scientific article; zbMATH DE number 1102528

Publication date: 11 January 1998

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

Lévy processes fluctuation theory single server queue storage models ladder processes Markov-modulated storage processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (46)

Self-similar communication models and very heavy tails. ⋮ Solving the Wiener-Hopf equation with a probabilistic kernel ⋮ The intercept term of the asymptotic variance curve for some queueing output processes ⋮ Cramér asymptotics for finite time first passage probabilities of general Lévy processes ⋮ Empirical Testing Of The Infinite Source Poisson Data Traffic Model ⋮ First passage time moments of asymmetric Lévy flights ⋮ On the overflow time of a fluid model ⋮ Transient analysis of one-sided Lévy-driven queues ⋮ Nonparametric Bayesian inference for multidimensional compound Poisson processes ⋮ Periodic threshold-type dividend strategy in the compound Poisson risk model ⋮ On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ⋮ A two-fluid storage model with Lévy inputs and alternating outputs ⋮ Bayesian inference for double Pareto lognormal queues ⋮ Ruin probability in the dual risk model with two revenue streams ⋮ On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps ⋮ Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims ⋮ Malliavin calculus for subordinated Lévy process ⋮ Transient analysis of Markov-fluid-driven queues ⋮ Duality of dams via mountain processes. ⋮ Occupation times of alternating renewal processes with Lévy applications ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times ⋮ A note on Wiener-Hopf factorization for Markov additive processes ⋮ Semi-heavy tails ⋮ A drawdown reflected spectrally negative Lévy process ⋮ On a class of stochastic models with two-sided jumps ⋮ Asymptotic analysis of a risk process with high dividend barrier ⋮ TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS ⋮ Open-loop control of stochastic fluid systems and applications ⋮ A non-parametric Bayesian approach to decompounding from high frequency data ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times ⋮ Expected earnings of invested overflow strategies for \(M/M/1\) queue with constrained workload ⋮ On the threshold dividend strategy for a generalized jump-diffusion risk model ⋮ Singularities of the matrix exponent of a Markov additive process with one-sided jumps ⋮ A note on chaotic and predictable representations for Itô–Markov additive processes ⋮ Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times ⋮ Fluctuation theory for Markov random walks ⋮ The compound Poisson process perturbed by a diffusion with a threshold dividend strategy ⋮ Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing ⋮ L\'evy-driven polling systems and continuous-state branching processes ⋮ On doubly reflected completely asymmetric Lévy processes. ⋮ Unnamed Item ⋮ On a doubly reflected risk process with running maximum dependent reflecting barriers ⋮ FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

This page was built for publication: