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Rate Conservation Law for Stationary Semimartingales
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Rate Conservation Law for Stationary Semimartingales (1993)Rate Conservation Law for Stationary Semi…Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (2013)Useful Martingales for Stocha…Diffusion approximations for open queueing networks with service interruptions (1993)Diffusion approximations for …Useful martingales for stochastic storage processes with Lévy input (1992)Useful martingales for stocha…Queues with Server Vacations and Levy Processes with Secondary Jump Input (1991)Queues with Server Vacations …A Note on a Sample-Path Rate Conservation Law and its Relationship with H = λG (1991)A Note on a Sample-Path Rate …Stochastic Integration and Differential Equations (1990)Stochastic Integration and Di…Diffusion approximations for queues with server vacations (1990)Diffusion approximations for …Stochastic Modeling and the Theory of Queues (1989)Stochastic Modeling and the T…An invariance relationship for the G/G/1 queue (1989)An invariance relationship fo…Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian models of open queue…The intensity conservation law for queues with randomly changed service rate (1985)The intensity conservation la…Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations (1985)Stochastic Decompositions in …The derivation of invariance relations in complex queueing systems with stationary inputs (1983)The derivation of invariance …Queues and Point Processes (1983)Queues and Point ProcessesThe Relation between Customer and Time Averages in Queues (1980)The Relation between Customer…Stochastic Differential Equations (1972)Stochastic Differential Equat…Queueing Systems with a Removable Service Station (1963)Poisson Arrivals See Time Averages (1982)Pseudo-conservation laws in cyclic-service systems (1987)Queuing analysis of polling models (1988)Polling systems: applications, modeling, and optimization (1990)An introduction to queueing theory (1993)A Proof for the Queuing Formula: L = λ W (1961)Fundamentals of Queueing Theory. (1977)The asymptotic behavior o queues with time-varying arrival rates (1984)Rate conservation laws: A survey (1994)Little's Law as Viewed on its 50th Anniversary. (2011)Introduction to Stochastic Processes (2014)Networks of Waiting Lines (1957)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Brownian Motion and Stochastic Flow Systems. (1987)Planning Queueing Simulations (1989)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Fluctuations of Lévy Processes with Applications (2014)Applied Probability and Queues (1987)Lévy Processes and Stochastic Calculus (2004)Stochastic Integration and Differential Equations (2005)Gerber–Shiu Risk Theory (2013)Point Processes and Queues (1981)Queues and Point Processes. (1985)Approximation of the queue-length distribution of an M/GI/s queue by the basic equations (1986)Cell loss and output process analyses of a finite-buffer discrete-time ATM queueing system with correlated arrivals (1995)Limit Theorems for Stochastic Processes (1987)Russian and American put options under exponential phase-type Lévy models (2003)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Statistical Analysis of a Telephone Call Center (2005)Simulation modeling for analysis (2010)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)Rational Momentum Effects (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Processor-sharing queues: Some progress in analysis (1987)APPROXIMATIONS FOR THE GI/G/m QUEUE (1993)OR FORUM—Little's Law as Viewed on Its 50th Anniversary (2011)
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References

  • 1989Stochastic Modeling and the Theory of Queues1,605 cited
  • 1990Stochastic Integration and Differential Equations1,204 cited
  • 1972Stochastic Differential Equations977 cited
  • 1985Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations621 cited
  • 1987Brownian models of open queueing networks with homogeneous customer populations ∗312 cited
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  • 2013Useful Martingales for Stochastic Storage Processes with Lévy-Type Input108 cited
  • 1980The Relation between Customer and Time Averages in Queues87 cited
  • 1983The derivation of invariance relations in complex queueing systems with stationary inputs83 cited
  • 1991Queues with Server Vacations and Levy Processes with Secondary Jump Input59 cited
  • 1990Diffusion approximations for queues with server vacations58 cited
  • 1985The intensity conservation law for queues with randomly changed service rate49 cited
  • 1993Diffusion approximations for open queueing networks with service interruptions48 cited
  • 1991A Note on a Sample-Path Rate Conservation Law and its Relationship with H = λG

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  • 1989An invariance relationship for the G/G/1 queue23 cited
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