Robert, Philippe; Vignoud, Gaëtan A palm space approach to non-linear Hawkes processes. (English) Zbl 07798917 Electron. J. Probab. 29, Paper No. 2, 37 p. (2024). MSC: 60G55 PDFBibTeX XMLCite \textit{P. Robert} and \textit{G. Vignoud}, Electron. J. Probab. 29, Paper No. 2, 37 p. (2024; Zbl 07798917) Full Text: DOI arXiv
Massey, William A.; Ekwedike, Emmanuel; Hampshire, Robert C.; Pender, Jamol J. A transient symmetry analysis for the \(M/M/1/k\) queue. (English) Zbl 1517.90026 Queueing Syst. 103, No. 1-2, 1-43 (2023). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{W. A. Massey} et al., Queueing Syst. 103, No. 1--2, 1--43 (2023; Zbl 1517.90026) Full Text: DOI
Li, Bo; Pang, Guodong On the splitting and aggregating of Hawkes processes. (English) Zbl 1516.60032 J. Appl. Probab. 60, No. 2, 676-692 (2023). MSC: 60G55 60F17 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, J. Appl. Probab. 60, No. 2, 676--692 (2023; Zbl 1516.60032) Full Text: DOI
Daw, Andrew; Pender, Jamol Matrix calculations for moments of Markov processes. (English) Zbl 1512.60047 Adv. Appl. Probab. 55, No. 1, 126-150 (2023). MSC: 60J25 47D07 65C40 PDFBibTeX XMLCite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 55, No. 1, 126--150 (2023; Zbl 1512.60047) Full Text: DOI arXiv
Cheng, Chunli; Hilpert, Christian; Miri Lavasani, Aidin; Schaefer, Mick Surrender contagion in life insurance. (English) Zbl 07632179 Eur. J. Oper. Res. 305, No. 3, 1465-1479 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{C. Cheng} et al., Eur. J. Oper. Res. 305, No. 3, 1465--1479 (2023; Zbl 07632179) Full Text: DOI
Selvamuthu, Dharmaraja; Tardelli, Paola Infinite-server systems with Hawkes arrivals and Hawkes services. (English) Zbl 1502.60140 Queueing Syst. 101, No. 3-4, 329-351 (2022). MSC: 60K25 60G55 60K30 PDFBibTeX XMLCite \textit{D. Selvamuthu} and \textit{P. Tardelli}, Queueing Syst. 101, No. 3--4, 329--351 (2022; Zbl 1502.60140) Full Text: DOI arXiv
Daw, Andrew; Pender, Jamol An ephemerally self-exciting point process. (English) Zbl 1490.60121 Adv. Appl. Probab. 54, No. 2, 340-403 (2022). MSC: 60G55 60K25 60J74 PDFBibTeX XMLCite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 54, No. 2, 340--403 (2022; Zbl 1490.60121) Full Text: DOI arXiv
Li, Bo; Pang, Guodong Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime. (English) Zbl 1480.60075 Stochastic Processes Appl. 143, 285-339 (2022). MSC: 60F17 60F15 60G55 60J80 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, Stochastic Processes Appl. 143, 285--339 (2022; Zbl 1480.60075) Full Text: DOI
Sun, Xu; Liu, Yunan Staffing many-server queues with autoregressive inputs. (English) Zbl 1523.90088 Nav. Res. Logist. 68, No. 3, 312-326 (2021). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{X. Sun} and \textit{Y. Liu}, Nav. Res. Logist. 68, No. 3, 312--326 (2021; Zbl 1523.90088) Full Text: DOI
Chen, Xinyun Perfect sampling of Hawkes processes and queues with Hawkes arrivals. (English) Zbl 1489.60144 Stoch. Syst. 11, No. 3, 264-283 (2021). MSC: 60K25 60G55 90B22 PDFBibTeX XMLCite \textit{X. Chen}, Stoch. Syst. 11, No. 3, 264--283 (2021; Zbl 1489.60144) Full Text: DOI arXiv
Palmowski, Zbigniew; Puchalska, Daria Modelling social media contagion using Hawkes processes. (English) Zbl 1513.91053 Math. Appl. (Warsaw) 49, No. 1, 65-83 (2021). MSC: 91D30 60G55 PDFBibTeX XMLCite \textit{Z. Palmowski} and \textit{D. Puchalska}, Math. Appl. (Warsaw) 49, No. 1, 65--83 (2021; Zbl 1513.91053) Full Text: DOI arXiv
Zheng, Zeyu; Honnappa, Harsha; Glynn, Peter W. Technical note – Approximating systems fed by Poisson processes with rapidly changing arrival rates. (English) Zbl 1486.90076 Oper. Res. 69, No. 5, 1566-1574 (2021). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{Z. Zheng} et al., Oper. Res. 69, No. 5, 1566--1574 (2021; Zbl 1486.90076) Full Text: DOI arXiv
Boxma, Onno; Mandjes, Michel Shot-noise queueing models. (English) Zbl 1483.60133 Queueing Syst. 99, No. 1-2, 121-159 (2021). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{O. Boxma} and \textit{M. Mandjes}, Queueing Syst. 99, No. 1--2, 121--159 (2021; Zbl 1483.60133) Full Text: DOI
Legros, Benjamin Transient analysis of an affine queue-Hawkes process. (English) Zbl 1525.90133 Oper. Res. Lett. 49, No. 3, 393-399 (2021). MSC: 90B22 60G55 60K25 PDFBibTeX XMLCite \textit{B. Legros}, Oper. Res. Lett. 49, No. 3, 393--399 (2021; Zbl 1525.90133) Full Text: DOI
Doldo, Philip; Pender, Jamol; Rand, Richard Breaking the symmetry in queues with delayed information. (English) Zbl 1470.90023 Int. J. Bifurcation Chaos Appl. Sci. Eng. 31, No. 9, Article ID 2130027, 23 p. (2021). MSC: 90B22 PDFBibTeX XMLCite \textit{P. Doldo} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 31, No. 9, Article ID 2130027, 23 p. (2021; Zbl 1470.90023) Full Text: DOI arXiv
Cui, Lirong; Shen, Jingyuan An extension of Hawkes processes with ephemeral nearest effects. (English) Zbl 1476.60085 Stoch. Models 37, No. 2, 335-366 (2021). MSC: 60G55 60F05 60F10 PDFBibTeX XMLCite \textit{L. Cui} and \textit{J. Shen}, Stoch. Models 37, No. 2, 335--366 (2021; Zbl 1476.60085) Full Text: DOI
Fendick, Kerry; Whitt, Ward Queues with path-dependent arrival processes. (English) Zbl 1476.60166 J. Appl. Probab. 58, No. 2, 484-504 (2021). MSC: 60K25 60F17 90B22 PDFBibTeX XMLCite \textit{K. Fendick} and \textit{W. Whitt}, J. Appl. Probab. 58, No. 2, 484--504 (2021; Zbl 1476.60166) Full Text: DOI
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 PDFBibTeX XMLCite \textit{O. Boxma} et al., Stoch. Models 37, No. 1, 197--230 (2021; Zbl 1469.60282) Full Text: DOI arXiv
Cui, Lirong; Hawkes, Alan; Yi, He An elementary derivation of moments of Hawkes processes. (English) Zbl 1482.60064 Adv. Appl. Probab. 52, No. 1, 102-137 (2020). MSC: 60G55 60G57 60G44 60J80 PDFBibTeX XMLCite \textit{L. Cui} et al., Adv. Appl. Probab. 52, No. 1, 102--137 (2020; Zbl 1482.60064) Full Text: DOI Link
Iksanov, Alexander; Rashytov, Bohdan A functional limit theorem for general shot noise processes. (English) Zbl 1434.60106 J. Appl. Probab. 57, No. 1, 280-294 (2020). MSC: 60F17 60G55 PDFBibTeX XMLCite \textit{A. Iksanov} and \textit{B. Rashytov}, J. Appl. Probab. 57, No. 1, 280--294 (2020; Zbl 1434.60106) Full Text: DOI arXiv
Boxma, Onno; Kella, Offer; Mandjes, Michel Infinite-server systems with Coxian arrivals. (English) Zbl 1439.60084 Queueing Syst. 92, No. 3-4, 233-255 (2019). MSC: 60K25 90B15 PDFBibTeX XMLCite \textit{O. Boxma} et al., Queueing Syst. 92, No. 3--4, 233--255 (2019; Zbl 1439.60084) Full Text: DOI
Daw, Andrew; Pender, Jamol New perspectives on the Erlang-A queue. (English) Zbl 1427.60190 Adv. Appl. Probab. 51, No. 1, 268-299 (2019). MSC: 60K25 90B22 62L20 PDFBibTeX XMLCite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 51, No. 1, 268--299 (2019; Zbl 1427.60190) Full Text: DOI arXiv
Daw, Andrew; Pender, Jamol On the distributions of infinite server queues with batch arrivals. (English) Zbl 1466.60188 Queueing Syst. 91, No. 3-4, 367-401 (2019). MSC: 60K25 90B22 60G50 PDFBibTeX XMLCite \textit{A. Daw} and \textit{J. Pender}, Queueing Syst. 91, No. 3--4, 367--401 (2019; Zbl 1466.60188) Full Text: DOI arXiv