scientific article; zbMATH DE number 919127

zbMATH Open0872.60063MaRDI QIDQ4888909FDOQ4888909

Authors Vladimir Kalashnikov

Publication date 25 August 1996

zbMATH Keywords

renewal theorycouplingBlackwell's theoremregenerative processprobability metricrare eventcrossing time

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

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(36)

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• Simulation of queueing processes based on weak regeneration
• On the convergence rate for queueing and reliability models described by regenerative processes
• Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
• On the rate of convergence for infinite server Erlang-Sevastyanov's problem
• Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion
• Crossing and comparison of regenerative processes
• scientific article; zbMATH DE number 4174888 (Why is no real title available?)
• Permuted derivative and importance-sampling estimators for regenerative simulations.
• Two-sided bounds of ruin probabilities
• Computable exponential convergence rates for stochastically ordered Markov processes
• Error bounds for exponential approximation of large-system reliability
• A monotonicity in reversible Markov chains
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
• Reliability model for hierarchical systems: regenerative approach
• Bounds for geometric sums used for evaluation of reliability of regenerative models
• Compound Poisson approximation for Markov chains using Stein's method
• On strong bounds of rate of convergence for regenerative processes
• Asymptotic risks of Viterbi segmentation
• Application of splitting to failure estimation in controllable degradation system
• Limits of first passage times to rare sets in regenerative processes
• On the Reliability Modeling of Hierarchical Systems
• Comparison of ruin probability estimates in the presence of heavy tails
• Regenerativity of Viterbi process for pairwise Markov models
• Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• A renewal approach to Markovian \(U\)-statistics
• Random motions, classes of ergodic Markov chains and beta distributions
• Sensitivity analysis of regenerative queuing models
• Efficient Simulation via Coupling
• Rare event simulation for steady-state probabilities via recurrency cycles
• Weak regenerative structure of an open Jackson queueing network
• PROGRESS AND PROBLEMS IN THE THEORY OF REGENERATIVE PHENOMENA
• A Review of Regenerative Processes
• Limits theorem of first passages times to regenerative processes
• Fluid queue driven by a GI/GI/1 queue

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