Current Index to Statistics
On the beneficial impact of strong correlations for anomaly detection
Conditional ages and residual service times in the M/G/1 queue
Stochastic Kolmogorov-type population dynamics with variable delay
The M/G/1 queue with quasi-restricted accessibility
Limit theorems and absorption problems for one-dimensional correlated random walks
Utility maximization under bounded expected loss
Monotonicity in the limited processor-sharing queue
van der Weij, Wemke
On a first-passage-time problem for the compound power-law process
Di Crescenzo, Antonio
Generalized stochastic delay Lotka-Volterra systems
Optimal portfolio choice based on α-MEU under ambiguity
On a class of quadratic growth RBSDE with jumps and its application
Light-tailed behavior in QBD processes with countably many phases
Zhao, Yiqiang Q.
The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments
Perturbed risk processes analyzed as fluid flows
Stanford, David A.
Correction to ``A discrete-time approach for heavy-tailed modeling'' (2008V24 p270-280)
How to deal with curse of dimensionality of likelihood ratios in Monte Carlo simulation
Rubinstein, Reuven Y.
Glynn, Peter W.
A note on computing the tail decay of M/G/1-type Markov renewal processes
Bini, D. A.
Risk processes with interest force in Markovian environment
M/M/$∊fty$ transience: Tail asymptotics of congestion periods
Localizable moving average symmetric stable and multistable processes
Le Guevel, Ronan
Vehel, Jacques Levy
Falconer, Kenneth J.
Le Guével, Ronan
Véhel, Jacques Lévy
The GEO/G/1 queue with negative customers and disasters
Park, Hyun Min
Yang, Won Seok
Chae, Kyung Chul
Sums of pairwise quasi-asymptotically independent random variables with consistent variation
Yuen, Kam C.
A generalization of the Lundberg condition in the Sparre Andersen model and some applications