# zbMATH — the first resource for mathematics

## 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: 1,054 Publications (since 1987) References Indexed: 868 Publications with 13,955 References.
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#### Authors

 41 Ross, Sheldon Mark 26 Hu, Taizhong 16 Shanthikumar, Jeyaveerasingam George 15 Brown, Mark 15 Mandjes, Michel Robertus Hendrikus 15 Perry, David 15 Righter, Rhonda 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 9 Belzunce, Félix 9 Chao, Xiuli 9 Kella, Offer 9 Tijms, Henk C. 9 Yechiali, Uri 9 Zhao, Peng 8 Balakrishnan, Narayanaswamy 8 Glynn, Peter W. 8 Katehakis, Michael N. 8 Khaledi, Baha-Eldin 8 Koole, Ger 8 Kulkarni, Vidyadhar G. 8 Peköz, Erol A. 8 Pinedo, Michael L. 8 Ruiz, José-María 8 Xu, Maochao 7 Angus, John E. 7 Block, Henry W. 7 Boucherie, Richard J. 7 Mao, Tiantian 7 Spizzichino, Fabio L. 7 van Dijk, Nico M. 7 Weiss, Gideon 7 Zhuang, Weiwei 6 Bambos, Nicholas 6 Kharoufeh, Jeffrey P. 6 Lewis, Mark E. 6 Miyazawa, Masakiyo 6 Savits, Thomas H. 5 Altman, Eitan 5 Borkar, Vivek Shripad 5 Down, Douglas G. 5 Feinberg, Eugene Aleksandrovich 5 Frostig, Esther 5 Kirmani, Syed N. U. A. 5 Konsowa, Mokhtar H. 5 Lin, Jinn-Tyan 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 Baxter, Laurence A. 4 Boland, Philip J. 4 Chaudhry, Mohan L. 4 Chen, Mayru 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 Navarro, Jorge 4 Oluyede, Broderick Olusegun 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 4 Zazanis, Michael A. 4 Zwart, Bert P. 3 Abdelrahman, Omer H. 3 Ahmad, Ibrahim A. 3 Andradóttir, Sigrún ...and 1,053 more Authors
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#### Fields

 673 Probability theory and stochastic processes (60-XX) 523 Operations research, mathematical programming (90-XX) 199 Statistics (62-XX) 97 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 73 Computer science (68-XX) 37 Numerical analysis (65-XX) 34 Combinatorics (05-XX) 16 Biology and other natural sciences (92-XX) 16 Systems theory; control (93-XX) 11 Information and communication theory, circuits (94-XX) 4 History and biography (01-XX) 3 General and overarching topics; collections (00-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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729 Publications have been cited 4,316 times in 3,156 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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Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments. Zbl 1288.60023
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2013
Stochastic comparisons of generalized order statistics. Zbl 1067.62050
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Closure and monotonicity properties of nonhomogeneous Poisson processes and record values. Zbl 1134.60313
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Stochastic comparisons of nonhomogeneous processes. Zbl 0983.60046
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2001
Numerical transform inversion using Gaussian quadrature. Zbl 1095.65116
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2006
On the mean inactivity time ordering with reliability applications. Zbl 1059.62105
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Reliability of complex devices in random environments. Zbl 1133.90321
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1987
The workload in the M/G/1 queue with work removal. Zbl 1095.60510
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2008
Ordering conditional distributions of generalized order statistics. Zbl 1125.60015
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2007
Stochastic comparisons on residual life and inactivity time of series and parallel systems. Zbl 1037.60017
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2003
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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2002
On the signature of coherent systems and applications. Zbl 1137.90460
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2008
Imprecise Markov chains and their limit behavior. Zbl 1183.60026
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2009
How to obtain bathtub-shaped failure rate models from normal mixtures. Zbl 1070.62094
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Stability of product form $$G$$-networks. Zbl 1134.60396
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1992
Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025
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2010
Optimal control of a two-stage tandem queuing system with flexible servers. Zbl 1038.90018
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2002
Nonhomogeneous Poisson processes and logconcavity. Zbl 1013.60008
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2000
On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing. Zbl 1133.60327
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1987
Average cost semi-Markov decision processes and the control of queueing systems. Zbl 1134.60408
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1989
Reliability properties of extended linear failure-rate distributions. Zbl 1124.60015
Ghitany, M. E.; Kotz, Samuel
2007
Random intersection graphs with tunable degree distribution and clustering. Zbl 1180.68212
Deijfen, Maria; Kets, Willemien
2009
On partial orderings between coherent systems with different structures. Zbl 0984.60026
Belzunce, Félix; Franco, Manuel; Ruiz, José-Maria; Ruiz, M. Carmen
2001
On the optimality of the generalized shortest queue policy. Zbl 1134.90340
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1990
Information and uncertainty in a queuing system. Zbl 1122.90021
Hassin, Refael
2007
Series expansions for finite-state Markov chains. Zbl 1124.60056
Heidergott, Bernd; Hordijk, Arie; van Uitert, Miranda
2007
Scheduling multiclass single server queueing systems to stochastically maximize the number of successful departures. Zbl 1134.90413
Righter, Rhonda; Shanthikumar, J. George
1989
Bayes burn-in decision procedures. Zbl 1134.90355
Clarotti, C. A.; Spizzichino, F.
1990
Stochastic orderings between spacings of generalized order statistics. Zbl 1015.62050
Franco, Manuel; Ruiz, José M.; Ruiz, M. Carmen
2002
The subgroup algorithm for generating uniform random variables. Zbl 1133.60300
1987
Retrial networks with finite buffers and their application to internet data traffic. Zbl 1152.90380
Avrachenkov, Kostia; Yechiali, Uri
2008
Transient analysis of immigration birth-death processes with total catastrophes. Zbl 1019.60079
Chao, Xiuli; Zheng, Yuxi
2003
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
On the assignment of customers to parallel queues. Zbl 1134.90341
Hordijk, Arie; Koole, Ger
1992
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
A stochastic clearing model with a Brownian and a compound Poisson component. Zbl 1064.60186
Kella, Offer; Perry, David; Stadje, Wolfgang
2003
Upper first-exit times of compound Poisson processes revisited. Zbl 1053.60049
2003
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
A note on negative customers, GI/G/1 workload, and risk processes. Zbl 1097.60509
Boucherie, Richard J.; Boxma, Onno J.; Sigman, Karl
1997
Stabilizing performance in networks of queues with time-varying arrival rates. Zbl 1371.60162
Liu, Yunan; Whitt, Ward
2014
First-passage percolation on the random graph. Zbl 0988.05083
van der Hofstad, Remco; Hooghiemstra, Gerard; Van Mieghem, Piet
2001
Further results involving the MIT order and the IMIT class. Zbl 1075.60010
Ahmad, I. A.; Kayid, M.; Pellerey, F.
2005
Multivariate stochastic comparisons of sequential order statistics. Zbl 1111.62047
Zhuang, Weiwei; Hu, Taizhong
2007
Stochastic comparisons of largest order statistics from multiple-outlier exponential models. Zbl 1275.62046
Zhao, Peng; Balakrishnan, N.
2012
Stochastic properties of spacings in a single-outlier exponential model. Zbl 0987.60031
Khaledi, Baha-Eldin; Kochar, Subhash
2001
Characterizations of the RHR and MIT orderings and the DRHR and IMIT classes of life distributions. Zbl 1336.60027
2005
Identifying coefficients in the spectral representation for first passage time distributions. Zbl 1133.60342
Brown, Mark; Shao, Yi-Shi
1987
On life distributions having monotone residual variance. Zbl 1133.62356
Gupta, Ramesh C.; Kirmani, S. N. U. A.; Launer, Robert L.
1987
Active redundancy allocation in coherent systems. Zbl 1134.90350
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
1988
Limiting distributions for path lengths in recursive trees. Zbl 1134.68361
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1991
Some results about MIT order and IMIT class of life distributions. Zbl 1122.60018
Li, Xiaohu; Xu, Maochao
2006
On residual lifetimes of $$k$$-out-of-$$n$$ systems with nonidentical components. Zbl 1190.90060
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2010
Ageing characteristics of the Weibull mixtures. Zbl 1095.60509
Gupta, Pushpa L.; Gupta, Ramesh C.
1996
Exploiting the waiting time paradox. Applications of the size-biasing transformation. Zbl 1119.60073
Brown, Mark
2006
Intrinsic aging and classes of nonparametric distributions. Zbl 1178.60018
Righter, Rhonda; Shaked, Moshe; Shanthikumar, J. George
2009
Staffing a service system with non-Poisson non-stationary arrivals. Zbl 1370.90135
He, Beixiang; Liu, Yunan; Whitt, Ward
2016
The effect of increasing routing choice on resource pooling. Zbl 0971.90017
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1998
Monotone stochastic recursions and their duals. Zbl 1095.60519
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1996
Constrained discounted Markov decision chains. Zbl 1134.90531
Sennott, Linn I.
1991
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
2004
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
Maximum values in queueing processes. Zbl 1335.60168
Berger, Arthur W.; Whitt, Ward
1995
Dynamic visit-order rules for batch-service polling. Zbl 1336.90027
van der Wal, Jan; Yechiali, Uri
2003
Discrete time risk models under rates of interest. Zbl 1031.91057
Cai, Jun
2002
A note on stochastic scheduling on a single machine subject to breakdown and repair. Zbl 1134.90410
Pinedo, Michael; Rammouz, Elias
1988
The waiting-time distribution for the $$GI/G/1$$ queue under the $$D$$-policy. Zbl 1134.60401
Li, Jingwen; Niu, Shun-Chen
1992
Role of equilibrium distribution in reliability studies. Zbl 1115.60081
Gupta, Ramesh C.
2007
Bias optimality in a queue with admission control. Zbl 0969.90030
Lewis, Mark E.; Ayhan, Hayriye; Foley, Robert D.
1999
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
Dobson, Ian; Carreras, Benjamin A.; Newman, David E.
2005
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
2003
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
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
Some extensions of the residual lifetime and its connection to the cumulative residual entropy. Zbl 1259.60016
Kapodistria, Stella; Psarrakos, Georgios
2012
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
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Nonstationary loss queues via cumulant moment approximations. Zbl 1370.60177
Pender, Jamol
2015
Linear birth/immigration-death process with binomial catastrophes. Zbl 1370.60127
Kapodistria, Stella; Phung-Duc, Tuan; Resing, Jacques
2016
A periodic-review inventory system with supply interruptions. Zbl 1036.90012
Li, Zhaolin; Xu, Susan H.; Hayya, Jack
2004
Fitting discrete distributions on the first two moments. Zbl 1336.60035
Adan, Ivo; van Eenige, Michel; Resing, Jacques
1995
Dispersion-type variability orders. Zbl 1336.60028
Belzunce, Félix; Hu, Taizhong; Khaledi, Baha-Eldin
2003
Preservation of stochastic orders under mixtures of exponential distributions. Zbl 1107.62014
Bartoszewicz, Jaroslaw; Skolimowska, Magdalena
2006
Aging functions and multivariate notions of NBU and IFR. Zbl 1200.62127
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
2010
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
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
A state-dependent polling model with $$k$$-limited service. Zbl 1178.60067
Winands, E. M. M.; Adan, I. J. B. F.; Van Houtum, G. J.; Down, D. G.
2009
Aging properties of sequential order statistics. Zbl 1238.90047
Burkschat, M.; Navarro, J.
2011
On aging properties based on the residual life of $$k$$-out-of-$$n$$ systems. Zbl 0973.60103
Belzunce, Félix; Franco, Manuel; Ruiz, José M.
1999
Maintenance policy for a continuously monitored deteriorating system. Zbl 1048.90082
Bérenguer, C.; Grall, A.; Dieulle, L.; Roussignol, M.
2003
Diffusion limits for a Markov modulated binomial counting process. Zbl 1434.60110
Spreij, Peter; Storm, Jaap
2020
Hydrodynamic limit of order-book dynamics. Zbl 1419.91581
Gao, Xuefeng; Deng, S. J.
2018
Pricing vulnerable European options with stochastic correlation. Zbl 1419.91630
Wang, Xingchun
2018
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
Some limiting behavior for asymptotically negative associated random variables. Zbl 1409.60044
Wu, Qunying; Jiang, Yuanying
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
Energy-aware navigation in large-scale evacuation using G-networks. Zbl 1423.90018
Bi, Huibo; Abdelrahman, Omer H.
2018
Budget allocations in operational risk management. Zbl 1426.91150
Xu, Yuqian; Zhang, Jiawei; Pinedo, Michael
2018
Bandit strategies evaluated in the context of clinical trials in rare life-threatening diseases. Zbl 1462.62691
Villar, Sofía S.
2018
Approximating and stabilizing dynamic rate Jackson networks with abandonment. Zbl 1370.60178
Pender, Jamol; Massey, William A.
2017
Some sufficient conditions for relative aging of life distributions. Zbl 1370.60158
Misra, Neeraj; Francis, Jisha; Naqvi, Sameen
2017
Analytical valuation of vulnerable options in a discrete-time framework. Zbl 1414.91393
Wang, Xingchun
2017
Analysis of multi-resource loss system with state-dependent arrival and service rates. Zbl 1400.60115
Naumov, Valeriy; Samouylov, Konstantin
2017
Stochastic comparisons of systems based on sequential order statistics via properties of distorted distributions. Zbl 1411.60031
Burkschat, M.; Navarro, J.
2017
Pricing vulnerable American put options under jump-diffusion processes. Zbl 1414.91392
Wang, Guanying; Wang, Xingchun; Liu, Zhongyi
2017
G-networks and their applications to machine learning, energy packet networks and routing: Introduction to the special issue. Zbl 1442.68004
Caglayan, Mehmet Ufuk
2017
Finding non-stationary state probabilities of G-network with signals and customers batch removal. Zbl 1401.90060
Matalytski, Mikhail
2017
Echo state queueing networks: a combination of reservoir computing and random neural networks. Zbl 1442.68190
Basterrech, Sebastián; Rubino, Gerardo
2017
Finite capacity energy packet networks. Zbl 1443.68036
2017
Optimum energy for energy packet networks. Zbl 1401.90061
Yin, Yonghua
2017
A queueing model with randomized depletion of inventory. Zbl 1370.90083
Albrecher, Hansjörg; Boxma, Onno; Essifi, Rim; Kuijstermans, Richard
2017
A two-class retrial system with coupled orbit queues. Zbl 1370.90087
Dimitriou, Ioannis
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
On stochastic comparisons for load-sharing series and parallel systems. Zbl 1370.90013
Finkelstein, Maxim; Hazra, Nil Kamal
2017
Analysis and optimization of blood-testing procedures. Zbl 1370.92064
Bar-Lev, Shaul K.; Boxma, Onno; Perry, David; Vastazos, Lazaros P.
2017
Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043
Kuhn, Julia; Mandjes, Michel; Taimre, Thomas
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
Ordering properties of spacings from heterogeneous geometric samples. Zbl 1416.62267
Ding, Weiyong; Zhang, Yiying; Zhao, Peng
2017
Staffing a service system with non-Poisson non-stationary arrivals. Zbl 1370.90135
He, Beixiang; Liu, Yunan; Whitt, Ward
2016
Linear birth/immigration-death process with binomial catastrophes. Zbl 1370.60127
Kapodistria, Stella; Phung-Duc, Tuan; Resing, Jacques
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
On generalized cumulative entropies. Zbl 1370.94387
Kayal, Suchandan
2016
Staffing to stabilize blocking in loss models with time-varying arrival rates. Zbl 1370.90090
Li, Andrew; Whitt, Ward; Zhao, Jingtong
2016
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang
2016
A quantile-based probabilistic mean value theorem. Zbl 1373.60028
Di Crescenzo, Antonio; Martinucci, Barbara; Mulero, Julio
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
Strategic dynamic jockeying between two parallel queues. Zbl 1370.90086
Dehghanian, Amin; Kharoufeh, Jeffrey P.; Modarres, Mohammad
2016
A de Bruijn’s identity for dependent random variables based on copula theory. Zbl 1370.94379
Khoolenjani, Nayereh Bagheri; Alamatsaz, Mohammad Hossein
2016
Mean residual life function for additive and multiplicative hazard rate models. Zbl 1373.62496
Gupta, Ramesh C.
2016
Performance of non-cooperative routing over parallel non-observable queues. Zbl 1370.90084
Brun, Olivier
2016
Asymptotic analysis of optimal nested group-testing procedures. Zbl 1373.62077
Zaman, Nabil; Pippenger, Nicholas
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
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
Countable state Markov processes: non-explosiveness and moment function. Zbl 1379.60088
Spieksma, F. M.
2015
Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps. Zbl 1414.91387
Prakasa Rao, B. L. S.
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
Some new results on the largest order statistics from multiple-outlier gamma models. Zbl 1373.62215
Zhao, Peng; Hu, Yanni; Zhang, Yiying
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
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
Strong law of large numbers for Markov chains indexed by spherically symmetric trees. Zbl 1370.60056
Weicai, Peng; Weiguo, Yang; Zhiyan, Shi
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
The failure rate shape for a mixture of two gammas. Zbl 06776119
Block, Henry W.; Savits, Thomas H.; Langberg, Naftali A.
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
Optimal switching on and off the entire service capacity of a parallel queue. Zbl 1370.90284
Feinberg, Eugene A.; Zhang, Xiaoxuan
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
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
Building random trees from blocks. Zbl 1287.05139
Gopaladesikan, M.; Mahmoud, H.; Ward, M. D.
2014
Some properties of binary series-parallel graphs. Zbl 1370.05192
Mahmoud, Hosam M.
2014
Catalan’s trapezoids. Zbl 1351.05014
Reuveni, Shlomi
2014
Permutational methods for performance analysis of stochastic flow networks. Zbl 1302.90031
Gertsbakh, Ilya; Rubinstein, Reuven; Shpungin, Yoseph; Vaisman, Radislav
2014
Generalized birthday problems in the large-deviations regime. Zbl 1304.60036
Mandjes, M.
2014
Domain extensions of the Erlang loss function: their scalability and its applications to cooperative games. Zbl 1371.60161
Karsten, Frank; Slikker, Marco; van Houtum, Geert-Jan
2014
Some convexity properties of the distribution of lower $$k$$-record values with extensions. Zbl 1317.60014
2014
Comparisons of series and parallel systems with heterogeneous components. Zbl 1303.90039
Ding, Weiyong; Da, Gaofeng; Li, Xiaohu
2014
Bootstrap percolation on random geometric graphs. Zbl 1288.05247
2014
Alternative analysis of finite-time probability distributions of renewal theory. Zbl 1296.60238
Brill, Percy H.
2014
The second-order regular variation of order statistics. Zbl 1291.62101
Liu, Qing; Mao, Tiantian; Hu, Taizhong
2014
A capacitated replenishment-liquidation model under contractual and spot markets with stochastic demand. Zbl 1291.90020
Katariya, Abhilasha Prakash; Tekin, Eylem; Çetinkaya, Sila
2014
A jump-fluid production-inventory model with a double band control. Zbl 1302.90008
Barron, Yonit; Perry, David; Stadje, Wolfgang
2014
Characterizations of optimal policies in a general stopping problem and stability estimating. Zbl 1308.60046
Gordienko, Evgueni; Novikov, Andrey
2014
Bivariate extensions of Skellam’s distribution. Zbl 1310.60007
Genest, Christian; Mesfioui, Mhamed
2014
Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments. Zbl 1288.60023
Balakrishnan, N.; Zhao, Peng
2013
On dynamic proportional mean residual life model. Zbl 1282.90058
Nanda, Asok K.; Das, Suchismita; Balakrishnan, N.
2013
On orderings between weighted sums of random variables. Zbl 1269.60022
Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong
2013
Drawing multisets of balls from tenable balanced linear urns. Zbl 1275.60015
Mahmoud, Hosam M.
2013
On a class of generalized Marshall-Olkin bivariate distributions and some reliability characteristics. Zbl 1277.60029
Gupta, Ramesh C.; Kirmani, S. N. U. A.; Balakrishnan, N.
2013
Single vehicle routing problems with a predefined customer order, unified load and stochastic discrete demands. Zbl 1273.90030
Pandelis, Dimitrios G.; Karamatsoukis, Constantinos C.; Kyriakidis, Epaminondas G.
2013
Some node degree properties of series-parallel graphs evolving under a stochastic growth model. Zbl 1270.05090
Mahmoud, Hosam M.
2013
Waiting time analysis of multi-class queues with impatient customers. Zbl 1281.60075
Sarhangian, Vahid; Balcioğlu, Bariş
2013
Comments on the survey by Balakrishnan and Zhao. Zbl 1295.60025
Shaked, Moshe
2013
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