A multidimensional ruin problem and an associated notion of duality

JOURNAL ARTICLE published October 2016 in Stochastic Models

Authors: S. Ramasubramanian

Resource competition in virtual network embedding

JOURNAL ARTICLE published 25 January 2021 in Stochastic Models

Research funded by Australian Research Council (ARC) Centre of Excellence for the Mathematical and Statistical Frontiers (FL130100039)

Authors: Jing Fu | Bill Moran | Peter G. Taylor | Chenchen Xing

Control of a tandem queue with a startup cost for the second server

JOURNAL ARTICLE published 3 July 2018 in Stochastic Models

Authors: A. Hristov | S. Bhulai | R. D. van der Mei | J. W. Bosman

Functional limit theorems for the multi-dimensional elephant random walk

JOURNAL ARTICLE published 2 January 2022 in Stochastic Models

Authors: Marco Bertenghi

Diffusion approximations for insurance risk processes

JOURNAL ARTICLE published 2 January 2016 in Stochastic Models

Authors: Ranojoy Basu

A further study of some Markovian Bitcoin models from Göbel et al.

JOURNAL ARTICLE published 2 April 2020 in Stochastic Models

Authors: Kayla Javier | Brian Fralix

TheM/G/1 Queue with Quasi-Restricted Accessibility

JOURNAL ARTICLE published 12 February 2009 in Stochastic Models

Authors: Onno Boxma | David Perry | Wolfgang Stadje | Shelley Zacks

Stochastic delay differential neoclassical growth system

JOURNAL ARTICLE published 25 March 2021 in Stochastic Models

Research funded by the Zhejiang Provincial Natural Science Foundation of China (LY18A010019) | ‘Xulun’ Scholar Plan of Shanghai Lixin University of Accounting and Finance and Shanghai Talent Development Fund (2017128)

Authors: Wentao Wang | Wei Chen

A hard-core stochastic process with simultaneous births and deaths

JOURNAL ARTICLE published 2 October 2018 in Stochastic Models

Authors: Mayank Manjrekar

The consistency of the estimators in semiparametric regression model based on m -asymptotic negatively associated errors

JOURNAL ARTICLE published 16 March 2024 in Stochastic Models

Research funded by National Social Science Foundation of China (22BTJ059)

Authors: Jiayi Feng | Aiting Shen | Dantong Wang | Xuejun Wang

PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS

JOURNAL ARTICLE published 9 February 2005 in Stochastic Models

Authors: John F. Shortle

Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions

JOURNAL ARTICLE published July 2006 in Stochastic Models

Authors: Qi-Ming He | Hanqin Zhang

STABILITY IN QUEUES WITH IMPATIENT CUSTOMERS

JOURNAL ARTICLE published 31 July 2001 in Stochastic Models

Authors: Rosa E. Lillo | Miguel Martín

Subexponential asymptotics of the waiting time distribution in a single-server queue with multiple Markovian arrival streams

JOURNAL ARTICLE published 2001 in Stochastic Models

Authors: Tetsuya Takine

Two-Sided Reflection of Markov-Modulated Brownian Motion

JOURNAL ARTICLE published April 2012 in Stochastic Models

Authors: B. D'Auria | J. Ivanovs | O. Kella | M. Mandjes

Model verification for Lévy-driven CARMA(2,1) processes

JOURNAL ARTICLE published 3 July 2021 in Stochastic Models

Authors: Ibrahim Abdlrazeq | Hieu Nguyen

A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation

JOURNAL ARTICLE published 3 July 2015 in Stochastic Models

Authors: M. Ait Ouahra | A. Sghir

Approximate solution of the integral equations involving kernel with additional singularity

JOURNAL ARTICLE published 26 October 2021 in Stochastic Models

Authors: Vitalii Makogin | Yuliya Mishura | Hanna Zhelezniak

A Note on Unicyclic Representations of Phase Type Distributions

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: Qi-Ming He | Hanqin Zhang

Stability for Fluid Queues: Characteristic Inequalities

JOURNAL ARTICLE published February 2013 in Stochastic Models

Authors: Maria Govorun | Guy Latouche | Marie-Ange Remiche