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A monotonicity result for the workload in Markov-modulated queues
8 references·1 citing·28 second hop
A monotonicity result for the workload in Markov-modulated queues (1998)A monotonicity result for the workload in…MR/GI/1 queues by positively correlated arrival stream (1994)MR/GI/1 queues by positively …Regularity of Stochastic Processes: A Theory Based on Directional Convexity (1993)Regularity of Stochastic Proc…Monotonicity results for queues with doubly stochastic Poisson arrivals: Ross's conjecture (1991)Monotonicity results for queu…Queues with nonstationary inputs (1989)Queues with nonstationary inp…Upper Bounds for Single Server Queues with Doubly Stochastic Poisson Arrivals (1986)Upper Bounds for Single Serve…Comparison Methods for Queues and Other Stochastic Models. (1986)Comparison Methods for Queues…Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…Average delay in queues with non-stationary Poisson arrivals (1978)Average delay in queues with …Dependence properties and comparison results for Lévy processes (2007)Dependence properties and com…Brownian Motion and Stochastic Calculus (1988)Stochastic convexity for multidimensional processes and its applications (1991)Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (1994)Some results about the expected ruin time in Markov-modulated risk models (1996)Brownian Motion and Stochastic Calculus (2007)The stability of a queue with non-independent inter-arrival and service times (1962)Computational methods in risk theory: A matrix-algorithmic approach (1992)An Introduction to Copulas (1999)Financial Modelling with Jump Processes (2003)Stochastic Integration and Differential Equations (2005)Some Inequalities in Queuing (1968)Queues with non-stationary input stream: Ross's conjecture (1981)The asymptotic behavior o queues with time-varying arrival rates (1984)Point Processes and Queues (1981)Stochastic Comparison of Random Vectors with a Common Copula (2001)The Single Server Queue (1983)The Single Server Queue. (1983)Queues and Point Processes. (1985)A new ordering for stochastic majorization: theory and applications (1992)A class of bivariate stochastic orderings, with applications in actuarial sciences (1999)Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (2001)On the Exact Analysis of a Discrete-Time Queueing System with Autoregressive Inputs (2003)Introduction to Stochastic Processes (2014)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Marked point processes as limits of Markovian arrival streams (1993)
this work references cited by second hop

References

  • 1986Comparison Methods for Queues and Other Stochastic Models.938 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1978Average delay in queues with non-stationary Poisson arrivals88 cited
  • 1993Regularity of Stochastic Processes: A Theory Based on Directional Convexity83 cited
  • 1986Upper Bounds for Single Server Queues with Doubly Stochastic Poisson Arrivals59 cited
  • 1989Queues with nonstationary inputs53 cited
  • 1994MR/GI/1 queues by positively correlated arrival stream47 cited
  • 1991Monotonicity results for queues with doubly stochastic Poisson arrivals: Ross's conjecture45 cited

Cited by

  • 2007Dependence properties and comparison results for Lévy processes32 cited

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