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Probability in the Engineering and Informational Sciences

Short Title: Probab. Eng. Inf. Sci.
Publisher: Cambridge University Press, New York, NY
ISSN: 0269-9648; 1469-8951/e
Online: https://www.cambridge.org/core/journals/probability-in-the-engineering-and-informational-sciences/all-issues
Comments: Journal; Published electronic only as of Vol. 29 (2015). Print-ISSN until then: 0269-9648.
Documents Indexed: 1,269 Publications (since 1987)
References Indexed: 1,082 Publications with 20,046 References.
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Authors

48 Ross, Sheldon Mark
29 Hu, Taizhong
17 Brown, Mark
16 Balakrishnan, Narayanaswamy
16 Perry, David
16 Righter, Rhonda
16 Shanthikumar, Jeyaveerasingam George
15 Mandjes, Michel Robertus Hendrikus
14 Mahmoud, Hosam M.
14 Zhao, Peng
12 Adan, Ivo J. B. F.
12 Hordijk, Arie
12 Hwang, Frank Kwangming
12 Nadarajah, Saralees
12 Stadje, Wolfgang
12 Whitt, Ward
11 Boxma, Onno Johan
11 Li, Xiaohu
11 Shaked, Moshe
10 Boucherie, Richard J.
10 Coffman, Edward Grady jun.
10 Gupta, Ramesh Chandra
10 Kella, Offer
10 Kochar, Subhash C.
10 Peköz, Erol A.
10 Yechiali, Uri
9 Belzunce, Félix
9 Chao, Xiuli
9 Katehakis, Michael N.
9 Kulkarni, Vidyadhar G.
9 Mao, Tiantian
9 Tijms, Henk C.
8 Glynn, Peter W.
8 Khaledi, Baha-Eldin
8 Navarro, Jorge
8 Pinedo, Michael L.
8 Ruiz, José-María
8 van Dijk, Nico M.
8 Xu, Maochao
8 Zhang, Yiying
7 Angus, John E.
7 Block, Henry W.
7 Finkelstein, Maxim
7 Koole, Ger
7 Lewis, Mark E.
7 Spizzichino, Fabio L.
7 Weiss, Gideon
7 Zhuang, Weiwei
6 Bambos, Nicholas
6 Down, Douglas G.
6 Feinberg, Eugene Aleksandrovich
6 Kharoufeh, Jeffrey P.
6 Miyazawa, Masakiyo
6 Özekici, Süleyman
6 Savits, Thomas H.
6 Yang, Weiguo
6 Yao, Yi-Ching
5 Aldous, David John
5 Altman, Eitan
5 Ayhan, Hayriye
5 Badía, Francisco German
5 Borkar, Vivek Shripad
5 Cha, Ji Hwan
5 Chaudhry, Mohan L.
5 Chen, Mayru
5 Ding, Weiyong
5 Fishman, George Samuel
5 Frostig, Esther
5 Hazra, Nil Kamal
5 Kirmani, Syed N. U. A.
5 Konsowa, Mokhtar H.
5 Lin, Jinn-Tyan
5 Lu, Yingdong
5 Matalytski, Mikhail
5 Mi, Jie
5 Proschan, Frank
5 Sigman, Karl
5 van der Wal, Jan
5 van Ommeren, Jan-Kees C. W.
5 Wang, Xingchun
5 Yamazaki, Genji
5 Zwart, Bert P.
4 Andradóttir, Sigrún
4 Asadi, Majid
4 Baxter, Laurence A.
4 Berman, Oded
4 Boland, Philip J.
4 Derman, Cyrus
4 Glazebrook, Kevin D.
4 Haviv, Moshe
4 Hofri, Micha
4 Kayal, Suchandan
4 Koutras, Markos V.
4 Lindvall, Torgny
4 Lippman, Steven A.
4 Liu, Zhen
4 Lund, Robert B.
4 Misra, Neeraj Kumar
4 Mitrani, Isi
4 Miyoshi, Naoto
...and 1,370 more Authors

Publications by Year

Citations contained in zbMATH Open

903 Publications have been cited 6,067 times in 4,333 Documents Cited by Year
The reversed hazard rate function. Zbl 0972.90018
Block, Henry W.; Savits, Thomas H.; Singh, Harshinder
146
1998
Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments. Zbl 1288.60023
Balakrishnan, N.; Zhao, Peng
96
2013
Some results on reversed hazard rate. Zbl 1087.62510
Chandra, Nimai Kumar; Roy, Dilip
88
2001
Stochastic comparisons of parallel systems when components have proportional hazard rates. Zbl 1142.62084
Kochar, Subhash; Xu, Maochao
73
2007
Two variability orders. Zbl 0984.60023
Shaked, Moshe; Shanthikumar, J. George
65
1998
Stochastic comparisons of generalized order statistics. Zbl 1067.62050
Belzunce, Félix; Mercader, José-Angel; Ruiz, José-María
51
2005
Closure and monotonicity properties of nonhomogeneous Poisson processes and record values. Zbl 1134.60313
Gupta, Ramesh C.; Kirmani, S. N. U. A.
51
1988
On the mean inactivity time ordering with reliability applications. Zbl 1059.62105
Kayid, M.; Ahmad, I. A.
46
2004
Stochastic comparisons on residual life and inactivity time of series and parallel systems. Zbl 1037.60017
Li, Xiaohu; Lu, Jingyi
44
2003
Numerical transform inversion using Gaussian quadrature. Zbl 1095.65116
den Iseger, Peter
43
2006
Stochastic comparisons of nonhomogeneous processes. Zbl 0983.60046
Belzunce, Félix; Lillo, Rosa E.; Ruiz, José-Maria; Shaked, Moshe
39
2001
Imprecise Markov chains and their limit behavior. Zbl 1183.60026
de Cooman, Gert; Hermans, Filip; Quaeghebeur, Erik
39
2009
Stability of product form \(G\)-networks. Zbl 1134.60396
Gelenbe, Erol; Schassberger, Rolf
37
1992
Reliability of complex devices in random environments. Zbl 1133.90321
Çinlar, E.; Özekici, S.
37
1987
The deviation matrix of a continuous-time Markov chain. Zbl 1011.60057
Coolen-Schrijner, Pauline; van Doorn, Erik A.
35
2002
How to obtain bathtub-shaped failure rate models from normal mixtures. Zbl 1070.62094
Navarro, Jorge; Hernandez, Pedro J.
34
2004
On/off storage systems with state-dependent input, output, and switching rates. Zbl 1063.90001
Boxma, Onno; Kaspi, Haya; Kella, Offer; Perry, David
34
2005
Random intersection graphs with tunable degree distribution and clustering. Zbl 1180.68212
Deijfen, Maria; Kets, Willemien
34
2009
Nonhomogeneous Poisson processes and logconcavity. Zbl 1013.60008
Pellerey, Franco; Shaked, Moshe; Zinn, Joel
33
2000
Infinite-server queues with system’s additional tasks and impatient customers. Zbl 1228.60096
Altman, Eitan; Yechiali, Uri
33
2008
Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025
Mao, Tiantian; Hu, Taizhong
32
2010
The workload in the M/G/1 queue with work removal. Zbl 1095.60510
Boucherie, Richard J.; Boxma, Onno J.
32
1996
Ordering conditional distributions of generalized order statistics. Zbl 1125.60015
Hu, Taizhong; Jin, Wei; Khaledi, Baha-Eldin
32
2007
On the signature of coherent systems and applications. Zbl 1137.90460
Triantafyllou, Ioannis S.; Koutras, Markos V.
32
2008
Reliability properties of extended linear failure-rate distributions. Zbl 1124.60015
Ghitany, M. E.; Kotz, Samuel
31
2007
On partial orderings between coherent systems with different structures. Zbl 0984.60026
Belzunce, Félix; Franco, Manuel; Ruiz, José-Maria; Ruiz, M. Carmen
30
2001
The subgroup algorithm for generating uniform random variables. Zbl 1133.60300
Diaconis, Persi; Shahshahani, Mehrdad
30
1987
On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing. Zbl 1133.60327
Aldous, David
29
1987
Active redundancy allocation in coherent systems. Zbl 1134.90350
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
29
1988
Optimal control of a two-stage tandem queuing system with flexible servers. Zbl 1038.90018
Ahn, Hyun-soo; Duenyas, Izak; Lewis, Mark E.
28
2002
On the optimality of the generalized shortest queue policy. Zbl 1134.90340
Hordijk, Arie; Koole, Ger
28
1990
Two applications of urn processes: the fringe analysis of search trees and the simulation of quasi-stationary distributions of Markov chains. Zbl 1134.68592
Aldous, David; Flannery, Barry; Palacios, José Luis
27
1988
Average cost semi-Markov decision processes and the control of queueing systems. Zbl 1134.60408
Sennott, Linn I.
27
1989
Limiting distributions for path lengths in recursive trees. Zbl 1134.68361
Mahmoud, Mosam M.
27
1991
Information and uncertainty in a queuing system. Zbl 1122.90021
Hassin, Refael
27
2007
Role of equilibrium distribution in reliability studies. Zbl 1115.60081
Gupta, Ramesh C.
27
2007
Retrial networks with finite buffers and their application to internet data traffic. Zbl 1152.90380
Avrachenkov, Kostia; Yechiali, Uri
27
2008
On cumulative residual extropy. Zbl 1485.62007
Jahanshahi, S. M. A.; Zarei, H.; Khammar, A. H.
27
2020
Further results involving the MIT order and the IMIT class. Zbl 1075.60010
Ahmad, I. A.; Kayid, M.; Pellerey, F.
26
2005
Stochastic orderings between spacings of generalized order statistics. Zbl 1015.62050
Franco, Manuel; Ruiz, José M.; Ruiz, M. Carmen
26
2002
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
26
2003
Characterizations of the RHR and MIT orderings and the DRHR and IMIT classes of life distributions. Zbl 1336.60027
Ahmad, I. A.; Kayid, M.
26
2005
Some extensions of the residual lifetime and its connection to the cumulative residual entropy. Zbl 1259.60016
Kapodistria, Stella; Psarrakos, Georgios
26
2012
Stochastic comparisons of largest order statistics from multiple-outlier exponential models. Zbl 1275.62046
Zhao, Peng; Balakrishnan, N.
26
2012
Scheduling multiclass single server queueing systems to stochastically maximize the number of successful departures. Zbl 1134.90413
Righter, Rhonda; Shanthikumar, J. George
25
1989
A note on negative customers, GI/G/1 workload, and risk processes. Zbl 1097.60509
Boucherie, Richard J.; Boxma, Onno J.; Sigman, Karl
25
1997
Series expansions for finite-state Markov chains. Zbl 1124.60056
Heidergott, Bernd; Hordijk, Arie; van Uitert, Miranda
25
2007
Some results about MIT order and IMIT class of life distributions. Zbl 1122.60018
Li, Xiaohu; Xu, Maochao
25
2006
Transient analysis of immigration birth-death processes with total catastrophes. Zbl 1019.60079
Chao, Xiuli; Zheng, Yuxi
25
2003
Linear birth/immigration-death process with binomial catastrophes. Zbl 1370.60127
Kapodistria, Stella; Phung-Duc, Tuan; Resing, Jacques
25
2016
On the assignment of customers to parallel queues. Zbl 1134.90341
Hordijk, Arie; Koole, Ger
24
1992
The effect of increasing routing choice on resource pooling. Zbl 0971.90017
Turner, Stephen R. E.
23
1998
On residual lifetimes of \(k\)-out-of-\(n\) systems with nonidentical components. Zbl 1190.90060
Kochar, Subhash; Xu, Maochao
23
2010
Scheduling impatient jobs in a clearing system with insights on patient triage in mass casualty incidents. Zbl 1211.90105
Argon, Nilay Tanik; Ziya, Serhan; Righter, Rhonda
23
2008
Active redundancy allocations in series systems. Zbl 1213.90102
Misra, Neeraj; Misra, Amit Kumar; Dhariyal, Ishwari Dutt
22
2011
Bayes burn-in decision procedures. Zbl 1134.90355
Clarotti, C. A.; Spizzichino, F.
22
1990
Multivariate stochastic comparisons of sequential order statistics. Zbl 1111.62047
Zhuang, Weiwei; Hu, Taizhong
22
2007
On extropy properties of mixed systems. Zbl 07629464
Qiu, Guoxin; Wang, Lechen; Wang, Xingyu
22
2019
Stabilizing performance in networks of queues with time-varying arrival rates. Zbl 1371.60162
Liu, Yunan; Whitt, Ward
22
2014
Monotone stochastic recursions and their duals. Zbl 1095.60519
Asmussen, Søren; Sigman, Karl
21
1996
On life distributions having monotone residual variance. Zbl 1133.62356
Gupta, Ramesh C.; Kirmani, S. N. U. A.; Launer, Robert L.
21
1987
Scheduling in a queuing system with asynchronously varying service rates. Zbl 1151.90355
Andrews, Matthew; Kumaran, Krishnan; Ramanan, Kavita; Stolyar, Alexander; Vijayakumar, Rajiv; Whiting, Phil
21
2004
On generalized cumulative entropies. Zbl 1370.94387
Kayal, Suchandan
21
2016
Nonstationary loss queues via cumulant moment approximations. Zbl 1370.60177
Pender, Jamol
21
2015
First-passage percolation on the random graph. Zbl 0988.05083
van der Hofstad, Remco; Hooghiemstra, Gerard; Van Mieghem, Piet
20
2001
Modeling a failure rate for a mixture of distribution functions. Zbl 0982.62084
Finkelstein, Max S.; Esaulova, Veronica
20
2001
Stochastic properties of spacings in a single-outlier exponential model. Zbl 0987.60031
Khaledi, Baha-Eldin; Kochar, Subhash
20
2001
On conditions for mixtures of increasing failure rate distributions to have an increasing failure rate. Zbl 0967.60011
Lynch, James D.
20
1999
Intrinsic aging and classes of nonparametric distributions. Zbl 1178.60018
Righter, Rhonda; Shaked, Moshe; Shanthikumar, J. George
20
2009
A stochastic clearing model with a Brownian and a compound Poisson component. Zbl 1064.60186
Kella, Offer; Perry, David; Stadje, Wolfgang
20
2003
A new look at organ transplantation models and double matching queues. Zbl 1213.90085
Boxma, Onno J.; David, Israel; Perry, David; Stadje, Wolfgang
19
2011
Identifying coefficients in the spectral representation for first passage time distributions. Zbl 1133.60342
Brown, Mark; Shao, Yi-Shi
19
1987
A note on stochastic scheduling on a single machine subject to breakdown and repair. Zbl 1134.90410
Pinedo, Michael; Rammouz, Elias
19
1988
Discrete time risk models under rates of interest. Zbl 1031.91057
Cai, Jun
19
2002
Upper first-exit times of compound Poisson processes revisited. Zbl 1053.60049
Stadje, W.; Zacks, S.
19
2003
Staffing a service system with non-Poisson non-stationary arrivals. Zbl 1370.90135
He, Beixiang; Liu, Yunan; Whitt, Ward
19
2016
Stochastic properties of \(p\)-spacings of generalized order statistics. Zbl 1079.62052
Hu, Taizhong; Zhuang, Weiwei
18
2005
Constrained discounted Markov decision chains. Zbl 1134.90531
Sennott, Linn I.
18
1991
Ageing characteristics of the Weibull mixtures. Zbl 1095.60509
Gupta, Pushpa L.; Gupta, Ramesh C.
18
1996
Exploiting the waiting time paradox. Applications of the size-biasing transformation. Zbl 1119.60073
Brown, Mark
18
2006
Stochastic comparisons of systems based on sequential order statistics via properties of distorted distributions. Zbl 1411.60031
Burkschat, M.; Navarro, J.
17
2017
Dynamic visit-order rules for batch-service polling. Zbl 1336.90027
van der Wal, Jan; Yechiali, Uri
17
2003
Dynamic scheduling of a four-station queueing network. Zbl 1134.90408
Laws, C. N.; Louth, G. M.
17
1990
Martingale method for ruin probability in an autoregressive model with constant interest rate. Zbl 1065.62182
Yang, Hailiang; Zhang, Lihong
17
2003
Maintenance policy for a continuously monitored deteriorating system. Zbl 1048.90082
Bérenguer, C.; Grall, A.; Dieulle, L.; Roussignol, M.
17
2003
Dispersion-type variability orders. Zbl 1336.60028
Belzunce, Félix; Hu, Taizhong; Khaledi, Baha-Eldin
16
2003
Rare event simulation. Zbl 1101.65005
Lagnoux, Agnès
16
2006
Hitting probabilities and hitting times for stochastic fluid flows: the bounded model. Zbl 1162.76046
Bean, Nigel G.; O’Reilly, Małgorzata M.; Taylor, Peter G.
16
2009
Infinite-server queues with batch arrivals and dependent service times. Zbl 1270.60105
Pang, Guodong; Whitt, Ward
16
2012
A successive lumping procedure for a class of Markov chains. Zbl 1261.60071
Katehakis, Michael N.; Smit, Laurens C.
16
2012
Maximum values in queueing processes. Zbl 1335.60168
Berger, Arthur W.; Whitt, Ward
15
1995
Fitting discrete distributions on the first two moments. Zbl 1336.60035
Adan, Ivo; van Eenige, Michel; Resing, Jacques
15
1995
Improving stochastic relaxation for Gaussian random fields. Zbl 1134.60347
Barone, Piero; Frigessi, Arnoldo
15
1990
New stochastic orders based on double truncation. Zbl 1096.60513
Navarro, Jorge; Belzunce, Felix; Ruiz, Jose M.
15
1997
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
15
2004
Risk models in insurance and epidemics: a bridge through randomized polynomials. Zbl 1414.91212
Lefèvre, Claude; Picard, Philippe
15
2015
The maximum of a random walk and its application to rectangle packing. Zbl 0958.60050
Coffman, E. G. jun.; Flajolet, Philippe; Flatto, Leopold; Hofri, Micha
14
1998
Bias optimality in a queue with admission control. Zbl 0969.90030
Lewis, Mark E.; Ayhan, Hayriye; Foley, Robert D.
14
1999
Multivariate dispersion order and the notion of copula applied to the multivariate \(t\)-distribution. Zbl 1074.60017
Arias-Nicolás, J. P.; Fernández-Ponce, J. M.; Luque-Calvo, P.; Suárez-Llorens, A.
14
2005
Bounds on tail probabilities of discrete distributions. Zbl 0967.62014
Klar, Bernhard
14
2000
Ordering and aging properties of systems with dependent components governed by the Archimedean copula. Zbl 1516.90019
Sahoo, Tanmay; Hazra, Nil Kamal
2
2023
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure. Zbl 1518.91289
Ye, Wuyi; Wu, Bin; Chen, Pengzhan
1
2023
Applications of the classical compound Poisson model with claim sizes following a compound distribution. Zbl 1518.91220
Gao, Dechen; Sendova, Kristina P.
1
2023
Pareto-optimal reinsurance with default risk and solvency regulation. Zbl 1518.91213
Boonen, Tim J.; Jiang, Wenjun
1
2023
Optimal design for network mutual aid. Zbl 1518.91223
Li, Jingchao; Fang, Zichen; Nie, Ciyu; Chen, Sizhe
1
2023
Optimal allocation of a coherent system with statistical dependent subsystems. Zbl 1516.90018
Lu, Bin; Zhang, Jiandong; Yan, Rongfang
1
2023
Covariances in Pólya urn schemes. Zbl 1532.60015
Mahmoud, Hosam
1
2023
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters. Zbl 07696904
Haidari, Abedin; Sattari, Mostafa; Barmalzan, Ghobad
1
2023
Likelihood ratio comparisons and logconvexity properties of \(p\)-spacings from generalized order statistics. Zbl 07696905
Alimohammadi, Mahdi; Esna-Ashari, Maryam; Navarro, Jorge
1
2023
Kolmogorov bounds for the normal approximation of the number of triangles in the Erdős-Rényi random graph. Zbl 1504.05267
Röllin, Adrian
8
2022
Brownian motion minus the independent increments: representation and queuing application. Zbl 1498.60360
Fendick, Kerry
4
2022
Copula representations for the sum of dependent risks: models and comparisons. Zbl 07621883
Navarro, Jorge; Sarabia, José María
4
2022
Orderings of finite mixture models with location-scale distributed components. Zbl 07621890
Barmalzan, Ghobad; Kosari, Sajad; Balakrishnan, Narayanaswamy
4
2022
Stochastic properties of generalized finite \(\alpha\)-mixtures. Zbl 1524.62496
Shojaee, Omid; Asadi, Majid; Finkelstein, Maxim
4
2022
Ratio estimation of the population mean using auxiliary information under the optimal sampling design. Zbl 07621889
Long, Chunxian; Chen, Wangxue; Yang, Rui; Yao, Dongsen
3
2022
Equivalency in joint signatures for binary/multi-state systems of different sizes. Zbl 07621903
Yi, He; Balakrishnan, Narayanaswamy; Li, Xiang
3
2022
On the distribution of winners’ scores in a round-robin tournament. Zbl 1498.62098
Malinovsky, Yaakov
3
2022
Signatures of multi-state systems based on a series/parallel/recurrent structure of modules. Zbl 1515.81156
Yi, He; Balakrishnan, Narayanaswamy; Li, Xiang
3
2022
Stochastic ordering of lifetimes of parallel and series systems comprising heterogeneous dependent components with generalized Birnbaum-Saunders distributions. Zbl 07621866
Amiri, Mehdi; Balakrishnan, Narayanaswamy; Jamalizadeh, Ahad
2
2022
A cumulative residual inaccuracy measure for coherent systems at component level and under nonhomogeneous Poisson processes. Zbl 1524.62018
Da Costa Bueno, Vanderlei; Balakrishnan, Narayanaswamy
2
2022
Team’s seasonal win probabilities. Zbl 1505.91124
Ross, Sheldon M.
2
2022
On history-dependent mixed shock models. Zbl 1498.60351
Goyal, Dheeraj; Finkelstein, Maxim; Hazra, Nil Kamal
2
2022
On profitability of Nakamoto double spend. Zbl 1505.91418
Grunspan, Cyril; Pérez-Marco, Ricardo
2
2022
Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims. Zbl 1505.91328
Fu, Ke-Ang; Liu, Yang
2
2022
Performance of prognosis indicators for superimposed renewal processes. Zbl 07621864
Liu, Xingheng; Dijoux, Yann; Vatn, Jørn; Toftaker, Håkon
1
2022
Birnbaum criticality and importance measures for multistate systems with repairable components. Zbl 1505.90047
Huseby, Arne Bang; Kalinowska, Martyna; Abrahamsen, Tobias
1
2022
Cloud storage facility as a fluid queue controlled by Markovian queue. Zbl 1502.90050
El-Baz, A. H.; Tarabia, A. M. K.; Darwiesh, A. M.
1
2022
A mean field game analysis of SIR dynamics with vaccination. Zbl 1505.92122
Doncel, Josu; Gast, Nicolas; Gaujal, Bruno
1
2022
Tail conditional expectations for generalized skew-elliptical distributions. Zbl 1524.62250
Zuo, Baishuai; Yin, Chuancun
1
2022
Laplace bounds approximation for American options. Zbl 1505.91386
Ma, Jingtang; Cui, Zhenyu; Li, Wenyuan
1
2022
Pricing formula for exchange option based on stochastic delay differential equation with jumps. Zbl 1505.91383
Kim, Kyong-Hui; Kim, Jong-Kuk; Jo, Ho-Bom
1
2022
Pricing variance swaps under double Heston stochastic volatility model with stochastic interest rate. Zbl 1505.91393
Wu, Huojun; Jia, Zhaoli; Yang, Shuquan; Liu, Ce
1
2022
Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model. Zbl 1507.91189
Oh, Rosy; Kim, Joseph H. T.; Ahn, Jae Youn
1
2022
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims. Zbl 07621908
Das, Sangita; Kayal, Suchandan; Balakrishnan, N.
1
2022
Concentrated matrix exponential distributions with real eigenvalues. Zbl 07621910
Mészáros, András; Telek, Miklós
1
2022
Assortativity and bidegree distributions on Bernoulli random graph superpositions. Zbl 1498.60042
Bloznelis, Mindaugas; Karjalainen, Joona; Leskelä, Lasse
1
2022
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing. Zbl 1505.91107
Lalropuia, Kc; Khaitan (Nee Gupta), Vandana
1
2022
A closed-form pricing formula for european exchange options with stochastic volatility. Zbl 1505.91389
Pasricha, Puneet; Goel, Anubha
1
2022
On extropy properties and discrimination information of different stratified sampling schemes. Zbl 07621939
Eftekharian, Abbas; Qiu, Guoxin
1
2022
The nearest unvisited vertex walk on random graphs. Zbl 1504.05259
Aldous, David J.
1
2022
Analysis and applications of the residual varentropy of random lifetimes. Zbl 07620594
Di Crescenzo, Antonio; Paolillo, Luca
9
2021
Ordering results on extremes of exponentiated location-scale models. Zbl 1501.60016
Das, Sangita; Kayal, Suchandan; Choudhuri, Debajyoti
8
2021
Explicit solutions for continuous-time QBD processes by using relations between matrix geometric analysis and the probability generating functions method. Zbl 1498.60361
Hanukov, Gabi; Yechiali, Uri
6
2021
A new shock model with a change in shock size distribution. Zbl 1524.62489
Eryilmaz, Serkan; Kan, Cihangir
3
2021
Equilibrium valuation of currency options under a discontinuous model with co-jumps. Zbl 1503.91139
Xing, Yu; Xu, Yuhua; Niu, Huawei
3
2021
Optimal control policies for an \(M/M/1\) queue with a removable server and dynamic service rates. Zbl 1502.90045
Badian-Pessot, Pamela; Lewis, Mark E.; Down, Douglas G.
3
2021
Optimal moment inequalities for order statistics from nonnegative random variables. Zbl 07620570
Papadatos, Nickos
3
2021
Comparisons on largest order statistics from heterogeneous gamma samples. Zbl 07620591
Zhang, Ting; Zhang, Yiying; Zhao, Peng
3
2021
On several properties of a class of preferential attachment trees – plane-oriented recursive trees. Zbl 1502.05037
Zhang, Panpan
3
2021
Algebraic reliability of multi-state \(k\)-out-of-\(n\) systems. Zbl 1524.62494
Pascual-Ortigosa, Patricia; Sáenz-De-Cabezón, Eduardo; Wynn, Henry P.
3
2021
Preservation of log-concavity and log-convexity under operators. Zbl 1498.60083
Xia, Wanwan; Mao, Tiantian; Hu, Taizhong
2
2021
On relative aging comparisons of coherent systems with identically distributed components. Zbl 1505.60031
Hazra, Nil Kamal; Misra, Neeraj
2
2021
Log-concavity of compound distributions with applications in operational and actuarial models. Zbl 1498.62036
Badía, F. G.; Sangüesa, C.; Federgruen, A.
2
2021
A stochastic analysis of bike-sharing systems. Zbl 1502.90056
Tao, Shuang; Pender, Jamol
2
2021
On reliability function of a \(k\)-out-of-\(n\) system with general repair time distribution. Zbl 1502.90065
Rykov, Vladimir; Kozyrev, Dmitry; Filimonov, Andrey; Ivanova, Nika
2
2021
Asymptotics of the time-discretized log-normal SABR model: the implied volatility surface. Zbl 1505.91399
Pirjol, Dan; Zhu, Lingjiong
2
2021
Entropy flow and de Bruijn’s identity for a class of stochastic differential equations driven by fractional Brownian motion. Zbl 1499.60123
Choi, Michael C. H.; Lee, Chihoon; Song, Jian
1
2021
On the residual and past lifetimes of coherent systems under random monitoring. Zbl 07620581
Amini-Seresht, Ebrahim; Kelkinnama, Maryam; Zhang, Yiying
1
2021
Stochastic volatility model with correlated jump sizes and independent arrivals. Zbl 1505.91376
Chen, Pengzhan; Ye, Wuyi
1
2021
On stochastic comparisons of order statistics from heterogeneous exponential samples. Zbl 07620585
Yu, Yaming
1
2021
Equilibrium balking strategies in the repairable \(M/M/1\) \(G\)-retrial queue with complete removals. Zbl 1483.60136
Gao, Shan; Zhang, Deran; Dong, Hua; Wang, Xianchao
1
2021
Generalization of the pairwise stochastic precedence order to the sequence of random variables. Zbl 1498.60076
Finkelstein, Maxim; Hazra, Nil Kamal
1
2021
Bayesian analysis of doubly stochastic Markov processes in reliability. Zbl 1524.62388
Ay, Atilla; Soyer, Refik; Landon, Joshua; Özekici, Süleyman
1
2021
Bivariate Marshall-Olkin exponential shock model. Zbl 1524.62235
Mohtashami-Borzadaran, H. A.; Jabbari, H.; Amini, M.
1
2021
Blockchain double-spend attack duration. Zbl 07620604
Brown, Mark; Peköz, Erol; Ross, Sheldon
1
2021
Volatility analysis of regime-switching models. Zbl 1505.91384
Liu, Yue; Xie, Zhuyun; Yao, Jingjing; Li, Kaodui
1
2021
On cumulative residual extropy. Zbl 1485.62007
Jahanshahi, S. M. A.; Zarei, H.; Khammar, A. H.
27
2020
Properties for generalized cumulative past measures of information. Zbl 1502.94019
Calì, Camilla; Longobardi, Maria; Navarro, Jorge
12
2020
A particular bidimensional time-dependent renewal risk model with constant interest rates. Zbl 1434.60254
Fu, Ke-Ang; Ni, Chang; Chen, Hao
4
2020
Quantile-based study of (dynamic) inaccuracy measures. Zbl 1440.62131
Kayal, Suchandan; Moharana, Rajesh; Sunoj, S. M.
4
2020
Extreme value analysis without the largest values: what can be done? Zbl 1440.62174
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady
4
2020
Continuous review inventory models for perishable items with leadtimes. Zbl 1486.90008
Baron, Opher; Berman, Oded; Perry, David
4
2020
On variability of series and parallel systems with heterogeneous components. Zbl 1486.90083
Zhang, Yiying; Ding, Weiyong; Zhao, Peng
4
2020
Approximation of the tail probabilities for bidimensional randomly weighted sums with dependent components. Zbl 07619772
Shen, Xinmei; Ge, Mingyue; Fu, Ke-Ang
4
2020
Degree-based Gini index for graphs. Zbl 1440.05066
Domicolo, Carly; Mahmoud, Hosam
3
2020
The generalized entropy ergodic theorem for nonhomogeneous Markov chains indexed by a homogeneous tree. Zbl 1434.60186
Huang, Huilin
3
2020
Active redundancy allocation for coherent systems with independent and heterogeneous components. Zbl 1505.90044
Fang, Rui; Li, Xiaohu
3
2020
Relationships between importance measures and redundancy in systems with dependent components. Zbl 1484.62123
Navarro, Jorge; Fernández-Martínez, Pedro; Fernández-Sánchez, Juan; Arriaza, Antonio
3
2020
Diffusion limits for a Markov modulated binomial counting process. Zbl 1434.60110
Spreij, Peter; Storm, Jaap
2
2020
Capital allocation with multivariate risk measures: an axiomatic approach. Zbl 1443.91345
Wei, Linxiao; Hu, Yijun
2
2020
Applications of likelihood ratio order in Bayesian inferences. Zbl 07619764
Huang, Kai; Mi, Jie
2
2020
A time-dependent Pólya urn with multiple drawings. Zbl 1483.60011
Chen, May-Ru
2
2020
On a multivariate generalized Polya process without regularity property. Zbl 1483.60130
Cha, Ji Hwan; Badía, F. G.
2
2020
Asymptotic behaviors for correlated Bernoulli model. Zbl 1483.60045
Miao, Yu; Ma, Huanhuan; Yang, Qinglong
2
2020
A closed-form GARCH valuation model for power exchange options with counterparty risk. Zbl 1443.91302
Wang, Xingchun; Xu, Guangli; Li, Dan
1
2020
A new stopping problem and the critical exercise price for American fractional lookback option in a special mixed jump-diffusion model. Zbl 1505.91394
Yang, Zhaoqiang
1
2020
Online capacity planning for rehabilitation treatments: an approximate dynamic programming approach. Zbl 1486.90086
Bikker, Ingeborg A.; Mes, Martijn R. K.; Sauré, Antoine; Boucherie, Richard J.
1
2020
On extropy properties of mixed systems. Zbl 07629464
Qiu, Guoxin; Wang, Lechen; Wang, Xingyu
22
2019
Bounds on extropy with variational distance constraint. Zbl 07629451
Yang, Jianping; Xia, Wanwan; Hu, Taizhong
14
2019
Iterated failure rate monotonicity and ordering relations within gamma and Weibull distributions. Zbl 1506.60027
Arab, Idir; Oliveira, Paulo Eduardo
9
2019
On optimal heterogeneous components grouping in series-parallel and parallel-series systems. Zbl 07629474
Ling, Xiaoliang; Wei, Yinzhao; Li, Ping
8
2019
The degree profile and gini index of random caterpillar trees. Zbl 07629472
Zhang, Panpan; Dey, Dipak K.
6
2019
Valuation of vulnerable options under the double exponential jump model with stochastic volatility. Zbl 1506.91183
Han, Xingyu
6
2019
Sharp bounds for survival probability when ageing is not monotone. Zbl 07629452
Khan, Ruhul Ali; Mitra, Murari
5
2019
Short maturity Asian options for the CEV model. Zbl 1508.91569
Pirjol, Dan; Zhu, Lingjiong
5
2019
Characterization ordering results for largest order statistics from heterogeneous and homogeneous exponentiated generalized gamma variables. Zbl 07629463
Haidari, Abedin; Payandeh Najafabadi, Amir T.
4
2019
Asymptotic waiting time analysis of a finite-source M/M/1 retrial queueing system. Zbl 07629459
Sudyko, E.; Nazarov, A. A.; Sztrik, J.
3
2019
Analysis of a clearing queueing system with server maintenance after \(n\) negative feedbacks. Zbl 07629453
Jiang, Tao
3
2019
Analysis of the network with multiple classes of positive customers and signals at a non-stationary regime. Zbl 07629460
Matalytski, M.; Kopats, D.
2
2019
Signature-based information measures of multi-state networks. Zbl 1504.90018
Zarezadeh, S.; Asadi, M.; Eftekhar, S.
2
2019
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Cited by 4,723 Authors

106 Balakrishnan, Narayanaswamy
67 Li, Xiaohu
62 Zhao, Peng
56 Hu, Taizhong
55 Mandjes, Michel Robertus Hendrikus
46 Boxma, Onno Johan
44 Perry, David
41 Navarro, Jorge
35 Finkelstein, Maxim
34 Belzunce, Félix
34 Cha, Ji Hwan
33 Zhang, Yiying
30 Stadje, Wolfgang
29 Asadi, Majid
28 Kayid, Mohamed
28 Sankaran, Paduthol Godan
27 Ruiz, José-María
26 Di Crescenzo, Antonio
26 Nair, N. Unnikrishnan
26 Whitt, Ward
25 Kayal, Suchandan
25 Pender, Jamol J.
25 Xu, Maochao
24 Adan, Ivo J. B. F.
24 Barmalzan, Ghobad
24 Sordo, Miguel Ángel
23 Badía, Francisco German
23 Gupta, Ramesh Chandra
22 Eryılmaz, Serkan N.
22 Mahmoud, Hosam M.
22 Nanda, Asok K.
22 Pellerey, Franco
22 Shaked, Moshe
22 Yechiali, Uri
21 Sunoj, Sreenarayanapurath Madhavan
20 Hazra, Nil Kamal
20 Kochar, Subhash C.
20 Lefèvre, Claude
20 Özekici, Süleyman
19 Burkschat, Marco
19 Zacks, Shelemyahu
18 Borst, Sem C.
18 Ding, Weiyong
18 Economou, Antonis
18 Izadkhah, Salman
18 Righter, Rhonda
18 Suarez-Llorens, Alfonso
18 Wang, Jinting
18 Zwart, Bert P.
17 Longobardi, Maria
17 Mao, Tiantian
17 Spizzichino, Fabio L.
16 Aissani, Djamil
16 Fang, Rui
16 Kamps, Udo
16 Misra, Neeraj Kumar
16 Ross, Sheldon Mark
16 van Dijk, Nico M.
16 van Leeuwaarden, Johan S. H.
16 Yan, Rongfang
15 Ayesta, Urtzi
15 Katehakis, Michael N.
14 Li, Chen
14 Sangüesa, Carmen
14 Shi, Zhiyan
14 Zhuang, Weiwei
13 Ahmadi, Jafar
13 Ayhan, Hayriye
13 Cui, Lirong
13 Glazebrook, Kevin D.
13 Guo, Xianping
13 Heidergott, Bernd F.
13 Pacheco, António
13 Taylor, Peter Gerrard
13 Wang, Jiantian
13 Weiss, Gideon
13 Zhang, Zhengcheng
12 Cramer, Erhard
12 Down, Douglas G.
12 Fang, Longxiang
12 Haidari, Abedin
12 Khaledi, Baha-Eldin
12 Kundu, Chanchal
12 Liu, Yunan
12 Mitra, Murari
12 Mohtashami Borzadaran, Gholam Reza
12 Pang, Guodong
12 Psarrakos, Georgios
12 Škulj, Damjan
12 Vlasiou, Maria
12 Yang, Weiguo
11 Alamatsaz, Mohammad Hossein
11 Barron, Yonit
11 Boucherie, Richard J.
11 Da, Gaofeng
11 Denuit, Michel M.
11 Frostig, Esther
11 Kella, Offer
11 Oliveira, Paulo Eduardo
11 Ortega, Eva-María
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Cited in 423 Journals

273 Probability in the Engineering and Informational Sciences
257 Queueing Systems
248 Communications in Statistics. Theory and Methods
234 European Journal of Operational Research
179 Journal of Applied Probability
160 Statistics & Probability Letters
121 Annals of Operations Research
115 Operations Research Letters
94 Methodology and Computing in Applied Probability
76 Stochastic Models
72 Advances in Applied Probability
70 Naval Research Logistics
68 Journal of Statistical Planning and Inference
67 Insurance Mathematics & Economics
61 Applied Stochastic Models in Business and Industry
60 Metrika
55 The Annals of Applied Probability
51 Statistics
50 Journal of Multivariate Analysis
49 Mathematical Methods of Operations Research
45 Journal of Computational and Applied Mathematics
45 Operations Research
41 Computers & Operations Research
39 Statistical Papers
38 Stochastic Processes and their Applications
36 Communications in Statistics. Simulation and Computation
34 Applied Mathematical Modelling
33 Applied Mathematics and Computation
29 Mathematical Problems in Engineering
24 International Journal of Approximate Reasoning
24 Journal of Industrial and Management Optimization
23 Test
23 Stochastic Systems
22 Stochastic Analysis and Applications
22 Mathematical and Computer Modelling
22 Discrete Event Dynamic Systems
21 Journal of Mathematical Analysis and Applications
20 Journal of Theoretical Probability
20 Top
19 Mathematics of Operations Research
19 Journal of Statistical Computation and Simulation
18 Physica A
18 Opsearch
18 Random Structures & Algorithms
17 Theoretical Computer Science
17 Bernoulli
16 Computers & Mathematics with Applications
16 Journal of Statistical Physics
16 Computational Statistics and Data Analysis
15 Discrete Applied Mathematics
15 Journal of the Korean Statistical Society
14 Discrete Dynamics in Nature and Society
13 INFORMS Journal on Computing
13 RAIRO. Operations Research
13 Scandinavian Actuarial Journal
12 Automatica
12 Automation and Remote Control
12 OR Spectrum
11 Annals of the Institute of Statistical Mathematics
11 Information Sciences
11 Linear Algebra and its Applications
11 Journal of Scheduling
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11 Journal of Statistical Mechanics: Theory and Experiment
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10 Lithuanian Mathematical Journal
10 Metron
10 Asia-Pacific Journal of Operational Research
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10 Sankhyā. Series B
9 The Annals of Probability
9 Journal of Optimization Theory and Applications
9 Acta Mathematicae Applicatae Sinica. English Series
9 Combinatorics, Probability and Computing
8 Networks
8 Cybernetics and Systems Analysis
8 Electronic Journal of Probability
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
8 Journal of Inequalities and Applications
8 Communications in Nonlinear Science and Numerical Simulation
7 Mathematical Biosciences
7 The Annals of Statistics
7 INFOR
7 Ricerche di Matematica
7 Statistica
7 International Transactions in Operational Research
7 Extremes
7 Journal of Applied Mathematics
7 ASTIN Bulletin
7 Advances in Operations Research
7 Dependence Modeling
7 International Journal of Systems Science. Principles and Applications of Systems and Integration
6 Fuzzy Sets and Systems
6 SIAM Journal on Control and Optimization
6 Systems & Control Letters
6 Acta Applicandae Mathematicae
6 Optimization
6 Statistical Science
6 Algorithmica
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Cited in 49 Fields

2,578 Probability theory and stochastic processes (60-XX)
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352 Computer science (68-XX)
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