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- Introduction to probability models (1985)

- Introduction to probability models (1989)

- Introduction to stochastic dynamic programming (1983)

- Stochastic processes (1983)

- Introduction to probability and statistics for engineers and scientists (1987)

- Applied probability models with optimization applications (1992)

- Introduction to probability models (1993)

- An introduction to stochastic dynamic programming (1995)

- Financial forecasting for business and economics (1996)

- Simulation (Second edition) (1996)

- Introductory statistics (1996)

- Stochastic processes (1996)

- Statistical aspects of quality control (1997)

- Simulation (1997)

- Simulation (1997)

- Introduction to probability models (1997)

- A first course in probability (1998)

- An introduction to mathematical finance: options and other topics (1999)

- Introduction to probability and statistics for engineers and scientists (2000)

- Introduction to probability models (2000)

- Topics in finite and discrete mathematics (2000)

- The friendship paradox. The Mathematical Scientist 2016. 41:NA-NA .
- Improved Chen‒Stein bounds on the probability of a union. Journal of Applied Probability 2016. 53:1265-1270 .
- Optimality results for coupon collection. Journal of Applied Probability 2016. 53:930-937 .
- A queueing loss model with heterogeneous skill based servers under idle time ordering policies. Journal of Applied Probability 2015. 52:269-277 .
- A stochastic assignment problem. Naval Research Logistics (NRL) 2015. 62:23-31 .
- A sequential scheduling problem with impatient jobs. Naval Research Logistics (NRL) 2015. 62:659-663 .
- The burglar problem with multiple options. Naval Research Logistics (NRL) 2014. 61:359-364 .
- Optimal server selection in a queueing loss model with heterogeneous exponential servers, discriminating arrivals, and arbitrary arrival times. Journal of Applied Probability 2014. 51:880-884 .
- Simulation analysis of system life when component lives are determined by a marked point process. Journal of Applied Probability 2014. 51:377-386 .
- Optimization under uncertainty: Costs, risks and revenues Cyrus Derman memorial volume I. Annals of Operations Research 2013. 208:1-1 .
- On the life and work of Cyrus Derman. Annals of Operations Research 2013. 208:5-26 .
- Bayesian selling problem with partial information. Naval Research Logistics (NRL) 2013. 60:557-570 .
- A generalized coupon collecting model as a parsimonious optimal stochastic assignment model. Annals of Operations Research 2013. 208:133-146 .
- Improving the Asmussen-Kroese-type simulation estimators. Journal of Applied Probability 2012. 49:1188-1193 .
- Distribution of minimal path lengths when edge lengths are independent heterogeneous exponential random variables. Journal of Applied Probability 2012. 49:895-900 .
- Improving the Asmusse}--Kroese-type simulation estimators. Journal of Applied Probability 2012. 49:1188-1193 .
- Score probabilities for serve and rally competitions. The Mathematical Scientist 2012. 37:47-54 .
- Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments. .
- The multiple-player ante one game. Probability in the Engineering and Informational Sciences 2011. 25:343-353 .
- A model for locking in gains with an application to clinical trials. Probability in the Engineering and Informational Sciences 2009. 23:637-647 .
- On the structure of a swing contract's optimal value and optimal strategy. Journal of Applied Probability 2008. 45:1-15 .
- Relating time and customer averages for queues using `forward' coupling from the past. Journal of Applied Probability 2008. 45:568-574 .
- Coupon collecting. Probability in the Engineering and Informational Sciences 2008. 22:221-229 .
- How nearly do arriving customers see time-average behavior?. Journal of Applied Probability 2008. 45:963-971 .
- A random permutation model arising in chemistry. Journal of Applied Probability 2008. 45:1060-1070 .
- A weakest link marked stopping problem. Journal of Applied Probability 2007. 44:843-851 .
- The multiple subset coupon collecting problem. Probability in the Engineering and Informational Sciences 2007. 21:435-440 .
- Making simulations more efficient when analyzing Poisson arrival systems and means of monotone functions. Probability in the Engineering and Informational Sciences 2006. 20:251-256 .
- Bounding the stationary distribution of M/G/1 queue size. Probability in the Engineering and Informational Sciences 2006. 20:571-574 .
- On increasing-failure-rate random variables. Journal of Applied Probability 2005. 42:797-809 .
- Extending simulation uses of antithetic variables: Partially monotone functions, random permutations, and random subsets. Mathematical Methods of Operations Research 2005. 62:351-356 .
- A note on generating systems composed of binary and ternary random variables. Probability in the Engineering and Informational Sciences 2005. 19:213-217 .
- A probabilistic model for the survivability of cells. Journal of Applied Probability 2005. 42:919-931 .
- Compound random variables. Probability in the Engineering and Informational Sciences 2004. 18:473-484 .
- Optimal admission control for a single-server loss queue. Journal of Applied Probability 2004. 41:535-546 .
- A note on the insurance risk problem. Probability in the Engineering and Informational Sciences 2003. 17:199-203 .
- Coalescing times for IID random variables with applications to population biology. Random Structures & Algorithms 2003. 22:155-166 .
- The coupon-collector's problem revisited. Journal of Applied Probability 2003. 40:513-518 .
- The inspection paradox. Probability in the Engineering and Informational Sciences 2003. 17:47-51 .
- Hitting time in an Erlang loss system. Probability in the Engineering and Informational Sciences 2002. 16:167-184 .
- On the maximum number of Hamiltonian paths in tournaments. Random Structures & Algorithms 2001. 18:291-296 .
- A probabilistic approach to identifying positive value cash flows. The Mathematical Scientist 2001. 26:103-107 .
- The coupon subset collection problem. Journal of Applied Probability 2001. 38:737-746 .
- Applying variance reduction ideas in queuing simulations. Probability in the Engineering and Informational Sciences 2001. 15:481-494 .
- Pricing exotic options -- Monotonicity in volatility and efficient simulation. Probability in the Engineering and Informational Sciences 2000. 14:317-326 .
- Average run lengths for moving average control charts. Probability in the Engineering and Informational Sciences 1999. 13:209-220 .
- Hitting time in an <i>M</i>/<i>G</i>/1 queue. Journal of Applied Probability 1999. 36:934-940 .
- The mean waiting time for a pattern. Probability in the Engineering and Informational Sciences 1999. 13:1-9 .
- Hitting time in an M/G/1 queue. Journal of Applied Probability 1999. 36:934-940 .
- A pseudo counterexample to a simulation metatheorem. Probability in the Engineering and Informational Sciences 1999. 13:329-332 .
- Using the importance sampling identity to bound tail probabilities. Probability in the Engineering and Informational Sciences 1998. 12:445-452 .
- Estimating the mean cover time of a semi-Markov process via simulation. Probability in the Engineering and Informational Sciences 1997. 11:267-271 .
- Distribution of the time of the first $k$-record. Probability in the Engineering and Informational Sciences 1997. 11:273-278 .
- Policies without memory for the infinite-armed Bernoulli bandit under the average-reward criterion. Probability in the Engineering and Informational Sciences 1996. 10:21-28 .
- Bayesians should not resample a prior sample to learn about the posterior. The American Statistician 1996. 50:116-116 .
- A simple derivation of exact reliability formulas for linear and circular consecutive-$k$-of-$n$:~$F$ systems. Journal of Applied Probability 1995. 32:554-557 .
- Extending Blackwell's strengthening of Azuma's martingale inequality. Probability in the Engineering and Informational Sciences 1995. 9:493-496 .
- Comments on ``Bayesian resolution of the exchange paradox'' (92V46 p274-276) [Letter]. The American Statistician 1994. 48:267-268 .
- Improving Poisson approximations. Probability in the Engineering and Informational Sciences 1994. 8:449-462 .
- A two-armed bandit problem with one arm known under some constraints. Journal of the Operations Research Society of Japan 1993. 36:220-233 .
- Some pitfalls of black box queue inference. The case of state-dependent server queues. Probability in the Engineering and Informational Sciences 1993. 7:149-157 .
- System reliability by simulation: Random hazards versus importance sampling. Probability in the Engineering and Informational Sciences 1992. 6:119-126 .
- On the variance of the hazard estimator in simulation. Probability in the Engineering and Informational Sciences 1991. 5:355-359 .
- Processor reordering rules. Probability in the Engineering and Informational Sciences 1990. 4:181-186 .
- Variance reduction in simulation via random hazards. Probability in the Engineering and Informational Sciences 1990. 4:299-309 .
- Estimating the mean number of renewals by simulation. Probability in the Engineering and Informational Sciences 1989. 3:319-321 .
- Estimating Poisson error rates when debugging software. .
- Simulating average delay: Variance reduction by conditioning. Probability in the Engineering and Informational Sciences 1988. 2:309-312 .
- A note on approximating mean occupation times of continuous-time Markov chains. Probability in the Engineering and Informational Sciences 1988. 2:267-268 .
- A simple proof of instability of a random-access communication channel. Probability in the Engineering and Informational Sciences 1988. 2:383-385 .
- Approximating transition probabilities and mean occupation times in continuous-time Markov chains. Probability in the Engineering and Informational Sciences 1987. 1:251-264 .
- Are mass extinctions really periodic?. Probability in the Engineering and Informational Sciences 1987. 1:61-64 .
- Peaks from random data. Probability in the Engineering and Informational Sciences 1987. 1:65-68 .
- On sampling inspection in the presence of inspection errors. Probability in the Engineering and Informational Sciences 1987. 1:237-249 .
- Approximations in renewal theory. Probability in the Engineering and Informational Sciences 1987. 1:163-173 .
- Using simulation to estimate first passage distribution. Management Science 1985. 31:224-234 .
- Software reliability: The stopping rule problem. IEEE Transactions on Software Engineering 1985. 11:1472-1476 .
- A model in which component failure rates depend on the working set. Naval Research Logistics (NRL) 1984. 31:297-300 .
- Inspection paradox. .
- A note on first passage times in birth and death and nonnegative diffusion processes. Naval Research Logistics (NRL) 1983. 30:283-285 .
- A note on first passage times in birth and death and nonnegative diffusion processes. Naval Research Logistics (NRL) 1983. 30:283-285 .
- Minimizing expected makespan in stochastic open shops. Advances in Applied Probability 1982. 14:898-911 .
- The observed hazard and multicomponent systems. Naval Research Logistics (NRL) 1982. 29:679-683 .
- Generalized Poisson shock models. The Annals of Probability 1981. 9:896-898 .
- A random graph. Journal of Applied Probability 1981. 18:309-315 .
- On the duration of the problem of the points. Journal of the American Statistical Association 1980. 75:663-666 .
- On the first time a separately maintained parallel system has been down for a fixed time. Naval Research Logistics (NRL) 1979. 26:285-290 .
- Multivalued state component systems. The Annals of Probability 1979. 7:379-383 .
- A heterogeneous arrival and service queueing loss model. Naval Research Logistics (NRL) 1978. 25:483-488 .
- On the time to first failure in multicomponent exponential reliability systems. Stochastic Processes and their Applications 1976. 4:167-174 .
- A note on optimal stopping for success runs. The Annals of Statistics 1975. 3:793-795 .
- On the calculation of asymptotic system reliability characteristics. .
- Assembly of systems having maximum reliability. Naval Research Logistics (NRL) 1974. 21:1-12 .
- Bounds on the delay distribution in GI/G/1 queues. Journal of Applied Probability 1974. 11:417-421 .
- On the maximum of a stationary independent increment process. Journal of Applied Probability 1972. 9:677-680 .
- On optimal assembly of systems. Naval Research Logistics (NRL) 1972. 19:569-574 .
- Asymptotic properties of cumulative processes. SIAM Journal on Applied Mathematics 1972. 22:93-105 .
- Goofspiel -- the game of pure strategy. Journal of Applied Probability 1971. 8:621-625 .
- Infinitesimal look-ahead stopping rules. The Annals of Mathematical Statistics 1971. 42:297-303 .
- On the nonexistence of $\epsilon$-optimal randomized stationary policies in average cost Markov decision models. The Annals of Mathematical Statistics 1971. 42:1767-1768 .
- On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models. The Annals of Mathematical Statistics 1971. 42:1767-1768 .
- Confidence intervals for independent exponential series systems. Journal of the American Statistical Association 1971. 66:837-840 .
- Average cost semi-Markov decision process. Journal of Applied Probability 1970. 7:649-656 .
- Identifiability in GI/G/k queues. Journal of Applied Probability 1970. 7:776-780 .
- Some results for infinite server Poisson queues. Journal of Applied Probability 1969. 6:604-611 .
- Optimal dispatching of a Poisson process. Journal of Applied Probability 1969. 6:692-699 .
- An example in denumerable decision processes. The Annals of Mathematical Statistics 1968. 39:674-675 .
- Arbitrary State Markovian Decision Processes. The Annals of Mathematical Statistics 1968. 39:2118-2122 .
- Arbitrary state Markov decision processes. The Annals of Mathematical Statistics 1968. 39:2118-2122 .