
Publication:4039795
Recommendations
Cited in
(only showing first 100 items - show all)- Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
- A note on the variance of a stopping time
- Time-average and asymptotically optimal flow control policies in networks with multiple transmitters
- Directed random walks in random environments
- Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models
- Blackwell's renewal theorem for certain linear submartingales and coupling
- Stability and continuity of polling systems
- Poisson's equation for queues driven by a Markovian marked point process
- Perturbation analysis of the \(GI/GI/1\) queue
- A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
- Stopped two-dimensional perturbed random walks and Lévy processes
- Equivalences in strong limit theorems for renewal counting processes
- Random central limit theorem for the linear process generated by a strong mixing process
- Computing the extremal index of special Markov chains and queues
- Pricing American-style securities using simulation
- Analysis and application of adaptive sampling
- Some characteristics of a surplus process in the presence of an upper barrier.
- Invariance principles for the first passage times of perturbed random walks
- Stable convergence of random sequences with random indices
- First passage time distribution for linear functions of a random walk
- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
- On recurrence of the multidimensional Lindley process
- Limit theorems for iterated random functions by regenerative methods.
- Corrigendum to ``Limit theorems for iterated random functions by regenerative methods
- Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results.
- Necessary conditions in limit theorems for cumulative processes.
- Limit theorems for mixed max-sum processes with renewal stopping
- A functional limit theorem for observations that change with time
- An approach theoretic version of Anscombe's theorem with an application in biostatistics
- A central limit theorem with random indices for stationary linear processes
- Approximations for solutions of renewal-type equations
- Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
- The rate of occurrence of failures for semi-Markov processes and estimation
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- On a weighted embedding for generalized pontograms.
- Reliable estimation via simulation
- Moments of randomly stopped sums -- revisited
- Average error in the central limit theorem for the cumulative processes
- Global Strassen-type theorems for iterated Brownian motions
- Derivative estimation via stochastic intensities: Event averages in queueing systems
- Estimation methods for passage times using one-dependent cycles
- \(M/G/\infty\) with alternating renewal breakdowns
- Stopped Lévy processes with applications to first passage times
- On functional limit theorems for multivariate linear processes with applications to sequential estimation
- State space collapse for multi-class queueing networks under SBP service policies
- Limit theorems for supercritical branching processes in random environment
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- On the limiting distribution of sample central moments
- Curve crossing for random walks reflected at their maximum
- Estimation of the tail index for lattice-valued sequences
- Estimating the efficient price from the order flow: a Brownian Cox process approach
- First exit times for ordinary and compound Poisson processes with nonlinear boundaries
- A two-step sequential procedure for detecting an epidemic change
- Precise asymptotics for a type of order statistics
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- Estimation of the stationary distribution of semi-Markov processes with Borel state space
- Simulation analysis of ruin capital in Sparre Andersen's model of risk
- A general stochastic model for nucleation and linear growth
- Realistic variation of shock models
- Runs in superpositions of renewal processes with applications to discrimination
- Functional limit theorems for multitype branching processes and generalized Pólya urns.
- On the asymptotic behavior of sums of pairwise independent random variables
- The limiting behavior for observations that change with time
- Renewal theorems for random walks in multidimensional time
- A unified approach for reliability and performability evaluation of semi-Markov systems
- SOME REMARKS ON “FIRST PASSAGE TIMES FOR PERTURBED RANDOM WALKS”
- A general multiparameter version of Gnedenko's transfer theorem
- Local limit theorems for shock models
- A weakly 1-stable distribution for the number of random records and cuttings in split trees
- The asymptotic variance of departures in critically loaded queues
- Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains
- Principles of Optimal Sequential Planning
- On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
- The asymptotics of randomly indexed random sequences: independent indices
- Stopped Random Walks
- On the almost sure central limit theorem for randomly indexed sums
- scientific article; zbMATH DE number 3949386 (Why is no real title available?)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- scientific article; zbMATH DE number 55669 (Why is no real title available?)
- First passage times for perturbed random walks
- sequential estimation of the mean of a linear process
- On the number of empty boxes in the Bernoulli sieve. II.
- Some properties of multiple decisions following a sequential test
- Limit Theorems for Stopped Random Sequences II: Large Deviations
- An overview of sequential nonparametric density estimation
- scientific article; zbMATH DE number 2026734 (Why is no real title available?)
- On the moment problem for random sums
- EDA on the asymptotic normality of the standardized sequential stopping times. I: Parametric models
- Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes
- LIMIT THEOREMS FOR SUBCRITICAL AGE-DEPENDENT BRANCHING PROCESSES WITH TWO TYPES OF IMMIGRATION
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
- On the entropy for semi-Markov processes
- On finite exponential moments for branching processes and busy periods for queues
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
- A nonlinear parking problem
- Random Walks with Stochastically Bounded Increments: Renewal Theory
- On the random functional central limit theorems with almost sure convergence for subsequences
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4039795)
