SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Sampling at subexponential times, with queueing applications
15 references·16 citing·35 second hop
Sampling at subexponential times, with queueing applications (1999)Sampling at subexponential times, with qu…Applied Probability and Queues (2003)Applied Probability and QueuesModelling Extremal Events (1997)Modelling Extremal EventsAsymptotics for M/G/1 low-priority waiting-time tail probabilities (1997)Asymptotics for M/G/1 low-pri…A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions (1997)A Practical Guide to Heavy Ta…Saddlepoint Approximations (1995)Saddlepoint ApproximationsExponential Approximations for Tail Probabilities in Queues, I: Waiting Times (1995)Exponential Approximations fo…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Logarithmic asymptotics for s…Asymptotics for steady-state tail probabilities in structured markov queueing models (1994)Asymptotics for steady-state …Subexponential distributions and integrated tails (1988)Subexponential distributions …Applied Probability and Queues (1987)Applied Probability and QueuesTechnical Note—A Note on the M/G/1 Queue with Server Vacations (1984)Technical Note—A Note on the …Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Estimates for the probability…On the tails of waiting-time distributions (1975)On the tails of waiting-time …Imbedded Markov Chain Analysis of a Waiting-Line Process in Continuous Time (1959)Imbedded Markov Chain Analysi…Tails of random sums of a heavy-tailed number of light-tailed terms (2007)Tails of random sums of a hea…Processor sharing: A survey of the mathematical theory (2007)Processor sharing: A survey o…Sojourn time asymptotics in processor-sharing queues (2006)Sojourn time asymptotics in p…Improved algorithms for rare event simulation with heavy tails (2006)Improved algorithms for rare …Heavy Tails in Multi-Server Queue (2006)Heavy Tails in Multi-Server Q…Strong, Weak and False Inverse Power Laws (2005)Strong, Weak and False Invers…Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (2004)Tail behaviour of the busy pe…Tail asymptotics for processor-sharing queues (2004)Tail asymptotics for processo…Moments and tails in monotone-separable stochastic networks (2004)Moments and tails in monotone…A MAP/G/1 Queue with Negative Customers (2004)A MAP/G/1 Queue with Negative…Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue (2003)Large Deviation Analysis of S…Tail Asymptotics for the Busy Period in the GI/G/1 Queue (2001)Tail Asymptotics for the Busy…Moments and Tails in Monotone-Separable Stochastic Networks (2001)Moments and Tails in Monotone…Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)Tail probabilities for non-st…On a reduced load equivalence for fluid queues under subexponentiality (1999)On a reduced load equivalence…Appendix: A primer on heavy-tailed distributions (1999)Appendix: A primer on heavy-t…Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)Mathematical Methods in Risk Theory (1970)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Extreme Values in the GI/G/1 Queue (1972)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Subexponentiality and infinite divisibility (1979)Subexponentiality of the product of independent random variables (1994)Introduction to the Theory of Queues. (1963)Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Effective bandwidths of departure processes from queues with time varying capacities (2002)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)High volatility, thick tails and extreme value theory in value-at-risk estimation (2003)Trends and fluctuations in the severity of interstate wars (2018)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)Subexponential distributions and characterizations of related classes (1989)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)Empirical properties of asset returns: stylized facts and statistical issues (2001)Extreme Correlation of International Equity Markets (2001)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)Rare Events Simulation for Heavy-Tailed Distributions (2000)Importance Sampling for Portfolio Credit Risk (2005)Probabilistic uncertainty analysis by mean-value first order Saddlepoint Approximation (2007)
this work references cited by second hop

References

  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1995Saddlepoint Approximations400 cited
  • 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
  • 1988Subexponential distributions and integrated tails318 cited
  • 1994Logarithmic asymptotics for steady-state tail probabilities in a single-server queue290 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1997A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions201 cited
  • 1995Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times145 cited
  • 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited
  • 1994Asymptotics for steady-state tail probabilities in structured markov queueing models116 cited
  • 1984Technical Note—A Note on the M/G/1 Queue with Server Vacations109 cited
  • 1959Imbedded Markov Chain Analysis of a Waiting-Line Process in Continuous Time108 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 1999Appendix: A primer on heavy-tailed distributions141 cited
  • 2006Improved algorithms for rare event simulation with heavy tails140 cited
  • 2005Strong, Weak and False Inverse Power Laws129 cited
  • 1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps100 cited
  • 2007Processor sharing: A survey of the mathematical theory95 cited
  • 2007Tails of random sums of a heavy-tailed number of light-tailed terms63 cited
  • 2001Tail Asymptotics for the Busy Period in the GI/G/1 Queue60 cited
  • 2004Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times59 cited
  • 2006Sojourn time asymptotics in processor-sharing queues53 cited
  • 1999On a reduced load equivalence for fluid queues under subexponentiality51 cited
  • 2004Tail asymptotics for processor-sharing queues48 cited
  • 2004A MAP/G/1 Queue with Negative Customers47 cited
  • 2001Moments and Tails in Monotone-Separable Stochastic Networks46 cited
  • 2006Heavy Tails in Multi-Server Queue45 cited
  • 2003Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue44 cited
  • 2004Moments and tails in monotone-separable stochastic networks41 cited