Applied Probability and Queues
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Publication:4708451
DOI10.1007/b97236zbMath1029.60001OpenAlexW4302856910MaRDI QIDQ4708451
Publication date: 17 June 2003
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97236
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Special processes (60Kxx)
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An application in genomics, Sparre Andersen identity and the last passage time, Queues and Risk Processes with Dependencies, Large Deviations for a Damped Telegraph Process, Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation, Lévy Processes, Phase-Type Distributions, and Martingales, Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment, A NEW ARGUMENT IN FAVOR OF HYPERBOLIC DISCOUNTING IN VERY LONG TERM PROJECT APPRAISAL, Some bounds for the renewal function and the variance of the renewal process, A drainage network with dependence and the Brownian web, A Fluid EOQ Model with Markovian Environment, Large deviation principles for renewal-reward processes, Likelihood Inference for Exponential-Trawl Processes, On stochastic ordering and control charts for traffic intensity, Conditioned random walks and interaction-driven condensation, Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance, Bounds for the renewal function and related quantities, The Gerber-Shiu discounted penalty function: a review from practical perspectives, Extreme order statistics of random walks, On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps, Steady-state analysis of a multiserver queue in the Halfin-Whitt regime, Queues with Delays in Two-State Strategies and Lévy Input, Functional limit theorems for random walks perturbed by positive alpha-stable jumps, Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion, A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes, First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type, On level crossings for a general class of piecewise-deterministic Markov processes, On the absolute ruin in a MAP risk model with debit interest, The asymptotic variance of departures in critically loaded queues, On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums, On two classes of reflected autoregressive processes, Tail Asymptotics for a Random Sign Lindley Recursion, Transient Asymptotics of Lévy-Driven Queues, On the gap and time interval between the first two maxima of long random walks, Fluctuation theorems for discrete kinetic models of molecular motors, An Overview for Markov Decision Processes in Queues and Networks, Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection, Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes, Perfect simulation of M/G/c queues, The M/M/c queue with mass exodus and mass arrivals when empty, Local martingales with two reflecting barriers, WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES, The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables, Markov-Modulated Brownian Motion with Two Reflecting Barriers, First Passage of a Markov Additive Process and Generalized Jordan Chains, Limit Theorems for the Inductive Mean on Metric Trees, An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes, Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type, On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier, Conditional tail expectations for multivariate phase-type distributions, On the use of functional calculus for phase-type and related distributions, Sequential detection of a steady state, Information ranking and power laws on trees, Markov-modulated Ornstein–Uhlenbeck processes, Lévy Processes with Two-Sided Reflection, Power identities for L\'evy risk models under taxation and capital injections, A new look at Markov processes ofG/M/1-type, When will an elevator arrive?, A Note on Skewness in Regenerative Simulation, Decay property of stopped Markovian bulk-arriving queues withc-servers, The discretely observed immigration-death process: Likelihood inference and spatiotemporal applications, Stationary limits of shot noise processes, The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime, Technical Note—Constant-Order Policies for Lost-Sales Inventory Models with Random Supply Functions: Asymptotics and Heuristic, Statistical analysis of a dynamic model for dietary contaminant exposure, Heavy-Traffic Limits for Nearly Deterministic Queues, Some Results for Vacation Systems with Sojourn Time Limits, On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach, The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments, Asymptotics in theMAP/G/1 Queue with Critical Load, Regenerative block empirical likelihood for Markov chains, A Markov Additive Risk Process with a Dividend Barrier, Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains, A Risk Model Based on Markov Chains with Marked Transitions, FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS, Level product form QSF processes and an analysis of queues with <scp>C</scp> oxian interarrival distribution, A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates, Factorization Identities for Reflected Processes, with Applications, On the Dynamics of Semimartingales with Two Reflecting Barriers, Some distributional results for Poisson-Voronoi tessellations, Stochastic stability of some state-dependent growth-collapse processes, Local asymptotics of the cycle maximum of a heavy-tailed random walk, On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process, Dynamics of the Non-Homogeneous Supermarket Model, Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims, Ruin probabilities for risk process in a regime-switching environment, On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees, Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain, A note on product-convolution for generalized subexponential distributions, On Block Skip Free Transition Matrices and First Passage Times, SET-VALUED PERFORMANCE APPROXIMATIONS FOR THE QUEUE GIVEN PARTIAL INFORMATION, TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION, Subexponential potential asymptotics with applications, DIMENSION REDUCTION FOR APPROXIMATION OF ADVANCED RETRIAL QUEUES : TUTORIAL AND REVIEW, Approximation of excessive backlog probabilities of two tandem queues, Ergodicity properties of stress release, repairable system and workload models, Markovian bulk-arriving queues with state-dependent control at idle time, An Algebraic Approach to Product-form Stationary Distributions for Some Reaction Networks, Parisian types of ruin probabilities for a class of dependent risk-reserve processes, Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation, VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK, Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model, Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models, Sojourn Time Analysis for Processor Sharing Loss Queuing System with Service Interruptions and MAP Arrivals, Analysis of Two-Server Queueing Model with Phase-Type Service Time Distribution and Common Phases of Service, Sojourn Time Analysis for Processor Sharing Loss System with Unreliable Server, Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals, On the accuracy of phase-type approximations of heavy-tailed risk models, Calculation of ruin probabilities for a dense class of heavy tailed distributions, On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes, Discrete time ruin probability with Parisian delay, Linking dividends and capital injections – a probabilistic approach, Modelling Asset Prices for Algorithmic and High-Frequency Trading, Markov dependence in renewal equations and random sums with heavy tails, Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes, Occupation times of alternating renewal processes with Lévy applications, Stability Conditions for Queueing Systems with Regenerative Flow of Interruptions, Skip-free Markov chains, Joint densities of hitting times for finite state Markov processes, On intensities of perturbed random measures on Hausdorff spaces, A factorization of a Lévy process over a phase-type horizon, A Characterization Related to the Equilibrium Distribution Associated with a Polynomial Structure, A note on speed of convergence to the quasi-stationary distribution, A Note on M/G/1 Vacation Systems with Sojourn Time Limits, Limit Theorems for Generalized Renewal Processes, Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process, Scaling and Multiscaling in Financial Series: A Simple Model, Asymptotics for Weighted Random Sums, Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling, Connecting Renewal Age Processes with M/D/1 and M/D/∞ Queues Through Stick Breaking, FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES, Unnamed Item, HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE, Stationary flows and uniqueness of invariant measures, Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance, Computing Stationary Expectations in Level-Dependent QBD Processes, Asymptotic Expected Number of Passages of a Random Walk Through an Interval, Efficient importance sampling in ruin problems for multidimensional regularly varying random walks, A quintuple law for Markov additive processes with phase-type jumps, The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments, A Lindley-type equation arising from a carousel problem, Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading, A note on first passage probabilities of a L\'evy process reflected at a general barrier, Martingale approach for tail asymptotic problems in the generalized Jackson network, HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY, Shock model in Markovian environment, State-dependent importance sampling for regularly varying random walks, Unifying the Dynkin and Lebesgue–Stieltjes formulae, Implicit renewal theory in the arithmetic case, Finite-pool queueing with heavy-tailed services, A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails, The Renewal-Based Asymptotics and Accelerated Estimation of a System with Random Volume Customers, Analyzing of Licensed Shared Access Scheme Model with Service Bit Rate Degradation in 3GPP Network, Time since maximum of Brownian motion and asymmetric Lévy processes, Regenerative Analysis of a System with a Random Volume of Customers, A local asymptotic behavior for ruin probability in the renewal risk model, Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment, Unnamed Item, TheM/G/1 Queue with Quasi-Restricted Accessibility, Ergodicity Analysis and Antithetic Integral Control of a Class of Stochastic Reaction Networks with Delays, Entropy of killed-resurrected stationary Markov chains, Double hypergeometric Lévy processes and self-similarity, Lévy processes with adaptable exponent, Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary, Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues, Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue, Moderate deviations for sums of dependent claims in a size-dependent renewal risk model, Explicit Computations for Some Markov Modulated Counting Processes, First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime, On the Cycle Maximum of Mountains, Dams and Queues, The Pair-Replica-Mean-Field Limit for Intensity-based Neural Networks, Ruin probabilities for risk processes in a bipartite network, Stationary Waiting Time in Parallel Queues with Synchronization, Analysis of non-reversible Markov chains via similarity orbits, Markov modulated fluid network process: Tail asymptotics of the stationary distribution, Single-server queues under overdispersion in the heavy-traffic regime, Technical Note—Understanding the Performance of Capped Base-Stock Policies in Lost-Sales Inventory Models, Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing, Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem, Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points, On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP, Unnamed Item, On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals, Affine Storage and Insurance Risk Models, The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates, Useful Martingales for Stochastic Storage Processes with Lévy-Type Input, Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process, Inhomogeneous phase-type distributions and heavy tails, Asymptotics for the moments of the overshoot and undershoot of a random walk, Markov Bridges, Bisection and Variance Reduction, Queueing Network Controls via Deep Reinforcement Learning, The Prelimit Generator Comparison Approach of Stein’s Method, Geometrically Convergent Simulation of the Extrema of Lévy Processes, STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS, Another characterization of homogeneous Poisson processes, Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations, MAD Dispersion Measure Makes Extremal Queue Analysis Simple, Stability of Parallel Server Systems, Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation, A renewal theory approach to two-state switching problems with infinite values, STRUCTURE-REVERSIBILITY OF A TWO-DIMENSIONAL REFLECTING RANDOM WALK AND ITS APPLICATION TO QUEUEING NETWORK, HEAVY-TRAFFIC ANALYSIS OF A NON-PREEMPTIVE MULTI-CLASS QUEUE WITH RELATIVE PRIORITIES, ON A GENERALIZATION OF THE STATIONARY EXCESS OPERATOR, SERVER WAITING TIMES IN INFINITE SUPPLY POLLING SYSTEMS WITH PREPARATION TIMES, THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS, STAFFING A SERVICE SYSTEM WITH NON-POISSON NON-STATIONARY ARRIVALS, DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS, Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds, An Analysis of a Large-Scale Machine Repair Model, Heavy-Traffic Limit of the GI/GI/1 Stationary Departure Process and Its Variance Function, Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams, Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control, Record statistics of a strongly correlated time series: random walks and Lévy flights, A ruin model with a resampled environment, Entrance laws at the origin of self-similar Markov processes in high dimensions, Methods of Limiting Decomposition and Markovian Summation in Queueing System with Infinite Number of Servers, Empty-Car Routing in Ridesharing Systems, Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2), A Rare-Event Simulation Algorithm for Periodic Single-Server Queues, TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems, Decay property of stopped Markovian bulk-arriving queues, On geometric and algebraic transience for block-structured Markov chains, Utility Optimization in Congested Queueing Networks, Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue, Matchmaking and Testing for Exponentiality in the M/G/∞ Queue, A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums, Adaptive Matching for Expert Systems with Uncertain Task Types, Applications of factorization embeddings for Lévy processes, On the exact asymptotics of the busy period in GI/G/1 queues, Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past, Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations, A transient Cramér–Lundberg model with applications to credit risk, Yaglom limit for stochastic fluid models, On spatial matchings: The first-in-first-match case, On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction, Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems, STABILITY ANALYSIS AND SIMULATION OF N-CLASS RETRIAL SYSTEM WITH CONSTANT RETRIAL RATES AND POISSON INPUTS, APPROXIMATION OF PH/PH/c RETRIAL QUEUE WITH PH-RETRIAL TIME, ALTERNATIVE ANALYSIS OF FINITE-TIME PROBABILITY DISTRIBUTIONS OF RENEWAL THEORY, On Exceedance Times for Some Processes with Dependent Increments, On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models, Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci, Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps, Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk, Central Limit Theorem Approximations for the Number of Runs in Markov-dependent Multi-type Sequences, The fluctuations of the giant cluster for percolation on random split trees, CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS, An M/G/1 Queue with Adaptable Service Speed, Time-Dependent Behaviour of an Alternating Service Queue, Hysteretic Capacity Switching for M/G/1 Queues, Asymptotics for local maximal stack scores with general loop penalty function, F-KPP Scaling limit and selection principle for a Brunet-Derrida type particle system, Insensitivity of the mean field limit of loss systems under SQ(d) routeing, Effective Permeability of a Gap Junction with Age-Structured Switching, Error bounds for augmented truncation approximations of Markov chains via the perturbation method, Importance sampling of heavy-tailed iterated random functions, Renewal theorems for processes with dependent interarrival times, Regenerative processes for Poisson zero polytopes, A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies, Ladder epochs and ladder chain of a Markov random walk with discrete driving chain, Achievable Performance of Blind Policies in Heavy Traffic, Perfect Sampling of Generalized Jackson Networks, The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes, Renewal processes, population dynamics, and unimodular trees, A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process, Unnamed Item, Unnamed Item, Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime, A unified approach for large queue asymptotics in a heterogeneous multiserver queue, On the central management of risk networks, Allocation schemes of resources with downgrading, Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time, L\'evy-driven polling systems and continuous-state branching processes, Unnamed Item, Quasistochastic matrices and Markov renewal theory, Unnamed Item, Potential measures of one-sided Markov additive processes with reflecting and terminating barriers, AnMX/G/1 queueing system with disasters and repairs under a multiple adapted vacation policy, Large deviations of the current in stochastic collisional dynamics, Unnamed Item, Unnamed Item, Novel Heavy-Traffic Regimes for Large-Scale Service Systems, Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions, On Transience and Recurrence in Irreducible Finite-State Stochastic Systems, Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour, Finite-time ruin probabilities using bivariate Laguerre series, Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes, Aggregation of network traffic and anisotropic scaling of random fields, A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility, Lines of descent in a Moran model with frequency-dependent selection and mutation, Renewal approach for the energy-momentum relation of the Fröhlich polaron, State estimation for aoristic models, A robust queueing network analyzer based on indices of dispersion, Adaptive appointment scheduling with periodic updates, Long-Time Limit of Nonlinearly Coupled Measure-Valued Equations that Model Many-Server Queues with Reneging, Markov additive processes for degradation with jumps under dynamic environments, An adjacency matrix perspective of talented monoids and Leavitt path algebras, Adaptive scheduling in service systems: a dynamic programming approach, Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models, Minimizing the expected waiting time of emergency jobs, Stochastic and statistical stability of the classical Lorenz flow under perturbations modeling anthropogenic type forcing, A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains, Random permutations and queues, Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications, Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type, Workload analysis of a two-queue fluid polling model, A central limit theorem for conservative fragmentation chains, On the combination of Lebesgue and Riemann integrals in theory of convolution equations, Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system, Wetting on a wall and wetting in a well: overview of equilibrium properties, A series expansion formula of the scale matrix with applications in CUSUM analysis, Boundary approximation for sticky jump-reflected processes on the half-line, Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space, Optimal cash management using impulse control, Stability of overshoots of Markov additive processes, A heavy-traffic perspective on departure process variability, A myopic adjustment process for mean field games with finite state and action space, Three-level modeling of a speed-scaling supercomputer, Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model, Flows of rare events for regularly perturbed semi-Markov processes, Phase-type approximations of service-time distributions in \(M/G/1\) queues, On comparison of multiserver systems with multicomponent mixture distributions, Evaluating the convergence of tabu enhanced hybrid quantum optimization, Delay Moment Bounds for Multiserver Queues with Infinite Variance Service Times, Age of information using Markov-renewal methods, Frequency-domain analysis of aperiodic control loops with identically distributed delays, Further results of Markovian bulk-arrival and bulk-service queues with general-state-dependent control, Randomization and the valuation of guaranteed minimum death benefits, Asymptotic deviation bounds for cumulative processes, Some variations on the extremal index, A versatile stochastic dissemination model, Couplings of Brownian motions on \(\mathrm{SU}(2,\mathbb{C})\), Aggregate Markov models in life insurance: properties and valuation, Phase-type mixture-of-experts regression for loss severities, On asymptotically efficient simulation of large deviation probabilities, Large deviations for renewal processes, Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer, A Bitcoin-inspired infinite-server model with a random fluid limit, The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case, Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift, Stability of Processor Sharing Networks with Simultaneous Resource Requirements, Exact distributions for reward functions on semi-Markov and Markov additive processes, Uniform renewal theory with applications to expansions of random geometric sums, Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model, Tail Asymptotics of the Supremum of a Regenerative Process, Markov Additive Processes and Repeats in Sequences, PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions, Approximating Multiple Arrival Streams by Using Aggregation, Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients, Transient Moments of the TCP Window Size Process, Approximating the ΣGI/G/squeue by Using Aggregation and Matrix Analytic Methods, Moment generating functions of compound renewal sums with discounted claims, Moment generating functions of compound renewal sums with discounted claims, Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type, A Markovian growth-collapse model, Simple derivations of properties of counting processes associated with Markov renewal processes, Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes, Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions, Improved algorithms for rare event simulation with heavy tails, Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift, On Maxima and Ladder Processes for a Dense Class of Lévy Process, A Lévy Process Reflected at a Poisson Age Process, Stabilization of an Overloaded Queueing Network Using Measurement-Based Admission Control, A Review on Phase-type Distributions and their Use in Risk Theory, Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model, On the Correlation Structure of a Lévy-Driven Queue, Tails of Stopped Random Products: The Factoid and Some Relatives, Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces, Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks, On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums, Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies, Large deviations in renewal models of statistical mechanics, Statistical fluctuations under resetting: rigorous results
