31 results
A decomposition for Lévy processes inspected at Poisson moments
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 15 November 2022, pp. 557-569
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- June 2023
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From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 19 September 2022, pp. 68-84
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- March 2023
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A transient Cramér–Lundberg model with applications to credit risk
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- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 721-745
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- September 2021
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Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
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- Advances in Applied Probability / Volume 53 / Issue 3 / September 2021
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- 08 October 2021, pp. 839-885
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- September 2021
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Bounds for expected supremum of fractional Brownian motion with drift
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 411-427
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- June 2021
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On two classes of reflected autoregressive processes
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 657-678
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- June 2020
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Occupation times of alternating renewal processes with Lévy applications
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1287-1308
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- December 2018
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RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM
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- Probability in the Engineering and Informational Sciences / Volume 31 / Issue 3 / July 2017
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- 23 January 2017, pp. 265-283
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EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIES
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 2 / April 2018
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- 16 January 2017, pp. 207-228
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On a class of reflected AR(1) processes
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- Journal of Applied Probability / Volume 53 / Issue 3 / September 2016
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- 24 October 2016, pp. 818-832
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- September 2016
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THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS
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- Probability in the Engineering and Informational Sciences / Volume 30 / Issue 2 / April 2016
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- 21 December 2015, pp. 212-223
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ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME
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- Probability in the Engineering and Informational Sciences / Volume 29 / Issue 3 / July 2015
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- 30 March 2015, pp. 433-459
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THE ANALYSIS OF SINGLETONS IN GENERALIZED BIRTHDAY PROBLEMS
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- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 2 / April 2012
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- 27 April 2012, pp. 245-262
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Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 114-130
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- March 2011
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First Passage of a Markov Additive Process and Generalized Jordan Chains
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 1048-1057
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- December 2010
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TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS
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- Probability in the Engineering and Informational Sciences / Volume 25 / Issue 1 / January 2011
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- 02 November 2010, pp. 21-27
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Transient Asymptotics of Lévy-Driven Queues
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- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
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- 14 July 2016, pp. 109-129
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- March 2010
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ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS
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- Probability in the Engineering and Informational Sciences / Volume 24 / Issue 1 / January 2010
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- 21 December 2009, pp. 1-12
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Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources
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- Probability in the Engineering and Informational Sciences / Volume 10 / Issue 4 / October 1996
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- 27 July 2009, pp. 501-518
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Finding the Conjugate of Markov Fluid Processes
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- Probability in the Engineering and Informational Sciences / Volume 9 / Issue 2 / April 1995
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- 27 July 2009, pp. 297-315
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