9 results
Infinite-server queues with Hawkes input
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- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
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- 16 November 2018, pp. 920-943
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- September 2018
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Markov-modulated Ornstein–Uhlenbeck processes
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 235-254
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- March 2016
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Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 68-81
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- March 2015
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GENERALIZED BIRTHDAY PROBLEMS IN THE LARGE-DEVIATIONS REGIME
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- Probability in the Engineering and Informational Sciences / Volume 28 / Issue 1 / January 2014
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- 13 December 2013, pp. 83-99
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Overlap Problems on the Circle
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- Advances in Applied Probability / Volume 45 / Issue 3 / September 2013
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- 04 January 2016, pp. 773-790
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- September 2013
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The asymptotic variance of departures in critically loaded queues
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 243-263
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- March 2011
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SOJOURN TIMES IN THE M/G/1 FB QUEUE WITH LIGHT-TAILED SERVICE TIMES
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 3 / July 2005
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- 22 June 2005, pp. 351-361
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On asymptotically efficient simulation of large deviation probabilities
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 539-552
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- June 2005
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ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 417-434
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