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Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands
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Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands (2007)Asymptotic Blocking Probabilities in Loss…Loss Rates for Lévy Processes with Two Reflecting Barriers (2007)Loss Rates for Lévy Processes…The Erlang model with non-poisson call arrivals (2006)The Erlang model with non-poi…Subexponential Distributions (2004)Subexponential DistributionsSubexponential loss rates in a GI/GI/1 queue with applications (1999)Subexponential loss rates in …The effect of multiple time scales and subexponentiality in MPEG video streams on queueing behavior (1997)The effect of multiple time s…Modelling Extremal Events (1997)Modelling Extremal EventsModelling of extremal events in insurance and finance (1994)Modelling of extremal events …Large claims approximations for risk processes in a Markovian environment (1994)Large claims approximations f…Blocking probabilities for large multirate erlang loss systems (1993)Blocking probabilities for la…Loss Networks (1991)Loss NetworksOn the GIX/G/∞ system (1990)On the GIX/G/∞ systemStochastic Modeling and the Theory of Queues (1989)Stochastic Modeling and the T…Blocking probabilities in large circuit-switched networks (1986)Blocking probabilities in lar…Blocking When Service Is Required From Several Facilities Simultaneously (1985)Blocking When Service Is Requ…Blocking in a Shared Resource Environment (1981)Blocking in a Shared Resource…On closure and factorization properties of subexponential and related distributions (1980)On closure and factorization …The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Brownian Motion and Stochastic Calculus (2007)Top Incomes in the Long Run of History (2011)Computational algorithms for closed queueing networks with exponential servers (1973)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)On the Steady-State Distribution in a Service Facility Carrying Mixtures of Traffic with Different Peakedness Factors and Capacity Requirements (1983)Introduction to Queueing Theory and Stochastic Teletraffic Models (2013)Subexponentiality and infinite divisibility (1979)Convolution tails, product tails and domains of attraction (1986)Convolutions of Distributions With Exponential and Subexponential Tails (1987)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)The stability of a queue with non-independent inter-arrival and service times (1962)Traffic modeling for telecommunications networks (1994)The M / G /1 queue with two service speeds (2001)Tractable stochastic analysis in high dimensions via robust optimization (2012)Introduction to Stochastic Processes (2014)Robust Queueing Theory (2015)Stochastic Differential Equations: Theory and Applications. (1976)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Optimal Control and Trunk Reservation in Loss Networks (1990)Improving Service by Informing Customers About Anticipated Delays (1999)Chaoticity on path space for a queueing network with selection of the shortest queue among several (2000)Coherent Measures of Risk (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)Maximum-Likelihood Estimation (2017)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Appendix: A primer on heavy-tailed distributions (1999)Stochastic Processes for Insurance & Finance (1999)Rare Events Simulation for Heavy-Tailed Distributions (2000)Convolution equivalence and infinite divisibility (2004)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Statistical Analysis of a Telephone Call Center (2005)Simulation modeling for analysis (2010)Stochastic Models of Computer Communication Systems (1985)Effective bandwidths at multi-class queues (1991)Networks of infinite-server queues with nonstationary Poisson input (1993)
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References

  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,574 cited
  • 1989Stochastic Modeling and the Theory of Queues1,605 cited
  • 1981Blocking in a Shared Resource Environment998 cited
  • 1991Loss Networks601 cited
  • 1986Blocking probabilities in large circuit-switched networks577 cited
  • 1985Blocking When Service Is Required From Several Facilities Simultaneously293 cited
  • 1980On closure and factorization properties of subexponential and related distributions286 cited
  • 2004Subexponential Distributions144 cited
  • 1997The effect of multiple time scales and subexponentiality in MPEG video streams on queueing behavior107 cited
  • 1990On the GIX/G/∞ system77 cited
  • 1994Large claims approximations for risk processes in a Markovian environment56 cited
  • 2007Loss Rates for Lévy Processes with Two Reflecting Barriers54 cited
  • 1993Blocking probabilities for large multirate erlang loss systems49 cited
  • 2006The Erlang model with non-poisson call arrivals46 cited
  • 1999Subexponential loss rates in a GI/GI/1 queue with applications

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