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Communications in Statistics. Stochastic Models

Short Title: Commun. Stat., Stochastic Models
Publisher: Marcel Dekker, Inc., New York, NY
ISSN: 0882-0287
Online: http://www.tandfonline.com/loi/lstm20
Successor: Stochastic Models
Comments: No longer indexed
Documents Indexed: 550 Publications (1985–2000)
all top 5

Authors

15 Resnick, Sidney Ira
13 Neuts, Marcel Fernand
12 Whitt, Ward
11 Ramaswami, Vaidyanathan
10 Knessl, Charles
9 Sengupta, Bhaskar
9 Takine, Tetsuya
8 O’Cinneide, Colm Art
8 Tier, Charles
7 Asmussen, Søren
7 Jagerman, David L.
7 Lucantoni, David M.
7 Taylor, Peter Gerrard
7 Yechiali, Uri
6 Alfa, Attahiru Sule
6 Johnson, Mary A.
6 Latouche, Guy
5 Coffman, Edward Grady jun.
5 de Haan, Laurens
5 Dukhovny, Alexander M.
5 Haas, Peter J.
5 Kijima, Masaaki
5 Kulkarni, Vidyadhar G.
5 Melamed, Benjamin
5 Stadje, Wolfgang
4 Abate, Joseph
4 Alzaid, Abdulhamid A.
4 Berman, Simeon M.
4 Blanc, Johannes Pieter Cornelis
4 Choudhury, Gagan L.
4 Haviv, Moshe
4 He, Qi-Ming
4 Li, San-Qi
4 Matkowsky, Bernard J.
4 McCormick, William P.
4 Perry, David
4 Schmidt, Volker
4 Schuss, Zeev
4 Shedler, Gerald S.
4 Steutel, Fred Willem
4 Sumita, Ushio
4 van Doorn, Erik A.
4 Yeung, Raymond W.
4 Yip, Paul S. F.
4 Zacks, Shelemyahu
3 Adan, Ivo J. B. F.
3 Altman, Eitan
3 Baccelli, François Louis
3 Berman, Oded
3 Boucherie, Richard J.
3 Boxma, Onno Johan
3 Falin, Gennadi I.
3 Flatto, Leopold
3 Gaver, Donald Paul jun.
3 Glynn, Peter W.
3 Gupta, Ramesh Chandra
3 Hantler, Sidney L.
3 Harris, Carl M.
3 Hasegawa, Toshiharu
3 Hofri, Micha
3 Keenan, Daniel MacRae
3 Langaris, Christos
3 Makowski, Armand M.
3 Miyazawa, Masakiyo
3 Mohapl, Jaroslav
3 Narayana, Surya
3 Pearce, Charles Edward Miller
3 Rachev, Svetlozar T.
3 Rieders, Maria
3 Shanthikumar, Jeyaveerasingam George
3 Shepp, Lawrence Alan
3 Taaffe, Michael R.
3 Thorisson, Hermann
3 Trivedi, Kishor Shridharbhai
3 van Harn, Klaas
3 van Houtum, Geert-Jan
3 Wessels, Jaap
3 Zijm, W. Henk M.
2 Akar, Nail
2 Al-Osh, Mohamed A.
2 Baiocchi, Andrea
2 Bean, Nigel G.
2 Berger, Arthur W.
2 Bobbio, Andrea
2 Boneh, Arnon
2 Borst, Sem C.
2 Botta, Robert F.
2 Bovopoulos, Andreas D.
2 Brill, Percy H.
2 Chakravarthy, Srinivas R.
2 Commault, Christian
2 Coyle, Edward J. jun.
2 Daigle, John N.
2 Davis, Richard A.
2 De Kok, Antonius Gerlacus
2 Diamond, Jeffrey E.
2 El-Taha, Muhammad
2 Feigin, Paul David
2 Frydman, Halina
2 Gail, H. Richard
...and 491 more Authors

Publications by Year

Citations contained in zbMATH Open

426 Publications have been cited 3,758 times in 2,860 Documents Cited by Year
New results on the single server queue with a batch Markovian arrival process. Zbl 0733.60115
Lucantoni, David M.
258
1991
Numerical calculation of stable densities and distribution functions. Zbl 0899.60012
Nolan, John P.
96
1997
Calculating the equilibrium distribution in level dependent quasi-birth- and-death processes. Zbl 0837.60081
Bright, L.; Taylor, P. G.
96
1995
Stationary distributions for fluid flow models with or without Brownian noise. Zbl 0817.60086
Asmussen, Søren
88
1995
The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036
Rydberg, Tina Hviid
75
1997
Martingales and insurance risk. Zbl 0676.62083
Dassios, A.; Embrechts, P.
71
1989
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
60
1998
A stable recursion for the steady state vector in Markov chains of M/G/1 type. Zbl 0646.60098
Ramaswami, V.
50
1988
The age of a mutation in a general coalescent tree. Zbl 0889.92017
Griffiths, R. C.; Tavaré, Simon
47
1998
Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062
Resnick, Sidney I.; Willekens, Eric
42
1991
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
42
1996
Characterization of phase-type distributions. Zbl 0701.62021
O’Cinneide, Colm Art
41
1990
Characterizations of generalized hyperexponential distribution functions. Zbl 0616.62016
Botta, Robert F.; Harris, Carl M.; Marchal, William G.
39
1987
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
37
1993
Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015
Bäuerle, Nicole
35
1997
Generalizations of the stochastic decomposition results for single server queues with vacations. Zbl 0701.60094
Doshi, Bharat
35
1990
Analysis of the symmetric shortest queue problem. Zbl 0708.60089
Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M.
32
1990
Matching moments to phase distributions: Mixtures of Erlang distributions of common order. Zbl 0684.60012
Johnson, Mary A.; Taaffe, Michael R.
31
1989
Detection of the number, locations and magnitudes of jumps. Zbl 0666.62080
Yin, Y. Q.
30
1988
Stochastic models for inventory management at service facilities. Zbl 0934.90002
Berman, Oded; Kim, Eungab
30
1999
Perfect simulation and backward coupling. Zbl 0934.60088
Foss, S. G.; Tweedie, R. L.
29
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
29
1998
Mean residual life function for certain types of non-monotonic ageing. Zbl 0813.60081
Gupta, Ramesh C.; Olcay Akman, H.
28
1995
Some properties of the rate operators in level dependent quasi-birth-and-death processes with a countable number of phases. Zbl 0846.60086
Ramaswami, V.; Taylor, P. G.
28
1996
Some steady-state distributions for the \(MAP/SM/1\) queue. Zbl 0804.60086
Lucantoni, David M.; Neuts, Marcel F.
26
1994
Second-order behaviour of distributions subordinate to a distribution with finite mean. Zbl 0635.60018
Omey, E.; Willekens, E.
26
1987
The least variable phase type distribution is Erlang. Zbl 0635.60086
Aldous, David; Shepp, Larry
26
1987
Asymptotics for steady-state tail probabilities in structured Markov queueing models. Zbl 0801.60082
Abate, Joseph; Choudhury, Gagan L.; Whitt, Ward
25
1994
Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001
Berman, O.; Sapna, K. P.
24
2000
Computing the optimal policy for capacitated inventory models. Zbl 0804.90038
Tayur, Sridhar R.
23
1993
Algorithms for the multi-server queue with phase type service. Zbl 0603.60091
Ramaswami, V.; Lucantoni, D. M.
23
1985
Diffusion approximations for a risk process with the possibility of borrowing and investment. Zbl 0793.60095
Schmidli, Hanspeter
22
1994
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
21
1997
On the asymptotic behaviour of the stationary distribution of Markov chains of \(M/G/1\)-type. Zbl 0791.60087
Falkenberg, Egbert
21
1994
The workload in the \(\text{MAP}/G/1\) queue with state-dependent services: Its application to a queue with preemptive resume priority. Zbl 0791.60088
Takine, Tetsuya; Hasegawa, Toshiharu
21
1994
Efficient algorithms for solving the nonlinear matrix equations arising in phase type queues. Zbl 0554.60093
Lucantoni, David M.; Ramaswami, V.
21
1985
Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088
Artalejo, J. R.; Gomez-Corral, A.
20
1998
On extensions of DMRL and related partial orderings of life distributions. Zbl 0674.62063
Kochar, Subhash C.
20
1989
A duality theorem for the matrix paradigms in queueing theory. Zbl 0699.60091
Ramaswami, V.
20
1990
Distributions of stopping times for Poisson processes with linear boundaries. Zbl 0737.60063
Zacks, S.
19
1991
On order relations between reliability measures. Zbl 0617.60084
Gupta, Ramesh C.; Kirmani, S. N. U. A.
19
1987
The first two moment matrices of the counts for the Markovian arrival process. Zbl 0756.60095
Narayana, Surya; Neuts, Marcel F.
18
1992
Reliability properties of order statistics from bivariate exponential distributions. Zbl 0873.60064
Baggs, Geraldine E.; Nagaraja, H. N.
18
1996
Robustness of Whittle-type estimators for time series with long-range dependence. Zbl 1090.62555
Taqqu, Murad S.; Teverovsky, Vadim
18
1997
Parameter estimation for Markov modulated Poisson processes. Zbl 0815.62059
Rydén, Tobias
18
1994
Non-preemptive priorities and vacations in a multiclass retrial queueing system. Zbl 0858.60086
Moutzoukis, E.; Langaris, C.
18
1996
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals. Zbl 0906.60066
Takine, Tetsuya; Takahashi, Yoshitaka
18
1998
An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069
Kella, Offer
18
1998
Analysis of the asymmetric shortest queue problem with threshold jockeying. Zbl 0741.60093
Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M.
17
1991
On cycle maxima, first passage problems and extreme value theory for queues. Zbl 0762.60086
Asmussen, Søren; Perry, David
17
1992
The coupon-collector problem revisited – a survey of engineering problems and computational methods. Zbl 0871.60009
Boneh, Arnon; Hofri, Micha
17
1997
Explicit stationary distributions for some Galton-Watson processes with immigration. Zbl 0807.60080
Aly, Emad-Eldin A. A.; Bouzar, Nadjib
17
1994
Asymptotic properties of a stochastic EM algorithm for estimating mixing proportions. Zbl 0783.62021
Diebolt, Jean; Celeux, Gilles
17
1993
On non-uniqueness of representations of phase-type distributions. Zbl 0675.60013
O’Cinneide, Colm Art
17
1989
The \(\text{MAP/PH}/1\) retrial queue. Zbl 0952.60089
Diamond, Jeffrey E.; Alfa, Attahiru Sule
17
1998
Binomial autoregressive moving average models. Zbl 0729.62080
Al-Osh, M. A.; Alzaid, A. A.
17
1991
A note on generalized hyperexponential distributions. Zbl 0749.60009
Harris, Carl M.; Marchal, William G.; Botta, Robert F.
16
1992
Stock prices as branching processes. Zbl 0873.60063
Epps, T. W.
16
1996
Birth-death processes with mass annihilation and state-dependent immigration. Zbl 0880.60088
Renshaw, Eric; Chen, Anyue
16
1997
Waiting times in the non-preemptive priority M/M/c queue. Zbl 0594.60096
Kella, Offer; Yechiali, Uri
16
1985
Distributions of stopping times for compound Poisson processes with positive jumps and linear boundaries. Zbl 0932.60049
Zacks, S.; Perry, D.; Bshouty, D.; Bar-Lev, S.
16
1999
Conditional stochastic decompositions in the \(\text{M/M/}c\) queue with server vacations. Zbl 0931.60073
Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua
16
1999
An invariant subspace approach in M/G/1 and G/M/1 type Markov chains. Zbl 0896.60061
Akar, Nail; Sohraby, Khosrow
15
1997
The N/G/1 finite capacity queue. Zbl 0673.60102
Blondia, C.
15
1989
Phase-type distributions: Open problems and a few properties. Zbl 0937.60004
O’Cinneide, Colm Art
15
1999
A benchmark for PH estimation algorithms: Results for acyclic-PH. Zbl 0805.62025
Bobbio, Andrea; Telek, Miklós
14
1994
Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
14
1998
Matching moments to phase distributions: Density function shapes. Zbl 0711.60016
Johnson, Mary A.; Taaffe, Michael R.
14
1990
The transient BMAP\(/G/1\) queue. Zbl 0801.60083
Lucantoni, David M.; Choudhury, Gagan L.; Whitt, Ward
13
1994
A generalization of the matrix \(M/G/1\) paradigm for Markov chains with a tree structure. Zbl 0829.60089
Takine, Tetsuya; Sengupta, Bhaskar; Yeung, Raymond W.
13
1995
Infinite divisibility and the waiting-time paradox. Zbl 0843.60020
van Harn, K.; Steutel, F. W.
13
1995
Monotonicity properties of single-server retrial queues. Zbl 0777.60091
Liang, Huei-Mei; Kulkarni, V. G.
13
1993
Triangular order of triangular phase-type distributions. Zbl 0780.60016
O’Cinneide, Colm Art
13
1993
The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
13
1987
The busy period of the M/G/1 vacation model with a Bernoulli schedule. Zbl 0695.60095
Ramaswamy, Ravi; Servi, L. D.
13
1988
The semi-Markovian queue: Theory and applications. Zbl 0699.60090
Sengupta, Bhaskar
13
1990
Some partial orders describing positive ageing. Zbl 0702.62097
Deshpande, Jayant V.; Singh, Harshinder; Bagai, Isha; Jain, Kanchan
13
1990
Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042
Wu, Yanhong
13
1999
Matching moments to phase distributions: Nonlinear programming approaches. Zbl 0708.60019
Johnson, Mary A.; Taaffe, Michael R.
13
1990
A unified approach to \(GI/M(n)/1/K\) and \(M(n)/G/1/K\) queues via finite quasi-birth-death processes. Zbl 0751.60092
Kijima, Masaaki; Makimoto, Naoki
12
1992
Estimating population size by recapture sampling via estimating function. Zbl 0770.62094
Yip, Paul S. F.; Fong, Daniel Y. T.; Wilson, Kenneth
12
1993
Fluid and diffusion limits for queues in slowly changing environments. Zbl 0871.60070
Choudhury, G. L.; Mandelbaum, A.; Reiman, M. I.; Whitt, W.
12
1997
Solutions of the basic matrix equation for \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0791.60086
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
12
1994
The spectral radii and norms of large dimensional non-central random matrices. Zbl 0806.15018
Silverstein, Jack W.
12
1994
Analysis of the loss probability of the MAP/\(G/1/K\) queue. I: Asymptotic theory. Zbl 0807.60085
Baiocchi, Andrea
12
1994
First-exit times for increasing compound processes. Zbl 0939.60021
Perry, D.; Stadje, W.; Zacks, S.
12
1999
Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093
Li, Haijun; Zhao, Yiqiang Q.
12
2000
Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071
Abate, J.; Whitt, W.
12
1998
Stationary waiting time distribution in queues with phase type service and in quasi-birth-and-death processes. Zbl 0602.60086
Ramaswami, V.; Lucantoni, David M.
12
1985
Independent Markov processes in parallel. Zbl 0603.60090
Ramaswami, V.
12
1985
Gamma processes. Zbl 0665.62090
Lewis, P. A. W.; McKenzie, E.; Hugus, D. K.
12
1989
A fluid reservoir regulated by a birth-death process. Zbl 0666.60088
van Doorn, E. A.; Jagers, A. A.; de Wit, J. S. J.
12
1988
A method of inference for a capture-recapture experiment in discrete time with variable capture probabilities. Zbl 0737.62094
Yip, Paul
11
1991
An approximation for the sojourn-time distribution for the \(GI/G/1\) processor-sharing queue. Zbl 0749.60091
Sengupta, Bhaskar
11
1992
MEDA: Mixed Erlang distributions as phase-type representations of empirical distribution functions. Zbl 0749.60012
Schmickler, Leonhard
11
1992
Discrete-time priority queues with two-state Markov modulated arrivals. Zbl 0751.60091
Khamisy, Asad; Sidi, Moshe
11
1992
Killing and resurrection of Markov processes. Zbl 0880.60066
Pakes, Anthony G.
11
1997
Some decomposition formulae for \(\text{M/M}/r/r+d\) queues with constant retrial rate. Zbl 0928.60079
Ramalhoto, M. F.; Gómez-Corral, A.
11
1998
Strengthening ergodicity to geometric ergodicity for Markov chains. Zbl 0797.60053
Spieksma, F. M.; Tweedie, R. L.
11
1994
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying. Zbl 0793.60101
Hassin, Refael; Haviv, Moshe
11
1994
Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001
Berman, O.; Sapna, K. P.
24
2000
Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093
Li, Haijun; Zhao, Yiqiang Q.
12
2000
Allocation of interdependent resources for maximal throughput. Zbl 0978.90014
Tassiulas, Leandros; Bhattacharya, Partha P.
11
2000
Occupation times in Markov processes. Zbl 0966.60063
Sericola, Bruno
11
2000
Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028
Resnick, Sidney; van den Berg, Eric
8
2000
Quasistationary distributions for level-dependent quasi-birth-and-death processes. Zbl 0964.60074
Bean, N. G.; Pollett, P. K.; Taylor, P. G.
7
2000
Superposition of planar Voronoi tessellations. Zbl 0978.90013
Baccelli, François; Gloaguen, Catherine; Zuyev, Sergei
6
2000
A branching process model of telomere shortening. Zbl 0947.92008
Olofsson, Peter
6
2000
Use of the supremum distribution of Gaussian processes in queueing analysis with long-range dependence and self-similarity. Zbl 0954.60082
Choe, Jinwoo; Shroff, Ness B.
6
2000
A new recursion for the queue length distribution in the stationary BMAP/G/1 queue. Zbl 0954.60080
Takine, Tetsuya
6
2000
European option pricing when the riskfree interest rate follows a jump process. Zbl 0960.91031
Tsoi, Allanus H.; Yang, Hailiang; Yeung, Shu-Ngai
4
2000
A novel computational method for solving finite QBD processes. Zbl 0970.60079
Akar, Nail; Oğuz, Nihat C.; Sohraby, Khosrow
4
2000
Classification of Markov processes of matrix M/G/1 type with a tree structure and its applications to the \(\text{MMAP}[K]/ \text{G}[K]/1\) queues. Zbl 0977.60095
He, Qi-Ming
4
2000
A lost-sales production/inventory model with two discrete production modes. Zbl 0983.91031
Nobel, Rein D.; van der Heeden, Mattijs
4
2000
A simple approach to the MAP/D/s queue. Zbl 0964.60087
Takine, Tetsuya
4
2000
Spectral analysis of the matrix generating function for an MAP/SM/1 queue. Zbl 0954.60083
Nishimura, Shoichi; Jiang, Yong
3
2000
Bayesian maintenance policies during a warranty period. Zbl 0978.90032
Chen, Ta-Mou; Popova, Elmira
3
2000
Moment matching using a family of phase-type distributions. Zbl 0967.60091
Vanden Bosch, Peter M.; Dietz, Dennis C.; Pohl, Edward A.
3
2000
PH-distributions arising through conditioning. Zbl 0955.60092
Andersen, Allan T.; Neuts, Marcel F.; Nielsen, Bo Friis
2
2000
Weak lumpability and pseudo-stationarity of finite Markov chains. Zbl 0958.60065
Ledoux, James; Leguesdron, Patrice
1
2000
Gaussian diffusions and continuous state branching processes with killing. Zbl 0957.60087
Frydman, Halina
1
2000
Asymptotic Poisson distribution in isotropic PH planar point processes. Zbl 0957.60050
Remiche, M.-A.; Latouche, G.
1
2000
Bounds on the end-to-end loss probability for queues in series with finite capacity. Zbl 0964.60088
Dallery, Yves; Truffet, Laurent
1
2000
Stochastic models for inventory management at service facilities. Zbl 0934.90002
Berman, Oded; Kim, Eungab
30
1999
Distributions of stopping times for compound Poisson processes with positive jumps and linear boundaries. Zbl 0932.60049
Zacks, S.; Perry, D.; Bshouty, D.; Bar-Lev, S.
16
1999
Conditional stochastic decompositions in the \(\text{M/M/}c\) queue with server vacations. Zbl 0931.60073
Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua
16
1999
Phase-type distributions: Open problems and a few properties. Zbl 0937.60004
O’Cinneide, Colm Art
15
1999
Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042
Wu, Yanhong
13
1999
First-exit times for increasing compound processes. Zbl 0939.60021
Perry, D.; Stadje, W.; Zacks, S.
12
1999
The quasi-birth-death type Markov chain with a tree structure. Zbl 0942.60085
Yeung, Raymond W.; Alfa, Attahiru Sule
10
1999
Sparse representations of phase-type distributions. Zbl 0934.60060
Mocanu, Ştefăniţă; Commault, Christian
8
1999
On simulation output analysis for generalized semi-Markov processes. Zbl 1126.62306
Haas, Peter J.
7
1999
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
6
1999
Nonparametric inference from \(M/G/1\) busy periods. Zbl 0928.62028
Bingham, N. H.; Pitts, Susan M.
6
1999
Modeling service-time distributions with non-exponential tails: beta mixtures of exponentials. Zbl 0940.60019
Abate, Joseph; Whitt, Ward
6
1999
Biased coin design with imbalance tolerance. Zbl 0995.62069
Chen, Yung-Pin
5
1999
ARMA models with bilinear innovations. Zbl 0919.62101
Francq, Christian
5
1999
Spatial Delaunay Gibbs processes. Zbl 0936.60043
Bertin, Etienne; Billiot, Jean-Michel; Drouilhet, Rémy
5
1999
Analysis of a finite buffer with non-preemptive priority scheduling. Zbl 0931.60072
Wagner, Dietmar; Krieger, Udo R.
5
1999
Polling systems with permanent and transient jobs. Zbl 0946.60085
Armony, Ronit; Yechiali, Uri
5
1999
Distribution of the number of visits of a random walk. Zbl 0930.60039
Baron, Michael; Rukhin, Andrew L.
5
1999
ARM processes and modeling methodology. Zbl 0995.62094
Melamed, Benjamin
3
1999
Coefficients of ergodicity for imprimitive matrices. Zbl 0924.15021
Hartfiel, D. J.
3
1999
A diffusion model for two tandem queues with general renewal input. Zbl 0930.60084
Knessl, Charles; Tier, Charles
3
1999
Optimal stopping in a burn-in model. Zbl 0973.62110
Herberts, Tina; Jensen, Uwe
2
1999
Geometric ergodicity of nonlinear first order autoregressive models. Zbl 0935.60055
Tanikawa, Akio
2
1999
Fast simulation of queues with long-range dependent traffic. Zbl 0930.60085
Huang, C.; Devetsikiotis, M.; Lambadaris, I.; Kaye, A. R.
2
1999
Conditions for quantile process approximations. Zbl 0937.60019
Drees, Holger; de Haan, Laurens
2
1999
Dual stochastic orderings describing ageing properties of devices of unknown age. Zbl 0924.62102
Di Crescenzo, Antonio
2
1999
Rare event analysis of the state frequencies of a large number of Markov chains. Zbl 0933.60014
Mandjes, Michel
2
1999
Decision-theoretic estimation of the offspring mean in mortal branching processes. Zbl 0995.62076
Yanev, George P.; Tsokos, Chris P.
1
1999
The infinite server queue with arrivals generated by a non-homogeneous compound Poisson process and heterogeneous customers. Zbl 0962.60081
Economou, Antonis; Fakinos, Demetrios
1
1999
Polling systems with periodic server routing in heavy traffic. Zbl 0931.60078
van der Mei, R. D.
1
1999
A note on sojourn time analysis of a two-stage queueing system. Zbl 0931.60076
Katayama, Tsuyoshi
1
1999
A generalized Abel’s partial summation formula and its application in self-organizing systems. Zbl 0935.68015
Chong, K. S.; Lam, K.
1
1999
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
60
1998
The age of a mutation in a general coalescent tree. Zbl 0889.92017
Griffiths, R. C.; Tavaré, Simon
47
1998
Perfect simulation and backward coupling. Zbl 0934.60088
Foss, S. G.; Tweedie, R. L.
29
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
29
1998
Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088
Artalejo, J. R.; Gomez-Corral, A.
20
1998
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals. Zbl 0906.60066
Takine, Tetsuya; Takahashi, Yoshitaka
18
1998
An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069
Kella, Offer
18
1998
The \(\text{MAP/PH}/1\) retrial queue. Zbl 0952.60089
Diamond, Jeffrey E.; Alfa, Attahiru Sule
17
1998
Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
14
1998
Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071
Abate, J.; Whitt, W.
12
1998
Some decomposition formulae for \(\text{M/M}/r/r+d\) queues with constant retrial rate. Zbl 0928.60079
Ramalhoto, M. F.; Gómez-Corral, A.
11
1998
Invariant measures for quasi-birth-and-death processes. Zbl 0930.60065
Latouche, G.; Pearce, C. E. M.; Taylor, P. G.
9
1998
Polling under the randomly timed gated regime. Zbl 0903.60083
Eliazar, Iddo; Yechiali, Uri
8
1998
Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues. Zbl 0934.60082
Asmussen, Søren; O’Cinneide, Colm Art
8
1998
Solving \(\text{M/G/}1\) type Markov chains: Recent advances and applications. Zbl 0934.60086
Meini, Beatrice
8
1998
An algorithm to calculate transient distributions of cumulative rate and impulse based reward. Zbl 1002.60563
de Souza e Silva, Edmundo; Gail, Richard H.
8
1998
Expansions for steady-state characteristics of \((\max,+)\)-linear systems. Zbl 0929.60074
Baccelli, François; Hasenfuss, Sven; Schmidt, Volker
5
1998
On inferring the number of phases in a Coxian phase-type distribution. Zbl 0928.60082
Faddy, M. J.
5
1998
Convergence properties of hit-and-run samplers. Zbl 0912.65121
Bélisle, Claude; Boneh, Arnon; Caron, Richard J.
5
1998
On submodular value functions and complex dynamic programming. Zbl 0913.90260
Altman, Eitan; Koole, Ger
5
1998
Analysis of a priority polling system with group services. Zbl 0929.60075
Chakravarthy, Srinivas R.
4
1998
Further transient analysis of the BMAP/G/1 queue. Zbl 0928.60083
Lucantoni, David
4
1998
Shot noise weighted processes: A new family of spatial point processes. Zbl 0911.60025
van Lieshout, M. N. M.; Molchanov, I. S.
4
1998
Point process models for self-similar network traffic, with applications. Zbl 0911.60032
Ryu, Bo; Lowen, Steven B.
4
1998
Optimal admission control of Markov-modulated batch arrivals to a finite-capacity buffer. Zbl 0928.60078
Kulkarni, V. G.; Tedijanto, T. E.
3
1998
Bounds for performance characteristics: A systematic approach via cost structures. Zbl 0895.90095
van Houtum, G. J.; Zijm, W. H. M.; Adan, I. J. B. F.; Wessels, J.
3
1998
Linear prediction for a class of multivariate stable processes. Zbl 0896.60020
Brockwell, P. J.; Mitchell, Heather
3
1998
A source traffic model and its transient analysis for network control. Zbl 0930.60087
Duffield, N. G.; Whitt, W.
2
1998
Heavy tailed hidden semi-Markov models. Zbl 0933.60099
Resnick, Sidney; Subramanian, Ajay
2
1998
Ergodicity conditions and Cesàro limit results for marked point processes. Zbl 0911.60031
Nieuwenhuis, Gert
2
1998
A single server \(N\)-line queue in which a customer may receive special treatment. Zbl 0910.60066
Brill, P. H.; Hlynka, M.
2
1998
General dynamic programming algorithms applied to polling systems. Zbl 0912.90137
Kim, Eungab; Van Oyen, Mark P.; Rieders, Maria
2
1998
Uniformization for \(\lambda\)-positive Markov chain. Zbl 0899.60066
Boucherie, Richard J.; van Doorn, Erik A.
1
1998
A Markov modulated financial model. Zbl 0934.60061
Bladt, Mogens
1
1998
On the joint limiting distribution of the first and the second maxima. Zbl 0899.60045
Novak, Serguei Yu.; Weissman, Ishay
1
1998
The quasistationary distributions of level-independent quasi-birth-and-death processes. Zbl 0933.60091
Bean, Nigel; Pollett, Phil; Taylor, Peter
1
1998
Markov MECO: A simple Markovian model for approximating nonrenewal arrival processes. Zbl 0930.60082
Johnson, Mary A.
1
1998
Discrete sample estimation for Gaussian random fields generated by stochastic partial differential equations. Zbl 0903.62076
Mohapl, Jaroslav
1
1998
Output of a multiplexer loaded by heterogeneous on-off sources. Zbl 0910.60063
Aalto, Samuli
1
1998
Importance resampling for Markov chains. Zbl 0917.62034
Fuh, Cheng-Der; Fan, Tsai-Hung; Hung, Wen-Liang
1
1998
Norton’s equivalent for batch routing queueing networks with independently routing customers. Zbl 0912.90132
Boucherie, Richard J.; Stewart, Mark
1
1998
The critical offered load in variants of the symmetric shortest and longest queue systems. Zbl 0912.90134
Haviv, Moshe; van Houtum, Geert-Jan
1
1998
Numerical calculation of stable densities and distribution functions. Zbl 0899.60012
Nolan, John P.
96
1997
The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036
Rydberg, Tina Hviid
75
1997
Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015
Bäuerle, Nicole
35
1997
...and 326 more Documents
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Cited by 3,207 Authors

52 Dudin, Alexander N.
35 Boxma, Onno Johan
32 He, Qi-Ming
32 Klimenok, Valentina Ivanovna
30 Resnick, Sidney Ira
28 Gupta, Ramesh Chandra
27 Adan, Ivo J. B. F.
25 Whitt, Ward
24 Alfa, Attahiru Sule
22 Chakravarthy, Srinivas R.
22 Gupta, Umesh Chandra
22 Kella, Offer
22 Kim, Chesoong
22 Knessl, Charles
21 Asmussen, Søren
20 Lee, Ho Woo
20 Mandjes, Michel Robertus Hendrikus
19 Chaudhry, Mohan L.
19 Kim, Bara
19 Krishnamoorthy, Achyutha
19 Latouche, Guy
18 Banik, Abhijit Datta
17 Taylor, Peter Gerrard
17 Telek, Miklós
17 Van Houdt, Benny
16 Dudin, Sergey A.
16 Masuyama, Hiroyuki
15 Rachev, Svetlozar T.
15 Takine, Tetsuya
15 Zhao, Yiqiang Q.
14 de Haan, Laurens
14 Dudina, Olga S.
14 Kim, Jeongsim
14 Schmidt, Volker
13 Breuer, Lothar
13 Perry, David
13 Zacks, Shelemyahu
13 Zwart, Bert P.
12 Ahn, Soohan
12 Artalejo, Jesus R.
12 Li, Quanlin
12 Meini, Beatrice
12 Shin, Yang Woo
11 Horváth, Gábor
11 Lefèvre, Claude
11 Stadje, Wolfgang
11 van Leeuwaarden, Johan S. H.
10 Bean, Nigel G.
10 Benth, Fred Espen
10 Bladt, Mogens
10 Kumar, B. Krishna
10 Lee, Se Won
10 O’Reilly, Małgorzata M.
10 Schoutens, Wim
10 Wu, Rong
10 Yechiali, Uri
9 Agarwal, Manju Lata
9 Avrachenkov, Konstantin Evgen’evich
9 Avram, Florin
9 Baek, Jung Woo
9 Bini, Dario Andrea
9 Boucherie, Richard J.
9 Chae, Kyung Chul
9 Economou, Antonis
9 Frostig, Esther
9 Gao, Zhenlong
9 Griffiths, Robert C.
9 Ivanovs, Jevgeņijs
9 Nielsen, Bo Friis
9 Ramaswami, Vaidyanathan
9 Samorodnitsky, Gennady Pinkhosovich
9 Winands, Erik M. M.
9 Zhang, Hanqin
8 Bäuerle, Nicole
8 Bibi, Abdelouahab
8 Blondia, Chris
8 Dassios, Angelos
8 Ghosh, Souvik
8 Ke, Jauchuan
8 Kochar, Subhash C.
8 Lillo, Rosa Elvira
8 Narayanan, Viswanath C.
8 Navarro, Jorge
8 Neuts, Marcel Fernand
8 Phung-Duc, Tuan
8 Ruiz, José-María
8 Schmidli, Hanspeter
8 Sericola, Bruno
8 Stanford, David A.
8 Tang, Qihe
8 van Houtum, Geert-Jan
7 Albrecher, Hansjörg
7 Badescu, Andrei L.
7 Carrasco, Juan Antonio
7 Daduna, Hans
7 Di Crescenzo, Antonio
7 Dimitriou, Ioannis
7 Down, Douglas G.
7 Franco-Nicolás, Manuel
7 Giorno, Virginia
...and 3,107 more Authors
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Cited in 329 Journals

246 Queueing Systems
157 Stochastic Models
143 European Journal of Operational Research
99 Statistics & Probability Letters
86 Operations Research Letters
80 Stochastic Processes and their Applications
79 Journal of Applied Probability
72 Annals of Operations Research
71 Insurance Mathematics & Economics
62 Journal of Statistical Planning and Inference
60 Advances in Applied Probability
59 Probability in the Engineering and Informational Sciences
58 Computers & Operations Research
55 Communications in Statistics. Theory and Methods
50 Methodology and Computing in Applied Probability
45 Applied Mathematical Modelling
44 Mathematical and Computer Modelling
41 The Annals of Applied Probability
36 Theoretical Population Biology
35 Journal of Computational and Applied Mathematics
33 Stochastic Analysis and Applications
31 Journal of Multivariate Analysis
28 Computers & Mathematics with Applications
28 Applied Mathematics and Computation
26 Scandinavian Actuarial Journal
25 Extremes
24 Opsearch
24 Computational Statistics and Data Analysis
23 The Annals of Statistics
20 Top
19 Mathematical Methods of Operations Research
18 Journal of Econometrics
18 Acta Mathematicae Applicatae Sinica. English Series
18 Asia-Pacific Journal of Operational Research
18 Automation and Remote Control
18 Bernoulli
18 Mathematical Problems in Engineering
16 Linear Algebra and its Applications
15 Journal of Statistical Computation and Simulation
13 Communications in Statistics. Simulation and Computation
13 International Journal of Theoretical and Applied Finance
13 Quantitative Finance
12 Discrete Event Dynamic Systems
12 Statistical Papers
12 Journal of Industrial and Management Optimization
11 Journal of Statistical Physics
11 Biometrics
11 Statistics
11 Applied Stochastic Models in Business and Industry
10 Journal of Mathematical Analysis and Applications
10 Journal of Mathematical Biology
10 Lithuanian Mathematical Journal
10 Annals of the Institute of Statistical Mathematics
10 Naval Research Logistics
10 Theoretical Computer Science
10 Probability Theory and Related Fields
10 Journal of Mathematical Sciences (New York)
10 Electronic Journal of Statistics
10 Stochastic Systems
9 Information Processing Letters
9 Journal of Time Series Analysis
9 ASTIN Bulletin
8 Mathematical Biosciences
8 Operations Research
8 Statistical Science
8 Stochastics
7 Scandinavian Actuarial Journal
7 Acta Applicandae Mathematicae
7 Journal of Theoretical Probability
7 Journal of Applied Statistics
7 Journal of the Korean Statistical Society
7 Journal of Statistical Theory and Practice
6 The Canadian Journal of Statistics
6 Journal of Economic Dynamics & Control
6 Computational Statistics
6 Test
6 Communications in Nonlinear Science and Numerical Simulation
6 Journal of Applied Mathematics and Computing
6 Statistics and Computing
5 The Annals of Probability
5 Journal of Mathematical Psychology
5 American Journal of Mathematical and Management Sciences
5 Optimization
5 Sequential Analysis
5 Journal of Nonparametric Statistics
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Statistical Methodology
5 Advances in Operations Research
4 International Journal of Systems Science
4 Journal of the Franklin Institute
4 Metrika
4 Bulletin of Mathematical Biology
4 Automatica
4 Kybernetika
4 Mathematics and Computers in Simulation
4 Studies in Applied Mathematics
4 OR Spektrum
4 International Journal of Production Research
4 Applied Mathematics Letters
4 Journal of Scientific Computing
...and 229 more Journals
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Cited in 43 Fields

1,845 Probability theory and stochastic processes (60-XX)
1,107 Operations research, mathematical programming (90-XX)
764 Statistics (62-XX)
354 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
252 Numerical analysis (65-XX)
234 Computer science (68-XX)
103 Biology and other natural sciences (92-XX)
66 Systems theory; control (93-XX)
41 Linear and multilinear algebra; matrix theory (15-XX)
25 Special functions (33-XX)
22 Combinatorics (05-XX)
19 Statistical mechanics, structure of matter (82-XX)
17 Partial differential equations (35-XX)
17 Information and communication theory, circuits (94-XX)
16 Calculus of variations and optimal control; optimization (49-XX)
13 Ordinary differential equations (34-XX)
13 Dynamical systems and ergodic theory (37-XX)
13 Integral transforms, operational calculus (44-XX)
12 Operator theory (47-XX)
11 Real functions (26-XX)
11 Harmonic analysis on Euclidean spaces (42-XX)
8 Approximations and expansions (41-XX)
8 Fluid mechanics (76-XX)
7 Functional analysis (46-XX)
6 Number theory (11-XX)
6 Measure and integration (28-XX)
6 Integral equations (45-XX)
5 Convex and discrete geometry (52-XX)
4 Field theory and polynomials (12-XX)
4 Functions of a complex variable (30-XX)
4 Mechanics of deformable solids (74-XX)
4 Geophysics (86-XX)
3 History and biography (01-XX)
3 Sequences, series, summability (40-XX)
3 Quantum theory (81-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Difference and functional equations (39-XX)
2 Astronomy and astrophysics (85-XX)
1 General and overarching topics; collections (00-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 General topology (54-XX)
1 Optics, electromagnetic theory (78-XX)

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