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Pan, Yuqing; Borovkov, Konstantin A. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. (English) Zbl 1427.60050 Adv. Appl. Probab. 51, No. 3, 835-864 (2019). MSC: 60F10 60K35 60G50 PDFBibTeX XMLCite \textit{Y. Pan} and \textit{K. A. Borovkov}, Adv. Appl. Probab. 51, No. 3, 835--864 (2019; Zbl 1427.60050) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Liu, Peng Extremes of nonstationary Gaussian fluid queues. (English) Zbl 1444.60024 Adv. Appl. Probab. 50, No. 3, 887-917 (2018). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Liu}, Adv. Appl. Probab. 50, No. 3, 887--917 (2018; Zbl 1444.60024) Full Text: DOI arXiv
Miyazawa, Masakiyo A unified approach for large queue asymptotics in a heterogeneous multiserver queue. (English) Zbl 1425.60078 Adv. Appl. Probab. 49, No. 1, 182-220 (2017). MSC: 60K25 60J27 60K37 PDFBibTeX XMLCite \textit{M. Miyazawa}, Adv. Appl. Probab. 49, No. 1, 182--220 (2017; Zbl 1425.60078) Full Text: DOI arXiv
Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo Approximating the Laplace transform of the sum of dependent lognormals. (English) Zbl 1426.60021 Adv. Appl. Probab. 48, No. A, 203-215 (2016). MSC: 60E10 44A10 65C05 PDFBibTeX XMLCite \textit{P. J. Laub} et al., Adv. Appl. Probab. 48, No. A, 203--215 (2016; Zbl 1426.60021) Full Text: DOI arXiv
Blanchet, Jose; Dong, Jing Perfect sampling for infinite server and loss systems. (English) Zbl 1331.65025 Adv. Appl. Probab. 47, No. 3, 761-786 (2015). Reviewer: Rózsa Horvàth-Bokor (Budakalász) MSC: 65C50 65C05 60K25 PDFBibTeX XMLCite \textit{J. Blanchet} and \textit{J. Dong}, Adv. Appl. Probab. 47, No. 3, 761--786 (2015; Zbl 1331.65025) Full Text: DOI arXiv
Daley, D. J.; van Leeuwaarden, Johan S. H.; Nazarathy, Yoni BRAVO for many-server QED systems with finite buffers. (English) Zbl 1310.60128 Adv. Appl. Probab. 47, No. 1, 231-250 (2015). MSC: 60K25 60J27 60J80 PDFBibTeX XMLCite \textit{D. J. Daley} et al., Adv. Appl. Probab. 47, No. 1, 231--250 (2015; Zbl 1310.60128) Full Text: DOI arXiv Euclid
Kobayashi, Masahiro; Miyazawa, Masakiyo Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps. (English) Zbl 1316.60066 Adv. Appl. Probab. 46, No. 2, 365-399 (2014). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60G50 60F10 60K25 90B22 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{M. Miyazawa}, Adv. Appl. Probab. 46, No. 2, 365--399 (2014; Zbl 1316.60066) Full Text: DOI arXiv Euclid
Juneja, S.; Mandjes, M. Overlap problems on the circle. (English) Zbl 1279.60020 Adv. Appl. Probab. 45, No. 3, 773-790 (2013). MSC: 60C05 60F05 60F10 65C05 PDFBibTeX XMLCite \textit{S. Juneja} and \textit{M. Mandjes}, Adv. Appl. Probab. 45, No. 3, 773--790 (2013; Zbl 1279.60020) Full Text: DOI Euclid
Doumas, Aristides V.; Papanicolaou, Vassilis G. The coupon collector’s problem revisited: asymptotics of the variance. (English) Zbl 1260.60035 Adv. Appl. Probab. 44, No. 1, 166-195 (2012). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 60C05 PDFBibTeX XMLCite \textit{A. V. Doumas} and \textit{V. G. Papanicolaou}, Adv. Appl. Probab. 44, No. 1, 166--195 (2012; Zbl 1260.60035) Full Text: DOI
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI
Penrose, Mathew D.; Shcherbakov, Vadim Maximum likelihood estimation for cooperative sequential adsorption. (English) Zbl 1186.62115 Adv. Appl. Probab. 41, No. 4, 978-1001 (2009). MSC: 62M30 60K35 60D05 62M10 PDFBibTeX XMLCite \textit{M. D. Penrose} and \textit{V. Shcherbakov}, Adv. Appl. Probab. 41, No. 4, 978--1001 (2009; Zbl 1186.62115) Full Text: DOI
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong Asymptotics for the moments of the overshoot and undershoot of a random walk. (English) Zbl 1169.60321 Adv. Appl. Probab. 41, No. 2, 469-494 (2009). MSC: 60K05 60K10 60K30 PDFBibTeX XMLCite \textit{Z. Cui} et al., Adv. Appl. Probab. 41, No. 2, 469--494 (2009; Zbl 1169.60321) Full Text: DOI
Knessl, Charles; Dominici, Diego Ernesto Asymptotic analysis of a fluid model modulated by an M/M/1 queue. (English) Zbl 1155.60041 Adv. Appl. Probab. 40, No. 3, 856-881 (2008). Reviewer: János Sztrik (Debrecen) MSC: 60K25 60J25 34E10 PDFBibTeX XMLCite \textit{C. Knessl} and \textit{D. E. Dominici}, Adv. Appl. Probab. 40, No. 3, 856--881 (2008; Zbl 1155.60041) Full Text: DOI arXiv
Borst, Sem; Mandjes, Michel; van Uitert, Miranda Generalized processor sharing queues with heterogeneous traffic classes. (English) Zbl 1064.60183 Adv. Appl. Probab. 35, No. 3, 806-845 (2003). Reviewer: Pablo A. Ferrari (São Paulo) MSC: 60K25 68M20 90B18 90B22 PDFBibTeX XMLCite \textit{S. Borst} et al., Adv. Appl. Probab. 35, No. 3, 806--845 (2003; Zbl 1064.60183) Full Text: DOI
Fuh, Cheng-Der; Lai, Tze Leung Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. (English) Zbl 0995.60081 Adv. Appl. Probab. 33, No. 3, 652-673 (2001). Reviewer: A.J.Stam (Winsum) MSC: 60K05 60J10 60K15 PDFBibTeX XMLCite \textit{C.-D. Fuh} and \textit{T. L. Lai}, Adv. Appl. Probab. 33, No. 3, 652--673 (2001; Zbl 0995.60081) Full Text: DOI
Mandjes, Michel; Borst, Sem Overflow behavior in queues with many long-tailed inputs. (English) Zbl 0987.60094 Adv. Appl. Probab. 32, No. 4, 1150-1167 (2000). Reviewer: C.C.Heyde (Canberra) MSC: 60K25 68M20 90B18 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{S. Borst}, Adv. Appl. Probab. 32, No. 4, 1150--1167 (2000; Zbl 0987.60094) Full Text: DOI Link
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