scientific article; zbMATH DE number 919127

MaRDI QIDQ4888909zbMATH OpenFDO

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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Cited in

(36)

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• Application of splitting to failure estimation in controllable degradation system
• Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion
• On the Reliability Modeling of Hierarchical Systems
• Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
• Two-sided bounds of ruin probabilities
• Bounds for geometric sums used for evaluation of reliability of regenerative models
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
• Sensitivity analysis of regenerative queuing models
• Simulation of queueing processes based on weak regeneration
• Weak regenerative structure of an open Jackson queueing network
• Limits theorem of first passages times to regenerative processes
• Permuted derivative and importance-sampling estimators for regenerative simulations.
• Efficient Simulation via Coupling
• Comparison of ruin probability estimates in the presence of heavy tails
• Fluid queue driven by a GI/GI/1 queue
• Error bounds for exponential approximation of large-system reliability
• Reliability model for hierarchical systems: regenerative approach
• Regenerativity of Viterbi process for pairwise Markov models
• Crossing and comparison of regenerative processes
• Random motions, classes of ergodic Markov chains and beta distributions
• scientific article; zbMATH DE number 27514 (Why is no real title available?)
• On the convergence rate for queueing and reliability models described by regenerative processes
• Asymptotic risks of Viterbi segmentation
• Limits of first passage times to rare sets in regenerative processes
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• On the rate of convergence for infinite server Erlang-Sevastyanov's problem
• On strong bounds of rate of convergence for regenerative processes
• PROGRESS AND PROBLEMS IN THE THEORY OF REGENERATIVE PHENOMENA
• Compound Poisson approximation for Markov chains using Stein's method
• A renewal approach to Markovian \(U\)-statistics
• Rare event simulation for steady-state probabilities via recurrency cycles
• A Review of Regenerative Processes
• Computable exponential convergence rates for stochastically ordered Markov processes
• A monotonicity in reversible Markov chains
• Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison

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