## 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)
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### Latest Issues

 16, No. 5 (2000) 16, No. 3-4 (2000) 16, No. 2 (2000) 16, No. 1 (2000) 15, No. 5 (1999) 15, No. 4 (1999) 15, No. 3 (1999) 15, No. 2 (1999) 15, No. 1 (1999) 14, No. 5 (1998) 14, No. 4 (1998) 14, No. 3 (1998) 14, No. 1-2 (1998) 13, No. 4 (1997) 13, No. 3 (1997) 13, No. 2 (1997) 13, No. 1 (1997) 12, No. 4 (1996) 12, No. 3 (1996) 12, No. 2 (1996) 12, No. 1 (1996) 11, No. 4 (1995) 11, No. 3 (1995) 11, No. 2 (1995) 11, No. 1 (1995) 10, No. 4 (1994) 10, No. 3 (1994) 10, No. 2 (1994) 10, No. 1 (1994) 9, No. 4 (1993) 9, No. 3 (1993) 9, No. 2 (1993) 9, No. 1 (1993) 8, No. 4 (1992) 8, No. 3 (1992) 8, No. 2 (1992) 8, No. 1 (1992) 7, No. 4 (1991) 7, No. 3 (1991) 7, No. 2 (1991) 7, No. 1 (1991) 6, No. 4 (1990) 6, No. 3 (1990) 6, No. 2 (1990) 6, No. 1 (1990) 5, No. 4 (1989) 5, No. 3 (1989) 5, No. 2 (1989) 5, No. 1 (1989) 4, No. 3 (1988) 4, No. 2 (1988) 4, No. 1 (1988) 3 (1987) 2 (1986) 1 (1985)
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### 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 Siu Fai 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
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### Fields

 479 Probability theory and stochastic processes (60-XX) 221 Operations research, mathematical programming (90-XX) 80 Statistics (62-XX) 32 Numerical analysis (65-XX) 26 Computer science (68-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Biology and other natural sciences (92-XX) 11 Systems theory; control (93-XX) 5 Information and communication theory, circuits (94-XX) 4 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Convex and discrete geometry (52-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)

### Citations contained in zbMATH Open

427 Publications have been cited 4,011 times in 3,058 Documents Cited by Year
New results on the single server queue with a batch Markovian arrival process. Zbl 0733.60115
Lucantoni, David M.
1991
Numerical calculation of stable densities and distribution functions. Zbl 0899.60012
Nolan, John P.
1997
Calculating the equilibrium distribution in level dependent quasi-birth- and-death processes. Zbl 0837.60081
Bright, L.; Taylor, P. G.
1995
Stationary distributions for fluid flow models with or without Brownian noise. Zbl 0817.60086
Asmussen, Søren
1995
The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036
Rydberg, Tina Hviid
1997
Martingales and insurance risk. Zbl 0676.62083
Dassios, A.; Embrechts, P.
1989
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
1998
A stable recursion for the steady state vector in Markov chains of M/G/1 type. Zbl 0646.60098
Ramaswami, V.
1988
The age of a mutation in a general coalescent tree. Zbl 0889.92017
Griffiths, R. C.; Tavaré, Simon
1998
Characterization of phase-type distributions. Zbl 0701.62021
O’Cinneide, Colm Art
1990
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
1996
Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062
Resnick, Sidney I.; Willekens, Eric
1991
Characterizations of generalized hyperexponential distribution functions. Zbl 0616.62016
Botta, Robert F.; Harris, Carl M.; Marchal, William G.
1987
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
1993
Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015
Bäuerle, Nicole
1997
Stochastic models for inventory management at service facilities. Zbl 0934.90002
Berman, Oded; Kim, Eungab
1999
Generalizations of the stochastic decomposition results for single server queues with vacations. Zbl 0701.60094
Doshi, Bharat
1990
The least variable phase type distribution is Erlang. Zbl 0635.60086
Aldous, David; Shepp, Larry
1987
Analysis of the symmetric shortest queue problem. Zbl 0708.60089
Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M.
1990
Matching moments to phase distributions: Mixtures of Erlang distributions of common order. Zbl 0684.60012
Johnson, Mary A.; Taaffe, Michael R.
1989
Some steady-state distributions for the $$MAP/SM/1$$ queue. Zbl 0804.60086
Lucantoni, David M.; Neuts, Marcel F.
1994
Mean residual life function for certain types of non-monotonic ageing. Zbl 0813.60081
Gupta, Ramesh C.; Olcay Akman, H.
1995
Detection of the number, locations and magnitudes of jumps. Zbl 0666.62080
Yin, Y. Q.
1988
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.
1996
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
1998
Perfect simulation and backward coupling. Zbl 0934.60088
Foss, S. G.; Tweedie, R. L.
1998
Second-order behaviour of distributions subordinate to a distribution with finite mean. Zbl 0635.60018
Omey, E.; Willekens, E.
1987
Computing the optimal policy for capacitated inventory models. Zbl 0804.90038
Tayur, Sridhar R.
1993
Asymptotics for steady-state tail probabilities in structured Markov queueing models. Zbl 0801.60082
Abate, Joseph; Choudhury, Gagan L.; Whitt, Ward
1994
Asymptotic properties of a stochastic EM algorithm for estimating mixing proportions. Zbl 0783.62021
Diebolt, Jean; Celeux, Gilles
1993
Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001
Berman, O.; Sapna, K. P.
2000
Algorithms for the multi-server queue with phase type service. Zbl 0603.60091
Ramaswami, V.; Lucantoni, D. M.
1985
Diffusion approximations for a risk process with the possibility of borrowing and investment. Zbl 0793.60095
Schmidli, Hanspeter
1994
The first two moment matrices of the counts for the Markovian arrival process. Zbl 0756.60095
Narayana, Surya; Neuts, Marcel F.
1992
Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088
Artalejo, J. R.; Gomez-Corral, A.
1998
The coupon-collector problem revisited – a survey of engineering problems and computational methods. Zbl 0871.60009
Boneh, Arnon; Hofri, Micha
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
1997
On the asymptotic behaviour of the stationary distribution of Markov chains of $$M/G/1$$-type. Zbl 0791.60087
Falkenberg, Egbert
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
1994
On order relations between reliability measures. Zbl 0617.60084
Gupta, Ramesh C.; Kirmani, S. N. U. A.
1987
Efficient algorithms for solving the nonlinear matrix equations arising in phase type queues. Zbl 0554.60093
Lucantoni, David M.; Ramaswami, V.
1985
Explicit stationary distributions for some Galton-Watson processes with immigration. Zbl 0807.60080
1994
A duality theorem for the matrix paradigms in queueing theory. Zbl 0699.60091
Ramaswami, V.
1990
On extensions of DMRL and related partial orderings of life distributions. Zbl 0674.62063
Kochar, Subhash C.
1989
Robustness of Whittle-type estimators for time series with long-range dependence. Zbl 1090.62555
1997
Distributions of stopping times for Poisson processes with linear boundaries. Zbl 0737.60063
Zacks, S.
1991
Parameter estimation for Markov modulated Poisson processes. Zbl 0815.62059
Rydén, Tobias
1994
Non-preemptive priorities and vacations in a multiclass retrial queueing system. Zbl 0858.60086
Moutzoukis, E.; Langaris, C.
1996
Reliability properties of order statistics from bivariate exponential distributions. Zbl 0873.60064
Baggs, Geraldine E.; Nagaraja, H. N.
1996
Phase-type distributions: Open problems and a few properties. Zbl 0937.60004
O’Cinneide, Colm Art
1999
Analysis of the asymmetric shortest queue problem with threshold jockeying. Zbl 0741.60093
Adan, I. J. B. F.; Wessels, J.; Zijm, W. H. M.
1991
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
1998
An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069
Kella, Offer
1998
The $$\text{MAP/PH}/1$$ retrial queue. Zbl 0952.60089
Diamond, Jeffrey E.; Alfa, Attahiru Sule
1998
Conditional stochastic decompositions in the $$\text{M/M/}c$$ queue with server vacations. Zbl 0931.60073
Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua
1999
On non-uniqueness of representations of phase-type distributions. Zbl 0675.60013
O’Cinneide, Colm Art
1989
Stock prices as branching processes. Zbl 0873.60063
Epps, T. W.
1996
On cycle maxima, first passage problems and extreme value theory for queues. Zbl 0762.60086
Asmussen, Søren; Perry, David
1992
Waiting times in the non-preemptive priority M/M/c queue. Zbl 0594.60096
Kella, Offer; Yechiali, Uri
1985
Binomial autoregressive moving average models. Zbl 0729.62080
Al-Osh, M. A.; Alzaid, A. A.
1991
Birth-death processes with mass annihilation and state-dependent immigration. Zbl 0880.60088
Renshaw, Eric; Chen, Anyue
1997
An invariant subspace approach in M/G/1 and G/M/1 type Markov chains. Zbl 0896.60061
Akar, Nail; Sohraby, Khosrow
1997
A note on generalized hyperexponential distributions. Zbl 0749.60009
Harris, Carl M.; Marchal, William G.; Botta, Robert F.
1992
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.
1999
The N/G/1 finite capacity queue. Zbl 0673.60102
Blondia, C.
1989
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.
1994
A benchmark for PH estimation algorithms: Results for acyclic-PH. Zbl 0805.62025
Bobbio, Andrea; Telek, Miklós
1994
Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042
Wu, Yanhong
1999
Monotonicity properties of single-server retrial queues. Zbl 0777.60091
Liang, Huei-Mei; Kulkarni, V. G.
1993
Infinite divisibility and the waiting-time paradox. Zbl 0843.60020
van Harn, K.; Steutel, F. W.
1995
Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
1998
The semi-Markovian queue: Theory and applications. Zbl 0699.60090
1990
Some partial orders describing positive ageing. Zbl 0702.62097
Deshpande, Jayant V.; Singh, Harshinder; Bagai, Isha; Jain, Kanchan
1990
Matching moments to phase distributions: Density function shapes. Zbl 0711.60016
Johnson, Mary A.; Taaffe, Michael R.
1990
Triangular order of triangular phase-type distributions. Zbl 0780.60016
O’Cinneide, Colm Art
1993
The transient BMAP$$/G/1$$ queue. Zbl 0801.60083
Lucantoni, David M.; Choudhury, Gagan L.; Whitt, Ward
1994
The spectral radii and norms of large dimensional non-central random matrices. Zbl 0806.15018
Silverstein, Jack W.
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.
1995
Fluid and diffusion limits for queues in slowly changing environments. Zbl 0871.60070
Choudhury, G. L.; Mandelbaum, A.; Reiman, M. I.; Whitt, W.
1997
Gamma processes. Zbl 0665.62090
Lewis, P. A. W.; McKenzie, E.; Hugus, D. K.
1989
Independent Markov processes in parallel. Zbl 0603.60090
Ramaswami, V.
1985
The convex hull of a random sample in $${\mathbb{R}}^ 2$$. Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
1987
The busy period of the M/G/1 vacation model with a Bernoulli schedule. Zbl 0695.60095
Ramaswamy, Ravi; Servi, L. D.
1988
Matching moments to phase distributions: Nonlinear programming approaches. Zbl 0708.60019
Johnson, Mary A.; Taaffe, Michael R.
1990
van Moorsel, Aad P. A.; Sanders, William H.
1994
Analysis of the loss probability of the MAP/$$G/1/K$$ queue. I: Asymptotic theory. Zbl 0807.60085
Baiocchi, Andrea
1994
First-exit times for increasing compound processes. Zbl 0939.60021
Perry, D.; Stadje, W.; Zacks, S.
1999
Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093
Li, Haijun; Zhao, Yiqiang Q.
2000
Killing and resurrection of Markov processes. Zbl 0880.60066
Pakes, Anthony G.
1997
A fluid reservoir regulated by a birth-death process. Zbl 0666.60088
van Doorn, E. A.; Jagers, A. A.; de Wit, J. S. J.
1988
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.
1985
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
1992
Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071
Abate, J.; Whitt, W.
1998
Estimating population size by recapture sampling via estimating function. Zbl 0770.62094
Yip, Paul S. F.; Fong, Daniel Y. T.; Wilson, Kenneth
1993
Strengthening ergodicity to geometric ergodicity for Markov chains. Zbl 0797.60053
Spieksma, F. M.; Tweedie, R. L.
1994
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying. Zbl 0793.60101
Hassin, Refael; Haviv, Moshe
1994
Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/1 queue. Zbl 0802.60085
Choudhury, Gagan L.; Whitt, Ward
1994
Allocation of interdependent resources for maximal throughput. Zbl 0978.90014
Tassiulas, Leandros; Bhattacharya, Partha P.
2000
Occupation times in Markov processes. Zbl 0966.60063
Sericola, Bruno
2000
A point process model for the reliability of a maintained system subject to general repair. Zbl 0866.60075
Baxter, Laurence A.; Kijima, Masaaki; Tortorella, Michael
1996
Inventory management at service facilities for systems with arbitrarily distributed service times. Zbl 0959.90001
Berman, O.; Sapna, K. P.
2000
Stochastic block monotonicity in the approximation of the stationary distribution of infinite Markov chains. Zbl 0955.60093
Li, Haijun; Zhao, Yiqiang Q.
2000
Allocation of interdependent resources for maximal throughput. Zbl 0978.90014
Tassiulas, Leandros; Bhattacharya, Partha P.
2000
Occupation times in Markov processes. Zbl 0966.60063
Sericola, Bruno
2000
Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028
Resnick, Sidney; van den Berg, Eric
2000
Quasistationary distributions for level-dependent quasi-birth-and-death processes. Zbl 0964.60074
Bean, N. G.; Pollett, P. K.; Taylor, P. G.
2000
Superposition of planar Voronoi tessellations. Zbl 0978.90013
Baccelli, François; Gloaguen, Catherine; Zuyev, Sergei
2000
A branching process model of telomere shortening. Zbl 0947.92008
Olofsson, Peter
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.
2000
A new recursion for the queue length distribution in the stationary BMAP/G/1 queue. Zbl 0954.60080
Takine, Tetsuya
2000
A novel computational method for solving finite QBD processes. Zbl 0970.60079
Akar, Nail; Oğuz, Nihat C.; Sohraby, Khosrow
2000
A simple approach to the MAP/D/s queue. Zbl 0964.60087
Takine, Tetsuya
2000
European option pricing when the riskfree interest rate follows a jump process. Zbl 0960.91031
Tsoi, Allanus H.; Yang, Hailiang; Yeung, Shu-Ngai
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
2000
A lost-sales production/inventory model with two discrete production modes. Zbl 0983.91031
Nobel, Rein D.; van der Heeden, Mattijs
2000
Spectral analysis of the matrix generating function for an MAP/SM/1 queue. Zbl 0954.60083
Nishimura, Shoichi; Jiang, Yong
2000
Bayesian maintenance policies during a warranty period. Zbl 0978.90032
Chen, Ta-Mou; Popova, Elmira
2000
Moment matching using a family of phase-type distributions. Zbl 0967.60091
Vanden Bosch, Peter M.; Dietz, Dennis C.; Pohl, Edward A.
2000
PH-distributions arising through conditioning. Zbl 0955.60092
Andersen, Allan T.; Neuts, Marcel F.; Nielsen, Bo Friis
2000
Weak lumpability and pseudo-stationarity of finite Markov chains. Zbl 0958.60065
Ledoux, James; Leguesdron, Patrice
2000
Gaussian diffusions and continuous state branching processes with killing. Zbl 0957.60087
Frydman, Halina
2000
Asymptotic Poisson distribution in isotropic PH planar point processes. Zbl 0957.60050
Remiche, M.-A.; Latouche, G.
2000
Bounds on the end-to-end loss probability for queues in series with finite capacity. Zbl 0964.60088
Dallery, Yves; Truffet, Laurent
2000
Stochastic models for inventory management at service facilities. Zbl 0934.90002
Berman, Oded; Kim, Eungab
1999
Phase-type distributions: Open problems and a few properties. Zbl 0937.60004
O&rsquo;Cinneide, Colm Art
1999
Conditional stochastic decompositions in the $$\text{M/M/}c$$ queue with server vacations. Zbl 0931.60073
Tian, Naishuo; Li, Quan-Lin; Cao, Jinhua
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.
1999
Bounds for the ruin probability under a Markovian modulated risk model. Zbl 0920.90042
Wu, Yanhong
1999
First-exit times for increasing compound processes. Zbl 0939.60021
Perry, D.; Stadje, W.; Zacks, S.
1999
The quasi-birth-death type Markov chain with a tree structure. Zbl 0942.60085
Yeung, Raymond W.; Alfa, Attahiru Sule
1999
Sparse representations of phase-type distributions. Zbl 0934.60060
Mocanu, Ştefăniţă; Commault, Christian
1999
On simulation output analysis for generalized semi-Markov processes. Zbl 1126.62306
Haas, Peter J.
1999
Nonparametric inference from $$M/G/1$$ busy periods. Zbl 0928.62028
Bingham, N. H.; Pitts, Susan M.
1999
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
1999
Modeling service-time distributions with non-exponential tails: beta mixtures of exponentials. Zbl 0940.60019
Abate, Joseph; Whitt, Ward
1999
Distribution of the number of visits of a random walk. Zbl 0930.60039
Baron, Michael; Rukhin, Andrew L.
1999
Biased coin design with imbalance tolerance. Zbl 0995.62069
Chen, Yung-Pin
1999
ARMA models with bilinear innovations. Zbl 0919.62101
Francq, Christian
1999
Coefficients of ergodicity for imprimitive matrices. Zbl 0924.15021
Hartfiel, D. J.
1999
Spatial Delaunay Gibbs processes. Zbl 0936.60043
Bertin, Etienne; Billiot, Jean-Michel; Drouilhet, Rémy
1999
Analysis of a finite buffer with non-preemptive priority scheduling. Zbl 0931.60072
Wagner, Dietmar; Krieger, Udo R.
1999
Polling systems with permanent and transient jobs. Zbl 0946.60085
Armony, Ronit; Yechiali, Uri
1999
ARM processes and modeling methodology. Zbl 0995.62094
Melamed, Benjamin
1999
A diffusion model for two tandem queues with general renewal input. Zbl 0930.60084
Knessl, Charles; Tier, Charles
1999
Dual stochastic orderings describing ageing properties of devices of unknown age. Zbl 0924.62102
Di Crescenzo, Antonio
1999
Optimal stopping in a burn-in model. Zbl 0973.62110
Herberts, Tina; Jensen, Uwe
1999
Geometric ergodicity of nonlinear first order autoregressive models. Zbl 0935.60055
Tanikawa, Akio
1999
Fast simulation of queues with long-range dependent traffic. Zbl 0930.60085
Huang, C.; Devetsikiotis, M.; Lambadaris, I.; Kaye, A. R.
1999
Conditions for quantile process approximations. Zbl 0937.60019
Drees, Holger; de Haan, Laurens
1999
Rare event analysis of the state frequencies of a large number of Markov chains. Zbl 0933.60014
Mandjes, Michel
1999
Decision-theoretic estimation of the offspring mean in mortal branching processes. Zbl 0995.62076
Yanev, George P.; Tsokos, Chris P.
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
1999
A generalized Abel’s partial summation formula and its application in self-organizing systems. Zbl 0935.68015
Chong, K. S.; Lam, K.
1999
Polling systems with periodic server routing in heavy traffic. Zbl 0931.60078
van der Mei, R. D.
1999
A note on sojourn time analysis of a two-stage queueing system. Zbl 0931.60076
Katayama, Tsuyoshi
1999
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
1998
The age of a mutation in a general coalescent tree. Zbl 0889.92017
Griffiths, R. C.; Tavaré, Simon
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
1998
Perfect simulation and backward coupling. Zbl 0934.60088
Foss, S. G.; Tweedie, R. L.
1998
Analysis of a stochastic clearing system with repeated attempts. Zbl 0913.60088
Artalejo, J. R.; Gomez-Corral, A.
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
1998
An exhaustive Lévy storage process with intermittent output. Zbl 0910.60069
Kella, Offer
1998
The $$\text{MAP/PH}/1$$ retrial queue. Zbl 0952.60089
Diamond, Jeffrey E.; Alfa, Attahiru Sule
1998
Matrix geometric invariant measures for G/M/1 type Markov chains. Zbl 0913.60085
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
1998
Calculating transient characteristics of the Erlang loss model by numerical transform inversion. Zbl 0905.60071
Abate, J.; Whitt, W.
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.
1998
Invariant measures for quasi-birth-and-death processes. Zbl 0930.60065
Latouche, G.; Pearce, C. E. M.; Taylor, P. G.
1998
Polling under the randomly timed gated regime. Zbl 0903.60083
Eliazar, Iddo; Yechiali, Uri
1998
Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues. Zbl 0934.60082
Asmussen, Søren; O&rsquo;Cinneide, Colm Art
1998
Solving $$\text{M/G/}1$$ type Markov chains: Recent advances and applications. Zbl 0934.60086
Meini, Beatrice
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.
1998
Expansions for steady-state characteristics of $$(\max,+)$$-linear systems. Zbl 0929.60074
Baccelli, François; Hasenfuss, Sven; Schmidt, Volker
1998
On inferring the number of phases in a Coxian phase-type distribution. Zbl 0928.60082
1998
Convergence properties of hit-and-run samplers. Zbl 0912.65121
Bélisle, Claude; Boneh, Arnon; Caron, Richard J.
1998
On submodular value functions and complex dynamic programming. Zbl 0913.90260
Altman, Eitan; Koole, Ger
1998
Analysis of a priority polling system with group services. Zbl 0929.60075
Chakravarthy, Srinivas R.
1998
Further transient analysis of the BMAP/G/1 queue. Zbl 0928.60083
Lucantoni, David
1998
Shot noise weighted processes: A new family of spatial point processes. Zbl 0911.60025
van Lieshout, M. N. M.; Molchanov, I. S.
1998
Point process models for self-similar network traffic, with applications. Zbl 0911.60032
Ryu, Bo; Lowen, Steven B.
1998
Optimal admission control of Markov-modulated batch arrivals to a finite-capacity buffer. Zbl 0928.60078
Kulkarni, V. G.; Tedijanto, T. E.
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.
1998
Linear prediction for a class of multivariate stable processes. Zbl 0896.60020
Brockwell, P. J.; Mitchell, Heather
1998
A source traffic model and its transient analysis for network control. Zbl 0930.60087
Duffield, N. G.; Whitt, W.
1998
Heavy tailed hidden semi-Markov models. Zbl 0933.60099
Resnick, Sidney; Subramanian, Ajay
1998
The quasistationary distributions of level-independent quasi-birth-and-death processes. Zbl 0933.60091
Bean, Nigel; Pollett, Phil; Taylor, Peter
1998
Ergodicity conditions and Cesàro limit results for marked point processes. Zbl 0911.60031
Nieuwenhuis, Gert
1998
A single server $$N$$-line queue in which a customer may receive special treatment. Zbl 0910.60066
Brill, P. H.; Hlynka, M.
1998
General dynamic programming algorithms applied to polling systems. Zbl 0912.90137
Kim, Eungab; Van Oyen, Mark P.; Rieders, Maria
1998
Uniformization for $$\lambda$$-positive Markov chain. Zbl 0899.60066
Boucherie, Richard J.; van Doorn, Erik A.
1998
A Markov modulated financial model. Zbl 0934.60061
1998
On the joint limiting distribution of the first and the second maxima. Zbl 0899.60045
Novak, Serguei Yu.; Weissman, Ishay
1998
The use of nonlinear programming in matrix analytic methods. Zbl 0895.90092
Alfa, Attahiru Sule; Sengupta, Bhaskar; Takine, Tetsuya
1998
Markov MECO: A simple Markovian model for approximating nonrenewal arrival processes. Zbl 0930.60082
Johnson, Mary A.
1998
Discrete sample estimation for Gaussian random fields generated by stochastic partial differential equations. Zbl 0903.62076
Mohapl, Jaroslav
1998
Output of a multiplexer loaded by heterogeneous on-off sources. Zbl 0910.60063
Aalto, Samuli
1998
Importance resampling for Markov chains. Zbl 0917.62034
Fuh, Cheng-Der; Fan, Tsai-Hung; Hung, Wen-Liang
1998
Norton’s equivalent for batch routing queueing networks with independently routing customers. Zbl 0912.90132
Boucherie, Richard J.; Stewart, Mark
1998
The critical offered load in variants of the symmetric shortest and longest queue systems. Zbl 0912.90134
Haviv, Moshe; van Houtum, Geert-Jan
1998
Numerical calculation of stable densities and distribution functions. Zbl 0899.60012
Nolan, John P.
1997
The normal inverse Gaussian Lévy process: Simulation and approximation. Zbl 0899.60036
Rydberg, Tina Hviid
1997
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### Cited by 3,458 Authors

 56 Dudin, Alexander N. 36 Boxma, Onno Johan 35 Klimenok, Valentina Ivanovna 34 He, Qi-Ming 30 Resnick, Sidney Ira 29 Gupta, Ramesh Chandra 28 Adan, Ivo J. B. F. 25 Asmussen, Søren 25 Chakravarthy, Srinivas R. 25 Gupta, Umesh Chandra 25 Krishnamoorthy, Achyutha 25 Whitt, Ward 24 Alfa, Attahiru Sule 23 Kim, Chesoong 22 Kella, Offer 22 Knessl, Charles 22 Mandjes, Michel Robertus Hendrikus 21 Chaudhry, Mohan L. 21 Lee, Ho Woo 20 Banik, Abhijit Datta 20 Latouche, Guy 19 Kim, Bara 18 Taylor, Peter Gerrard 18 Van Houdt, Benny 17 Dudin, Sergey A. 17 Masuyama, Hiroyuki 17 Telek, Miklós 16 Takine, Tetsuya 15 Dudina, Olga S. 15 Rachev, Svetlozar T. 15 Zhao, Yiqiang Q. 14 de Haan, Laurens 14 Kim, Jeongsim 14 Schmidt, Volker 13 Bean, Nigel G. 13 Bladt, Mogens 13 Breuer, Lothar 13 Li, Quanlin 13 Perry, David 13 Shin, Yang Woo 13 Zacks, Shelemyahu 13 Zwart, Bert P. 12 Ahn, Soohan 12 Artalejo, Jesus R. 12 Horváth, Gábor 12 Krishna Kumar, Balasubramanian 12 Lefèvre, Claude 12 Meini, Beatrice 12 O’Reilly, Małgorzata M. 11 Nielsen, Bo Friis 11 Stadje, Wolfgang 11 van Leeuwaarden, Johan S. H. 10 Baek, Jung Woo 10 Benth, Fred Espen 10 Boucherie, Richard J. 10 Dimitriou, Ioannis 10 Gao, Zhenlong 10 Ivanovs, Jevgeņijs 10 Lee, Se Won 10 Lillo, Rosa Elvira 10 Schoutens, Wim 10 Wu, Rong 10 Yechiali, Uri 9 Agarwal, Manju Lata 9 Avrachenkov, Konstantin Evgen’evich 9 Avram, Florin 9 Balakrishnan, Narayanaswamy 9 Bini, Dario Andrea 9 Chae, Kyung Chul 9 Economou, Antonis 9 Frostig, Esther 9 Ghosh, Souvik 9 Griffiths, Robert C. 9 Lu, Yi 9 Ruiz, José-María 9 Samorodnitsky, Gennady Pinkhosovich 9 Vishnevsky, Vladimir M. 9 Winands, Erik M. M. 9 Zhang, Hanqin 8 Bäuerle, Nicole 8 Bibi, Abdelouahab 8 Blondia, Chris 8 Bruneel, Herwig 8 Dassios, Angelos 8 Ke, Jauchuan 8 Kochar, Subhash C. 8 Kulkarni, Vidyadhar G. 8 Narayanan, Viswanath C. 8 Navarro, Jorge 8 Neuts, Marcel Fernand 8 Peng, Liang 8 Phung-Duc, Tuan 8 Ramaswami, Vaidyanathan 8 Schmidli, Hanspeter 8 Sericola, Bruno 8 Sivakumar, Balasubramanian 8 Stanford, David A. 8 Tang, Qihe 8 van Houtum, Geert-Jan 7 Albrecher, Hansjörg ...and 3,358 more Authors
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### Cited in 352 Journals

 253 Queueing Systems 160 Stochastic Models 145 European Journal of Operational Research 100 Statistics & Probability Letters 88 Operations Research Letters 82 Journal of Applied Probability 82 Stochastic Processes and their Applications 76 Annals of Operations Research 75 Communications in Statistics. Theory and Methods 74 Insurance Mathematics & Economics 62 Advances in Applied Probability 62 Journal of Statistical Planning and Inference 60 Computers & Operations Research 60 Probability in the Engineering and Informational Sciences 59 Methodology and Computing in Applied Probability 46 Applied Mathematical Modelling 44 Mathematical and Computer Modelling 41 The Annals of Applied Probability 37 Theoretical Population Biology 36 Journal of Computational and Applied Mathematics 33 Applied Mathematics and Computation 33 Stochastic Analysis and Applications 32 Journal of Multivariate Analysis 29 Computers & Mathematics with Applications 27 Scandinavian Actuarial Journal 26 Extremes 25 Opsearch 24 Computational Statistics and Data Analysis 23 The Annals of Statistics 21 Communications in Statistics. Simulation and Computation 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 17 Journal of Statistical Computation and Simulation 16 Linear Algebra and its Applications 16 Quantitative Finance 16 Journal of Industrial and Management Optimization 13 Statistical Papers 13 International Journal of Theoretical and Applied Finance 12 Journal of Statistical Physics 12 Statistics 12 Discrete Event Dynamic Systems 11 Biometrics 11 Operations Research 11 Applied Stochastic Models in Business and Industry 11 Electronic Journal of Statistics 11 Stochastic Systems 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) 9 Information Processing Letters 9 Physica A 9 Journal of Time Series Analysis 9 Statistical Science 9 Journal of Theoretical Probability 9 Journal of Applied Statistics 9 ASTIN Bulletin 9 North American Actuarial Journal 9 Stochastics 8 Mathematical Biosciences 8 Journal of the Korean Statistical Society 8 Journal of Statistical Theory and Practice 7 Scandinavian Actuarial Journal 7 Acta Applicandae Mathematicae 7 Computational Statistics 7 Test 7 Statistics and Computing 6 The Canadian Journal of Statistics 6 Automatica 6 Journal of Economic Dynamics & Control 6 Journal of Nonparametric Statistics 6 Communications in Nonlinear Science and Numerical Simulation 6 Journal of Applied Mathematics and Computing 5 Metrika 5 The Annals of Probability 5 Journal of Mathematical Psychology 5 Mathematics and Computers in Simulation 5 American Journal of Mathematical and Management Sciences 5 Optimization 5 Sequential Analysis 5 INFORMS Journal on Computing 5 Finance and Stochastics 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Statistical Methods and Applications 5 Statistical Methodology 5 Advances in Operations Research 5 Journal of Theoretical Biology 4 International Journal of Systems Science 4 Journal of the Franklin Institute 4 Bulletin of Mathematical Biology ...and 252 more Journals
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### Cited in 44 Fields

 1,956 Probability theory and stochastic processes (60-XX) 1,160 Operations research, mathematical programming (90-XX) 836 Statistics (62-XX) 378 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 261 Numerical analysis (65-XX) 258 Computer science (68-XX) 111 Biology and other natural sciences (92-XX) 71 Systems theory; control (93-XX) 42 Linear and multilinear algebra; matrix theory (15-XX) 30 Statistical mechanics, structure of matter (82-XX) 26 Special functions (33-XX) 23 Combinatorics (05-XX) 19 Information and communication theory, circuits (94-XX) 18 Partial differential equations (35-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 14 Ordinary differential equations (34-XX) 14 Operator theory (47-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Integral transforms, operational calculus (44-XX) 11 Real functions (26-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 9 Number theory (11-XX) 8 Approximations and expansions (41-XX) 8 Integral equations (45-XX) 8 Functional analysis (46-XX) 8 Fluid mechanics (76-XX) 7 Measure and integration (28-XX) 5 Convex and discrete geometry (52-XX) 4 Field theory and polynomials (12-XX) 4 Functions of a complex variable (30-XX) 4 Sequences, series, summability (40-XX) 4 Mechanics of deformable solids (74-XX) 4 Geophysics (86-XX) 3 History and biography (01-XX) 3 Quantum theory (81-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Difference and functional equations (39-XX) 2 Optics, electromagnetic theory (78-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 General topology (54-XX)