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14
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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY NEGATIVE LÉVY PROCESS
– Florin Avram, Zbigniew Palmowski, Martin R. Pistorius
|
|
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Risk and Duality in Multidimensions
– Bartlomiej Blaszczyszyn, Karl Sigman
|
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2
|
Finite-buffer queues with workload-dependent service and arrival rates. Queueing Systems
– René Bekker
|
|
2
|
An overview of Brownian and non-Brownian FCLTs for the single-server queue
– Ward Whitt
- 2000
|
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16
|
Subexponential Loss Rates in a GI/GI/1 Queue with Applications
– Predrag R. Jelenkovic
- 1999
|
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25
|
Ruin probabilities and overshoots for general Lévy insurance risk processes
– Claudia Klüppelberg, Andreas E. Kyprianou, Ross A. Maller
- 2004
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|
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Large Deviations and Fast Simulation
– In The Presence, Soren Asmussen, Pascal Frantz, Hans-peter Schwefel I
|
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1
|
Exact Buffer Overflow Calculations for Queues Via Martingales
– Søren Asmussen, Manfred Jobmann, Hans-Peter Schwefel
- 2000
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2
|
On optional stopping of some exponential martingales for Lévy processes with or without reflection
– Søren Asmussen, Offer Kella
- 2000
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3
|
Internet Supplement to Stochastic-Process Limits -- An Introduction to . . .
– Ward Whitt
- 2002
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1
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A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
– Richard Boucherie Universiteit, R. J. Boucherie, O. J. Boxma, K. Sigman, Mathematisch Centrum (smc, The Dutch Foundation, Richard J. Boucherie, Onno J. Boxma, Karl Sigman
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14
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A Multi-Dimensional Martingale for Markov Additive Processes and its Applications
– Søren Asmussen, Offer Kella
- 1998
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4
|
Exact Queueing Asymptotics for Multiple Heavy-Tailed On-Off Flows
– Bert Zwart, Sem Borst, Michel Mandjes
- 2001
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13
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Capacity Regions for Network Multiplexers with Heavy-Tailed Fluid On-Off Sources
– Predrag Jelenkovic, Petar Momcilovic
- 2001
|
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1
|
Loss Probability for a Finite Buffer Multiplexer with the M/G/ ∞ Input Process
– George C. Lin
- 2004
|
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11
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Asymptotic Loss Probability in a Finite Buffer Fluid Queue with Heterogeneous Heavy-Tailed On-Off Processes
– Predrag Jelenkovic, Petar Momcilovic
- 2000
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4
|
Heavy-traffic limits for loss proportions in single-server queues
– Ward Whitt
- 2004
|
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3
|
On The Asymptotic Relationship Between The Overflow Probability And The Loss Ratio
– Han S. Kim, Ness B. Shroff
- 1999
|
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15
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Stability and structural properties of stochastic storage networks
– Offer Kella, Ward Whitt
- 1996
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