scientific article; zbMATH DE number 1102528
From MaRDI portal
Publication:4371204
Recommendations
- scientific article; zbMATH DE number 4013703
- scientific article; zbMATH DE number 805121
- Probabilistic Modelling
- scientific article; zbMATH DE number 4013713
- An introduction to queueing theory. Modeling and analysis in applications.
- scientific article; zbMATH DE number 47258
- scientific article; zbMATH DE number 1325007
- Collected stochastic models
- scientific article; zbMATH DE number 782700
Cited in
(54)- Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing
- Duality of dams via mountain processes.
- Semi-heavy tails
- A non-parametric Bayesian approach to decompounding from high frequency data
- Fluctuation theory for Markov random walks
- On application of stochastic processes of storage theory to modeling computerized information networks
- Self-similar communication models and very heavy tails.
- A storage model for data communication systems
- On a doubly reflected risk process with running maximum dependent reflecting barriers
- Malliavin calculus for subordinated Lévy process
- A drawdown reflected spectrally negative Lévy process
- On the threshold dividend strategy for a generalized jump-diffusion risk model
- Queues and Lévy fluctuation theory
- Solving the Wiener-Hopf equation with a probabilistic kernel
- Ruin probability in the dual risk model with two revenue streams
- Open-loop control of stochastic fluid systems and applications
- Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
- On doubly reflected completely asymmetric Lévy processes.
- The intercept term of the asymptotic variance curve for some queueing output processes
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
- Transient analysis of one-sided Lévy-driven queues
- On the overflow time of a fluid model
- Nonparametric Bayesian inference for multidimensional compound Poisson processes
- Markov-modulated processes and semigenerative phenomena
- Lévy processes and their applications in reliability and storage
- Useful martingales for stochastic storage processes with Lévy input
- Occupation densities in solving exit problems for Markov additive processes and their reflections
- Periodic threshold-type dividend strategy in the compound Poisson risk model
- A note on Wiener-Hopf factorization for Markov additive processes
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
- Occupation times of alternating renewal processes with Lévy applications
- Birth and Death (BDP) Process Models with Applications
- A note on chaotic and predictable representations for Itô-Markov additive processes
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model
- Affine storage and insurance risk models
- First passage time moments of asymmetric Lévy flights
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- Lévy-driven polling systems and continuous-state branching processes
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
- Traffic generated by a semi-Markov additive process
- On transient queue-size distribution in the batch-arrivals system with a single vacation policy
- Bayesian inference for double Pareto lognormal queues
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
- Transient analysis of Markov-fluid-driven queues
- Maximum likelihood estimation and the local asymptotic mixed normality in a second-order branching process with continuous state space
- On a class of stochastic models with two-sided jumps
- Asymptotic analysis of a risk process with high dividend barrier
- Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes
- A two-fluid storage model with Lévy inputs and alternating outputs
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps
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 Q4371204)
