Large deviations and overflow probabilities for the general single-server queue, with applications

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Probability approximations via the Poisson clumping heuristic
Stability, queue length, and delay of deterministic and stochastic queueing networks

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A note on LDP for supremum of Gaussian processes over infinite horizon
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Network traffic modeling and packet-loss probability approximation
Large deviations for the time-integrated negative parts of some processes
Limit theorem for maximum of the storage process with fractional Brownian motion as input
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Some maximal inequalities for fractional Brownian motion with polynomial drift
On the distribution of storage processes from the class V(,)
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scientific article; zbMATH DE number 3842939 (Why is no real title available?)
Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations
Large deviations for the empirical mean of an M/M/1 queue
Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
Optimal control of a stochastic processing system driven by a fractional Brownian motion input
On the reflected fractional Brownian motion process on the positive orthant: asymptotics for a maximum with application to queueing networks
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Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
Estimating Loynes' exponent
scientific article; zbMATH DE number 1191601 (Why is no real title available?)
Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion
Exact overflow asymptotics for queues with many Gaussian inputs
Estimating tail decay for stationary sequences via extreme values
A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows
Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity
Occupation times of alternating renewal processes with Lévy applications
Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
Analysis of generalized processor-sharing systems with two classes of customers and exponential services
Queueing systems for multiple FBM-based traffic models
Economies of scale in queues with sources having power-law large deviation scalings
scientific article; zbMATH DE number 786528 (Why is no real title available?)
Single-server queues under overdispersion in the heavy-traffic regime
Bounds for expected supremum of fractional Brownian motion with drift
Estimation of Hurst parameter and minimum variance spectrum
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
On Ultimate Ruin in a Delayed-Claims Risk Model
Rare event analysis and efficient simulation for a multi-dimensional ruin problem
Maximal Inequalities for Fractional Brownian Motion: An Overview
Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
Comparative evaluation of semiparametric long-memory estimators
Large deviations for risk models in which each main claim induces a delayed claim
Large deviations for risk processes with reinsurance
A note on queues with M/G/ input
Reduced load equivalence under subexponentiality
Extremes of multidimensional Gaussian processes
Large number of queues in tandem: scaling properties under back-pressure algorithm
On the dynamics of a finite buffer queue conditioned on the amount of loss
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Sample path moderate deviations for non-stationary power-law shot noise processes
Compound multivariate Hawkes processes: large deviations and rare event simulation
Risk processes with non-stationary Hawkes claims arrivals
When scheduled arrivals behave like Poisson -- until they don't
Generalized sub-Gaussian fractional Brownian motion queueing model
On convergence to stationarity of fractional Brownian storage
Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
Asymptotic results for perturbed risk processes with delayed claims
The single server queue and the storage model: large deviations and fixed points
On exponential ergodicity of multiclass queueing networks
An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes

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