The following pages link to Applied Probability and Queues (Q4708451):
Displaying 50 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains (Q439913) (← links)
- Asymptotic risks of Viterbi segmentation (Q444360) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Generalized Fibonacci numbers and Blackwell's renewal theorem (Q452875) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- Estimating the deviation of steady-state probabilities of system \(\mathrm{GI}/\mathrm{G}/m/r\) from state probabilities of system \(\mathrm{M}/\mathrm{M}/m/r\) by analytical-statistical method (Q465984) (← links)
- Stability of multi-class queueing networks with infinite virtual queues (Q471429) (← links)
- Optimal queue-size scaling in switched networks (Q473153) (← links)
- Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times (Q475071) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- On the rate of convergence for infinite server Erlang-Sevastyanov's problem (Q475089) (← links)
- Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle (Q475095) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Approximating the distributions of runs and patterns (Q499758) (← links)
- A complex Ruelle-Perron-Frobenius theorem for infinite Markov shifts with applications to renewal theory (Q504039) (← links)
- Analysis of a priority queue with phase-type service and failures (Q507676) (← links)
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications (Q513038) (← links)
- Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case (Q535208) (← links)
- Diffusion limits of limited processor sharing queues (Q535214) (← links)
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- FIFO versus LIFO issuing policies for stochastic perishable inventory systems (Q539527) (← links)
- Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
- Uniform approximations for the \(M/G/1\) queue with subexponential processing times (Q543561) (← links)
- Queues with waiting time dependent service (Q543562) (← links)
- On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
- A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution (Q553025) (← links)
- Input-output properties of the Page-Hinkley detector (Q553374) (← links)
- Palm probabilities and stationary queues (Q578754) (← links)
- Pathwise comparison results for stochastic fluid networks (Q600899) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- The weak coupling limit of disordered copolymer models (Q606635) (← links)
- Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues (Q607633) (← links)
- Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
- Sink or swim together: Necessary and sufficient conditions for finite moments of workload components in FIFO multiserver queues (Q622614) (← links)
- Time-dependent properties of symmetric queues (Q622618) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Law of large numbers limits for many-server queues (Q627233) (← links)
- Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
- Subexponential loss rate asymptotics for Lévy processes (Q627456) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Statistical analysis of self-similar conservative fragmentation chains (Q637108) (← links)
- Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)