Stochastic processes in queueing theory. Translated by Kenneth Wickwire
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(only showing first 100 items - show all)- On lower limits and equivalences for distribution tails of randomly stopped sums
- Asymptotic analysis of Lévy-driven tandem queues
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
- On upper bounds for the tail distribution of geometric sums of subexponential random variables
- Stationary queues with one autonomous server
- Magnitude of the level jump by a random walk at the superposition of two renewal processes
- The coupling of renewal processes and its applications
- Some results on the joint distribution of the renewal epochs prior to a given time instant
- Analysis of the \(M/GI/1\to ./M/1\) queueing model
- State of a process with independent increments at the moment of exit from an interval
- Limit theorems for multiphase queuing systems
- Stability analysis of queueing systems
- Renewal theorem in the case of an infinite variance
- Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
- A new method of performance sensitivity analysis for non-Markovian queueing networks
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
- A mean-field limit for a class of queueing networks
- Queues with nonstationary inputs
- Asymptotic analysis of the queueing system G/G/1/\( \infty\) with group servicing
- Large deviations of inverse processes with nonlinear scalings
- On an explicit formula for the distribution of the supremum
- Branching processes in Lévy processes: The exploration process
- Subexponentiality of the product of independent random variables
- Light traffic approximations in general stationary single-server queues
- On the stability of open networks: A unified approach by stochastic dominance
- On pathwise behavior of multiserver queues
- Convexity of single stage queueing systems with bulk arrival
- Waiting-time tail probabilities in queues with long-tail service-time distributions
- The time until the final zero crossing of random sums with application to nonparametric bandit theory
- Ergodicity of Jackson-type queueing networks
- A hitting time for Lévy processes, with application to dams and branching processes
- Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
- Information criteria for residual generation and fault detection and isolation
- On the identification of Wiener-Hopf factors
- Wiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walks
- Submultiplicative moments of the supremum of a random walk with negative drift
- Computing the extremal index of special Markov chains and queues
- On pathwise analysis and existence of empirical distributions of G/G/1 queues
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
- The existence of fixed points for the \(\cdot\)/GI/1 queue.
- The probability of ruin in finite time
- An iterative approximation procedure for the distribution of the maximum of a random walk
- Extremal behavior of the autoregressive process with ARCH(1) errors
- Height and contour processes of Crump-Mode-Jagers forests. I: general distribution and scaling limits in the case of short edges
- On recurrence of the multidimensional Lindley process
- Multidimensional random walk with reflections
- Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
- Asymptotic expansions for the moments of the Gaussian random walk with two barriers
- Stationary queuing systems with dependencies
- Approximating the stationary waiting time distribution function of GI/GI/1-queues with arithmetic interarrival time and service time distribution function
- A bound for the expected hitting time of storage processes
- An \(M/G/1\) queue with Markov-dependent exceptional service times
- Stationary regimes for inventory processes
- The Beneš equation and stochastic calculus of variations
- Excursions of the workload process in \(G/GI/1\) queues
- A Gaussian fluid model
- On distribution tail of the maximum of a random walk
- Diffusion approximations in the online increasing subsequence problem
- Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
- On a doubly reflected risk process with running maximum dependent reflecting barriers
- On some inequalities in boundary crossing problems for random walks
- Boundary crossing problems for compound renewal processes
- Asymptotic analysis of queueing models based on synchronization method
- Stability analysis of a multi-server model with simultaneous service and a regenerative input flow
- Limit theorems for queueing systems with various service disciplines in heavy-traffic conditions
- A drawdown reflected spectrally negative Lévy process
- Non-standard limits for a family of autoregressive stochastic sequences
- A functional law of the iterated logarithm for multi-class queues with batch arrivals
- Tail behavior of supremum of a random walk when Cramér's condition fails
- Estimation of the large deviations parameter for a single-channel queuing system with regenerative input flow
- Stability conditions for a multiserver queueing system with a regenerative input flow and simultaneous service of a customer by a random number of servers
- Limit theorems for queueing systems with infinite number of servers and group arrival of requests
- A multiserver retrial queue: regenerative stability analysis
- On several two-boundary problems for a particular class of Lévy processes
- Large closed queueing networks in semi-Markov environment and their application
- A wide class of heavy-tailed distributions and its applications
- Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
- Dependence orderings for some functionals of multivariate point processes
- Overshoots and undershoots of Lévy processes
- Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution
- On doubly reflected completely asymmetric Lévy processes.
- On a random walk with switchings
- Exact solution to a Lindley-type equation on a bounded support
- A phase transition for large values of bifurcating autoregressive models
- Probabilities of large deviations for a queue with regenerative input flow
- On the distribution of functionals of the subordinator
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
- On the first exit time of a nonnegative Markov process started at a quasistationary distribution
- FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
- A large deviation principle with queueing applications
- ApproximatingM/G/1 Waiting Time Tail Probabilities
- scientific article; zbMATH DE number 4176174 (Why is no real title available?)
- Coupling method for backward renewal process and Lorden's inequality
- Asymptotic optimality of power-of-\(d\) load balancing in large-scale systems
- On the convergence rate for queueing and reliability models described by regenerative processes
- On the asymptotic behaviour of random recursive trees in random environments
- On a solution of the optimal stopping problem for processes with independent increments
- Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies
- scientific article; zbMATH DE number 4149320 (Why is no real title available?)
- On level crossings for a general class of piecewise-deterministic Markov processes
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