The following pages link to Stochastic-Process Limits (Q2774027):
Displaying 50 items.
- A large deviations principle for infinite-server queues in a random environment (Q257073) (← links)
- \(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime (Q261545) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Limit theorems for queuing systems with regenerative doubly stochastic input flow (Q267620) (← links)
- Nonlinear Markov processes in big networks (Q287605) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers (Q322500) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Tempered Hermite process (Q340791) (← links)
- Fractionally integrated inverse stable subordinators (Q347468) (← links)
- Tempered fractional calculus (Q349902) (← links)
- A stochastic network with mobile users in heavy traffic (Q352980) (← links)
- Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources (Q352984) (← links)
- On cumulative jump random variables (Q363593) (← links)
- Limit theorems of continuous-time random walks with tails (Q373430) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Biased random walk on critical Galton-Watson trees conditioned to survive (Q377513) (← links)
- The variance of departure processes: puzzling behavior and open problems (Q383216) (← links)
- Transient analysis of Lévy-driven tandem queues (Q383963) (← links)
- Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes (Q386352) (← links)
- Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime (Q389068) (← links)
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs (Q397234) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- Kinesins with extended neck linkers: A chemomechanical model for variable-length stepping (Q417379) (← links)
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (Q424472) (← links)
- Langevin picture of Lévy walks and their extensions (Q425196) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- On the number of empty boxes in the Bernoulli sieve. II. (Q432511) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Extending the FCLT version of \(L=\lambda W\) (Q453033) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- Reduced long-range dependence combining Poisson bursts with on-off sources (Q467899) (← links)
- Optimal queue-size scaling in switched networks (Q473153) (← links)
- Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle (Q475095) (← links)
- Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic (Q475127) (← links)
- On the departure process of the linear loss network (Q475134) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Estimating velocity for processive motor proteins with random detachment (Q486011) (← links)
- Strong representation of weak convergence (Q487510) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Aging of the Metropolis dynamics on the random energy model (Q510266) (← links)
- Functional limit theorems for the number of occupied boxes in the Bernoulli sieve (Q511140) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
