Research Papers
Asymptotic failure rate of a Markov deteriorating system with preventive maintenance
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- 14 July 2016, pp. 1-19
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On stability of queueing networks with job deadlines
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- 14 July 2016, pp. 293-304
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Convergence to the coalescent with simultaneous multiple mergers
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- 14 July 2016, pp. 839-854
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Problèmes de ruine en théorie du risque à temps discret avec horizon fini
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- 14 July 2016, pp. 527-542
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Probabilité de ruine éventuelle dans un modèle de risque à temps discret
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- 14 July 2016, pp. 543-556
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Characterizations of classes of lifetime distributions generalizing the NBUE class
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- 14 July 2016, pp. 20-32
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Brownian excursions and Parisian barrier options: a note
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- 14 July 2016, pp. 855-864
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Polling systems with periodic server routeing in heavy traffic: distribution of the delay
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- 14 July 2016, pp. 305-326
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Biased movement at a boundary and conditional occupancy times for diffusion processes
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- 14 July 2016, pp. 557-580
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The coalescent process in a population with stochastically varying size
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- 14 July 2016, pp. 33-48
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Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
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- 14 July 2016, pp. 327-345
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Convergence of lower records and infinite divisibility
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- 14 July 2016, pp. 865-880
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The intersite distances between pattern occurrences in strings generated by general discrete- and continuous-time models: an algorithmic approach
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- 14 July 2016, pp. 881-892
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Optimal stopping on patterns in strings generated by independent random variables
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- 14 July 2016, pp. 49-72
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On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
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- 14 July 2016, pp. 346-360
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Buffer content of a leaky-bucket system with long-range dependent input traffic
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- 14 July 2016, pp. 581-601
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Carousel system performance
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- 14 July 2016, pp. 602-612
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Sooner and later waiting time problems for patterns in Markov dependent trials
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- 14 July 2016, pp. 73-86
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Geometric bounds on certain sublinear functionals of geometric Brownian motion
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- 14 July 2016, pp. 893-905
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Stochastic ordering for continuous-time processes
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- 14 July 2016, pp. 361-375
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