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- Escape from the boundary in Markov population processes. Advances in Applied Probability 2015. 47:1190-1211 .
- SPDE limits of many-server queues. The Annals of Applied Probability 2013. 23:145-229 .
- Law of large numbers limits for many-server queues. The Annals of Applied Probability 2011. 21:31-114 .
- On permanental processes. Stochastic Processes and their Applications 2009. 119:1401-1415 .
- On the continuity of local times of Borel right Markov processes. The Annals of Probability 2007. 35:915-934 .
- A characterization of the infinitely divisible squared Gaussian processes. The Annals of Probability 2006. 34:728-742 .
- On/off storage systems with state-dependent input, output, and switching rates. Probability in the Engineering and Informational Sciences 2005. 19:1-14 .
- Lenses in skew Brownian flow. The Annals of Probability 2004. 32:3085-3115 .
- A Ray-Knight theorem for symmetric Markov processes. The Annals of Probability 2000. 28:1781-1796 .
- Variably skewed Brownian motion. Electronic Communications in Probability 2000. 5:57-66 .
- Multi-armed bandits in discrete and continuous time. The Annals of Applied Probability 1998. 8:1270-1290 .
- Stability of feed-forward fluid networks with Lévy input. Journal of Applied Probability 1996. 33:513-522 .
- On the Markov property of local time for Markov processes on graphs. Stochastic Processes and their Applications 1996. 64:153-172 .
- Levy Bandits: Multi-Armed Bandits Driven by Levy Processes. The Annals of Applied Probability 1995. 5:541-565 .
- Lévy bandits: Multi-armed bandits driven by Lévy processes. The Annals of Applied Probability 1995. 5:541-565 .
- A necessary and sufficient condition for the Markov property of the local time process. The Annals of Probability 1993. 21:1591-1598 .
- A limit theorem on the output of GI/M/$∊fty$ queues. .
- Regenerative closed queueing networks. Stochastics and Stochastics Reports 1992. 39:239-258 .
- On a duality between a non-Markovian storage/production process and a Markovian dam process with state-dependent input and output. Journal of Applied Probability 1989. 26:835-844 .
- Regenerative sets and their applications to Markov storage systems. .
- Storage processes with Markov additive input and output. Mathematics of Operations Research 1984. 9:424-440 .
- Adaptive sequential procedures for selecting the best of several normal populations. Journal of Statistical Computation and Simulation 1978. 7:133-150 .