Stochastic Models

Volume 22.

(as bibtex)

37 references.

Articles

• 1-2. Neuts prize for volumes 17 and 18
  Taylor, Peter
• 129-147. Transient analysis of fluid models via elementary level-crossing arguments
  Ahn, Soohan, Ramaswami, V.
• 149-173. On queueing with customer impatience until the end of service
  Movaghar, A.
• 175-199. Nonparametric estimation of the renewal function by empirical data
  Markovich, Natalia M., Krieger, Udo R.
• 201-231. Laws of large numbers and functional central limit theorems for generalized semi-Markov processes
  Glynn, Peter W., Haas, Peter J.
• 21-36. System reliability based on system wear
  Ebrahimi, Nader
• 233-251. Queues with correlated service and inter-arrival times and their application to optical buffers
  Lambert, J., Van Houdt, B., Blondia, C.
• 253-272. Tail probabilities of randomly weighted sums of random variables with dominated variation
  Wang, Dingcheng, Tang, Qihe
• 273-287. Stochastic models describing human metabolic processes using SDEs with reflection
  Kawamura, Toshihiko, Saisho, Yasumasa
• 289-317. Spectral polynomial algorithms for computing Bi-Diagonal representations for phase type distributions and matrix-exponential distributions
  He, Qi-Ming, Zhang, Hanqin
• 3-20. Queues with dependency between interarrival and service times using mixtures of bivariates
  Lyer, Srikanth K., Manjunath, D.
• 319-331. The effect of new links on Google PageRank
  Avrachenkov, Konstantin, Litvak, Nelly
• 333-339. On the reliability of an η-component system
  Rawlings, Don, Sze, Lawrence
• 341-360. A multivariate cumulative damage shock model with block preventive maintenance
  Li, Haijun, Xu, Susan H.
• 361-382. Tri-layered QBD processes with boundary assistance for service resources
  Stanford, David, Horn, Wayne, Latouche, Guy
• 37-53. Admission policies for a two class loss system with general interarrival times
  Ormeci, E. Lerzan, Oermeci, E. Lerzan, Örmeci, E. Lerzan, van der Wal, Jan
• 383-409. $PH$-invariant polytopes and Coxian representations of phase type distributions
  He, Qi-Ming, Zhang, Hanqin
• 411-421. On the α-classification of birth-death and quasi-birth-death processes
  van Doorn, Erik A.
• 423-440. Approximating multiple arrival streams by using aggregation
  van Vuuren, Marcel, Adan, Ivo J. B. F.
• 441-457. Gaussian approximation of conditional elliptical random vectors
  Hashorva, Enkelejd
• 459-481. Efficient simulation of random walks exceeding a nonlinear boundary
  Dieker, A. B., Mandjes, M.
• 483-508. A random multifractal model with a given spectrum
  Szekely, Balazs, Molnar, Sandor, Maricza, Istvan, Székely, Balázs, Dang, Trang Dinh, Maricza, István, Molnár, Sándor
• 509-536. A functional approach for ruin probabilities
  Politis, Konstadinos
• 537-557. Extremes of stationary sequences with failures
  Huesler, Juerg, Husler, Jurg, Hall, Andreia, Hüsler, Jürg
• 55-76. Maximum likelihood estimation in alternating renewal processes under window censoring
  Alvarez, Enrique E.
• 559-559. Preface
  Bladt, Mogens, Lopez Mimbela, Jose Alfredo, de Chavez, Juan Ruiz, Navarro, Reyla
• 561-572. On the generator of the solution of a quantum stochastic differential equation
  Gaxiola, Oswaldo G., Quezada, Roberto
• 573-606. Risk measures and comonotonicity: A review
  Dhaene, J., Vanduffel, S., Goovaerts, M. J., Kaas, R., Tang, Q., Vyncke, D.
• 607-616. Sums of independent random vectors: Proximity estimating
  de Chavez, Juan Ruiz, Gordienko, Evgueni, de Chávez, Juan Ruiz
• 617-660. Copulas: A review and recent developments
  Kolev, Nikolai, dos Anjos, Ulisses, de M. Mendes, Beatriz Vaz
• 661-687. Replication of contingent claims in a reduced-form credit risk model with discontinuous asset prices
  Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek
• 689-722. Optimisation in non-life insurance
  Schmidli, Hanspeter
• 723-734. MatG random matrices
  Perez-Abreu, Victor, Barndorff-Nielsen, Ole E., Pérez-Abreu, Victor, Rocha-Arteaga, Alfonso
• 735-752. Finite time blow up and stability of a semilinear equation with a time dependent Lévy generator
  Perez Perez, Aroldo, Lopez Mimbela, Jose Alfredo, López Mimbela, José Alfredo, Pérez Pérez, Aroldo
• 753-831. Risk measures and robust optimization problems
  Schied, Alexander
• 77-98. Quasi-birth-and-death processes with an explicit rate matrix
  van Leeuwaarden, J. S. H., Winands, E. M. M.
• 99-128. Large deviations for complex buffer architectures: The short-range dependent case
  Mandjes, Michel