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Shot-noise queueing models (Q2070672)

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scientific article; zbMATH DE number 7462414

Language	Label	Description	Also known as
English	Shot-noise queueing models	scientific article; zbMATH DE number 7462414

Statements

scholarly article

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Shot-noise queueing models (English)

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Queueing Systems

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publication date

24 January 2022

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zbMATH Keywords

single server queue

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shot noise

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workload-dependent service speed

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M. R. H. Mandjes

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s11134-021-09708-9

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On first-come, first-served queues with two classes of impatient customers

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Ruin probabilities and aggregrate claims distributions for shot noise Cox processes

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Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

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On a gamma series expansion for the time-dependent probability of collective ruin

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Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities

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Applied Probability and Queues

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Rate modulation in dams and ruin problems

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Ruin probabilities expressed in terms of storage processes

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A blood bank model with perishable blood and demand impatience

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Finite-buffer queues with workload-dependent service and arrival rates

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Queues with workload-dependent arrival and service rates

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ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME

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Linear stochastic fluid networks: rare-event simulation and Markov modulation

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ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES

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Infinite-server systems with Coxian arrivals

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An intermittent fluid system with exponential on-times and semi-Markov input rates

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On some tractable growth-collapse processes with renewal collapse epochs

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On two classes of reflected autoregressive processes

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Two queues with time-limited polling and workload-dependent service speeds

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A Markovian growth-collapse model

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Level crossing methods in stochastic models

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Storage processes with general release rule and additive inputs

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Work-modulated queues with applications to storage processes

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On the simulation of shot noise and some other random variables

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A stochastic integral in storage theory

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On up- and downcrossings

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Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

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Queues Driven by Hawkes Processes

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On the nonlinear modeling of shot noise

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Stochastic Decompositions in the <i>M</i>/<i>G</i>/1 Queue with Generalized Vacations

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Sample path large deviations principles for Poisson shot noise processes, and applications

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Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues

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The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule

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The Recurrence Classification of Risk and Storage Processes

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Normal convergence of multidimensional shot noise and rates of this convergence

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Shot Noise Distributions and Selfdecomposability

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Moment convergence of first-passage times in renewal theory

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Exit times for a class of piecewise exponential Markov processes with two-sided jumps

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Stability of feed-forward fluid networks with Lévy input

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Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates

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On a duality between a non-Markoyian storage/production process and a Markovian dam process with state-dependent input and output

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On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts

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On hitting times for compound Poisson dams with exponential jumps and linear release rate

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EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES

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Markov-modulated linear fluid networks with Markov additive input

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Stability and structural properties of stochastic storage networks

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Linear stochastic fluid networks

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A new formula for some linear stochastic equations with applications

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Explosive Poisson shot noise processes with applications to risk reserves

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Regular variation in the mean and stable limits for Poisson shot noise

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Delay in claim settlement and ruin probability approximations

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Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II

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Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities

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Infinite-server queues with Hawkes input

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The central limit theorem for the Poisson shot-noise process

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TCP and iso-stationary transformations

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Models of network access using feedback fluid queues

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Time-dependent rate conservation laws for a process defined with a stationary marked point process and their applications

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A theory of dams with continuous input and a general release rule

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Ruin theory with stochastic return on investments

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Moments of a Markov-modulated, irreducible network of fluid queues

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On the Integrodifferential Equation of Takacs. I

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Introduction to Probability Models

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A single server queue with workload-dependent service speed and vacations

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Continuous feedback fluid queues

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Shot-Noise Processes in Finance

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Some structural properties of a Markovian storage/production system

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On secondary processes generated by a Poisson process and their applications in physics

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Investigation of waiting time problems by reduction to Markov processes

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On stochastic processes connected with certain physical recording apparatuses

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On secondary stochastic processes generated by recurrent processes

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Über die Wahrscheinlichkeitstheoretische Behandlung der Anodenstromschwankungen von Elektronenröhren

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A Combinatorial Method in the Theory of Queues

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A finite dam with exponential release

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11134-021-09708-9

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Sitelinks

Mathematics(1 entry)

mardi Publication:2070672

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