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On the Correlation Structure of a Lévy-Driven Queue
16 references·1 citing·31 second hop
On the Correlation Structure of a Lévy-Driven Queue (2008)On the Correlation Structure of a Lévy-Dr…Stochastic Simulation (2007)Stochastic SimulationLarge Deviations for Gaussian Queues (2007)Large Deviations for Gaussian…Large deviations of sojourn times in processor sharing queues (2006)Large deviations of sojourn t…Nonparametric Inference About Service Time Distribution from Indirect Measurements (2004)Nonparametric Inference About…Applied Probability and Queues (2003)Applied Probability and QueuesNon-parametric Estimation for the M/G/∞ Queue (1999)Non-parametric Estimation for…Asymptotics for M/G/1 low-priority waiting-time tail probabilities (1997)Asymptotics for M/G/1 low-pri…Transient Behavior of the M/G/1 Workload Process (1994)Transient Behavior of the M/G…Applied Probability and Queues (1987)Applied Probability and QueuesThe covariance function of the virtual waiting-time process in an M / G /1 queue (1977)The covariance function of th…The covariance structure of queues and related processes – a survey of recent work (1975)The covariance structure of q…Fluctuation theory in continuous time (1975)Fluctuation theory in continu…Fluctuation theory in continuous time (1975)Fluctuation theory in continu…The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments (1964)The First Passage Time of a L…On Queues with Poisson Arrivals (1957)On Queues with Poisson Arriva…Stochastic Properties of Waiting Lines (1955)Stochastic Properties of Wait…Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (2011)Simulation-Based Computation …Some Problems in the Theory of Queues (1951)The single server queue in heavy traffic (1961)Multiple channel queues in heavy traffic. I (1970)Cramér's estimate for Lévy processes (1994)On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum (2004)De Finetti’s optimal dividends problem with an affine penalty function at ruin (2009)The theory of queues with a single server (1952)Processor sharing: A survey of the mathematical theory (2007)Comparison Methods for Queues and Other Stochastic Models. (1986)Stochastic Modeling and the Theory of Queues (1989)Sampling at subexponential times, with queueing applications (1999)Analysis, Design, and Control of Queueing Systems (2002)Bursty Human Dynamics (2017)Risk processes perturbed by α-stable Lévy motion (1998)Ruin probabilities and decompositions for general perturbed risk processes (2004)Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (2008)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)The Development of Operations Research as a Science (1956)The Analysis of Simulation-Generated Time Series (1967)The Transient Behavior of the M/M/s Queue, with Implications for Steady-State Simulation (1985)Extremes of multidimensional Gaussian processes (2010)The asymptotic variance of departures in critically loaded queues (2011)On the supremum of γ -reflected processes with fractional Brownian motion as input (2013)A Guide to Sample Average Approximation (2014)Simulation Modeling and Analysis (2016)A unified framework for stochastic optimization (2018)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
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References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 2007Stochastic Simulation1,121 cited
  • 1975Fluctuation theory in continuous time179 cited
  • 1975Fluctuation theory in continuous time146 cited
  • 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited
  • 1964The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments114 cited
  • 2007Large Deviations for Gaussian Queues113 cited
  • 1955Stochastic Properties of Waiting Lines103 cited
  • 1957On Queues with Poisson Arrivals102 cited
  • 1994Transient Behavior of the M/G/1 Workload Process64 cited
  • 1999Non-parametric Estimation for the M/G/∞ Queue63 cited
  • 1975The covariance structure of queues and related processes – a survey of recent work63 cited
  • 2004Nonparametric Inference About Service Time Distribution from Indirect Measurements43 cited
  • 1977The covariance function of the virtual waiting-time process in an M / G /1 queue41 cited
  • 2006Large deviations of sojourn times in processor sharing queues

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  • 2011Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue18 cited