The following pages link to Applied Probability and Queues (Q4708451):
Displaying 50 items.
- On the exponential convergence rate of the distribution for some nonregenerative reliability system (Q2671959) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Some bounds for the renewal function and the variance of the renewal process (Q2673956) (← links)
- A drainage network with dependence and the Brownian web (Q2674347) (← links)
- Large deviation principles for renewal-reward processes (Q2680396) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- Bounds for the renewal function and related quantities (Q2684934) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Functional limit theorems for random walks perturbed by positive alpha-stable jumps (Q2692552) (← links)
- Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues (Q2786426) (← links)
- The \(\mathrm{M}/\mathrm{M}/c\) queue with mass exodus and mass arrivals when empty (Q2794720) (← links)
- Local martingales with two reflecting barriers (Q2794725) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- On the use of functional calculus for phase-type and related distributions (Q2803400) (← links)
- Sequential detection of a steady state (Q2805604) (← links)
- Markov-modulated Ornstein-Uhlenbeck processes (Q2806355) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- A new look at Markov processes of<i>G</i>/<i>M</i>/1-type (Q2811917) (← links)
- Decay property of stopped Markovian bulk-arriving queues with<i>c</i>-servers (Q2816629) (← links)
- The discretely observed immigration-death process: Likelihood inference and spatiotemporal applications (Q2817157) (← links)
- Statistical analysis of a dynamic model for dietary contaminant exposure (Q2821182) (← links)
- A Markov additive risk process with a dividend barrier (Q2837755) (← links)
- Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains (Q2841133) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- Difference and differential equations with applications in queueing theory (Q2844617) (← links)
- Finite horizon ruin probabilities for random walks with heavy tailed increments (Q2845132) (← links)
- A duality approach to queues with service restrictions and storage systems with state-dependent rates (Q2854071) (← links)
- Factorization identities for reflected processes, with applications (Q2854072) (← links)
- On the dynamics of semimartingales with two reflecting barriers (Q2854074) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- On the characteristic function for Burr distributions (Q2892912) (← links)
- Occupation times for Markov-modulated Brownian motion (Q2897162) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- Power identities for Lévy risk models under taxation and capital injections (Q2921186) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment (Q2937477) (← links)
- A NEW ARGUMENT IN FAVOR OF HYPERBOLIC DISCOUNTING IN VERY LONG TERM PROJECT APPRAISAL (Q2939920) (← links)
- A Fluid EOQ Model with Markovian Environment (Q2949849) (← links)
- Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
- On stochastic ordering and control charts for traffic intensity (Q2958403) (← links)
- Conditioned random walks and interaction-driven condensation (Q2958583) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- The asymptotic variance of departures in critically loaded queues (Q2996578) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
- Introduction to queueing theory. (Vvedenie v teoriyu massovogo obsluzhivaniya). 2nd ed., rev. and compl (Q3026020) (← links)
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
