Volume 25.
(as bibtex)
23 references.
Articles

127. On the beneficial impact of strong correlations for anomaly detection
Roughan, Matthew

110128. Conditional ages and residual service times in the M/G/1 queue
Adan, Ivo,
Haviv, Moshe

129150. Stochastic Kolmogorovtype population dynamics with variable delay
Wu, Fuke,
Hu, Shigeng

151196. The M/G/1 queue with quasirestricted accessibility
Boxma, Onno,
Perry, David,
Stadje, Wolfgang,
Zacks, Shelley

2849. Limit theorems and absorption problems for onedimensional correlated random walks
Konno, Norio

375407. Utility maximization under bounded expected loss
Sass, Joern,
Sass, Jorn,
Gabih, Abelali,
Sass, Jörn,
Wunderlich, Ralf

408419. Monotonicity in the limited processorsharing queue
Nuyens, Misja,
van der Weij, Wemke

420435. On a firstpassagetime problem for the compound powerlaw process
Di Crescenzo, Antonio,
Martinucci, Barbara

436454. Generalized stochastic delay LotkaVolterra systems
Yin, Juliang,
Mao, Xuerong,
Wu, Fuke

455482. Optimal portfolio choice based on αMEU under ambiguity
Fei, Weiyin

483507. On a class of quadratic growth RBSDE with jumps and its application
Li, Biao,
Zhang, Bo

5075. Lighttailed behavior in QBD processes with countably many phases
He, QiMing,
Li, Hui,
Zhao, Yiqiang Q.

508521. The uniform local asymptotics of the overshoot of a random walk with heavytailed increments
Chen, Guochun,
Wang, Yuebao,
Cheng, Fengyang

522544. Perturbed risk processes analyzed as fluid flows
Ren, Jiandong,
Breuer, Lothar,
Stanford, David A.,
Yu, Kaiqi

545546. Correction to ``A discretetime approach for heavytailed modeling'' (2008V24 p270280)
Vargas, Cesar,
Villarreal, Salvador,
Munoz, David

547568. How to deal with curse of dimensionality of likelihood ratios in Monte Carlo simulation
Rubinstein, Reuven Y.,
Glynn, Peter W.

569579. A note on computing the tail decay of M/G/1type Markov renewal processes
Bini, D. A.,
Meini, B.,
Ramaswami, V.

580613. Risk processes with interest force in Markovian environment
Rabehasaina, Landy

614647. M/M/$∊fty$ transience: Tail asymptotics of congestion periods
Mandjes, Michel,
Roijers, Frank

648672. Localizable moving average symmetric stable and multistable processes
Le Guevel, Ronan,
Vehel, Jacques Levy,
Falconer, Kenneth J.,
Le Guével, Ronan,
Véhel, Jacques Lévy

673688. The GEO/G/1 queue with negative customers and disasters
Park, Hyun Min,
Yang, Won Seok,
Chae, Kyung Chul

7689. Sums of pairwise quasiasymptotically independent random variables with consistent variation
Chen, Yiqing,
Yuen, Kam C.

90109. A generalization of the Lundberg condition in the Sparre Andersen model and some applications
Psarrakos, Georgios,
Politis, Konstadinos