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Puhalskii, Anatolii A.

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Author ID: puhalskii.anatolii-a Recent zbMATH articles by "Puhalskii, Anatolii A."
Published as: Puhalskii, A.; Puhalskii, A. A.; Puhalskii, Anatolii; Puhalskii, Anatolii A.; Puhalskij, A.; Pukhal’skij, A. A; Pukhal’skij, A. A.; Pukhalskii, A. A.; Pukhalskii, Anatolii A.; Pukhalskij, A.; Pukhalskij, A. A.; Pukhalsky, A. A.
Homepage: http://www.ucdenver.edu/academics/colleges/CLAS/Departments/math/contact/Departm...
External Links: dblp
Documents Indexed: 54 Publications since 1981, including 2 Books

Publications by Year

Citations contained in zbMATH

39 Publications have been cited 431 times in 314 Documents Cited by Year
The multiclass GI/PH/\(N\) queue in the Halfin-Whitt regime. Zbl 0962.60089
Puhalskii, A. A.; Reiman, M. I.
41
2000
Large deviations and idempotent probability. Zbl 0983.60003
Puhalskii, Anatolii
36
2001
A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center. Zbl 0892.60090
Krichagina, E. V.; Puhalskii, A. A.
28
1997
Polling systems with zero switchover times: A heavy-traffic averaging principle. Zbl 0842.60088
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.
28
1995
Polling systems in heavy traffic: a Bessel process limit. Zbl 0981.60088
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.
26
1998
Large deviations of semimartingales via convergence of the predictable characteristics. Zbl 0827.60017
Puhalskii, A.
22
1994
Limit theorems on large deviations for semimartingales. Zbl 0749.60027
Liptser, Robert Sh.; Pukhalskii, Anatolii A.
22
1992
On many-server queues in heavy traffic. Zbl 1201.60088
Puhalskii, Anatolii A.; Reed, Josh E.
20
2010
On large-deviation efficiency in statistical inference. Zbl 0954.62006
Puhalskii, Anatolii; Spokoiny, Vladimir
20
1998
Functional large deviation principles for first-passage-time processes. Zbl 0885.60023
Puhalskii, Anatolii A.; Whitt, Ward
19
1997
Large deviation analysis of the single server queue. Zbl 0849.60083
Puhalskii, A.
19
1995
On functional principle of large deviations. Zbl 0767.60024
Pukhalskij, A.
17
1991
The method of stochastic exponentials for large deviations. Zbl 0812.60026
Puhalskij, A.
15
1994
On the invariance principle for the first passage time. Zbl 0837.60034
Puhalskii, A.
11
1994
A large deviation principle for join the shortest queue. Zbl 1341.60116
Puhalskii, Anatolii A.; Vladimirov, Alexander A.
10
2007
Moderate deviations for queues in critical loading. Zbl 0934.90022
Puhalskii, Anatolii A.
10
1999
On some degenerate large deviation problems. Zbl 1063.60031
Puhalskii, Anatolii A.
9
2004
Large deviations of semimartingales: A maxingale problem approach. I: Limits as solutions to a maxingale problem. Zbl 0890.60025
Puhalskii, A.
8
1997
A mean-field limit for a class of queueing networks. Zbl 0925.60115
Baccelli, F.; Karpelevich, F. I.; Kelbert, M. Ya.; Pukhalskii, A. A.; Rybko, A. N.; Sukhov, Yu. M.
7
1992
On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic. Zbl 1272.90010
Puhalskii, Anatolii A.
6
2013
Discrete evolutionary birth-death processes and their large population limits. Zbl 1402.92365
Puhalskii, Anatolii; Simon, Burton
6
2012
Processor-shared buffers with reneging. Zbl 0818.68029
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.; Wright, P. E.
6
1994
On large deviations of coupled diffusions with time scale separation. Zbl 1356.60047
Puhalskii, Anatolii A.
5
2016
Large deviations of semimartingales: A maxingale problem approach. II: Uniqueness for the maxingale problem. Applications. Zbl 0953.60007
Puhalskii, Anatolii A.
4
1999
A critically loaded multirate link with trunk reservation. Zbl 0908.90134
Puhalskii, A. A.; Reiman, M. I.
4
1998
On the limit law of a random walk conditioned to reach a high level. Zbl 1225.60076
Foss, Sergey G.; Puhalskii, Anatolii A.
3
2011
The action functional for the Jackson network. Zbl 1132.60068
Puhalskii, A. A.
3
2007
Stochastic processes in random graphs. Zbl 1096.60008
Puhalskii, Anatolii A.
3
2005
Nonergodicity of a queueing network under nonstability of its fluid model. Zbl 0966.60095
Pukhalskij, A. A.; Rybko, A. N.
3
2000
Functional large deviation principles for waiting and departure processes. Zbl 0962.60090
Puhalskii, Anatolii A.; Whitt, Ward
3
1998
Limiting results for multiprocessor systems with breakdowns and repairs. Zbl 0802.68010
Mitrani, I.; Puhalskii, A.
3
1993
On the theory of large deviations. Zbl 0807.60036
Pukhal’skij, A. A.
3
1993
Storage-limited queues in heavy traffic. Zbl 1134.60392
Coffman, E. G. jun.; Pukhalskii, A. A.; Reiman, M. I.
3
1991
Diffusion approximation of systems with arrival depending on queue, and with arbitrary servicing. Zbl 0668.60081
Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A.
3
1988
On long term investment optimality. Zbl 1422.91668
Puhalskii, Anatolii A.
1
2019
On portfolio choice by maximizing the outperformance probability. Zbl 1258.91204
Puhalskii, Anatolii A.
1
2011
On large deviation convergence of invariant measures. Zbl 1028.60023
Puhalskii, Anatolii A.
1
2003
Estimating functions evaluated by simulation: a Bayesian/analytic approach. Zbl 0928.62055
Koehler, J. R.; Puhalskii, Anatolii A.; Simon, Burton
1
1998
Diffusion approximation for queue with interarrival sequence depending on queue and with arbitrary service. Zbl 0637.60101
Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A.
1
1988
On long term investment optimality. Zbl 1422.91668
Puhalskii, Anatolii A.
1
2019
On large deviations of coupled diffusions with time scale separation. Zbl 1356.60047
Puhalskii, Anatolii A.
5
2016
On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic. Zbl 1272.90010
Puhalskii, Anatolii A.
6
2013
Discrete evolutionary birth-death processes and their large population limits. Zbl 1402.92365
Puhalskii, Anatolii; Simon, Burton
6
2012
On the limit law of a random walk conditioned to reach a high level. Zbl 1225.60076
Foss, Sergey G.; Puhalskii, Anatolii A.
3
2011
On portfolio choice by maximizing the outperformance probability. Zbl 1258.91204
Puhalskii, Anatolii A.
1
2011
On many-server queues in heavy traffic. Zbl 1201.60088
Puhalskii, Anatolii A.; Reed, Josh E.
20
2010
A large deviation principle for join the shortest queue. Zbl 1341.60116
Puhalskii, Anatolii A.; Vladimirov, Alexander A.
10
2007
The action functional for the Jackson network. Zbl 1132.60068
Puhalskii, A. A.
3
2007
Stochastic processes in random graphs. Zbl 1096.60008
Puhalskii, Anatolii A.
3
2005
On some degenerate large deviation problems. Zbl 1063.60031
Puhalskii, Anatolii A.
9
2004
On large deviation convergence of invariant measures. Zbl 1028.60023
Puhalskii, Anatolii A.
1
2003
Large deviations and idempotent probability. Zbl 0983.60003
Puhalskii, Anatolii
36
2001
The multiclass GI/PH/\(N\) queue in the Halfin-Whitt regime. Zbl 0962.60089
Puhalskii, A. A.; Reiman, M. I.
41
2000
Nonergodicity of a queueing network under nonstability of its fluid model. Zbl 0966.60095
Pukhalskij, A. A.; Rybko, A. N.
3
2000
Moderate deviations for queues in critical loading. Zbl 0934.90022
Puhalskii, Anatolii A.
10
1999
Large deviations of semimartingales: A maxingale problem approach. II: Uniqueness for the maxingale problem. Applications. Zbl 0953.60007
Puhalskii, Anatolii A.
4
1999
Polling systems in heavy traffic: a Bessel process limit. Zbl 0981.60088
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.
26
1998
On large-deviation efficiency in statistical inference. Zbl 0954.62006
Puhalskii, Anatolii; Spokoiny, Vladimir
20
1998
A critically loaded multirate link with trunk reservation. Zbl 0908.90134
Puhalskii, A. A.; Reiman, M. I.
4
1998
Functional large deviation principles for waiting and departure processes. Zbl 0962.60090
Puhalskii, Anatolii A.; Whitt, Ward
3
1998
Estimating functions evaluated by simulation: a Bayesian/analytic approach. Zbl 0928.62055
Koehler, J. R.; Puhalskii, Anatolii A.; Simon, Burton
1
1998
A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center. Zbl 0892.60090
Krichagina, E. V.; Puhalskii, A. A.
28
1997
Functional large deviation principles for first-passage-time processes. Zbl 0885.60023
Puhalskii, Anatolii A.; Whitt, Ward
19
1997
Large deviations of semimartingales: A maxingale problem approach. I: Limits as solutions to a maxingale problem. Zbl 0890.60025
Puhalskii, A.
8
1997
Polling systems with zero switchover times: A heavy-traffic averaging principle. Zbl 0842.60088
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.
28
1995
Large deviation analysis of the single server queue. Zbl 0849.60083
Puhalskii, A.
19
1995
Large deviations of semimartingales via convergence of the predictable characteristics. Zbl 0827.60017
Puhalskii, A.
22
1994
The method of stochastic exponentials for large deviations. Zbl 0812.60026
Puhalskij, A.
15
1994
On the invariance principle for the first passage time. Zbl 0837.60034
Puhalskii, A.
11
1994
Processor-shared buffers with reneging. Zbl 0818.68029
Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.; Wright, P. E.
6
1994
Limiting results for multiprocessor systems with breakdowns and repairs. Zbl 0802.68010
Mitrani, I.; Puhalskii, A.
3
1993
On the theory of large deviations. Zbl 0807.60036
Pukhal’skij, A. A.
3
1993
Limit theorems on large deviations for semimartingales. Zbl 0749.60027
Liptser, Robert Sh.; Pukhalskii, Anatolii A.
22
1992
A mean-field limit for a class of queueing networks. Zbl 0925.60115
Baccelli, F.; Karpelevich, F. I.; Kelbert, M. Ya.; Pukhalskii, A. A.; Rybko, A. N.; Sukhov, Yu. M.
7
1992
On functional principle of large deviations. Zbl 0767.60024
Pukhalskij, A.
17
1991
Storage-limited queues in heavy traffic. Zbl 1134.60392
Coffman, E. G. jun.; Pukhalskii, A. A.; Reiman, M. I.
3
1991
Diffusion approximation of systems with arrival depending on queue, and with arbitrary servicing. Zbl 0668.60081
Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A.
3
1988
Diffusion approximation for queue with interarrival sequence depending on queue and with arbitrary service. Zbl 0637.60101
Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A.
1
1988
all top 5

Cited by 359 Authors

19 Whitt, Ward
12 Puhalskii, Anatolii A.
12 Van der Mei, Robert Douwe
11 Miao, Yu
11 Pang, Guodong
10 Atar, Rami
9 Liptser, Robert
6 Gao, Fuqing
6 Mandelbaum, Avi
6 Winands, Erik M. M.
5 Dai, J. G. (Jim)
5 Duffy, Ken R.
5 Feng, Shui
5 Klebaner, Fima C.
5 Liu, Yunan
5 Majewski, Kurt
5 Ramanan, Kavita
5 Tezcan, Tolga
5 Zwart, Bert P.
4 Boon, Marko A. A.
4 Borovkov, Aleksandr Alekseevich
4 Budhiraja, Amarjit S.
4 Djellout, Hacène
4 Gamarnik, David
4 Gao, Xuefeng
4 Logachov, Artem Vasil’evich
4 Lu, Hongyuan
4 Minkevičius, Saulius
4 Pap, Endre
4 Reed, Josh E.
4 Zhou, Yuhang
3 Bitseki Penda, S. Valère
3 Blanchet, Jose H.
3 Boxma, Onno Johan
3 Dieker, A. B.
3 Lodewijk Dorsman, Jan-Pieter
3 Dupuis, Paul G.
3 Foss, Sergey G.
3 Ganguly, Arnab
3 Guillin, Arnaud
3 Merlevède, Florence
3 Miyazawa, Masakiyo
3 Mogul’skii, Anatolii Alfredovich
3 Momčilović, Petar
3 Olsen, Tava Lennon
3 Perry, Ohad
3 Reiman, Martin I.
3 Simatos, Florian
3 Suhov, Yurii Mikhailovich
3 Vvedenskaya, Nikita Dmitrievna
3 Zhang, Jiheng
3 Zhao, Fangfang
2 Abramov, Vyacheslav M.
2 Aghajani, Reza
2 Akian, Marianne
2 Bekker, René
2 Biswas, Anup
2 Borst, Sem C.
2 Bryc, Włodzimierz
2 Chen, Xinyun
2 Chen, Yingxia
2 Cohen, Asaf
2 Dembo, Amir
2 Dshalalow, Jewgeni H.
2 Duffield, Nick G.
2 Ermakov, Mikhaĭl Sergeevich
2 Fan, Jun
2 Fricker, Christine
2 Gao, Peng
2 Glynn, Peter W.
2 Gulinsky, Oleg V.
2 Hasenbein, John J.
2 He, Shuangchi
2 Honnappa, Harsha
2 Kaspi, Haya
2 Kawabe, Jun
2 Kelbert, Mark Ya.
2 Kim, Sunggon
2 Lam, Henry
2 Lehoczky, John P.
2 Linetsky, Vadim
2 Macci, Claudio
2 Mandjes, Michel Robertus Hendrikus
2 Mathijsen, Britt W. J.
2 Metcalfe, Anthony P.
2 Meyn, Sean P.
2 Motaei, Amir
2 Otsu, Taisuke
2 Peligrad, Magda
2 Pender, Jamol
2 Poncet, Paul
2 Resing, Jacques A. C.
2 Robert, Philippe
2 Sakuma, Yutaka
2 Shreve, Steven E.
2 Simon, Burton
2 Song, Kyungchul
2 Stolyar, Alexander L.
2 Talreja, Rishi
2 Tibi, Danielle
...and 259 more Authors
all top 5

Cited in 94 Serials

50 Queueing Systems
35 The Annals of Applied Probability
21 Stochastic Processes and their Applications
12 Advances in Applied Probability
11 Stochastic Systems
9 Journal of Applied Probability
8 Operations Research Letters
7 Mathematics of Operations Research
6 The Annals of Probability
6 Statistics & Probability Letters
5 Problems of Information Transmission
5 Fuzzy Sets and Systems
5 Probability in the Engineering and Informational Sciences
4 Acta Applicandae Mathematicae
4 Journal of Theoretical Probability
4 Automation and Remote Control
4 Bernoulli
4 Mathematical Methods of Operations Research
4 Stochastic Models
3 Journal of Statistical Physics
3 Lithuanian Mathematical Journal
3 Journal of Statistical Planning and Inference
3 Siberian Mathematical Journal
3 International Journal of Approximate Reasoning
3 Linear Algebra and its Applications
3 Journal of Mathematical Sciences (New York)
3 Top
2 Journal of Mathematical Analysis and Applications
2 Operations Research
2 Transactions of the American Mathematical Society
2 Stochastic Analysis and Applications
2 Probability Theory and Related Fields
2 Statistical Science
2 Computers & Operations Research
2 Asia-Pacific Journal of Operational Research
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Stochastics and Stochastics Reports
2 Stochastics and Dynamics
2 Stochastics
2 Journal of the Korean Statistical Society
2 Frontiers of Mathematics in China
2 Journal of Theoretical Biology
1 Computers & Mathematics with Applications
1 Journal of Mathematical Physics
1 Rocky Mountain Journal of Mathematics
1 Theory of Probability and its Applications
1 The Annals of Statistics
1 Applied Mathematics and Optimization
1 Information Sciences
1 Journal of Differential Equations
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Kybernetika
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Results in Mathematics
1 Systems & Control Letters
1 Insurance Mathematics & Economics
1 Chinese Annals of Mathematics. Series B
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistics
1 Sequential Analysis
1 Journal of Economic Dynamics & Control
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Asymptotic Analysis
1 Journal of Applied Mathematics and Stochastic Analysis
1 Random Structures & Algorithms
1 Economics Letters
1 Discrete Event Dynamic Systems
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Aequationes Mathematicae
1 European Journal of Operational Research
1 SIAM Review
1 Test
1 Statistical Papers
1 Complexity
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 INFORMS Journal on Computing
1 Mathematical Population Studies
1 European Journal of Control
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Acta Mathematica Sinica. English Series
1 RAIRO. Operations Research
1 Communications on Pure and Applied Analysis
1 Multiscale Modeling & Simulation
1 Electronic Journal of Statistics
1 Special Matrices

Citations by Year