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An Introduction to Numerical Transform Inversion and Its Application to Probability Models
14 references·16 citing·29 second hop
An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)An Introduction to Numerical Transform In…Applied Probability and Queues (2003)Applied Probability and QueuesStructured Stochastic Matrices of M/G/1 Type and Their Applications. (1991)Structured Stochastic Matrice…Applied Probability and Queues (1987)Applied Probability and QueuesMatrix-geometric solutions in stochastic models (1985)Matrix-geometric solutions in…Matrix-Geometric Solutions to Stochastic Models (1984)Matrix-Geometric Solutions to…The Single Server Queue (1983)The Single Server QueueQueuing Networks with Multiple Closed Chains: Theory and Computational Algorithms (1975)Queuing Networks with Multipl…Queueing Systems. Volume 1: Theory (1975)Queueing Systems. Volume 1: T…Observing Stochastic Processes, and Approximate Transform Inversion (1966)Observing Stochastic Processe…Mathematical Theory of Connecting Networks and Telephone Traffic (1966)Mathematical Theory of Connec…Stochastic Service Systems. (1963)Stochastic Service Systems.Introduction to the Theory of Queues. 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this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 1975Queueing Systems. Volume 1: Theory1,964 cited
  • 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1991Structured Stochastic Matrices of M/G/1 Type and Their Applications.996 cited
  • 1963Introduction to the Theory of Queues.961 cited
  • 1985Matrix-geometric solutions in stochastic models871 cited
  • 1983The Single Server Queue844 cited
  • 1966Mathematical Theory of Connecting Networks and Telephone Traffic812 cited
  • 1961The single server queue in heavy traffic444 cited
  • 1966Observing Stochastic Processes, and Approximate Transform Inversion429 cited
  • 1963Introduction to the Theory of Queues420 cited
  • 1963Stochastic Service Systems.327 cited
  • 1975Queuing Networks with Multiple Closed Chains: Theory and Computational Algorithms283 cited

Cited by

  • 2012The Theory of Scale Functions for Spectrally Negative Lévy Processes259 cited
  • 2005Engineering Solution of a Basic Call-Center Model

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170 cited
  • 2002Analysis, Design, and Control of Queueing Systems128 cited
  • 2004ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM98 cited
  • 2007Processor sharing: A survey of the mathematical theory95 cited
  • 2000Evaluating first-passage probabilities for spectrally one-sided Lévy processes85 cited
  • 2002Passage time distributions in large Markov chains64 cited
  • 2021Open problems in queueing theory inspired by datacenter computing62 cited
  • 2017Threshold-Based Allocation Policies for Inventory Management of Red Blood Cells44 cited
  • 2007Time to Reach Buffer Capacity in aBMAPQueue40 cited
  • 2009Synchronized abandonments in a single server unreliable queue40 cited
  • 2005Continuous feedback fluid queues35 cited
  • 2016Queues with Dropping Functions and General Arrival Processes30 cited
  • 2009PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS28 cited
  • 2007Exact waiting time and queue size distributions for equilibrium M/G/1 queues with Pareto service27 cited
  • 2018A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures27 cited