scientific article; zbMATH DE number 3500818

From MaRDI portal
Publication:4082108

zbMath0319.60057MaRDI QIDQ4082108

Aleksandr A. Borovkov

Publication date: 1976


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Extremal behavior of the autoregressive process with ARCH(1) errorsMagnitude of the level jump by a random walk at the superposition of two renewal processesConvexity of single stage queueing systems with bulk arrivalWaiting-time tail probabilities in queues with long-tail service-time distributionsLimit theorems for queueing systems with infinite number of servers and group arrival of requestsThe time until the final zero crossing of random sums with application to nonparametric bandit theoryThe coupling of renewal processes and its applicationsErgodicity of Jackson-type queueing networksCramér asymptotics for finite time first passage probabilities of general Lévy processesStationary regimes for inventory processesThe Beneš equation and stochastic calculus of variationsA hitting time for Lévy processes, with application to dams and branching processesExcursions of the workload process in \(G/GI/1\) queuesTightness and continuity of a family of invariant measures for Markov chains depending on a parameterInformation criteria for residual generation and fault detection and isolationSome results on the joint distribution of the renewal epochs prior to a given time instantOn the identification of Wiener-Hopf factorsWiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walksAnalysis of the \(M/GI/1\to ./M/1\) queueing modelOn the convergence rate for queueing and reliability models described by regenerative processesState of a process with independent increments at the moment of exit from an intervalHeight and contour processes of Crump-Mode-Jagers forests. I: general distribution and scaling limits in the case of short edgesA Gaussian fluid modelStability of retrial queues with versatile retrial policyLimit theorems for multiphase queuing systemsSubmultiplicative moments of the supremum of a random walk with negative driftComputing the extremal index of special Markov chains and queuesOn pathwise analysis and existence of empirical distributions of G/G/1 queuesSecond order asymptotic behaviour of subordinated sequences with longtailed subordinatorEstimates for the overshoot of a random walk with negative drift and non-convolution equivalent incrementsThree-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chanceOn some inequalities in boundary crossing problems for random walksOn asymptotics of deficit distribution and its moments at the time of ruinBoundary crossing problems for compound renewal processesExact expressions for the moments of ladder heightsAsymptotic behaviour of ruin probabilities in a general discrete risk model using moment indicesMeromorphic Lévy processes and their fluctuation identitiesStability analysis of queueing systemsQueues with service times and interarrival times depending linearly and randomly upon waiting timesAsymptotic analysis of queueing models based on synchronization methodStability analysis of a multi-server model with simultaneous service and a regenerative input flowLimit theorems for queueing systems with various service disciplines in heavy-traffic conditionsOn distribution tail of the maximum of a random walkRenewal theorem in the case of an infinite varianceCompeting particle systems evolving by interacting Lévy processesExit problems for spectrally negative Lévy processes and applications to (Canadized) Russian optionsCoupling method for asymptotic analysis of queues with regenerative input and unreliable serverHitting time in Erlang loss systems with moving boundariesA note on scale functions and the time value of ruin for Lévy insurance risk processesA drawdown reflected spectrally negative Lévy processOn the ruin time distribution for a Sparre Andersen process with exponential claim sizesThe existence of fixed points for the \(\cdot\)/GI/1 queue.A multiserver retrial queue: regenerative stability analysisAsymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service timeA new method of performance sensitivity analysis for non-Markovian queueing networksOn exit times of Levy-driven Ornstein-Uhlenbeck processesNon-standard limits for a family of autoregressive stochastic sequencesThe law of the supremum of a stable Lévy process with no negative jumpsA functional law of the iterated logarithm for multi-class queues with batch arrivalsOn several two-boundary problems for a particular class of Lévy processesOn recurrence of the multidimensional Lindley processThe Brownian approximation for rate-control throttles and the \(G/G/1/C\) queueConditions for stability and instability of retrial queueing systems with general retrial timesA mean-field limit for a class of queueing networksMultidimensional random walk with reflectionsSome recent results on the distributions of stopping times of compound Poisson processes with linear boundariesTail behavior of supremum of a random walk when Cramér's condition failsAsymptotic expansions for the moments of the Gaussian random walk with two barriersOn ruin for the Erlang \((n)\) risk processEstimators of the moments for the inventory model of type \((s,S)\)Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applicationsEstimation of the large deviations parameter for a single-channel queuing system with regenerative input flowOn lower limits and equivalences for distribution tails of randomly stopped sumsAsymptotic analysis of Lévy-driven tandem queuesDiffusion approximations in the online increasing subsequence problemElements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local scoreQueues with nonstationary inputsSize of the jump and behavior of the absolute maximum for processes with independent incrementsStability conditions for a multiserver queueing system with a regenerative input flow and simultaneous service of a customer by a random number of serversAsymptotic analysis of the queueing system G/G/1/\( \infty\) with group servicingEquivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate caseRecurrence of two-dimensional queueing processes, and random walk exit times from the quadrantOn upper bounds for the tail distribution of geometric sums of subexponential random variablesStationary queuing systems with dependenciesApproximating the stationary waiting time distribution function of GI/GI/1-queues with arithmetic interarrival time and service time distribution functionA bound for the expected hitting time of storage processesLarge deviations of inverse processes with nonlinear scalingsThe probability of ruin in finite timeOn an explicit formula for the distribution of the supremumThe asymptotic ruin problem when the healthy and sick periods form an alternating renewal processBranching processes in Lévy processes: The exploration processAn iterative approximation procedure for the distribution of the maximum of a random walkStationary queues with one autonomous serverOn a doubly reflected risk process with running maximum dependent reflecting barriersSubexponentiality of the product of independent random variablesLight traffic approximations in general stationary single-server queuesSteady state of loss systems with a superposition of inputsOn the stability of open networks: A unified approach by stochastic dominanceOn pathwise behavior of multiserver queuesAn \(M/G/1\) queue with Markov-dependent exceptional service times




This page was built for publication: