Edit Profile (opens in new tab) Puhalskii, Anatolii A. Co-Author Distance Author ID: puhalskii.anatolii-a Published as: Puhalskii, Anatolii A.; Pukhal’skij, A. A.; Puhalskii, A. A.; Puhalskii, A.; Puhalskii, Anatolii; Pukhalskii, A. A.; Pukhalskii, Anatolii A.; Pukhal’skij, A. A; Pukhalskij, A. A.; Pukhalsky, A. A.; Pukhalskij, A.; Puhalskij, A. more...less Homepage: http://www.ucdenver.edu/academics/colleges/CLAS/Departments/math/contact/Departm... External Links: dblp Documents Indexed: 61 Publications since 1981, including 2 Books and 4 Additional arXiv Preprints Co-Authors: 21 Co-Authors with 26 Joint Publications 821 Co-Co-Authors all top 5 Co-Authors 35 single-authored 6 Reiman, Martin I. 4 Coffman, Edward Grady jun. 3 Krichagina, Elena V. 3 Liptser, Robert 3 Simon, Burton 2 Reed, Josh E. 2 Rybko, Aleksandr N. 2 Whitt, Ward 1 Baccelli, François Louis 1 Foss, Sergey G. 1 Karpelevich, Friedrich I. 1 Kelbert, Mark Ya. 1 Koehler, J. R. 1 Kogan, Yakov A. 1 Lee, Chihoon 1 Mitrani, Isi 1 Spokoiny, Vladimir G. 1 Stutzer, Michael Jay 1 Suhov, Yurii Mikhailovich 1 Vladimirov, Aleksandr Aleksandrovich 1 Wright, Paul E. all top 5 Serials 6 Queueing Systems 5 The Annals of Applied Probability 4 Stochastics and Stochastics Reports 3 Problems of Information Transmission 3 Mathematics of Operations Research 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 The Annals of Probability 2 Automation and Remote Control 2 Stochastic Processes and their Applications 2 Probability in the Engineering and Informational Sciences 2 Stochastic Models 1 Advances in Applied Probability 1 Journal of Statistical Physics 1 Rocky Mountain Journal of Mathematics 1 Theory of Probability and its Applications 1 Applied Mathematics and Optimization 1 Izvestiya Akademii Nauk SSSR. Tekhnicheskaya Kibernetika 1 Journal of Soviet Mathematics 1 Performance Evaluation 1 Journal of Theoretical Probability 1 Problems of Control and Information Theory 1 Problemy Peredachi Informatsii 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Bernoulli 1 Mathematical Finance 1 Markov Processes and Related Fields 1 Mathematical Methods of Operations Research 1 Stochastics and Dynamics 1 Chapman & Hall/CRC Monographs and Surveys in Pure and Applied Mathematics all top 5 Fields 51 Probability theory and stochastic processes (60-XX) 27 Operations research, mathematical programming (90-XX) 4 Computer science (68-XX) 3 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Combinatorics (05-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 42 Publications have been cited 535 times in 395 Documents Cited by ▼ Year ▼ Large deviations and idempotent probability. Zbl 0983.60003 Puhalskii, Anatolii 47 2001 The multiclass GI/PH/\(N\) queue in the Halfin-Whitt regime. Zbl 0962.60089 Puhalskii, A. A.; Reiman, M. I. 45 2000 Polling systems with zero switchover times: A heavy-traffic averaging principle. Zbl 0842.60088 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I. 35 1995 A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center. Zbl 0892.60090 Krichagina, E. V.; Puhalskii, A. A. 33 1997 Polling systems in heavy traffic: a Bessel process limit. Zbl 0981.60088 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I. 30 1998 The method of stochastic exponentials for large deviations. Zbl 0812.60026 Puhalskij, A. 27 1994 Large deviations of semimartingales via convergence of the predictable characteristics. Zbl 0827.60017 Puhalskii, A. 26 1994 Limit theorems on large deviations for semimartingales. Zbl 0749.60027 Liptser, Robert Sh.; Pukhalskii, Anatolii A. 26 1992 Functional large deviation principles for first-passage-time processes. Zbl 0885.60023 Puhalskii, Anatolii A.; Whitt, Ward 25 1997 On many-server queues in heavy traffic. Zbl 1201.60088 Puhalskii, Anatolii A.; Reed, Josh E. 23 2010 On large deviations of coupled diffusions with time scale separation. Zbl 1356.60047 Puhalskii, Anatolii A. 21 2016 On functional principle of large deviations. Zbl 0767.60024 Pukhalskij, A. 20 1991 On large-deviation efficiency in statistical inference. Zbl 0954.62006 Puhalskii, Anatolii; Spokoiny, Vladimir 19 1998 Large deviation analysis of the single server queue. Zbl 0849.60083 Puhalskii, A. 19 1995 Large deviations of semimartingales: A maxingale problem approach. I: Limits as solutions to a maxingale problem. Zbl 0890.60025 Puhalskii, A. 14 1997 A large deviation principle for join the shortest queue. Zbl 1341.60116 Puhalskii, Anatolii A.; Vladimirov, Alexander A. 12 2007 Moderate deviations for queues in critical loading. Zbl 0934.90022 Puhalskii, Anatolii A. 11 1999 On the invariance principle for the first passage time. Zbl 0837.60034 Puhalskii, A. 11 1994 On some degenerate large deviation problems. Zbl 1063.60031 Puhalskii, Anatolii A. 10 2004 A mean-field limit for a class of queueing networks. Zbl 0925.60115 Baccelli, F.; Karpelevich, F. I.; Kelbert, M. Ya.; Pukhalskii, A. A.; Rybko, A. N.; Sukhov, Yu. M. 7 1992 Processor-shared buffers with reneging. Zbl 0818.68029 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.; Wright, P. E. 7 1994 On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic. Zbl 1272.90010 Puhalskii, Anatolii A. 7 2013 On the theory of large deviations. Zbl 0807.60036 Pukhal’skij, A. A. 6 1993 Discrete evolutionary birth-death processes and their large population limits. Zbl 1402.92365 Puhalskii, Anatolii; Simon, Burton 6 2012 Stochastic processes in random graphs. Zbl 1096.60008 Puhalskii, Anatolii A. 5 2005 The action functional for the Jackson network. Zbl 1132.60068 Puhalskii, A. A. 4 2007 Large deviations of semimartingales: A maxingale problem approach. II: Uniqueness for the maxingale problem. Applications. Zbl 0953.60007 Puhalskii, Anatolii A. 4 1999 Functional large deviation principles for waiting and departure processes. Zbl 0962.60090 Puhalskii, Anatolii A.; Whitt, Ward 4 1998 A critically loaded multirate link with trunk reservation. Zbl 0908.90134 Puhalskii, A. A.; Reiman, M. I. 4 1998 On the limit law of a random walk conditioned to reach a high level. Zbl 1225.60076 Foss, Sergey G.; Puhalskii, Anatolii A. 4 2011 Diffusion approximation of systems with arrival depending on queue, and with arbitrary servicing. Zbl 0668.60081 Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A. 3 1988 Nonergodicity of a queueing network under nonstability of its fluid model. Zbl 0966.60095 Pukhalskij, A. A.; Rybko, A. N. 3 2000 Storage-limited queues in heavy traffic. Zbl 1134.60392 Coffman, E. G. jun.; Pukhalskii, A. A.; Reiman, M. I. 3 1991 Limiting results for multiprocessor systems with breakdowns and repairs. Zbl 0802.68010 Mitrani, I.; Puhalskii, A. 3 1993 On portfolio choice by maximizing the outperformance probability. Zbl 1258.91204 Puhalskii, Anatolii A. 2 2011 On large deviation convergence of invariant measures. Zbl 1028.60023 Puhalskii, Anatolii A. 2 2003 On long term investment optimality. Zbl 1422.91668 Puhalskii, Anatolii A. 2 2019 Diffusion approximation for queue with interarrival sequence depending on queue and with arbitrary service. Zbl 0637.60101 Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A. 1 1988 Estimating functions evaluated by simulation: a Bayesian/analytic approach. Zbl 0928.62055 Koehler, J. R.; Puhalskii, Anatolii A.; Simon, Burton 1 1998 Non-Markovian state-dependent networks in critical loading. Zbl 1319.60175 Lee, Chihoon; Puhalskii, Anatolii A. 1 2015 On the number of isolated vertices in a growing random graph. Zbl 1288.60010 Puhalskii, Anatolii A. 1 2013 Large deviations of the long term distribution of a non Markov process. Zbl 1441.60025 Puhalskii, Anatolii 1 2019 On long term investment optimality. Zbl 1422.91668 Puhalskii, Anatolii A. 2 2019 Large deviations of the long term distribution of a non Markov process. Zbl 1441.60025 Puhalskii, Anatolii 1 2019 On large deviations of coupled diffusions with time scale separation. Zbl 1356.60047 Puhalskii, Anatolii A. 21 2016 Non-Markovian state-dependent networks in critical loading. Zbl 1319.60175 Lee, Chihoon; Puhalskii, Anatolii A. 1 2015 On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic. Zbl 1272.90010 Puhalskii, Anatolii A. 7 2013 On the number of isolated vertices in a growing random graph. Zbl 1288.60010 Puhalskii, Anatolii A. 1 2013 Discrete evolutionary birth-death processes and their large population limits. Zbl 1402.92365 Puhalskii, Anatolii; Simon, Burton 6 2012 On the limit law of a random walk conditioned to reach a high level. Zbl 1225.60076 Foss, Sergey G.; Puhalskii, Anatolii A. 4 2011 On portfolio choice by maximizing the outperformance probability. Zbl 1258.91204 Puhalskii, Anatolii A. 2 2011 On many-server queues in heavy traffic. Zbl 1201.60088 Puhalskii, Anatolii A.; Reed, Josh E. 23 2010 A large deviation principle for join the shortest queue. Zbl 1341.60116 Puhalskii, Anatolii A.; Vladimirov, Alexander A. 12 2007 The action functional for the Jackson network. Zbl 1132.60068 Puhalskii, A. A. 4 2007 Stochastic processes in random graphs. Zbl 1096.60008 Puhalskii, Anatolii A. 5 2005 On some degenerate large deviation problems. Zbl 1063.60031 Puhalskii, Anatolii A. 10 2004 On large deviation convergence of invariant measures. Zbl 1028.60023 Puhalskii, Anatolii A. 2 2003 Large deviations and idempotent probability. Zbl 0983.60003 Puhalskii, Anatolii 47 2001 The multiclass GI/PH/\(N\) queue in the Halfin-Whitt regime. Zbl 0962.60089 Puhalskii, A. A.; Reiman, M. I. 45 2000 Nonergodicity of a queueing network under nonstability of its fluid model. Zbl 0966.60095 Pukhalskij, A. A.; Rybko, A. N. 3 2000 Moderate deviations for queues in critical loading. Zbl 0934.90022 Puhalskii, Anatolii A. 11 1999 Large deviations of semimartingales: A maxingale problem approach. II: Uniqueness for the maxingale problem. Applications. Zbl 0953.60007 Puhalskii, Anatolii A. 4 1999 Polling systems in heavy traffic: a Bessel process limit. Zbl 0981.60088 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I. 30 1998 On large-deviation efficiency in statistical inference. Zbl 0954.62006 Puhalskii, Anatolii; Spokoiny, Vladimir 19 1998 Functional large deviation principles for waiting and departure processes. Zbl 0962.60090 Puhalskii, Anatolii A.; Whitt, Ward 4 1998 A critically loaded multirate link with trunk reservation. Zbl 0908.90134 Puhalskii, A. A.; Reiman, M. I. 4 1998 Estimating functions evaluated by simulation: a Bayesian/analytic approach. Zbl 0928.62055 Koehler, J. R.; Puhalskii, Anatolii A.; Simon, Burton 1 1998 A heavy-traffic analysis of a closed queueing system with a \(GI/\infty\) service center. Zbl 0892.60090 Krichagina, E. V.; Puhalskii, A. A. 33 1997 Functional large deviation principles for first-passage-time processes. Zbl 0885.60023 Puhalskii, Anatolii A.; Whitt, Ward 25 1997 Large deviations of semimartingales: A maxingale problem approach. I: Limits as solutions to a maxingale problem. Zbl 0890.60025 Puhalskii, A. 14 1997 Polling systems with zero switchover times: A heavy-traffic averaging principle. Zbl 0842.60088 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I. 35 1995 Large deviation analysis of the single server queue. Zbl 0849.60083 Puhalskii, A. 19 1995 The method of stochastic exponentials for large deviations. Zbl 0812.60026 Puhalskij, A. 27 1994 Large deviations of semimartingales via convergence of the predictable characteristics. Zbl 0827.60017 Puhalskii, A. 26 1994 On the invariance principle for the first passage time. Zbl 0837.60034 Puhalskii, A. 11 1994 Processor-shared buffers with reneging. Zbl 0818.68029 Coffman, E. G. jun.; Puhalskii, A. A.; Reiman, M. I.; Wright, P. E. 7 1994 On the theory of large deviations. Zbl 0807.60036 Pukhal’skij, A. A. 6 1993 Limiting results for multiprocessor systems with breakdowns and repairs. Zbl 0802.68010 Mitrani, I.; Puhalskii, A. 3 1993 Limit theorems on large deviations for semimartingales. Zbl 0749.60027 Liptser, Robert Sh.; Pukhalskii, Anatolii A. 26 1992 A mean-field limit for a class of queueing networks. Zbl 0925.60115 Baccelli, F.; Karpelevich, F. I.; Kelbert, M. Ya.; Pukhalskii, A. A.; Rybko, A. N.; Sukhov, Yu. M. 7 1992 On functional principle of large deviations. Zbl 0767.60024 Pukhalskij, A. 20 1991 Storage-limited queues in heavy traffic. Zbl 1134.60392 Coffman, E. G. jun.; Pukhalskii, A. A.; Reiman, M. I. 3 1991 Diffusion approximation of systems with arrival depending on queue, and with arbitrary servicing. Zbl 0668.60081 Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A. 3 1988 Diffusion approximation for queue with interarrival sequence depending on queue and with arbitrary service. Zbl 0637.60101 Krichagina, E. V.; Liptser, R. Sh.; Pukhal’skij, A. A. 1 1988 all cited Publications top 5 cited Publications all top 5 Cited by 445 Authors 19 Whitt, Ward 15 Puhalskii, Anatolii A. 12 Atar, Rami 12 Pang, Guodong 12 Van der Mei, Robert Douwe 11 Miao, Yu 9 Liptser, Robert 8 Budhiraja, Amarjit S. 7 Feng, Shui 6 Gao, Fuqing 6 Liu, Yunan 6 Mandelbaum, Avi 6 Winands, Erik M. M. 6 Zwart, Bert P. 5 Bickel, David R. 5 Dai, J. G. (Jim) 5 Duffy, Ken R. 5 Dupuis, Paul G. 5 Klebaner, Fima C. 5 Majewski, Kurt 5 Pap, Endre 5 Perry, Ohad 5 Ramanan, Kavita 5 Reed, Josh E. 5 Simatos, Florian 5 Tezcan, Tolga 5 Xue, Xiaofeng 4 Bitseki Penda, S. Valère 4 Blanchet, Jose H. 4 Boon, Marko A. A. 4 Borovkov, Aleksandr Alekseevich 4 Djellout, Hacène 4 Gamarnik, David 4 Gao, Xuefeng 4 Lu, Hongyuan 4 Merlevède, Florence 4 Minkevičius, Saulius 4 Mogul’skii, Anatolii Alfredovich 4 Slaoui, Yousri 4 Zhang, Jiheng 4 Zhou, Yuhang 3 Borst, Sem C. 3 Boxma, Onno Johan 3 Cohen, Asaf 3 Dieker, A. B. 3 Lodewijk Dorsman, Jan-Pieter 3 Foss, Sergey G. 3 Ganguly, Arnab 3 Guillin, Arnaud 3 Honnappa, Harsha 3 Logachov, Artem Vasilhevich 3 Miyazawa, Masakiyo 3 Momčilović, Petar 3 Nguyen, Nhu Ngoc 3 Olsen, Tava Lennon 3 Poncet, Paul 3 Reiman, Martin I. 3 Suhov, Yurii Mikhailovich 3 Vvedenskaya, Nikita Dmitrievna 3 Wang, Ke 3 Wu, Ruoyu 3 Yambartsev, Anatoly A. 3 Yin, George Gang 3 Zhao, Fangfang 2 Abramov, Vyacheslav M. 2 Aghajani, Reza 2 Akian, Marianne 2 Bazhba, Mihail 2 Biswas, Anup 2 Bouzebda, Salim 2 Bryc, Włodzimierz 2 Chen, Bingguang 2 Chen, Xinyun 2 Chen, Yingxia 2 Dedecker, Jérôme 2 Dembo, Amir 2 Dong, Jing 2 Dshalalow, Jewgeni H. 2 Duffield, Nick G. 2 Fan, Jun 2 Fricker, Christine 2 Glynn, Peter W. 2 Gomes, André de Oliveira 2 Gulinsky, Oleg V. 2 Hasenbein, John J. 2 He, Shuangchi 2 Hong, Wei 2 Kaspi, Haya 2 Kawabe, Jun 2 Kim, Sunggon 2 Lam, Henry 2 Lehoczky, John P. 2 Linetsky, Vadim 2 Liu, Wei 2 Liu, Xianming 2 Logachov, Artem Vasil’evich 2 Logachova, Olga M. 2 Ma, Xiaocui 2 Macci, Claudio 2 Mandjes, Michel Robertus Hendrikus ...and 345 more Authors all top 5 Cited in 112 Serials 53 Queueing Systems 46 The Annals of Applied Probability 25 Stochastic Processes and their Applications 13 Stochastic Systems 12 Advances in Applied Probability 9 Journal of Applied Probability 8 Operations Research Letters 8 Stochastics and Dynamics 7 The Annals of Probability 7 Mathematics of Operations Research 7 Statistics & Probability Letters 7 Stochastic Models 6 Fuzzy Sets and Systems 6 Probability in the Engineering and Informational Sciences 5 Problems of Information Transmission 5 International Journal of Approximate Reasoning 4 Journal of Mathematical Analysis and Applications 4 Applied Mathematics and Optimization 4 Operations Research 4 Siberian Mathematical Journal 4 Acta Applicandae Mathematicae 4 Journal of Theoretical Probability 4 Automation and Remote Control 4 Electronic Communications in Probability 4 Bernoulli 4 Mathematical Methods of Operations Research 3 Journal of Mathematical Physics 3 Journal of Statistical Physics 3 Lithuanian Mathematical Journal 3 Journal of Differential Equations 3 Journal of Statistical Planning and Inference 3 Linear Algebra and its Applications 3 Top 3 Stochastics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Frontiers of Mathematics in China 2 Transactions of the American Mathematical Society 2 Systems & Control Letters 2 Stochastic Analysis and Applications 2 Acta Mathematicae Applicatae Sinica. English Series 2 Statistics 2 Probability Theory and Related Fields 2 Statistical Science 2 Computers & Operations Research 2 Asia-Pacific Journal of Operational Research 2 Annals of Operations Research 2 Random Structures & Algorithms 2 Communications in Statistics. Theory and Methods 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastics and Stochastics Reports 2 Statistical Papers 2 Journal of Mathematical Sciences (New York) 2 Electronic Journal of Probability 2 Communications on Pure and Applied Analysis 2 Journal of the Korean Statistical Society 2 Journal of Theoretical Biology 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Reports on Mathematical Physics 1 Rocky Mountain Journal of Mathematics 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 The Annals of Statistics 1 Information Sciences 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Kybernetika 1 Mathematica Slovaca 1 Naval Research Logistics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Proceedings of the American Mathematical Society 1 Results in Mathematics 1 SIAM Journal on Control and Optimization 1 Insurance Mathematics & Economics 1 Chinese Annals of Mathematics. Series B 1 Physica D 1 Sequential Analysis 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Asymptotic Analysis 1 Journal of Applied Mathematics and Stochastic Analysis 1 Economics Letters 1 Discrete Event Dynamic Systems 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Aequationes Mathematicae 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 SIAM Review 1 Potential Analysis 1 Test 1 Complexity 1 INFORMS Journal on Computing 1 Mathematical Population Studies 1 European Journal of Control 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Revista Matemática Complutense 1 Far East Journal of Theoretical Statistics ...and 12 more Serials all top 5 Cited in 31 Fields 337 Probability theory and stochastic processes (60-XX) 151 Operations research, mathematical programming (90-XX) 51 Computer science (68-XX) 45 Statistics (62-XX) 26 Systems theory; control (93-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Measure and integration (28-XX) 12 Biology and other natural sciences (92-XX) 11 Partial differential equations (35-XX) 8 Combinatorics (05-XX) 7 Ordinary differential equations (34-XX) 7 Statistical mechanics, structure of matter (82-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 Numerical analysis (65-XX) 3 Fluid mechanics (76-XX) 3 Quantum theory (81-XX) 3 Information and communication theory, circuits (94-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Operator theory (47-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Associative rings and algebras (16-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) Citations by Year