Stochastic Models Short Title: Stoch. Models Publisher: Taylor & Francis, Philadelphia, PA; Institute for Operations Research and the Management Sciences (INFORMS), Catonsville, MD ISSN: 1532-6349; 1532-4214/e Online: http://www.tandfonline.com/loi/lstm20http://www.ingentaconnect.com/content/tandf/lstm Predecessor: Communications in Statistics. Stochastic Models Comments: Indexed cover-to-cover Documents Indexed: 596 Publications (since 2001) References Indexed: 561 Publications with 12,301 References. all top 5 Latest Issues 37, No. 2 (2021) 37, No. 1 (2021) 36, No. 4 (2020) 36, No. 3 (2020) 36, No. 2 (2020) 36, No. 1 (2020) 35, No. 4 (2019) 35, No. 3 (2019) 35, No. 2 (2019) 35, No. 1 (2019) 34, No. 4 (2018) 34, No. 3 (2018) 34, No. 2 (2018) 34, No. 1 (2018) 33, No. 4 (2017) 33, No. 3 (2017) 33, No. 2 (2017) 33, No. 1 (2017) 32, No. 4 (2016) 32, No. 3 (2016) 32, No. 2 (2016) 32, No. 1 (2016) 31, No. 4 (2015) 31, No. 3 (2015) 31, No. 2 (2015) 31, No. 1 (2015) 30, No. 4 (2014) 30, No. 3 (2014) 30, No. 2 (2014) 30, No. 1 (2014) 29, No. 4 (2013) 29, No. 3 (2013) 29, No. 2 (2013) 29, No. 1 (2013) 28, No. 4 (2012) 28, No. 3 (2012) 28, No. 2 (2012) 28, No. 1 (2012) 27, No. 4 (2011) 27, No. 3 (2011) 27, No. 2 (2011) 27, No. 1 (2011) 26, No. 4 (2010) 26, No. 3 (2010) 26, No. 2 (2010) 26, No. 1 (2010) 25, No. 4 (2009) 25, No. 3 (2009) 25, No. 2 (2009) 25, No. 1 (2009) 24, No. 4 (2008) 24, No. 3 (2008) 24, No. 2 (2008) 24, No. 1 (2008) 24, Suppl. 1 (2008) 23, No. 4 (2007) 23, No. 3 (2007) 23, No. 2 (2007) 23, No. 1 (2007) 22, No. 4 (2006) 22, No. 3 (2006) 22, No. 2 (2006) 22, No. 1 (2006) 21, No. 4 (2005) 21, No. 2-3 (2005) 21, No. 1 (2005) 20, No. 4 (2004) 20, No. 3 (2004) 20, No. 2 (2004) 20, No. 1 (2004) 19, No. 4 (2003) 19, No. 3 (2003) 19, No. 2 (2003) 19, No. 1 (2003) 18, No. 4 (2002) 18, No. 3 (2002) 18, No. 2 (2002) 18, No. 1 (2002) 17, No. 4 (2001) 17, No. 3 (2001) 17, No. 2 (2001) 17, No. 1 (2001) all top 5 Authors 19 Mandjes, Michel Robertus Hendrikus 11 Latouche, Guy 11 Van Houdt, Benny 10 He, Qi-Ming 10 Resnick, Sidney Ira 9 Telek, Miklós 9 Zhao, Yiqiang Q. 8 Adan, Ivo J. B. F. 8 Stadje, Wolfgang 8 Takine, Tetsuya 7 Ahn, Soohan 7 Bladt, Mogens 7 O’Reilly, Małgorzata M. 7 Perry, David 7 Ramaswami, Vaidyanathan 6 Bean, Nigel G. 6 Blondia, Chris 6 Boxma, Onno Johan 6 Masuyama, Hiroyuki 6 Miyazawa, Masakiyo 6 Nielsen, Bo Friis 6 Taylor, Peter Gerrard 6 Van der Mei, Robert Douwe 6 Yechiali, Uri 5 Asmussen, Søren 5 Daduna, Hans 5 Huillet, Thierry E. 5 Lee, Ho Woo 5 Meini, Beatrice 5 Palmowski, Zbigniew 5 Rubinstein, Reuven Y. 5 van Leeuwaarden, Johan S. H. 5 Zacks, Shelemyahu 4 Alfa, Attahiru Sule 4 Gonzalez-Velasco, Miguel 4 Guillemin, Fabrice M. 4 Hashorva, Enkelejd 4 Hautphenne, Sophie 4 Li, Hui 4 Rahimov, Ibrahim 4 Stanford, David A. 4 Zhang, Hanqin 3 Bhulai, Sandjai 3 Bini, Dario Andrea 3 Blom, Joke G. 3 Borovkov, Konstantin A. 3 Boucherie, Richard J. 3 Breuer, Lothar 3 Bruneel, Herwig 3 Chae, Kyung Chul 3 del Puerto, Inés Maria 3 Falconer, Kenneth J. 3 Fralix, Brian H. 3 Ghosh, Arka Prasanna 3 Glynn, Peter W. 3 Horváth, Gábor 3 Ivanovs, Jevgeņijs 3 Kempa, Wojciech M. 3 Kimura, Tatsuaki 3 Knessl, Charles 3 Kulkarni, Vidyadhar G. 3 Li, Quanlin 3 Liu, Liming 3 López-Mimbela, José Alfredo 3 Molina, Manuel 3 Molnár, Sándor H. 3 Politis, Konstadinos 3 Ren, Jiandong 3 Resing, Jacques A. C. 3 Rolski, Tomasz 3 Rosenthal, Jeffrey S. 3 Ruiz de Chavez, Juan 3 Scheinhardt, Werner R. W. 3 Slavtchova-Bojkova, Maroussia Nikiforova 3 Takahashi, Yutaka 3 Tang, Qihe 3 van der Wal, Jan 3 van Vuuren, Marcel 3 Winands, Erik M. M. 3 Wu, Fuke 3 Zeifman, Alexander Izrailevich 3 Zhu, Lingjiong 3 Zwart, Bert P. 2 Abbas, Karim 2 Aissani, Djamil 2 Akar, Nail 2 Alaya, Mohamed Ben 2 Backhausz, Ágnes M. 2 Basu, Ranojoy 2 Bekker, René 2 Bielecki, Tomasz R. 2 Bierbooms, Remco 2 Bookbinder, James H. 2 Borst, Sem C. 2 Bratiychuk, Mykola S. 2 Cai, Qishu 2 Cui, Lirong 2 da Silva Soares, Ana 2 De Turck, Koen 2 Delong, Łukasz ...and 739 more Authors all top 5 Fields 546 Probability theory and stochastic processes (60-XX) 215 Operations research, mathematical programming (90-XX) 107 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 80 Statistics (62-XX) 53 Computer science (68-XX) 36 Numerical analysis (65-XX) 28 Biology and other natural sciences (92-XX) 22 Systems theory; control (93-XX) 11 Combinatorics (05-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 8 General and overarching topics; collections (00-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 7 Ordinary differential equations (34-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Operator theory (47-XX) 5 Partial differential equations (35-XX) 3 History and biography (01-XX) 3 Approximations and expansions (41-XX) 3 Integral transforms, operational calculus (44-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 2 Functional analysis (46-XX) 2 Quantum theory (81-XX) 1 Field theory and polynomials (12-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 405 Publications have been cited 2,630 times in 2,096 Documents Cited by ▼ Year ▼ Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 126 2006 Representations of the first hitting time density of an Ornstein-Uhlenbeck process. Zbl 1083.60064Alili, L.; Patie, P.; Pedersen, J. L. 74 2005 Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011Chen, Yiqing; Yuen, Kam C. 63 2009 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 43 2006 From individual stochastic processes to macroscopic models in adaptive evolution. Zbl 1157.60339Champagnat, Nicolas; Ferrière, Règis; Méléard, Sylvie 42 2008 Transient analysis of fluid flow models via stochastic coupling to a queue. Zbl 1038.60086Ahn, Soohan; Ramaswami, V. 38 2004 Population dynamics and random genealogies. Zbl 1390.92113Lambert, Amaury 36 2008 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 35 2004 Fluid flow models and queues – a connection by stochastic coupling. Zbl 1021.60073Ahn, Soohan; Ramaswami, V. 34 2003 Geometric decay of the steady-state probabilities in a quasi-birth-and-death process with a countable number of phases. Zbl 0985.60074Takahashi, Yukio; Fujimoto, Kou; Makimoto, Naoki 34 2001 Large deviations of Poisson cluster processes. Zbl 1152.60316Bordenave, Charles; Torrisi, Giovanni Luca 29 2007 Algorithms for return probabilities for stochastic fluid flows. Zbl 1064.60162Bean, Nigel G.; O’Reilly, Małgorzata M.; Taylor, Peter G. 29 2005 Geometric decay in a QBD process with countable background states with applications to a join-the-shortest-queue model. Zbl 1124.60074Li, Hui; Miyazawa, Masakiyo; Zhao, Yiqiang Q. 28 2007 Finite-time ruin probability with heavy-tailed claims and constant interest rate. Zbl 1132.91502Wang, D. 28 2008 First-exit times for compound Poisson processes for some types of positive and negative jumps. Zbl 0998.60089Perry, D.; Stadje, W.; Zacks, S. 27 2002 Path properties of subdiffusion — a martingale approach. Zbl 1205.60080Magdziarz, Marcin 25 2010 Matching three moments with minimal acyclic phase type distributions. Zbl 1069.60013Bobbio, A.; Horváth, A.; Telek, M. 24 2005 Sufficient conditions for a geometric tail in a QBD process with many countable levels and phases. Zbl 1065.60133Haque, Lani; Zhao, Yiqiang Q.; Liu, Liming 22 2005 Stochastic comparison of residual life and inactivity time at a random time. Zbl 1059.60091Li, Xiaohu; Zuo, Ming J. 22 2004 Decompositions of the queue length distributions in the MAP/G/1 queue under multiple and single vacations with \(N\)-policy. Zbl 0986.60089Lee, Ho Woo; Ahn, Boo Yong; Park, No Ik 22 2001 Gaussian approximation of conditional elliptical random vectors. Zbl 1144.60019Hashorva, Enkelejd 22 2006 Simulation of the asymptotic constant in some fluid models. Zbl 1039.60040Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 21 2003 A unified queue length formula for \(BMAP/G/1\) queue with generalized vacations. Zbl 1013.60063Chang, Seok Ho; Takine, Tetsuya; Chae, Kyung Chul; Lee, Ho Woo 20 2002 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092Liang, Zhibin; Guo, Junyi 19 2007 A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series. Zbl 1022.60075Zhu, Rong; Joe, Harry 19 2003 Limit theorems for marked Hawkes processes with application to a risk model. Zbl 1325.60025Karabash, Dmytro; Zhu, Lingjiong 19 2015 \(\beta\)-invariant measures for transition matrices of GI/M/1 type. Zbl 1020.60088Li, Quan-Lin; Zhao, Yiqiang Q. 18 2003 The extremal dependence measure and asymptotic independence. Zbl 1054.62063Resnick, Sidney 17 2004 Two types of RG-factorizations of quasi-birth-and-death processes and their applications to stochastic integral functionals. Zbl 1061.60089Li, Quan-Lin; Cao, Jinhua 17 2004 Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C. 17 2003 A retrial queue with a constant retrial rate, server downs and impatient customers. Zbl 1069.60076Li, Hui; Zhao, Yiqiang Q. 17 2005 Copulas: a review and recent developments. Zbl 1120.60006Kolev, Nikolai; Dos Anjos, Ulisses; Mendes, Beatriz Vaz de M. 17 2006 Matrix-exponential distributions: Calculus and interpretations via flows. Zbl 1020.60005Bladt, Mogens; Neuts, Marcel F. 16 2003 Non-hyperbolicity of random graphs with given expected degrees. Zbl 1280.05125Shang, Yilun 16 2013 Transient analysis of fluid models via elementary level-crossing arguments. Zbl 1350.60095Ahn, Soohan; Ramaswami, V. 16 2006 Parameter estimation for the square-root diffusions: Ergodic and nonergodic cases. Zbl 06117449Ben Alaya, Mohamed; Kebaier, Ahmed 16 2012 The unreliable \(M/M/1\) retrial queue in a random environment. Zbl 1237.60070Cordeiro, James D.; Kharoufeh, Jeffrey P. 16 2012 Perturbation bounds for \(M _{ t }/M _{ t }/N\) queue with catastrophes. Zbl 1243.60076Zeifman, Alexander; Korotysheva, Anna 16 2012 The \(Geo/G/1\) queue with disasters and multiple working vacations. Zbl 1153.60395Xi, Xeung Won; Kim, Jin Dong; Choi, Dae Won; Chae, Kyung Chul 15 2007 Stochastic properties of residual life and inactivity time at a random time. Zbl 1143.60055Misra, N.; Gupta, N.; Dhariyal, I. Dutt 15 2008 The conditional distribution of the residual service time in the \(M_n/G/1\) queue. Zbl 1155.60040Kerner, Yoav 15 2008 Polling with batch service. Zbl 1158.60040Boxma, Onno; van der Wal, Jan; Yechiali, Uri 14 2008 Self-similarity and Lamperti transformation for random fields. Zbl 1125.60046Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. 14 2007 The effect of new links on Google PageRank. Zbl 1094.68005Avrachenkov, Konstantin; Litvak, Nelly 14 2006 Localizable moving average symmetric stable and multistable processes. Zbl 1221.60049Falconer, Kenneth J.; Le Guével, Ronan; Lévy-Véhel, Jacques 14 2009 The Geo/G/1 queue with negative customers and disasters. Zbl 1190.60088Park, Hyun Min; Yang, Won Seok; Chae, Kyung Chul 14 2009 Fluid models with jumps. Zbl 1065.60141Tzenova, Elena I.; Adan, Ivo J. B. F.; Kulkarni, Vidyadhar G. 13 2005 Admission policies for a two class loss system. Zbl 0995.60086Örmeci, E. Lerzan; Burnetas, Apostolos; van der Wal, Jan 13 2001 On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043Hashorva, Enkelejd; Hüsler, Jürg 13 2002 Risk measures and robust optimization problems. Zbl 1211.91151Schied, Alexander 13 2006 Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? Zbl 1235.62056Chakrabarty, Arijit; Samorodnitsky, Gennady 13 2012 Heavy tails, importance sampling and cross - entropy. Zbl 1073.62028Asmussen, Søren; Kroese, Dirk P.; Rubinstein, Reuven Y. 12 2005 SDP vs. LP relaxations for the moment approach in some performance evaluation problems. Zbl 1067.60059Lasserre, Jean-Bernard; Prieto-Rumeau, Tomás 12 2004 Convergence in the Wasserstein metric for Markov chain Monte Carlo algorithms with applications to image restoration. Zbl 1062.60070Gibbs, Alison L. 12 2004 Queue length analysis of MAP/G/1 queue under \(D\)-policy. Zbl 1073.60088Lee, Ho Woo; Song, Kyoung Seok 12 2004 The severity of ruin in a discrete semi-Markov risk model. Zbl 1011.91056Reinhard, J. M.; Snoussi, M. 12 2002 Product form models for queueing networks with an inventory. Zbl 1172.60028Schwarz, Maike; Wichelhaus, Cornelia; Daduna, Hans 11 2007 Markov repairable systems with history-dependent up and down states. Zbl 1162.90408Cui, Lirong; Li, Haijun; Li, Jinlin 11 2007 Multivariate matrix-exponential distributions. Zbl 1196.60021Bladt, Mogens; Nielsen, Bo Friis 11 2010 Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. Zbl 1262.91096Thonhauser, Stefan; Albrecher, Hansjörg 11 2011 An RG-factorization approach for a BMAP/M/1 generalized processor-sharing queue. Zbl 1069.60077Li, Quan-Lin; Lian, Zhaotong; Liu, Liming 11 2005 Characterizing the BMAP/MAP/1 departure process via the etaqa truncation. Zbl 1090.90044Zhang, Qi; Heindl, Armin; Smirni, Evgenia 11 2005 Multistable processes and localizability. Zbl 1270.60047Falconer, Kenneth; Liu, Lining 11 2012 Quasi-birth-and-death processes with an explicit rate matrix. Zbl 1115.60070van Leeuwaarden, J. S. H.; Winands, E. M. M. 11 2006 Optimal dividend strategy in the compound Poisson model with constant interest. Zbl 1291.91105Fang, Ying; Wu, Rong 11 2007 Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025Fougères, Anne-Laure; Soulier, Philippe 10 2010 Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions. Zbl 1094.60055He, Qi-Ming; Zhang, Hanqin 10 2006 A stochastic two-dimensional fluid model. Zbl 1267.60082Bean, Nigel G.; O’Reilly, Małgorzata M. 10 2013 Stability for fluid queues: characteristic inequalities. Zbl 1271.60097Govorun, Maria; Latouche, Guy; Remiche, Marie-Ange 10 2013 Fitting with matrix-exponential distributions. Zbl 1065.62097Fackrell, Mark 10 2005 Hidden regular variation and detection of hidden risks. Zbl 1230.91080Mitra, Abhimanyu; Resnick, Sidney I. 10 2011 Time to reach buffer capacity in a BMAP queue. Zbl 1127.68011Chydzinski, Andrzej 9 2007 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 9 2012 The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. Zbl 1172.60013Chen, Guochun; Wang, Yuebao; Cheng, Fengyang 9 2009 Optimal inventory policies under stochastic production and demand rates. Zbl 1274.90035Yan, K.; Kulkarni, V. 9 2008 The Israeli Queue with priorities. Zbl 1274.60277Perel, Nir; Yechiali, Uri 9 2013 Sojourn times in non-homogeneous QBD processes with processor sharing. Zbl 0994.90052Núñez-Queija, Rudesindo 9 2001 Asymptotic behaviors of the loss probability for a finite buffer queue with QBD structure. Zbl 1115.60092Miyazawa, Masakiyo; Sakuma, Yutaka; Yamaguchi, Shuhei 9 2007 Optimisation in non-life insurance. Zbl 1107.93036Schmidli, Hanspeter 9 2006 A discrete-time priority queue with train arrivals. Zbl 1125.60109Walraevens, Joris; Wittevrongel, Sabine; Bruneel, Herwig 8 2007 The batch Markovian arrival process subject to renewal generated geometric catastrophes. Zbl 1125.60093Economou, A.; Gómez-Corral, A. 8 2007 Extremal dependence: internet traffic applications. Zbl 1061.62077Hernandez-Campos, Felix; Jeffay, Kevin; Park, Cheolwoo; Marron, J. S.; Resnick, Sidney I. 8 2005 Optimal routing among \(\cdot\)/M/1 queues with partial information. Zbl 1060.60087Altman, E.; Jiménez, T.; Núñez-Queija, R.; Yechiali, U. 8 2004 Analysis of queues with Markovian service processes. Zbl 1060.60090Ozawa, Toshihisa 8 2004 Population genetics models with skewed fertilities: a forward and backward analysis. Zbl 1367.92074Huillet, Thierry; Möhle, Martin 8 2011 Utility maximization under bounded expected loss. Zbl 1187.91198Gabih, Abdelali; Sass, Jörn; Wunderlich, Ralf 8 2009 Characterization of matrix-exponential distributions. Zbl 1148.60005Bean, Nigel G.; Fackrell, Mark; Taylor, Peter 8 2008 Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096Blom, J.; Mandjes, M.; Thorsdottir, H. 8 2013 The group inverse of finite homogeneous QBD processes. Zbl 1005.60093da Silva Soares, Ana; Latouche, Guy 8 2002 An infinite-phase quasi-birth-and-death model for the non-preemptive priority M/PH/1 queue. Zbl 1009.60080Isotupa, K. P. Sapna; Stanford, David A. 8 2002 Hitting and ruin probabilities for compound Poisson processes and the cycle maximum of the M/G/1 queue. Zbl 1013.60070Perry, D.; Stadje, W.; Zacks, S. 8 2002 Analysis of a feedback fluid model for heterogeneous TCP sources. Zbl 1024.60040van Foreest, Nicky; Mandjes, Michel; Scheinhardt, Werner 8 2003 BMAP/G/1 queue under \(D\)-policy: queue length analysis. Zbl 1069.60075Lee, Ho Woo; Baek, Jung Woo 8 2005 Stability and performance of stack algorithms for random access communication modeled as a tree structured QBD Markov chain. Zbl 1017.90009Van Houdt, B.; Blondia, C. 8 2001 \(PH\)-invariant polytopes and Coxian representations of phase type distributions. Zbl 1159.60340He, Qi-Ming; Zhang, Hanqin 8 2006 A weak convergence criterion for constructing changes of measure. Zbl 1339.60047Blanchet, Jose; Ruf, Johannes 8 2016 Optimal multiple trading times under the exponential OU model with transaction costs. Zbl 1337.60074Leung, Tim; Li, Xin; Wang, Zheng 8 2015 The waiting time distribution of a type \(k\) customer in a discrete-time \(\text{MMAP} [K]/ \text{PH}[K]/c\) \((c=1,2)\) queue using QBDs. Zbl 1054.60098Van Houdt, B.; Blondia, C. 7 2004 Explicit formulae for the queue length distribution of batch arrival systems. Zbl 1056.60091Bratiychuk, M. S.; Kempa, W. 7 2004 Finite horizon decision timing with partially observable Poisson processes. Zbl 1244.62008Ludkovski, Michael; Sezer, Semih O. 7 2012 Volatility estimation in fractional Ornstein-Uhlenbeck models. Zbl 1437.60023Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri 1 2020 Branching processes in varying environment with generation-dependent immigration. Zbl 07076055González, M.; Kersting, G.; Minuesa, C.; del Puerto, I. 3 2019 A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139Frolkova, Maria; Mandjes, Michel 2 2019 Multi operator-stable random measures and fields. Zbl 07130986Kremer, Dustin; Scheffler, Hans-Peter 2 2019 Regularly varying nonstationary second-order Galton-Watson processes with immigration. Zbl 07076054Bősze, Zsuzsanna; Pap, Gyula 1 2019 Sample paths of continuous-state branching processes with dependent immigration. Zbl 07076056Li, Zenghu 1 2019 Diffusion approximation of near critical branching processes in fixed and random environment. Zbl 07076058Limnios, Nikolaos; Yarovaya, Elena 1 2019 Equivalent measure changes for subordinate diffusions. Zbl 07130984Li, Lingfei; Mendoza-Arriaga, Rafael 1 2019 Strong approximations for time-varying infinite-server queues with non-renewal arrival and service processes. Zbl 1391.60224Ko, Young Myoung; Pender, Jamol 7 2018 On the genealogy and coalescence times of Bienaymé-Galton-Watson branching processes. Zbl 1390.60311Grosjean, Nicolas; Huillet, Thierry 4 2018 The variance constant for continuous-time level dependent quasi-birth-and-death processes. Zbl 1386.60262Liu, Yuanyuan; Wang, Pengfei; Zhao, Yiqiang Q. 3 2018 Computing the conditional stationary distribution in Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type. Zbl 1391.60223Kimura, Masatoshi; Takine, Tetsuya 2 2018 Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Zbl 1391.60225Kuhn, Julia; Mandjes, Michel 2 2018 Robustness of power-law behavior in cascading line failure models. Zbl 1386.90038Sloothaak, F.; Borst, S. C.; Zwart, B. 2 2018 Ruin problem of a two-dimensional fractional Brownian motion risk process. Zbl 1386.60138Ji, Lanpeng; Robert, Stephan 2 2018 Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate. Zbl 1386.93305Eisenberg, Julia 1 2018 Maximizing survival time in a random walk on an interval. Zbl 1391.60087Kubicka, Ewa M.; Kubicki, Grzegorz; Kuchta, Małgorzata; Morayne, Michał 1 2018 Cross-infection in epidemics spread by carriers. Zbl 1391.60187Lefèvre, Claude; Simon, Matthieu 1 2018 Sojourn time in an \(\mathrm{M}/\mathrm{M}/1\) processor sharing queue with permanent customers. Zbl 1386.60317Guillemin, Fabrice; Slim, Farah 1 2018 MAP fitting by count and inter-arrival moment matching. Zbl 1403.60080Nasr, Walid W.; Charanek, Ali; Maddah, Bacel 1 2018 Sojourn time in a \(M^{[X]}/M/1\) processor sharing queue with batch arrivals. Zbl 1403.60077Guillemin, Fabrice; Quintuna Rodriguez, Veronika Karina; Simonian, Alain 1 2018 A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068Asmussen, Søren; Ivanovs, Jevgenijs 1 2018 Self-stabilizing processes. Zbl 1411.60057Falconer, K. J.; Lévy Véhel, J. 1 2018 Heavy traffic analysis of a polling model with retrials and glue periods. Zbl 1411.90085Abidini, Murtuza Ali; Dorsman, Jan-Pieter; Resing, Jacques 1 2018 Two-queue polling systems with switching policy based on the queue that is not being served. Zbl 1387.60138Perel, Efrat; Yechiali, Uri 6 2017 Routing in a queueing system with two heterogeneous servers in speed and in quality of resolution. Zbl 1380.90092Legros, Benjamin; Jouini, Oualid 5 2017 A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion. Zbl 1361.60070Ahn, Soohan; Ramaswami, V. 5 2017 First hitting time of integral diffusions and applications. Zbl 1380.60073Cui, Zhenyu; Nguyen, Duy 4 2017 Matrix geometric approach for random walks: stability condition and equilibrium distribution. Zbl 1383.60038Kapodistria, Stella; Palmowski, Zbigniew 4 2017 Asymptotic normality of in- and out-degree counts in a preferential attachment model. Zbl 1367.05091Wang, Tiandong; Resnick, Sidney I. 3 2017 Multi-class \(\mathrm{M}/\mathrm{PH}/1\) queues with deterministic impatience times. Zbl 1361.60085Sakuma, Yutaka; Takine, Tetsuya 3 2017 Defective Galton-Watson processes. Zbl 1387.60124Sagitov, Serik; Minuesa, Carmen 2 2017 Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin. Zbl 1383.60067Zeifman, Alexander; Korotysheva, Anna; Satin, Yacov; Razumchik, Rostislav; Korolev, Victor; Shorgin, Sergey 2 2017 Stationary analysis of the “shortest queue first” service policy: the asymmetric case. Zbl 1370.60168Guillemin, Fabrice; Simonian, Alain 2 2017 Slowing time: Markov-modulated Brownian motions with a sticky boundary. Zbl 1370.60138Latouche, Guy; Nguyen, Giang T. 2 2017 A computational algorithm for the loss probability in the \(\mathrm{M}/\mathrm{G}/1+\mathrm{PH}\) queue. Zbl 1361.60083Inoue, Yoshiaki; Takine, Tetsuya 2 2017 On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\). Zbl 1395.60089Samuelson, Aviva; O’Reilly, Małgorzata M.; Bean, Nigel G. 1 2017 Stationary distributions for a class of Markov-modulated tandem fluid queues. Zbl 1395.60088O’Reilly, Małgorzata M.; Scheinhardt, Werner 1 2017 Stochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systems. Zbl 1387.90073Yu, Hai-Bo 1 2017 Heavy traffic analysis of roving server networks. Zbl 1370.60161Boon, M. A. A.; van der Mei, R. D.; Winands, E. M. M. 1 2017 On the arbitrage price of European call options. Zbl 1378.91119Ernst, Philip 1 2017 Infinite-time absolute ruin in dependent renewal risk models with constant force of interest. Zbl 1359.62459Liu, Jiajun; Yang, Yang 1 2017 A weak convergence criterion for constructing changes of measure. Zbl 1339.60047Blanchet, Jose; Ruf, Johannes 8 2016 Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075Li, Jingchao; Dickson, David C. M.; Li, Shuanming 4 2016 A new look at Markov processes of \(\mathrm{G}/\mathrm{M}/1\)-type. Zbl 1339.60112Joyner, Jason; Fralix, Brian 4 2016 Reflected BSDE of Wiener-Poisson type in time-dependent domains. Zbl 1339.60075Nyström, K.; Olofsson, M. 4 2016 Self-exciting threshold models for time series of counts with a finite range. Zbl 1345.60080Möller, Tobias A. 3 2016 On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures. Zbl 1342.60018Korolev, V. Yu.; Zeifman, A. I. 3 2016 Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: formulas driven by the minimal solution matrix of a Riccati equation. Zbl 1342.60055Ahn, Soohan 3 2016 The snowball effect of customer slowdown in critical many-server systems. Zbl 1342.60129Selen, Jori; Adan, Ivo J. B. F.; Kulkarni, Vidyadhar G.; van Leeuwaarden, Johan S. H. 2 2016 Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134Mandjes, Michel; De Turck, Koen 2 2016 On the use of functional calculus for phase-type and related distributions. Zbl 1348.60120Bladt, Mogens; Navarro, Azucena Campillo; Nielsen, Bo Friis 1 2016 Further properties of a random graph with duplications and deletions. Zbl 1338.05240Backhausz, Ágnes; Móri, Tamás F. 1 2016 Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088Bo, Lijun; Yuan, Chenggui 1 2016 Prediction in a mixed Poisson cluster model. Zbl 1344.60049Matsui, Muneya; Rolski, Tomasz 1 2016 Transient analysis of one-sided Lévy-driven queues. Zbl 1342.60070Starreveld, N. J.; Bekker, R.; Mandjes, M. 1 2016 Persistence and existence of stationary measures for a logistic growth model with predation. Zbl 1343.92434Pinheiro, Susana 1 2016 A multidimensional ruin problem and an associated notion of duality. Zbl 1415.91161Ramasubramanian, S. 1 2016 Optimal hedging through limit orders. Zbl 1415.91275Agliardi, Rossella 1 2016 A semi-explicit density function for Kulkarni’s bivariate phase-type distribution. Zbl 1344.60022Breuer, Lothar 1 2016 On a general mixed priority queue with server discretion. Zbl 1345.60105Fajardo, Val Andrei; Drekic, Steve 1 2016 Decay property of stopped Markovian bulk-arriving queues with \(c\)-servers. Zbl 1357.60101Li, Junping; Zhang, Lina 1 2016 Delay analysis of a discrete-time \(\mathrm{GI} - \mathrm{GI} - 1\) queue with reservation-based priority scheduling. Zbl 1339.60133Feyaerts, B.; De Vuyst, S.; Bruneel, H.; Wittevrongel, S. 1 2016 An \((s, k, S)\) fluid inventory model with exponential leadtimes and order cancellations. Zbl 1339.60128Barron, Y. 1 2016 Affine LIBOR models driven by real-valued affine processes. Zbl 1414.91395Müller, Wolfgang; Waldenberger, Stefan 1 2016 Limit theorems for marked Hawkes processes with application to a risk model. Zbl 1325.60025Karabash, Dmytro; Zhu, Lingjiong 19 2015 Optimal multiple trading times under the exponential OU model with transaction costs. Zbl 1337.60074Leung, Tim; Li, Xin; Wang, Zheng 8 2015 Tail behavior of weighted sums of order statistics of dependent risks. Zbl 1309.62091Hashorva, Enkelejd; Li, Jinzhu 5 2015 Dynamic limit growth indices in discrete time. 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Zbl 1318.68061Horváth, G.; van Houdt, B.; Telek, M. 5 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081Hashorva, Enkelejd; Ji, Lanpeng 5 2014 First passage times to congested states of many-server systems in the Halfin-Whitt regime. Zbl 1303.60086Fralix, Brian; Knessl, Charles; van Leeuwaarden, Johan S. H. 4 2014 Queues and risk processes with dependencies. Zbl 1306.60132Badila, E. S.; Boxma, O. J.; Resing, J. A. C. 4 2014 Lévy processes, phase-type distributions, and martingales. Zbl 1305.60033Asmussen, Søren 3 2014 Bayesian dividend optimization and finite time ruin probabilities. Zbl 1292.91182Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan 3 2014 Gambler’s ruin: the duration of play. Zbl 1306.60041Katriel, Guy 3 2014 Phase type distributions with finite support. Zbl 1317.60016Ramaswami, V.; Viswanath, N. C. 2 2014 Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. Zbl 1305.60098Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. 2 2014 Signatures in Markov-modulated processes. Zbl 1296.60270Andronov, Alexander; Gertsbakh, I. B. 2 2014 On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process. Zbl 1319.60136Veestraeten, Dirk 1 2014 Blocking probabilities in Erlang loss queues with advance reservation. Zbl 1303.60088van de Vrugt, Maartje; Litvak, Nelly; Boucherie, Richard J. 1 2014 Uniform tail asymptotics for the sum of two correlated classes with stochastic returns and dependent heavy tails. Zbl 1404.62105Fu, Ke-Ang; Ng, Cheuk Yin Andrew 1 2014 Optimal strategies for a long-term static investor. Zbl 1303.91163Zhu, Lingjiong 1 2014 Critical scale for a continuous AIMD model. Zbl 1323.60120Grigorescu, Ilie; Kang, Min 1 2014 Non-hyperbolicity of random graphs with given expected degrees. Zbl 1280.05125Shang, Yilun 16 2013 A stochastic two-dimensional fluid model. Zbl 1267.60082Bean, Nigel G.; O’Reilly, Małgorzata M. 10 2013 Stability for fluid queues: characteristic inequalities. Zbl 1271.60097Govorun, Maria; Latouche, Guy; Remiche, Marie-Ange 10 2013 The Israeli Queue with priorities. Zbl 1274.60277Perel, Nir; Yechiali, Uri 9 2013 ...and 305 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,436 Authors 40 Hashorva, Enkelejd 35 Mandjes, Michel Robertus Hendrikus 25 Resnick, Sidney Ira 21 Zhao, Yiqiang Q. 20 Ahn, Soohan 19 Šiaulys, Jonas 19 Wang, Yuebao 18 Bruneel, Herwig 18 Latouche, Guy 17 Boxma, Onno Johan 17 Lee, Ho Woo 17 Yuen, Kam Chuen 16 Adan, Ivo J. B. F. 16 He, Qi-Ming 16 Tang, Qihe 15 Cheung, Ka Chun 15 Dębicki, Krzysztof 15 Leipus, Remigijus 15 Li, Quanlin 15 Magdziarz, Marcin 14 Bini, Dario Andrea 14 Gao, Qingwu 14 Taylor, Peter Gerrard 14 Yin, Chuancun 14 Zeifman, Alexander Izrailevich 13 Dhaene, Jan 13 Gupta, Umesh Chandra 13 Meini, Beatrice 13 O’Reilly, Małgorzata M. 13 Rodríguez García, José Manuel 12 Bean, Nigel G. 12 Jiang, Tao 12 Miyazawa, Masakiyo 12 Ramaswami, Vaidyanathan 12 Takine, Tetsuya 12 Telek, Miklós 12 Vanduffel, Steven 12 Wang, Kaiyong 12 Zhu, Lingjiong 11 Korolev, Viktor Yur’evich 11 Krishnamoorthy, Achyutha 11 Liu, Liwei 11 Masuyama, Hiroyuki 11 Palmowski, Zbigniew 11 Pap, Gyula 11 Perry, David 11 Stadje, Wolfgang 11 Zacks, Shelemyahu 10 Cheung, Eric C. K. 10 Cui, Lirong 10 Lee, Se Won 10 Wang, Dingcheng 10 Weiß, Christian H. 10 Wittevrongel, Sabine 9 Avram, Florin 9 Badescu, Andrei L. 9 Baek, Jung Woo 9 Banik, Abhijit Datta 9 Barczy, Mátyás 9 Blom, Joke G. 9 Chaudhry, Mohan L. 9 De Turck, Koen 9 Di Crescenzo, Antonio 9 Guo, Junyi 9 Ji, Lanpeng 9 Kempa, Wojciech M. 9 Leung, Tim 9 Li, Jinzhu 9 Van Houdt, Benny 9 Walraevens, Joris 8 Albrecher, Hansjörg 8 Alfa, Attahiru Sule 8 Dshalalow, Jewgeni H. 8 Glynn, Peter W. 8 Guillemin, Fabrice M. 8 Huillet, Thierry E. 8 Lambert, Amaury 8 Liang, Zhibin 8 Liu, Zaiming 8 Méléard, Sylvie 8 Pender, Jamol 8 Seol, Youngsoo 8 Steyaert, Bart 7 Ghosh, Souvik 7 Horváth, Gábor 7 Ivanov, Roman V. 7 Kapodistria, Stella 7 Lo, Ambrose 7 Martinucci, Barbara 7 Resing, Jacques A. 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Latin American Journal of Probability and Mathematical Statistics 4 Journal of Physics A: Mathematical and Theoretical ...and 202 more Journals all top 5 Cited in 48 Fields 1,481 Probability theory and stochastic processes (60-XX) 596 Operations research, mathematical programming (90-XX) 546 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 453 Statistics (62-XX) 144 Computer science (68-XX) 142 Numerical analysis (65-XX) 120 Biology and other natural sciences (92-XX) 98 Systems theory; control (93-XX) 53 Partial differential equations (35-XX) 36 Linear and multilinear algebra; matrix theory (15-XX) 34 Calculus of variations and optimal control; optimization (49-XX) 33 Combinatorics (05-XX) 32 Statistical mechanics, structure of matter (82-XX) 18 Dynamical systems and ergodic theory (37-XX) 17 Ordinary differential equations (34-XX) 16 Operator theory (47-XX) 12 Measure and integration (28-XX) 12 Integral transforms, operational calculus (44-XX) 12 Integral equations (45-XX) 9 Information and communication theory, circuits (94-XX) 7 Real functions (26-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 6 Functional analysis (46-XX) 6 Fluid mechanics (76-XX) 5 Special functions (33-XX) 4 Number theory (11-XX) 4 Functions of a complex variable (30-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-XX) 3 Sequences, series, summability (40-XX) 3 Convex and discrete geometry (52-XX) 3 Differential geometry (53-XX) 2 Associative rings and algebras (16-XX) 2 Geometry (51-XX) 2 General topology (54-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Optics, electromagnetic theory (78-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year