## 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: Published electronic only as of Vol. 29 (2015). Print-ISSN until then: 0269-9648.
 Documents Indexed: 1,078 Publications (since 1987) References Indexed: 892 Publications with 14,863 References.
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### Authors

 41 Ross, Sheldon Mark 26 Hu, Taizhong 16 Perry, David 16 Righter, Rhonda 16 Shanthikumar, Jeyaveerasingam George 15 Brown, Mark 15 Mandjes, Michel Robertus Hendrikus 12 Adan, Ivo J. B. F. 12 Hordijk, Arie 12 Hwang, Frank Kwangming 12 Stadje, Wolfgang 11 Boxma, Onno Johan 11 Mahmoud, Hosam M. 11 Nadarajah, Saralees 11 Shaked, Moshe 11 Whitt, Ward 10 Coffman, Edward Grady jun. 10 Gupta, Ramesh Chandra 10 Kochar, Subhash C. 10 Li, Xiaohu 10 Zhao, Peng 9 Belzunce, Félix 9 Boucherie, Richard J. 9 Chao, Xiuli 9 Katehakis, Michael N. 9 Kella, Offer 9 Tijms, Henk C. 9 Yechiali, Uri 8 Balakrishnan, Narayanaswamy 8 Glynn, Peter W. 8 Khaledi, Baha-Eldin 8 Koole, Ger 8 Kulkarni, Vidyadhar G. 8 Peköz, Erol A. 8 Pinedo, Michael L. 8 Ruiz, José-María 8 van Dijk, Nico M. 8 Xu, Maochao 7 Angus, John E. 7 Block, Henry W. 7 Mao, Tiantian 7 Spizzichino, Fabio L. 7 Weiss, Gideon 7 Zhuang, Weiwei 6 Bambos, Nicholas 6 Feinberg, Eugene Aleksandrovich 6 Kharoufeh, Jeffrey P. 6 Lewis, Mark E. 6 Miyazawa, Masakiyo 6 Savits, Thomas H. 5 Altman, Eitan 5 Borkar, Vivek Shripad 5 Chen, Mayru 5 Down, Douglas G. 5 Frostig, Esther 5 Kirmani, Syed N. U. A. 5 Konsowa, Mokhtar H. 5 Lin, Jinn-Tyan 5 Navarro, Jorge 5 Özekici, Süleyman 5 Proschan, Frank 5 Sigman, Karl 5 van der Wal, Jan 5 Wang, Xingchun 5 Yamazaki, Genji 4 Ahn, Hyun-Soo 4 Aldous, David John 4 Ayhan, Hayriye 4 Badía, Francisco German 4 Baxter, Laurence A. 4 Boland, Philip J. 4 Cha, Ji Hwan 4 Chaudhry, Mohan L. 4 Derman, Cyrus 4 Ding, Weiyong 4 Fishman, George Samuel 4 Glazebrook, Kevin D. 4 Haviv, Moshe 4 Hofri, Micha 4 Koutras, Markos V. 4 Lindvall, Torgny 4 Lippman, Steven A. 4 Lu, Yingdong 4 Miyoshi, Naoto 4 Oluyede, Broderick Olusegun 4 Pekergin, Nihal 4 Resing, Jacques A. C. 4 Spieksma, Flora Margaretha 4 Suter, Florentina 4 Taylor, Peter Gerrard 4 Teneketzis, Demosthenis 4 Tong, Yung Liang 4 van der Laan, Dinard 4 van Ommeren, Jan-Kees C. W. 4 Vlasiou, Maria 4 Walrand, Jean C. 4 Wang, Chiali 4 Withers, Christopher Stroude 4 Yang, Weiguo 4 Yao, Yi-Ching ...and 1,081 more Authors
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### Fields

 690 Probability theory and stochastic processes (60-XX) 533 Operations research, mathematical programming (90-XX) 205 Statistics (62-XX) 98 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 77 Computer science (68-XX) 37 Numerical analysis (65-XX) 34 Combinatorics (05-XX) 17 Biology and other natural sciences (92-XX) 16 Systems theory; control (93-XX) 11 Information and communication theory, circuits (94-XX) 4 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Geophysics (86-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX)

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754 Publications have been cited 4,805 times in 3,502 Documents Cited by Year
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Some results on reversed hazard rate. Zbl 1087.62510
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Stochastic comparisons of parallel systems when components have proportional hazard rates. Zbl 1142.62084
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Stochastic comparisons of nonhomogeneous processes. Zbl 0983.60046
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Numerical transform inversion using Gaussian quadrature. Zbl 1095.65116
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Stochastic comparisons on residual life and inactivity time of series and parallel systems. Zbl 1037.60017
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Ordering conditional distributions of generalized order statistics. Zbl 1125.60015
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How to obtain bathtub-shaped failure rate models from normal mixtures. Zbl 1070.62094
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On/off storage systems with state-dependent input, output, and switching rates. Zbl 1063.90001
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2005
The deviation matrix of a continuous-time Markov chain. Zbl 1011.60057
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Reliability of complex devices in random environments. Zbl 1133.90321
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Imprecise Markov chains and their limit behavior. Zbl 1183.60026
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Reliability properties of extended linear failure-rate distributions. Zbl 1124.60015
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2007
On the signature of coherent systems and applications. Zbl 1137.90460
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Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025
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2010
Random intersection graphs with tunable degree distribution and clustering. Zbl 1180.68212
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2009
Nonhomogeneous Poisson processes and logconcavity. Zbl 1013.60008
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2000
On partial orderings between coherent systems with different structures. Zbl 0984.60026
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2001
Average cost semi-Markov decision processes and the control of queueing systems. Zbl 1134.60408
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1989
Information and uncertainty in a queuing system. Zbl 1122.90021
Hassin, Refael
2007
Series expansions for finite-state Markov chains. Zbl 1124.60056
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2007
A note on negative customers, GI/G/1 workload, and risk processes. Zbl 1097.60509
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1997
Optimal control of a two-stage tandem queuing system with flexible servers. Zbl 1038.90018
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2002
On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing. Zbl 1133.60327
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1987
Scheduling multiclass single server queueing systems to stochastically maximize the number of successful departures. Zbl 1134.90413
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1989
On the optimality of the generalized shortest queue policy. Zbl 1134.90340
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1990
Stochastic orderings between spacings of generalized order statistics. Zbl 1015.62050
Franco, Manuel; Ruiz, José M.; Ruiz, M. Carmen
2002
Some results about MIT order and IMIT class of life distributions. Zbl 1122.60018
Li, Xiaohu; Xu, Maochao
2006
Retrial networks with finite buffers and their application to internet data traffic. Zbl 1152.90380
Avrachenkov, Kostia; Yechiali, Uri
2008
The subgroup algorithm for generating uniform random variables. Zbl 1133.60300
1987
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
1988
Active redundancy allocation in coherent systems. Zbl 1134.90350
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
1988
Bayes burn-in decision procedures. Zbl 1134.90355
Clarotti, C. A.; Spizzichino, F.
1990
Characterizations of the RHR and MIT orderings and the DRHR and IMIT classes of life distributions. Zbl 1336.60027
2005
Transient analysis of immigration birth-death processes with total catastrophes. Zbl 1019.60079
Chao, Xiuli; Zheng, Yuxi
2003
Further results involving the MIT order and the IMIT class. Zbl 1075.60010
Ahmad, I. A.; Kayid, M.; Pellerey, F.
2005
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
2008
Stochastic comparisons of largest order statistics from multiple-outlier exponential models. Zbl 1275.62046
Zhao, Peng; Balakrishnan, N.
2012
On residual lifetimes of $$k$$-out-of-$$n$$ systems with nonidentical components. Zbl 1190.90060
Kochar, Subhash; Xu, Maochao
2010
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
2004
On life distributions having monotone residual variance. Zbl 1133.62356
Gupta, Ramesh C.; Kirmani, S. N. U. A.; Launer, Robert L.
1987
On the assignment of customers to parallel queues. Zbl 1134.90341
Hordijk, Arie; Koole, Ger
1992
Stabilizing performance in networks of queues with time-varying arrival rates. Zbl 1371.60162
Liu, Yunan; Whitt, Ward
2014
Multivariate stochastic comparisons of sequential order statistics. Zbl 1111.62047
Zhuang, Weiwei; Hu, Taizhong
2007
A stochastic clearing model with a Brownian and a compound Poisson component. Zbl 1064.60186
Kella, Offer; Perry, David; Stadje, Wolfgang
2003
The effect of increasing routing choice on resource pooling. Zbl 0971.90017
Turner, Stephen R. E.
1998
Upper first-exit times of compound Poisson processes revisited. Zbl 1053.60049
2003
Limiting distributions for path lengths in recursive trees. Zbl 1134.68361
Mahmoud, Mosam M.
1991
First-passage percolation on the random graph. Zbl 0988.05083
van der Hofstad, Remco; Hooghiemstra, Gerard; Van Mieghem, Piet
2001
Some extensions of the residual lifetime and its connection to the cumulative residual entropy. Zbl 1259.60016
Kapodistria, Stella; Psarrakos, Georgios
2012
Role of equilibrium distribution in reliability studies. Zbl 1115.60081
Gupta, Ramesh C.
2007
Stochastic properties of spacings in a single-outlier exponential model. Zbl 0987.60031
Khaledi, Baha-Eldin; Kochar, Subhash
2001
Linear birth/immigration-death process with binomial catastrophes. Zbl 1370.60127
Kapodistria, Stella; Phung-Duc, Tuan; Resing, Jacques
2016
Staffing a service system with non-Poisson non-stationary arrivals. Zbl 1370.90135
He, Beixiang; Liu, Yunan; Whitt, Ward
2016
Monotone stochastic recursions and their duals. Zbl 1095.60519
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1996
Ageing characteristics of the Weibull mixtures. Zbl 1095.60509
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1996
Exploiting the waiting time paradox. Applications of the size-biasing transformation. Zbl 1119.60073
Brown, Mark
2006
Identifying coefficients in the spectral representation for first passage time distributions. Zbl 1133.60342
Brown, Mark; Shao, Yi-Shi
1987
Intrinsic aging and classes of nonparametric distributions. Zbl 1178.60018
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2009
On conditions for mixtures of increasing failure rate distributions to have an increasing failure rate. Zbl 0967.60011
Lynch, James D.
1999
Martingale method for ruin probability in an autoregressive model with constant interest rate. Zbl 1065.62182
Yang, Hailiang; Zhang, Lihong
2003
A note on stochastic scheduling on a single machine subject to breakdown and repair. Zbl 1134.90410
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1988
Constrained discounted Markov decision chains. Zbl 1134.90531
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1991
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
2003
Modeling a failure rate for a mixture of distribution functions. Zbl 0982.62084
Finkelstein, Max S.; Esaulova, Veronica
2001
Stochastic properties of $$p$$-spacings of generalized order statistics. Zbl 1079.62052
Hu, Taizhong; Zhuang, Weiwei
2005
Discrete time risk models under rates of interest. Zbl 1031.91057
Cai, Jun
2002
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
2004
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.
2009
Dynamic visit-order rules for batch-service polling. Zbl 1336.90027
van der Wal, Jan; Yechiali, Uri
2003
Nonstationary loss queues via cumulant moment approximations. Zbl 1370.60177
Pender, Jamol
2015
On generalized cumulative entropies. Zbl 1370.94387
Kayal, Suchandan
2016
Rare event simulation. Zbl 1101.65005
Lagnoux, Agnès
2006
New stochastic orders based on double truncation. Zbl 1096.60513
Navarro, Jorge; Belzunce, Felix; Ruiz, Jose M.
1997
A successive lumping procedure for a class of Markov chains. Zbl 1261.60071
Katehakis, Michael N.; Smit, Laurens C.
2012
Dynamic scheduling of a four-station queueing network. Zbl 1134.90408
Laws, C. N.; Louth, G. M.
1990
Improving stochastic relaxation for Gaussian random fields. Zbl 1134.60347
Barone, Piero; Frigessi, Arnoldo
1990
The waiting-time distribution for the $$GI/G/1$$ queue under the $$D$$-policy. Zbl 1134.60401
Li, Jingwen; Niu, Shun-Chen
1992
Maximum values in queueing processes. Zbl 1335.60168
Berger, Arthur W.; Whitt, Ward
1995
Bias optimality in a queue with admission control. Zbl 0969.90030
Lewis, Mark E.; Ayhan, Hayriye; Foley, Robert D.
1999
A new look at organ transplantation models and double matching queues. Zbl 1213.90085
Boxma, Onno J.; David, Israel; Perry, David; Stadje, Wolfgang
2011
Infinite-server queues with batch arrivals and dependent service times. Zbl 1270.60105
Pang, Guodong; Whitt, Ward
2012
Analytically explicit results for the GI/C-MSP/1/$$\infty$$ queueing system using roots. Zbl 1255.60160
Chaudhry, M. L.; Samanta, S. K.; Pacheco, A.
2012
Dobson, Ian; Carreras, Benjamin A.; Newman, David E.
2005
Maintenance policy for a continuously monitored deteriorating system. Zbl 1048.90082
Bérenguer, C.; Grall, A.; Dieulle, L.; Roussignol, M.
2003
Fitting discrete distributions on the first two moments. Zbl 1336.60035
Adan, Ivo; van Eenige, Michel; Resing, Jacques
1995
Optimal pricing and production policies of a make-to-stock system with fluctuating demand. Zbl 1181.90104
Gayon, Jean-Philippe; Talay-Değirmenci, Işılay; Karaesmen, Fikri; Örmeci, E. Lerzan
2009
An $$M/G/1$$ retrial queue with unreliable server for streaming multimedia applications. Zbl 1178.60066
Sherman, Nathan P.; Kharoufeh, Jeffrey P.; Abramson, Mark A.
2009
Risk models in insurance and epidemics: a bridge through randomized polynomials. Zbl 1414.91212
Lefèvre, Claude; Picard, Philippe
2015
Bounds on tail probabilities of discrete distributions. Zbl 0967.62014
Klar, Bernhard
2000
On optimal and equilibrium retrial rates in a queueing system. Zbl 1095.60513
Hassin, Refael; Haviv, Moshe
1996
Equilibrium strategies for processor sharing and random queues with relative priorities. Zbl 1096.60521
Haviv, Moshe; van der Wal, Jan
1997
On cumulative residual extropy. Zbl 1485.62007
Jahanshahi, S. M. A.; Zarei, H.; Khammar, A. H.
2020
Degree-based Gini index for graphs. Zbl 1440.05066
Domicolo, Carly; Mahmoud, Hosam
2020
Quantile-based study of (dynamic) inaccuracy measures. Zbl 1440.62131
Kayal, Suchandan; Moharana, Rajesh; Sunoj, S. M.
2020
The generalized entropy ergodic theorem for nonhomogeneous Markov chains indexed by a homogeneous tree. Zbl 1434.60186
Huang, Huilin
2020
Diffusion limits for a Markov modulated binomial counting process. Zbl 1434.60110
Spreij, Peter; Storm, Jaap
2020
Continuous review inventory models for perishable items with leadtimes. Zbl 1486.90008
Baron, Opher; Berman, Oded; Perry, David
2020
A particular bidimensional time-dependent renewal risk model with constant interest rates. Zbl 1434.60254
Fu, Ke-Ang; Ni, Chang; Chen, Hao
2020
Extreme value analysis without the largest values: what can be done? Zbl 1440.62174
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady
2020
Complete moment convergence for arrays of rowwise negatively associated random variables and its application in non-parametric regression model. Zbl 1409.60045
Wu, Yi; Wang, Xuejun; Sung, Soo Hak
2018
Pricing vulnerable European options with stochastic correlation. Zbl 1419.91630
Wang, Xingchun
2018
The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors. Zbl 1431.62131
Xia, Hao; Wu, Yi; Tao, Xinran; Wang, Xuejun
2018
Hydrodynamic limit of order-book dynamics. Zbl 1419.91581
Gao, Xuefeng; Deng, S. J.
2018
Some limiting behavior for asymptotically negative associated random variables. Zbl 1409.60044
Wu, Qunying; Jiang, Yuanying
2018
Energy-aware navigation in large-scale evacuation using G-networks. Zbl 1423.90018
Bi, Huibo; Abdelrahman, Omer H.
2018
Bandit strategies evaluated in the context of clinical trials in rare life-threatening diseases. Zbl 1462.62691
Villar, Sofía S.
2018
Budget allocations in operational risk management. Zbl 1426.91150
Xu, Yuqian; Zhang, Jiawei; Pinedo, Michael
2018
Likelihood ratio ordering of parallel systems with heterogeneous scaled components. Zbl 1423.60040
Wang, Jiantian
2018
Myopic policies for non-preemptive scheduling of jobs with decaying value. Zbl 1411.90169
Master, Neal; Chan, Carri W.; Bambos, Nicholas
2018
Approximating and stabilizing dynamic rate Jackson networks with abandonment. Zbl 1370.60178
Pender, Jamol; Massey, William A.
2017
Analysis of multi-resource loss system with state-dependent arrival and service rates. Zbl 1400.60115
Naumov, Valeriy; Samouylov, Konstantin
2017
Analytical valuation of vulnerable options in a discrete-time framework. Zbl 1414.91393
Wang, Xingchun
2017
Stochastic comparisons of systems based on sequential order statistics via properties of distorted distributions. Zbl 1411.60031
Burkschat, M.; Navarro, J.
2017
Some sufficient conditions for relative aging of life distributions. Zbl 1370.60158
Misra, Neeraj; Francis, Jisha; Naqvi, Sameen
2017
G-networks and their applications to machine learning, energy packet networks and routing: Introduction to the special issue. Zbl 1442.68004
2017
Finite capacity energy packet networks. Zbl 1443.68036
2017
Optimum energy for energy packet networks. Zbl 1401.90061
Yin, Yonghua
2017
On stochastic comparisons for load-sharing series and parallel systems. Zbl 1370.90013
Finkelstein, Maxim; Hazra, Nil Kamal
2017
Finding non-stationary state probabilities of G-network with signals and customers batch removal. Zbl 1401.90060
Matalytski, Mikhail
2017
Pricing vulnerable American put options under jump-diffusion processes. Zbl 1414.91392
Wang, Guanying; Wang, Xingchun; Liu, Zhongyi
2017
A two-class retrial system with coupled orbit queues. Zbl 1370.90087
Dimitriou, Ioannis
2017
Hitting time distributions for birth-death processes with bilateral absorbing boundaries. Zbl 1370.60145
Mao, Yong-Hua; Zhang, Chi
2017
On sums of independent generalized Pareto random variables with applications to insurance and cat bonds. Zbl 1411.60067
Nadarajah, Saralees; Zhang, Yuanyuan; Pogány, Tibor K.
2017
Processor sharing G-queues with inert customers and catastrophes: a model for server aging and rejuvenation. Zbl 1443.68035
Fourneau, J.-M.; Ait El Majhoub, Y.
2017
Echo state queueing networks: a combination of reservoir computing and random neural networks. Zbl 1442.68190
Basterrech, Sebastián; Rubino, Gerardo
2017
A Markov-modulated diffusion model for energy harvesting sensor nodes. Zbl 1443.68033
Abdelrahman, Omer H.
2017
A queueing model with randomized depletion of inventory. Zbl 1370.90083
Albrecher, Hansjörg; Boxma, Onno; Essifi, Rim; Kuijstermans, Richard
2017
Recursive backward scheme for the solution of a BSDE with a non Lipschitz generator. Zbl 1414.91391
Tardelli, Paola
2017
On the identification and mitigation of weaknesses in the knowledge gradient policy for multi-armed bandits. Zbl 1414.91105
Edwards, James; Fearnhead, Paul; Glazebrook, Kevin
2017
Rare event analysis and efficient simulation for a multi-dimensional ruin problem. Zbl 1370.60047
Cahen, Ewan Jacov; Mandjes, Michel; Zwart, Bert
2017
Asymptotically optimal multi-armed bandit policies under a cost constraint. Zbl 1373.62040
Burnetas, Apostolos; Kanavetas, Odysseas; Katehakis, Michael N.
2017
Analysis and optimization of blood-testing procedures. Zbl 1370.92064
Bar-Lev, Shaul K.; Boxma, Onno; Perry, David; Vastazos, Lazaros P.
2017
Random neural network learning heuristics. Zbl 1441.68205
2017
Finding expected revenues in G-network with signals and customers batch removal. Zbl 1409.60135
Matalytski, Mikhail; Kopats, Dmitry
2017
Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043
Kuhn, Julia; Mandjes, Michel; Taimre, Thomas
2017
Ordering properties of spacings from heterogeneous geometric samples. Zbl 1416.62267
Ding, Weiyong; Zhang, Yiying; Zhao, Peng
2017
Linear birth/immigration-death process with binomial catastrophes. Zbl 1370.60127
Kapodistria, Stella; Phung-Duc, Tuan; Resing, Jacques
2016
Staffing a service system with non-Poisson non-stationary arrivals. Zbl 1370.90135
He, Beixiang; Liu, Yunan; Whitt, Ward
2016
On generalized cumulative entropies. Zbl 1370.94387
Kayal, Suchandan
2016
On weighted $$k$$-out-of-$$n$$ systems with statistically dependent component lifetimes. Zbl 1370.60034
Li, Xiaohu; You, Yinping; Fang, Rui
2016
Optimal dividend-reinsurance with two types of premium principles. Zbl 1414.91220
Meng, Hui; Zhou, Ming; Siu, Tak Kuen
2016
Staffing to stabilize blocking in loss models with time-varying arrival rates. Zbl 1370.90090
Li, Andrew; Whitt, Ward; Zhao, Jingtong
2016
A quantile-based probabilistic mean value theorem. Zbl 1373.60028
Di Crescenzo, Antonio; Martinucci, Barbara; Mulero, Julio
2016
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang
2016
G-networks of unreliable nodes. Zbl 1370.60156
Fourneau, Jean-Michel
2016
Cartesian product partitioning of multi-dimensional reachable state spaces. Zbl 1370.60124
Dayar, Tuǧrul; Orhan, M. Can
2016
A stochastic approximation algorithm for stochastic semidefinite programming. Zbl 1370.90159
Gaujal, Bruno; Mertikopoulos, Panayotis
2016
Asymptotic analysis of optimal nested group-testing procedures. Zbl 1373.62077
Zaman, Nabil; Pippenger, Nicholas
2016
Strategic dynamic jockeying between two parallel queues. Zbl 1370.90086
Dehghanian, Amin; Kharoufeh, Jeffrey P.; Modarres, Mohammad
2016
Degree profile of $$m$$-ary search trees: a vehicle for data structure compression. Zbl 1420.68080
Kalpathy, Ravi; Mahmoud, Hosam
2016
A de Bruijn’s identity for dependent random variables based on copula theory. Zbl 1370.94379
Khoolenjani, Nayereh Bagheri; Alamatsaz, Mohammad Hossein
2016
The running maximum of a level-dependent quasi-birth-death process. Zbl 1370.60128
Mandjes, Michel; Taylor, Peter
2016
Mean residual life function for additive and multiplicative hazard rate models. Zbl 1373.62496
Gupta, Ramesh C.
2016
Product-form in G-networks. Zbl 1370.60157
Marin, Andrea
2016
Performance of non-cooperative routing over parallel non-observable queues. Zbl 1370.90084
Brun, Olivier
2016
Stochastic optimal dynamic control of $$\mathrm{GI}_m/\mathrm{GI}_m/1_n$$ queues with time-varying workloads. Zbl 1370.60175
Lu, Yingdong; Sharma, Mayank; Squillante, Mark S.; Zhang, Bo
2016
Nonstationary loss queues via cumulant moment approximations. Zbl 1370.60177
Pender, Jamol
2015
Risk models in insurance and epidemics: a bridge through randomized polynomials. Zbl 1414.91212
Lefèvre, Claude; Picard, Philippe
2015
Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160
Blom, Joke; De Turck, Koen; Mandjes, Michel
2015
Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps. Zbl 1414.91387
Prakasa Rao, B. L. S.
2015
DES and RES processes and their explicit solutions. Zbl 1370.60172
Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Floske M.
2015
Asymptotic expansions of generalized quantiles and expectiles for extreme risks. Zbl 1373.62216
Mao, Tiantian; Ng, Kai Wang; Hu, Taizhong
2015
Multi-armed bandits under general depreciation and commitment. Zbl 1414.91104
Cowan, Wesley; Katehakis, Michael N.
2015
Relations between stochastic orderings and generalized stochastic precedence. Zbl 1370.60029
De Santis, Emilio; Fantozzi, Fabio; Spizzichino, Fabio
2015
Countable state Markov processes: non-explosiveness and moment function. Zbl 1379.60088
Spieksma, F. M.
2015
Some new results on the largest order statistics from multiple-outlier gamma models. Zbl 1373.62215
Zhao, Peng; Hu, Yanni; Zhang, Yiying
2015
Strong law of large numbers for Markov chains indexed by spherically symmetric trees. Zbl 1370.60056
Weicai, Peng; Weiguo, Yang; Zhiyan, Shi
2015
Optimal maintenance of semi-Markov missions. Zbl 1370.60153
Çekyay, Bora; Özekici, Süleyman
2015
Heavy-traffic analysis of a non-preemptive multi-class queue with relative priorities. Zbl 1370.60170
Izagirre, A.; Verloop, I. M.; Ayesta, U.
2015
The invariant measure of random walks in the quarter-plane: representation in geometric terms. Zbl 1370.60086
Chen, Yanting; Boucherie, Richard J.; Goseling, Jasper
2015
The failure rate shape for a mixture of two gammas. Zbl 06776119
Block, Henry W.; Savits, Thomas H.; Langberg, Naftali A.
2015
Optimization of overflow policies in call centers. Zbl 1370.90088
Koole, G. M.; Nielsen, B. F.; Nielsen, T. B.
2015
From boundary crossing of non-random functions to boundary crossing of stochastic processes. Zbl 1370.60072
Brown, Mark; de la Peña, Victor; Sit, Tony
2015
Optimal switching on and off the entire service capacity of a parallel queue. Zbl 1370.90284
Feinberg, Eugene A.; Zhang, Xiaoxuan
2015
Portfolio optimization in a default model under full/partial information. Zbl 1414.91347
Lim, Thomas; Quenez, Marie-Claire
2015
Study of instant system availability. Zbl 1370.60148
Huang, Kai; Mi, Jie
2015
On the Adan-Weiss loss model having skill-based servers and longest idle assignment rule. Zbl 1393.90051
Haji, Babak
2015
Reliability studies of bivariate Birnbaum-Saunders distribution. Zbl 1373.62495
Gupta, Ramesh C.
2015
Exact distribution of intermittently changing positive and negative compound Poisson process driven by an alternating renewal process and related functions. Zbl 1370.60149
Xu, Yifan; De, Shyamal K.; Zacks, Shelemyahu
2015
Theoretical properties of the weighted generalized gamma and related distributions. Zbl 1370.60024
Priyadarshani, Hewa A.; Oluyede, Broderick O.
2015
Static stochastic Knapsack problems. Zbl 1370.90207
Chen, Kai; Ross, Sheldon M.
2015
Approximating local volatility functions of stochastic volatility models: a closed-form expansion approach. Zbl 1414.91361
An, Yu; Li, Chenxu
2015
Stabilizing performance in networks of queues with time-varying arrival rates. Zbl 1371.60162
Liu, Yunan; Whitt, Ward
2014
Optimal control of a two-server queueing system with failures. Zbl 1369.90049
Özkan, Erhun; Kharoufeh, Jeffrey P.
2014
The Israeli queue with infinite number of groups. Zbl 1306.60144
Perel, Nir; Yechiali, Uri
2014
Asymptotics for a discrete-time risk model with the emphasis on financial risk. Zbl 1369.91088
Hashorva, Enkelejd; Li, Jinzhu
2014
Heavy-traffic analysis of $$k$$-limited polling systems. Zbl 1371.60168
Boon, M. A. A.; Winands, E. M. M.
2014
Building random trees from blocks. Zbl 1287.05139
Gopaladesikan, M.; Mahmoud, H.; Ward, M. D.
2014
The optimal admission threshold in observable queues with state dependent pricing. Zbl 1302.90042
Borgs, Christian; Chayes, Jennifer T.; Doroudi, Sherwin; Harchol-Balter, Mor; Xu, Kuang
2014
Some properties of binary series-parallel graphs. Zbl 1370.05192
Mahmoud, Hosam M.
2014
Catalan’s trapezoids. Zbl 1351.05014
Reuveni, Shlomi
2014
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### Cited by 3,837 Authors

 64 Balakrishnan, Narayanaswamy 61 Li, Xiaohu 53 Hu, Taizhong 52 Mandjes, Michel Robertus Hendrikus 51 Zhao, Peng 42 Boxma, Onno Johan 42 Perry, David 30 Belzunce, Félix 30 Navarro, Jorge 28 Stadje, Wolfgang 26 Cha, Ji Hwan 26 Kayid, Mohamed 26 Ruiz, José-María 25 Sankaran, Paduthol Godan 25 Xu, Maochao 24 Finkelstein, Maxim 23 Adan, Ivo J. B. F. 23 Gupta, Ramesh Chandra 22 Nanda, Asok K. 21 Di Crescenzo, Antonio 21 Nair, N. Unnikrishnan 21 Pender, Jamol 21 Shaked, Moshe 21 Whitt, Ward 20 Kochar, Subhash C. 19 Badía, Francisco German 19 Burkschat, Marco 19 Eryılmaz, Serkan N. 19 Sordo, Miguel Ángel 19 Zhang, Yiying 18 Asadi, Majid 18 Izadkhah, Salman 18 Özekici, Süleyman 18 Righter, Rhonda 18 Zacks, Shelemyahu 17 Borst, Sem C. 17 Lefèvre, Claude 17 Mahmoud, Hosam M. 17 Pellerey, Franco 17 Wang, Jinting 17 Yechiali, Uri 17 Zwart, Bert P. 16 Aissani, Djamil 16 Economou, Antonis 16 van Dijk, Nico M. 15 Barmalzan, Ghobad 15 Spizzichino, Fabio L. 15 van Leeuwaarden, Johan S. H. 14 Ayesta, Urtzi 14 Mao, Tiantian 13 Glazebrook, Kevin D. 13 Guo, Xianping 13 Katehakis, Michael N. 13 Kayal, Suchandan 13 Misra, Neeraj Kumar 13 Suarez-Llorens, Alfonso 13 Taylor, Peter Gerrard 13 Weiss, Gideon 13 Zhuang, Weiwei 12 Ding, Weiyong 12 Hazra, Nil Kamal 12 Kamps, Udo 12 Khaledi, Baha-Eldin 12 Longobardi, Maria 12 Sunoj, Sreenarayanapurath Madhavan 12 Wang, Jiantian 12 Zhang, Zhengcheng 11 Ayhan, Hayriye 11 Cui, Lirong 11 Da, Gaofeng 11 Denuit, Michel M. 11 Heidergott, Bernd F. 11 Li, Chen 11 Pang, Guodong 11 Sangüesa, Carmen 11 Vlasiou, Maria 10 Ahmadi, Jafar 10 Barron, Yonit 10 Feinberg, Eugene Aleksandrovich 10 Gupta, Rameshwar D. 10 Kella, Offer 10 Kirmani, Syed N. U. A. 10 Kundu, Chanchal 10 Liu, Yunan 10 Ortega, Eva-María 10 Psarrakos, Georgios 10 Shanthikumar, Jeyaveerasingam George 10 Van der Mei, Robert Douwe 10 Vanderperre, Edmond J. 9 Ahmad, Ibrahim A. 9 Avrachenkov, Konstantin Evgen’evich 9 Bar-Lev, Shaul K. 9 Bouchentouf, Amina Angelika 9 Chaudhry, Mohan L. 9 Cramer, Erhard 9 Fang, Rui 9 Foss, Sergey G. 9 Frostig, Esther 9 Giorno, Virginia 9 Gupta, Umesh Chandra ...and 3,737 more Authors
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### Cited in 370 Journals

 239 Queueing Systems 221 European Journal of Operational Research 188 Probability in the Engineering and Informational Sciences 175 Communications in Statistics. Theory and Methods 158 Journal of Applied Probability 147 Statistics & Probability Letters 107 Operations Research Letters 100 Annals of Operations Research 73 Methodology and Computing in Applied Probability 72 Stochastic Models 66 Journal of Statistical Planning and Inference 61 Advances in Applied Probability 59 Insurance Mathematics & Economics 53 Metrika 50 The Annals of Applied Probability 49 Journal of Multivariate Analysis 45 Mathematical Methods of Operations Research 44 Operations Research 39 Statistics 37 Computers & Operations Research 35 Stochastic Processes and their Applications 34 Statistical Papers 33 Applied Mathematics and Computation 31 Applied Mathematical Modelling 30 Journal of Computational and Applied Mathematics 28 Mathematical Problems in Engineering 25 Applied Stochastic Models in Business and Industry 24 Communications in Statistics. Simulation and Computation 22 Naval Research Logistics 22 Stochastic Analysis and Applications 22 Mathematical and Computer Modelling 21 Stochastic Systems 20 Journal of Mathematical Analysis and Applications 20 Discrete Event Dynamic Systems 19 Mathematics of Operations Research 19 Journal of Theoretical Probability 19 Top 17 Journal of Statistical Computation and Simulation 17 Test 17 Journal of Industrial and Management Optimization 16 Opsearch 16 Theoretical Computer Science 16 International Journal of Approximate Reasoning 15 Computers & Mathematics with Applications 14 Discrete Applied Mathematics 14 Computational Statistics and Data Analysis 13 INFORMS Journal on Computing 13 Journal of the Korean Statistical Society 12 Journal of Statistical Physics 12 Automation and Remote Control 12 Bernoulli 12 RAIRO. Operations Research 11 Physica A 11 Annals of the Institute of Statistical Mathematics 11 Random Structures & Algorithms 11 Linear Algebra and its Applications 11 Journal of Scheduling 11 Scandinavian Actuarial Journal 11 OR Spectrum 10 Lithuanian Mathematical Journal 10 Automatica 10 Metron 10 Asia-Pacific Journal of Operational Research 10 Statistical Methodology 9 Information Sciences 9 Journal of Optimization Theory and Applications 9 Acta Mathematicae Applicatae Sinica. English Series 9 Discrete Dynamics in Nature and Society 9 Journal of Systems Science and Complexity 9 Sankhyā. Series B 8 The Annals of Probability 8 Combinatorics, Probability and Computing 8 Journal of Statistical Theory and Practice 7 Mathematical Biosciences 7 The Annals of Statistics 7 Journal of Inequalities and Applications 7 Advances in Operations Research 7 International Journal of Systems Science. Principles and Applications of Systems and Integration 6 Optimization 6 Statistical Science 6 Cybernetics and Systems Analysis 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Stochastics 6 Dependence Modeling 5 Information Processing Letters 5 Psychometrika 5 Ricerche di Matematica 5 SIAM Journal on Control and Optimization 5 Advances in Applied Mathematics 5 Systems & Control Letters 5 Acta Applicandae Mathematicae 5 International Journal of Production Research 5 Sequential Analysis 5 Algorithmica 5 Science in China. Series A 5 Journal of Global Optimization 5 The Electronic Journal of Combinatorics 5 Communications in Nonlinear Science and Numerical Simulation 5 ASTIN Bulletin 5 Journal of Applied Mathematics and Computing ...and 270 more Journals
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### Cited in 48 Fields

 2,136 Probability theory and stochastic processes (60-XX) 1,606 Operations research, mathematical programming (90-XX) 1,031 Statistics (62-XX) 368 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 300 Computer science (68-XX) 148 Numerical analysis (65-XX) 133 Combinatorics (05-XX) 132 Systems theory; control (93-XX) 60 Biology and other natural sciences (92-XX) 56 Information and communication theory, circuits (94-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 29 Statistical mechanics, structure of matter (82-XX) 24 Linear and multilinear algebra; matrix theory (15-XX) 24 Ordinary differential equations (34-XX) 23 Dynamical systems and ergodic theory (37-XX) 15 Special functions (33-XX) 14 Partial differential equations (35-XX) 14 Operator theory (47-XX) 13 Integral transforms, operational calculus (44-XX) 12 Measure and integration (28-XX) 9 Number theory (11-XX) 8 Approximations and expansions (41-XX) 8 Functional analysis (46-XX) 7 History and biography (01-XX) 7 Group theory and generalizations (20-XX) 6 Difference and functional equations (39-XX) 6 Fluid mechanics (76-XX) 5 General and overarching topics; collections (00-XX) 5 Real functions (26-XX) 5 Functions of a complex variable (30-XX) 4 Mechanics of deformable solids (74-XX) 4 Quantum theory (81-XX) 4 Geophysics (86-XX) 3 Field theory and polynomials (12-XX) 3 Commutative algebra (13-XX) 3 Sequences, series, summability (40-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Mathematics education (97-XX) 2 Mathematical logic and foundations (03-XX) 2 Topological groups, Lie groups (22-XX) 2 Potential theory (31-XX) 2 Integral equations (45-XX) 2 Convex and discrete geometry (52-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Algebraic geometry (14-XX) 1 Category theory; homological algebra (18-XX)