Dean, Justin; Ganesh, Ayalvadi Noise dissipation in gene regulatory networks via second order statistics of networks of infinite server queues. (English) Zbl 07567877 J. Math. Biol. 85, No. 2, Paper No. 14, 33 p. (2022). MSC: 92B05 60K30 60G55 PDF BibTeX XML Cite \textit{J. Dean} and \textit{A. Ganesh}, J. Math. Biol. 85, No. 2, Paper No. 14, 33 p. (2022; Zbl 07567877) Full Text: DOI OpenURL
Berzunza Ojeda, Gabriel; Cai, Xing Shi; Holmgren, Cecilia The fluctuations of the giant cluster for percolation on random split trees. (English) Zbl 07565942 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 665-700 (2022). MSC: 60C05 60F05 60K35 68P05 05C05 05C80 PDF BibTeX XML Cite \textit{G. Berzunza Ojeda} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 665--700 (2022; Zbl 07565942) Full Text: Link OpenURL
Bohun, Vladyslav; Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations. (English) Zbl 07554597 J. Appl. Probab. 59, No. 2, 421-446 (2022). MSC: 60K05 60J80 60G05 PDF BibTeX XML Cite \textit{V. Bohun} et al., J. Appl. Probab. 59, No. 2, 421--446 (2022; Zbl 07554597) Full Text: DOI OpenURL
Fotopoulos, Stergios B.; Paparas, Alex; Jandhyala, Venkata K. Change point detection and estimation methods under gamma series of observations. (English) Zbl 07553164 Stat. Pap. 63, No. 3, 723-754 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. B. Fotopoulos} et al., Stat. Pap. 63, No. 3, 723--754 (2022; Zbl 07553164) Full Text: DOI OpenURL
Asanjarani, Azam; Nazarathy, Yoni Stationary Markovian arrival processes: results and open problems. (English) Zbl 07551330 ANZIAM J. 64, No. 1, 54-68 (2022). MSC: 60K25 60G55 60K30 PDF BibTeX XML Cite \textit{A. Asanjarani} and \textit{Y. Nazarathy}, ANZIAM J. 64, No. 1, 54--68 (2022; Zbl 07551330) Full Text: DOI OpenURL
Asmussen, Søren; Bladt, Mogens Moments and polynomial expansions in discrete matrix-analytic models. (English) Zbl 07544417 Stochastic Processes Appl. 150, 1165-1188 (2022). MSC: 60E10 60E05 60G51 60G55 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Stochastic Processes Appl. 150, 1165--1188 (2022; Zbl 07544417) Full Text: DOI OpenURL
Çağlar, M.; Kyprianou, A.; Vardar-Acar, C. An optimal stopping problem for spectrally negative Markov additive processes. (English) Zbl 07544415 Stochastic Processes Appl. 150, 1109-1138 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{M. Çağlar} et al., Stochastic Processes Appl. 150, 1109--1138 (2022; Zbl 07544415) Full Text: DOI OpenURL
den Hollander, Frank; Nandan, Shubhamoy Spatially inhomogeneous populations with seed-banks. II: clustering regime. (English) Zbl 07544377 Stochastic Processes Appl. 150, 116-146 (2022). MSC: 60K35 92D25 PDF BibTeX XML Cite \textit{F. den Hollander} and \textit{S. Nandan}, Stochastic Processes Appl. 150, 116--146 (2022; Zbl 07544377) Full Text: DOI OpenURL
Surya, Budhi Arta Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. (English) Zbl 07543003 J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022). MSC: 62Hxx 60J20 60J27 62H05 62H30 PDF BibTeX XML Cite \textit{B. A. Surya}, J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022; Zbl 07543003) Full Text: DOI OpenURL
Puhalskii, Anatolii A. Moderate deviation asymptotics of the \(GI /G/n\) queue in the Halfin-Whitt regime. (English) Zbl 07542834 Queueing Syst. 100, No. 3-4, 341-343 (2022). MSC: 90B22 PDF BibTeX XML Cite \textit{A. A. Puhalskii}, Queueing Syst. 100, No. 3--4, 341--343 (2022; Zbl 07542834) Full Text: DOI OpenURL
Kella, Offer Martingales associated with functions of Markov and finite variation processes. (English) Zbl 07542800 Queueing Syst. 100, No. 3-4, 205-207 (2022). MSC: 60G44 60J25 PDF BibTeX XML Cite \textit{O. Kella}, Queueing Syst. 100, No. 3--4, 205--207 (2022; Zbl 07542800) Full Text: DOI OpenURL
Boucherie, Richard J. Norton’s theorem and insensitivity. (English) Zbl 07542794 Queueing Syst. 100, No. 3-4, 181-183 (2022). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{R. J. Boucherie}, Queueing Syst. 100, No. 3--4, 181--183 (2022; Zbl 07542794) Full Text: DOI OpenURL
Barron, Yonit A probabilistic approach to the stochastic fluid cash management balance problem. (English) Zbl 07541014 Ann. Oper. Res. 312, No. 2, 607-645 (2022). MSC: 90B05 90B50 60K25 93E20 91B06 60K10 91B62 PDF BibTeX XML Cite \textit{Y. Barron}, Ann. Oper. Res. 312, No. 2, 607--645 (2022; Zbl 07541014) Full Text: DOI OpenURL
Zverkina, G. A. On the exponential convergence rate of the distribution for some nonregenerative reliability system. (English. Russian original) Zbl 1487.60171 J. Math. Sci., New York 262, No. 4, 493-503 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 145-160 (2020). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{G. A. Zverkina}, J. Math. Sci., New York 262, No. 4, 493--503 (2022; Zbl 1487.60171); translation from Fundam. Prikl. Mat. 23, No. 1, 145--160 (2020) Full Text: DOI OpenURL
Asmussen, Søren; Bladt, Mogens Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models. (English) Zbl 07532606 Quant. Finance 22, No. 4, 675-689 (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Quant. Finance 22, No. 4, 675--689 (2022; Zbl 07532606) Full Text: DOI OpenURL
Barron, Yonit The continuous \(( S , s , S_e )\) inventory model with dual sourcing and emergency orders. (English) Zbl 07529724 Eur. J. Oper. Res. 301, No. 1, 18-38 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Y. Barron}, Eur. J. Oper. Res. 301, No. 1, 18--38 (2022; Zbl 07529724) Full Text: DOI OpenURL
Cattiaux, Patrick; Colombani, Laetitia; Costa, Manon Limit theorems for Hawkes processes including inhibition. (English) Zbl 07527302 Stochastic Processes Appl. 149, 404-426 (2022). MSC: 60G55 60F05 60K15 PDF BibTeX XML Cite \textit{P. Cattiaux} et al., Stochastic Processes Appl. 149, 404--426 (2022; Zbl 07527302) Full Text: DOI OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Basrak, Bojan; Conroy, Michael; Olvera-Cravioto, Mariana; Palmowski, Zbigniew Importance sampling for maxima on trees. (English) Zbl 07515387 Stochastic Processes Appl. 148, 139-179 (2022). MSC: 60J80 60H25 PDF BibTeX XML Cite \textit{B. Basrak} et al., Stochastic Processes Appl. 148, 139--179 (2022; Zbl 07515387) Full Text: DOI OpenURL
Araman, Victor F.; Chen, Hong; Glynn, Peter W.; Xia, Li On a single server queue fed by scheduled traffic with Pareto perturbations. (English) Zbl 1486.60038 Queueing Syst. 100, No. 1-2, 61-91 (2022). MSC: 60F05 60F10 60K25 60G07 PDF BibTeX XML Cite \textit{V. F. Araman} et al., Queueing Syst. 100, No. 1--2, 61--91 (2022; Zbl 1486.60038) Full Text: DOI OpenURL
Pascual-Escudero, Beatriz; Hoessly, Linard An algebraic approach to product-form stationary distributions for some reaction networks. (English) Zbl 07506060 SIAM J. Appl. Dyn. Syst. 21, No. 1, 588-615 (2022). MSC: 12D10 14P10 60J28 60K35 80A30 82C20 92C42 92B05 92E20 PDF BibTeX XML Cite \textit{B. Pascual-Escudero} and \textit{L. Hoessly}, SIAM J. Appl. Dyn. Syst. 21, No. 1, 588--615 (2022; Zbl 07506060) Full Text: DOI OpenURL
Zamparo, Marco Renewal model for dependent binary sequences. (English) Zbl 07491682 J. Stat. Phys. 187, No. 1, Paper No. 5, 34 p. (2022). MSC: 62B05 62H22 60G10 60G17 82B20 PDF BibTeX XML Cite \textit{M. Zamparo}, J. Stat. Phys. 187, No. 1, Paper No. 5, 34 p. (2022; Zbl 07491682) Full Text: DOI arXiv OpenURL
Chadjiconstantinidis, Stathis; Xenos, Panos Refinements of bounds for tails of compound distributions and ruin probabilities. (English) Zbl 07484252 Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022). MSC: 60Kxx 62Pxx 91Bxx PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{P. Xenos}, Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022; Zbl 07484252) Full Text: DOI OpenURL
Bryant, Richard; Lakner, Peter; Pinedo, Michael On the optimality of the earliest due date rule in stochastic scheduling and in queueing. (English) Zbl 07478891 Eur. J. Oper. Res. 298, No. 1, 202-212 (2022). MSC: 90B36 60K25 90B22 PDF BibTeX XML Cite \textit{R. Bryant} et al., Eur. J. Oper. Res. 298, No. 1, 202--212 (2022; Zbl 07478891) Full Text: DOI OpenURL
Greven, Andreas; den Hollander, Frank; Oomen, Margriet Spatial populations with seed-bank: well-posedness, duality and equilibrium. (English) Zbl 1485.92075 Electron. J. Probab. 27, Paper No. 18, 88 p. (2022). MSC: 92D15 92D10 92D25 60J70 60K35 PDF BibTeX XML Cite \textit{A. Greven} et al., Electron. J. Probab. 27, Paper No. 18, 88 p. (2022; Zbl 1485.92075) Full Text: DOI arXiv OpenURL
Krishna Kumar, Balasubramanian; Krishnan, Ramachandran Navaneetha; Sankar, Rathinam; Rukmani, Ramasamy Analysis of dynamic service system between regular and retrial queues with impatient customers. (English) Zbl 07475191 J. Ind. Manag. Optim. 18, No. 1, 267-295 (2022). MSC: 60K25 90B05 68M20 90B22 PDF BibTeX XML Cite \textit{B. Krishna Kumar} et al., J. Ind. Manag. Optim. 18, No. 1, 267--295 (2022; Zbl 07475191) Full Text: DOI OpenURL
Ai, Meiqiao; Zhang, Zhimin Pricing some life-contingent lookback options under regime-switching Lévy models. (English) Zbl 1483.91226 J. Comput. Appl. Math. 407, Article ID 114082, 19 p. (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{M. Ai} and \textit{Z. Zhang}, J. Comput. Appl. Math. 407, Article ID 114082, 19 p. (2022; Zbl 1483.91226) Full Text: DOI OpenURL
Kim, Jerim; Kim, Bara; Kim, Jeongsim; Lee, Sungji Computation of powered option prices under a general model for underlying asset dynamics. (English) Zbl 1483.91233 J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022). MSC: 91G20 44A10 60H30 PDF BibTeX XML Cite \textit{J. Kim} et al., J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022; Zbl 1483.91233) Full Text: DOI OpenURL
Liu, Jinpeng; Liu, Yuanyuan; Zhao, Yiqiang Q. Augmented truncation approximations to the solution of Poisson’s equation for Markov chains. (English) Zbl 07428115 Appl. Math. Comput. 414, Article ID 126610, 18 p. (2022). MSC: 60J10 60J27 PDF BibTeX XML Cite \textit{J. Liu} et al., Appl. Math. Comput. 414, Article ID 126610, 18 p. (2022; Zbl 07428115) Full Text: DOI arXiv OpenURL
Dermitzakis, Vaios; Politis, Konstadinos Monotonicity properties for solutions of renewal equations. (English) Zbl 1474.60200 Stat. Probab. Lett. 180, Article ID 109226, 7 p. (2022). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{V. Dermitzakis} and \textit{K. Politis}, Stat. Probab. Lett. 180, Article ID 109226, 7 p. (2022; Zbl 1474.60200) Full Text: DOI OpenURL
Foss, Sergey Georgievich; Chebunin, Mikhail Georgievich Harris ergodicity of a split transmission control protocol. (Russian. English summary) Zbl 07543512 Sib. Èlektron. Mat. Izv. 18, No. 2, 1493-1505 (2021). MSC: 60K25 68M10 PDF BibTeX XML Cite \textit{S. G. Foss} and \textit{M. G. Chebunin}, Sib. Èlektron. Mat. Izv. 18, No. 2, 1493--1505 (2021; Zbl 07543512) Full Text: DOI OpenURL
Kimura, Tatsuaki; Masuyama, Hiroyuki A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains. (English) Zbl 07487744 Oper. Res. Lett. 49, No. 6, 862-867 (2021). MSC: 90-XX PDF BibTeX XML Cite \textit{T. Kimura} and \textit{H. Masuyama}, Oper. Res. Lett. 49, No. 6, 862--867 (2021; Zbl 07487744) Full Text: DOI OpenURL
Bethuelsen, Stein Andreas; Hirsch, Christian; Mönch, Christian Quenched invariance principle for random walks on dynamically averaging random conductances. (English) Zbl 1483.60066 Electron. Commun. Probab. 26, Paper No. 69, 13 p. (2021). MSC: 60G50 60F17 60K35 82C22 PDF BibTeX XML Cite \textit{S. A. Bethuelsen} et al., Electron. Commun. Probab. 26, Paper No. 69, 13 p. (2021; Zbl 1483.60066) Full Text: DOI arXiv OpenURL
Lee, Chihoon; Ward, Amy R.; Ye, Heng-Qing Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling. (English) Zbl 07462420 Queueing Syst. 99, No. 3-4, 283-303 (2021). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 68M20 90B22 PDF BibTeX XML Cite \textit{C. Lee} et al., Queueing Syst. 99, No. 3--4, 283--303 (2021; Zbl 07462420) Full Text: DOI arXiv OpenURL
Boxma, Onno; Mandjes, Michel Shot-noise queueing models. (English) Zbl 1483.60133 Queueing Syst. 99, No. 1-2, 121-159 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{O. Boxma} and \textit{M. Mandjes}, Queueing Syst. 99, No. 1--2, 121--159 (2021; Zbl 1483.60133) Full Text: DOI OpenURL
Behme, Anita; Strietzel, Philipp Lukas A \(2\times 2\) random switching model and its dual risk model. (English) Zbl 1483.90043 Queueing Syst. 99, No. 1-2, 27-64 (2021). MSC: 90B22 60K30 60K10 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, Queueing Syst. 99, No. 1--2, 27--64 (2021; Zbl 1483.90043) Full Text: DOI arXiv OpenURL
Bustamante-Castañeda, F.; Caputo, J.-G.; Cruz-Pacheco, G.; Knippel, A.; Mouatamide, F. Epidemic model on a network: analysis and applications to COVID-19. (English) Zbl 07459773 Physica A 564, Article ID 125520, 13 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{F. Bustamante-Castañeda} et al., Physica A 564, Article ID 125520, 13 p. (2021; Zbl 07459773) Full Text: DOI arXiv OpenURL
Albrecher, Hansjörg; Bladt, Martin; Vatamidou, Eleni Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails. (English) Zbl 1477.91013 Methodol. Comput. Appl. Probab. 23, No. 4, 1237-1255 (2021). MSC: 91B05 60K10 91-10 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1237--1255 (2021; Zbl 1477.91013) Full Text: DOI arXiv OpenURL
Tikhonenko, Oleg; Ziółkowski, Marcin; Kempa, Wojciech M. Queueing systems with random volume customers and a sectorized unlimited memory buffer. (English) Zbl 1479.90071 Int. J. Appl. Math. Comput. Sci. 31, No. 3, 471-486 (2021). MSC: 90B22 60K30 PDF BibTeX XML Cite \textit{O. Tikhonenko} et al., Int. J. Appl. Math. Comput. Sci. 31, No. 3, 471--486 (2021; Zbl 1479.90071) Full Text: DOI OpenURL
Alili, Larbi; Woodford, David On the finiteness and tails of perpetuities under a Lamperti-Kiu map. (English) Zbl 1475.60085 J. Appl. Probab. 58, No. 4, 1086-1113 (2021). MSC: 60G51 60G18 60J45 91B70 PDF BibTeX XML Cite \textit{L. Alili} and \textit{D. Woodford}, J. Appl. Probab. 58, No. 4, 1086--1113 (2021; Zbl 1475.60085) Full Text: DOI arXiv OpenURL
Ivanovs, Jevgenijs On scale functions for Lévy processes with negative phase-type jumps. (English) Zbl 1475.60088 Queueing Syst. 98, No. 1-2, 3-19 (2021). MSC: 60G51 PDF BibTeX XML Cite \textit{J. Ivanovs}, Queueing Syst. 98, No. 1--2, 3--19 (2021; Zbl 1475.60088) Full Text: DOI arXiv OpenURL
Chen, Yan; Whitt, Ward Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems. (English) Zbl 1475.60177 Queueing Syst. 97, No. 1-2, 101-124 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{W. Whitt}, Queueing Syst. 97, No. 1--2, 101--124 (2021; Zbl 1475.60177) Full Text: DOI OpenURL
Boxma, Onno; Kella, Offer; Yechiali, Uri Workload distributions in ASIP queueing networks. (English) Zbl 1475.60172 Queueing Syst. 97, No. 1-2, 81-100 (2021). MSC: 60K20 60K25 60K30 60G51 PDF BibTeX XML Cite \textit{O. Boxma} et al., Queueing Syst. 97, No. 1--2, 81--100 (2021; Zbl 1475.60172) Full Text: DOI OpenURL
Foss, Sergey; Schulte, Matthias Non-standard limits for a family of autoregressive stochastic sequences. (English) Zbl 1476.60035 Stochastic Processes Appl. 142, 432-461 (2021). MSC: 60E07 60G50 60J05 PDF BibTeX XML Cite \textit{S. Foss} and \textit{M. Schulte}, Stochastic Processes Appl. 142, 432--461 (2021; Zbl 1476.60035) Full Text: DOI arXiv OpenURL
Christensen, Sören; Neumann, Berenice Anne; Sohr, Tobias Competition versus cooperation: a class of solvable mean field impulse control problems. (English) Zbl 1471.91027 SIAM J. Control Optim. 59, No. 5, 3946-3972 (2021). MSC: 91A16 49N25 93E20 49N80 PDF BibTeX XML Cite \textit{S. Christensen} et al., SIAM J. Control Optim. 59, No. 5, 3946--3972 (2021; Zbl 1471.91027) Full Text: DOI arXiv OpenURL
Manjrekar, Mayank On spatial matchings: the first-in-first-match case. (English) Zbl 1484.60056 Adv. Appl. Probab. 53, No. 3, 757-800 (2021). MSC: 60G55 60J76 PDF BibTeX XML Cite \textit{M. Manjrekar}, Adv. Appl. Probab. 53, No. 3, 757--800 (2021; Zbl 1484.60056) Full Text: DOI arXiv OpenURL
Bean, Nigel G.; O’Reilly, Małgorzata M.; Palmowski, Zbigniew Yaglom limit for stochastic fluid models. (English) Zbl 07408814 Adv. Appl. Probab. 53, No. 3, 649-686 (2021). MSC: 68Q25 68R10 68U05 PDF BibTeX XML Cite \textit{N. G. Bean} et al., Adv. Appl. Probab. 53, No. 3, 649--686 (2021; Zbl 07408814) Full Text: DOI arXiv OpenURL
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDF BibTeX XML Cite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv OpenURL
Feng, Zhijie; Redner, S. When will an elevator arrive? (English) Zbl 07398322 J. Stat. Mech. Theory Exp. 2021, No. 4, Article ID 043403, 23 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{Z. Feng} and \textit{S. Redner}, J. Stat. Mech. Theory Exp. 2021, No. 4, Article ID 043403, 23 p. (2021; Zbl 07398322) Full Text: DOI arXiv OpenURL
Rogozin, Stepan; Morozov, Evsey Stability condition of a multi-class modified Erlang system. (English) Zbl 1470.60259 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 19th international conference, ITMM 2020, named after A. F. Terpugov, Tomsk, Russia, December 2–5, 2020. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1391, 251-263 (2021). MSC: 60K25 68M20 90B22 PDF BibTeX XML Cite \textit{S. Rogozin} and \textit{E. Morozov}, Commun. Comput. Inf. Sci. 1391, 251--263 (2021; Zbl 1470.60259) Full Text: DOI OpenURL
Sopin, Eduard; Korshikov, Maksym Analysis of the queuing systems with processor sharing service discipline and random serving rate coefficients. (English) Zbl 07392524 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 19th international conference, ITMM 2020, named after A. F. Terpugov, Tomsk, Russia, December 2–5, 2020. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1391, 225-235 (2021). MSC: 68M20 90B22 60K25 PDF BibTeX XML Cite \textit{E. Sopin} and \textit{M. Korshikov}, Commun. Comput. Inf. Sci. 1391, 225--235 (2021; Zbl 07392524) Full Text: DOI OpenURL
Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDF BibTeX XML Cite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI OpenURL
Zamparo, Marco Large deviations in discrete-time renewal theory. (English) Zbl 1472.60054 Stochastic Processes Appl. 139, 80-109 (2021). MSC: 60F10 60K05 60K35 PDF BibTeX XML Cite \textit{M. Zamparo}, Stochastic Processes Appl. 139, 80--109 (2021; Zbl 1472.60054) Full Text: DOI arXiv OpenURL
Haas, Bénédicte; Stephenson, Robin Scaling limits of multi-type Markov branching trees. (English) Zbl 1472.60060 Probab. Theory Relat. Fields 180, No. 3-4, 727-797 (2021). MSC: 60F17 60J80 PDF BibTeX XML Cite \textit{B. Haas} and \textit{R. Stephenson}, Probab. Theory Relat. Fields 180, No. 3--4, 727--797 (2021; Zbl 1472.60060) Full Text: DOI arXiv OpenURL
Vasantam, Thirupathaiah; Mazumdar, Ravi R. Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing. (English) Zbl 1476.60174 J. Appl. Probab. 58, No. 2, 428-448 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{T. Vasantam} and \textit{R. R. Mazumdar}, J. Appl. Probab. 58, No. 2, 428--448 (2021; Zbl 1476.60174) Full Text: DOI arXiv OpenURL
Robert, Philippe; Vignoud, Gaëtan Averaging principles for Markovian models of plasticity. (English) Zbl 1470.60163 J. Stat. Phys. 183, No. 3, Paper No. 47, 43 p. (2021). MSC: 60H10 92B20 92C20 PDF BibTeX XML Cite \textit{P. Robert} and \textit{G. Vignoud}, J. Stat. Phys. 183, No. 3, Paper No. 47, 43 p. (2021; Zbl 1470.60163) Full Text: DOI arXiv OpenURL
Boxma, O.; Heemskerk, M.; Mandjes, M. Single-server queues under overdispersion in the heavy-traffic regime. (English) Zbl 1469.60282 Stoch. Models 37, No. 1, 197-230 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{O. Boxma} et al., Stoch. Models 37, No. 1, 197--230 (2021; Zbl 1469.60282) Full Text: DOI arXiv OpenURL
Miyazawa, Masakiyo Markov modulated fluid network process: tail asymptotics of the stationary distribution. (English) Zbl 1469.60296 Stoch. Models 37, No. 1, 127-167 (2021). MSC: 60K30 PDF BibTeX XML Cite \textit{M. Miyazawa}, Stoch. Models 37, No. 1, 127--167 (2021; Zbl 1469.60296) Full Text: DOI arXiv OpenURL
Kombrink, Sabrina Renewal theorems and their application in fractal geometry. (English) Zbl 1470.60239 Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser. Prog. Probab. 76, 71-98 (2021). MSC: 60K05 60K15 28A80 28A75 PDF BibTeX XML Cite \textit{S. Kombrink}, Prog. Probab. 76, 71--98 (2021; Zbl 1470.60239) Full Text: DOI OpenURL
Baccelli, François; Taillefumier, Thibaud The pair-replica-mean-field limit for intensity-based neural networks. (English) Zbl 1465.37064 SIAM J. Appl. Dyn. Syst. 20, No. 1, 165-207 (2021). MSC: 37H10 37M25 60K15 60K25 90B15 92B20 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{T. Taillefumier}, SIAM J. Appl. Dyn. Syst. 20, No. 1, 165--207 (2021; Zbl 1465.37064) Full Text: DOI arXiv OpenURL
Zverkina, G. A. On some extended Erlang-Sevastyanov queueing system and its convergence rate. (English. Russian original) Zbl 1460.90075 J. Math. Sci., New York 254, No. 4, 485-503 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 57-82 (2018). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{G. A. Zverkina}, J. Math. Sci., New York 254, No. 4, 485--503 (2021; Zbl 1460.90075); translation from Fundam. Prikl. Mat. 22, No. 3, 57--82 (2018) Full Text: DOI OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI OpenURL
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Approximations of countably infinite linear programs over bounded measure spaces. (English) Zbl 1461.90070 SIAM J. Optim. 31, No. 1, 604-625 (2021). MSC: 90C05 90C06 60J10 60J22 65C40 PDF BibTeX XML Cite \textit{J. Kuntz} et al., SIAM J. Optim. 31, No. 1, 604--625 (2021; Zbl 1461.90070) Full Text: DOI arXiv OpenURL
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija Double hypergeometric Lévy processes and self-similarity. (English) Zbl 1470.60128 J. Appl. Probab. 58, No. 1, 254-273 (2021). MSC: 60G51 60G18 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., J. Appl. Probab. 58, No. 1, 254--273 (2021; Zbl 1470.60128) Full Text: DOI arXiv OpenURL
Martínez, Servet Entropy of killed-resurrected stationary Markov chains. (English) Zbl 1476.60119 J. Appl. Probab. 58, No. 1, 177-196 (2021). Reviewer: Joost-Pieter Katoen (Aachen) MSC: 60J10 28D20 PDF BibTeX XML Cite \textit{S. Martínez}, J. Appl. Probab. 58, No. 1, 177--196 (2021; Zbl 1476.60119) Full Text: DOI OpenURL
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 1475.60191 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60K30 60G51 62G10 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 1475.60191) Full Text: DOI arXiv OpenURL
Coupier, David; Saha, Kumarjit; Sarkar, Anish; Tran, Viet Chi The 2D-directed spanning forest converges to the Brownian web. (English) Zbl 1476.60021 Ann. Probab. 49, No. 1, 435-484 (2021). Reviewer: Ilya S. Molchanov (Bern) MSC: 60D05 60F17 PDF BibTeX XML Cite \textit{D. Coupier} et al., Ann. Probab. 49, No. 1, 435--484 (2021; Zbl 1476.60021) Full Text: DOI arXiv Euclid OpenURL
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations. (English) Zbl 1469.60243 SIAM Rev. 63, No. 1, 3-64 (2021). MSC: 60J27 60J22 65C40 90C05 90C90 PDF BibTeX XML Cite \textit{J. Kuntz} et al., SIAM Rev. 63, No. 1, 3--64 (2021; Zbl 1469.60243) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 1469.60151 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 1469.60151) Full Text: DOI arXiv OpenURL
Sun, Rongfeng; Swart, Jan M.; Yu, Jinjiong An invariance principle for biased voter model interfaces. (English) Zbl 1475.60066 Bernoulli 27, No. 1, 615-636 (2021). MSC: 60F17 60J90 60K35 PDF BibTeX XML Cite \textit{R. Sun} et al., Bernoulli 27, No. 1, 615--636 (2021; Zbl 1475.60066) Full Text: DOI arXiv Euclid OpenURL
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDF BibTeX XML Cite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI OpenURL
Morozov, Evsey; Morozova, Taisia The remaining busy time in a retrial system with unreliable servers. (English) Zbl 07498116 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 23rd international conference, DCCN 2020, Moscow, Russia, September 14–18, 2020. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 12563, 555-566 (2020). MSC: 60K25 PDF BibTeX XML Cite \textit{E. Morozov} and \textit{T. Morozova}, Lect. Notes Comput. Sci. 12563, 555--566 (2020; Zbl 07498116) Full Text: DOI OpenURL
Stehr, Mads; Kiderlen, Markus Asymptotic variance of Newton-Cotes quadratures based on randomized sampling points. (English) Zbl 07378199 Adv. Appl. Probab. 52, No. 4, 1284-1307 (2020). MSC: 65D30 60G55 60G10 60K05 65D32 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{M. Kiderlen}, Adv. Appl. Probab. 52, No. 4, 1284--1307 (2020; Zbl 07378199) Full Text: DOI OpenURL
Czarna, Irmina; Kaszubowski, Adam; Li, Shu; Palmowski, Zbigniew Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem. (English) Zbl 1475.60078 Adv. Appl. Probab. 52, No. 2, 404-432 (2020). MSC: 60G40 60G17 60J25 91G05 PDF BibTeX XML Cite \textit{I. Czarna} et al., Adv. Appl. Probab. 52, No. 2, 404--432 (2020; Zbl 1475.60078) Full Text: DOI arXiv OpenURL
Choi, Michael C. H.; Patie, Pierre Analysis of non-reversible Markov chains via similarity orbits. (English) Zbl 1469.60221 Comb. Probab. Comput. 29, No. 4, 508-536 (2020). MSC: 60J05 60J10 60J27 60J20 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{P. Patie}, Comb. Probab. Comput. 29, No. 4, 508--536 (2020; Zbl 1469.60221) Full Text: DOI arXiv OpenURL
Barrera, Javiera; Lagos, Guido Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution. (English) Zbl 1469.62252 Extremes 23, No. 4, 603-628 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G30 62G32 62E10 60B10 60K10 PDF BibTeX XML Cite \textit{J. Barrera} and \textit{G. Lagos}, Extremes 23, No. 4, 603--628 (2020; Zbl 1469.62252) Full Text: DOI arXiv OpenURL
Behme, Anita; Klüppelberg, Claudia; Reinert, Gesine Ruin probabilities for risk processes in a bipartite network. (English) Zbl 1468.60058 Stoch. Models 36, No. 4, 548-573 (2020). MSC: 60G51 05C80 91B05 PDF BibTeX XML Cite \textit{A. Behme} et al., Stoch. Models 36, No. 4, 548--573 (2020; Zbl 1468.60058) Full Text: DOI arXiv OpenURL
Chen, Yan; Whitt, Ward Extremal models for the \(G I / G I / K\) waiting-time tail-probability decay rate. (English) Zbl 07331203 Oper. Res. Lett. 48, No. 6, 770-776 (2020). MSC: 90-XX PDF BibTeX XML Cite \textit{Y. Chen} and \textit{W. Whitt}, Oper. Res. Lett. 48, No. 6, 770--776 (2020; Zbl 07331203) Full Text: DOI OpenURL
Briat, Corentin; Khammash, Mustafa Ergodicity analysis and antithetic integral control of a class of stochastic reaction networks with delays. (English) Zbl 1458.60093 SIAM J. Appl. Dyn. Syst. 19, No. 3, 1575-1608 (2020). MSC: 60J74 80A30 92C42 93B52 PDF BibTeX XML Cite \textit{C. Briat} and \textit{M. Khammash}, SIAM J. Appl. Dyn. Syst. 19, No. 3, 1575--1608 (2020; Zbl 1458.60093) Full Text: DOI arXiv OpenURL
Christensen, Sören; Sohr, Tobias A solution technique for Lévy driven long term average impulse control problems. (English) Zbl 1458.93233 Stochastic Processes Appl. 130, No. 12, 7303-7337 (2020). MSC: 93E03 93C27 60G51 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{T. Sohr}, Stochastic Processes Appl. 130, No. 12, 7303--7337 (2020; Zbl 1458.93233) Full Text: DOI arXiv OpenURL
Hung, Tran Loc; Kien, Phan Tri On the rates of convergence in weak limit theorems for normalized geometric sums. (English) Zbl 1459.60039 Bull. Korean Math. Soc. 57, No. 5, 1115-1126 (2020). MSC: 60E07 60F05 PDF BibTeX XML Cite \textit{T. L. Hung} and \textit{P. T. Kien}, Bull. Korean Math. Soc. 57, No. 5, 1115--1126 (2020; Zbl 1459.60039) Full Text: DOI OpenURL
Neumann, Berenice Anne Stationary equilibria of mean field games with finite state and action space. (English) Zbl 1457.91061 Dyn. Games Appl. 10, No. 4, 845-871 (2020). MSC: 91A16 91A70 90C40 PDF BibTeX XML Cite \textit{B. A. Neumann}, Dyn. Games Appl. 10, No. 4, 845--871 (2020; Zbl 1457.91061) Full Text: DOI arXiv OpenURL
Palmowski, Zbigniew; Vlasiou, Maria Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues. (English) Zbl 1461.60031 Queueing Syst. 96, No. 1-2, 153-167 (2020). MSC: 60G51 60G50 60K25 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{M. Vlasiou}, Queueing Syst. 96, No. 1--2, 153--167 (2020; Zbl 1461.60031) Full Text: DOI arXiv OpenURL
Losidis, Sotirios; Politis, Konstadinos Moments of the forward recurrence time in a renewal process. (English) Zbl 1460.60098 Methodol. Comput. Appl. Probab. 22, No. 4, 1591-1600 (2020). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{S. Losidis} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 22, No. 4, 1591--1600 (2020; Zbl 1460.60098) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (English) Zbl 1455.91222 Methodol. Comput. Appl. Probab. 22, No. 4, 1507-1528 (2020). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1507--1528 (2020; Zbl 1455.91222) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. (English) Zbl 1457.91330 Methodol. Comput. Appl. Probab. 22, No. 4, 1493-1506 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J20 60J22 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1493--1506 (2020; Zbl 1457.91330) Full Text: DOI OpenURL
Afanasyeva, L. G. Asymptotic analysis of queueing models based on synchronization method. (English) Zbl 1460.60101 Methodol. Comput. Appl. Probab. 22, No. 4, 1417-1438 (2020). MSC: 60K25 PDF BibTeX XML Cite \textit{L. G. Afanasyeva}, Methodol. Comput. Appl. Probab. 22, No. 4, 1417--1438 (2020; Zbl 1460.60101) Full Text: DOI OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv OpenURL
Aghajani, Reza; Ramanan, Kavita The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. (English) Zbl 1451.90043 Math. Oper. Res. 45, No. 3, 1016-1055 (2020). MSC: 90B22 60K25 60J70 90B15 68M20 PDF BibTeX XML Cite \textit{R. Aghajani} and \textit{K. Ramanan}, Math. Oper. Res. 45, No. 3, 1016--1055 (2020; Zbl 1451.90043) Full Text: DOI arXiv OpenURL
Verovkin, G. K.; Marynych, A. V. Stationary limits of shot noise processes. (English. Ukrainian original) Zbl 1455.60120 Theory Probab. Math. Stat. 101, 67-83 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 63-77 (2019). MSC: 60K05 60F17 60F05 PDF BibTeX XML Cite \textit{G. K. Verovkin} and \textit{A. V. Marynych}, Theory Probab. Math. Stat. 101, 67--83 (2020; Zbl 1455.60120); translation from Teor. Jmovirn. Mat. Stat. 101, 63--77 (2019) Full Text: DOI OpenURL
Hung, Tran Loc A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums. (English) Zbl 07289635 Math. Slovaca 70, No. 1, 213-232 (2020). MSC: 60E05 60E07 PDF BibTeX XML Cite \textit{T. L. Hung}, Math. Slovaca 70, No. 1, 213--232 (2020; Zbl 07289635) Full Text: DOI OpenURL
Barron, Yonit; Baron, Opher The residual time approach for \((Q, r)\) model under perishability, general lead times, and lost sales. (English) Zbl 1456.90008 Math. Methods Oper. Res. 92, No. 3, 601-648 (2020). MSC: 90B05 90B22 60K25 PDF BibTeX XML Cite \textit{Y. Barron} and \textit{O. Baron}, Math. Methods Oper. Res. 92, No. 3, 601--648 (2020; Zbl 1456.90008) Full Text: DOI OpenURL
Liu, Yuanyuan; Li, Wendi; Li, Xiuqin On geometric and algebraic transience for block-structured Markov chains. (English) Zbl 1457.60115 J. Appl. Probab. 57, No. 4, 1313-1338 (2020). MSC: 60J10 62M15 PDF BibTeX XML Cite \textit{Y. Liu} et al., J. Appl. Probab. 57, No. 4, 1313--1338 (2020; Zbl 1457.60115) Full Text: DOI OpenURL
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. (English) Zbl 1461.60028 ESAIM, Probab. Stat. 24, 454-525 (2020). MSC: 60G51 60G40 60J45 PDF BibTeX XML Cite \textit{F. Avram} et al., ESAIM, Probab. Stat. 24, 454--525 (2020; Zbl 1461.60028) Full Text: DOI arXiv OpenURL
Chen, Anyue; Wu, Xiaohan; Zhang, Jing Markovian bulk-arrival and bulk-service queues with general state-dependent control. (English) Zbl 1461.60073 Queueing Syst. 95, No. 3-4, 331-378 (2020). MSC: 60K25 60J27 60J80 PDF BibTeX XML Cite \textit{A. Chen} et al., Queueing Syst. 95, No. 3--4, 331--378 (2020; Zbl 1461.60073) Full Text: DOI OpenURL
Bet, G. An alternative approach to heavy-traffic limits for finite-pool queues. (English) Zbl 1461.60072 Queueing Syst. 95, No. 1-2, 121-144 (2020). MSC: 60K25 90B22 68M20 PDF BibTeX XML Cite \textit{G. Bet}, Queueing Syst. 95, No. 1--2, 121--144 (2020; Zbl 1461.60072) Full Text: DOI arXiv OpenURL
Whitt, Ward; You, Wei Heavy-traffic limits for stationary network flows. (English) Zbl 1461.60085 Queueing Syst. 95, No. 1-2, 53-68 (2020). MSC: 60K25 60F17 90B22 PDF BibTeX XML Cite \textit{W. Whitt} and \textit{W. You}, Queueing Syst. 95, No. 1--2, 53--68 (2020; Zbl 1461.60085) Full Text: DOI OpenURL
Fralix, Brian On classes of Bitcoin-inspired infinite-server queueing systems. (English) Zbl 1461.60077 Queueing Syst. 95, No. 1-2, 29-52 (2020). MSC: 60K25 60J28 60G55 PDF BibTeX XML Cite \textit{B. Fralix}, Queueing Syst. 95, No. 1--2, 29--52 (2020; Zbl 1461.60077) Full Text: DOI OpenURL
Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens Matrix representations of life insurance payments. (English) Zbl 1452.91262 Eur. Actuar. J. 10, No. 1, 29-67 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Eur. Actuar. J. 10, No. 1, 29--67 (2020; Zbl 1452.91262) Full Text: DOI OpenURL
Lopusanschi, Olga; Simon, Damien Area anomaly in the rough path Brownian scaling limit of hidden Markov walks. (English) Zbl 1482.60129 Bernoulli 26, No. 4, 3111-3138 (2020). Reviewer: Dora Seleši (Novi Sad) MSC: 60L20 60F17 60J10 PDF BibTeX XML Cite \textit{O. Lopusanschi} and \textit{D. Simon}, Bernoulli 26, No. 4, 3111--3138 (2020; Zbl 1482.60129) Full Text: DOI arXiv Euclid OpenURL