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Tandem Brownian queues
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Tandem Brownian queues (2007)Tandem Brownian queuesSample-path large deviations for tandem and priority queues with Gaussian inputs (2005)Sample-path large deviations …Big Queues, Springer Lecture Notes in Mathematics (2004)Big Queues, Springer Lecture …Big Queues (2004)Big QueuesMost probable paths and performance formulae for buffers with gaussian input traffic (2002)Most probable paths and perfo…Brownian Models of Feedforward Queueing Networks: Quasireversibility and Product Form Solutions (1992)Brownian Models of Feedforwar…On the Integrodifferential Equation of Takacs. II (1959)On the Integrodifferential Eq…Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Tail asymptotics for a Lévy-d…Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (2008)Exit problem of a two-dimensi…Asymptotic analysis of Lévy-driven tandem queues (2008)Asymptotic analysis of Lévy-d…Quasi-product forms for Lévy-driven fluid networks (2006)Quasi-product forms for Lévy-…A storage model with self-similar input (1994)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Buffer overflow asymptotics for a buffer handling many traffic sources (1996)A large-deviations analysis of the GI/GI/1 SRPT queue (2006)Large deviations of infinite intersections of events in Gaussian processes (2006)Some Problems in the Theory of Queues (1951)Investigation of waiting time problems by reduction to Markov processes (1955)On Queues with Poisson Arrivals (1957)Limit theorems for periodic queues (1977)Generalized processor sharing queues (2003)Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insurance and Finance (1999)Ruin Probabilities (2000)A Two-Dimensional Risk Model with Proportional Reinsurance (2011)Fundamentals of Queueing Networks (2001)Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Stochastic Integration and Differential Equations (2005)Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions (2012)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Wavelet analysis of long-range-dependent traffic (1998)GPS schedulers and Gaussian traffic (2005)Sample path properties of bifractional Brownian motion (2007)On the tails of waiting-time distributions (1975)Stochastic Processes in Queueing Theory (1976)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Reflected Brownian Motion on an Orthant (1981)Applied Probability and Queues (1987)Applied Probability and Queues (2003)The QNET Method for Re-Entrant Queueing Networks with Priority Disciplines (1997)Diffusion approximation for a processor sharing queue in heavy traffic (2004)Positive Harris recurrence and diffusion scale analysis of a push pull queueing network (2009)Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)Performance Analysis of Queueing Networks via Robust Optimization (2011)Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets (2012)Is Tail-Optimal Scheduling Possible? (2012)Integrability and tail estimates for Gaussian rough differential equations (2013)Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty (2018)
this work references cited by second hop

References

  • 2004Big Queues130 cited
  • 2002Most probable paths and performance formulae for buffers with gaussian input traffic72 cited
  • 1992Brownian Models of Feedforward Queueing Networks: Quasireversibility and Product Form Solutions70 cited
  • 1959On the Integrodifferential Equation of Takacs. II57 cited
  • 2004Big Queues, Springer Lecture Notes in Mathematics52 cited
  • 2005Sample-path large deviations for tandem and priority queues with Gaussian inputs45 cited

Cited by

  • 2008Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results64 cited
  • 2008Asymptotic analysis of Lévy-driven tandem queues27 cited
  • 2009Tail asymptotics for a Lévy-driven tandem queue with an intermediate input24 cited
  • 2006Quasi-product forms for Lévy-driven fluid networks24 cited

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