The following pages link to Applied Probability and Queues (Q4708451):
Displaying 50 items.
- Finite-pool queueing with heavy-tailed services (Q4684899) (← links)
- A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
- The Renewal-Based Asymptotics and Accelerated Estimation of a System with Random Volume Customers (Q4685069) (← links)
- Analyzing of Licensed Shared Access Scheme Model with Service Bit Rate Degradation in 3GPP Network (Q4685085) (← links)
- Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779) (← links)
- Regenerative Analysis of a System with a Random Volume of Customers (Q4690246) (← links)
- On Block Skip Free Transition Matrices and First Passage Times (Q4798099) (← links)
- Ergodicity properties of stress release, repairable system and workload models (Q4819492) (← links)
- Markovian bulk-arriving queues with state-dependent control at idle time (Q4819493) (← links)
- A note on speed of convergence to the quasi-stationary distribution (Q4898889) (← links)
- A Note on M/G/1 Vacation Systems with Sojourn Time Limits (Q4903052) (← links)
- Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process (Q4906504) (← links)
- Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506) (← links)
- Asymptotics for Weighted Random Sums (Q4906510) (← links)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE (Q4911785) (← links)
- Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance (Q4918568) (← links)
- Computing Stationary Expectations in Level-Dependent QBD Processes (Q4918569) (← links)
- Asymptotic Expected Number of Passages of a Random Walk Through an Interval (Q4918577) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees (Q4962126) (← links)
- Ergodicity Analysis and Antithetic Integral Control of a Class of Stochastic Reaction Networks with Delays (Q4964232) (← links)
- Entropy of killed-resurrected stationary Markov chains (Q4964788) (← links)
- Double hypergeometric Lévy processes and self-similarity (Q4964793) (← links)
- Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514) (← links)
- Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues (Q4969317) (← links)
- Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue (Q4971400) (← links)
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime (Q4981819) (← links)
- The Pair-Replica-Mean-Field Limit for Intensity-based Neural Networks (Q4983526) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
- Stationary Waiting Time in Parallel Queues with Synchronization (Q4991664) (← links)
- Analysis of non-reversible Markov chains via similarity orbits (Q4993103) (← links)
- Markov modulated fluid network process: Tail asymptotics of the stationary distribution (Q4994067) (← links)
- Single-server queues under overdispersion in the heavy-traffic regime (Q4994069) (← links)
- Technical Note—Understanding the Performance of Capped Base-Stock Policies in Lost-Sales Inventory Models (Q4994142) (← links)
- Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing (Q4997198) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points (Q5005049) (← links)
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
- On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims (Q5039819) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
- SET-VALUED PERFORMANCE APPROXIMATIONS FOR THE QUEUE GIVEN PARTIAL INFORMATION (Q5051177) (← links)
- TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION (Q5051522) (← links)
