|
Author |
Title |
Page |
|
|
|
|
|
Abate, J. and Whitt, W. |
An operational calculus for probability distributions via Laplace transforms |
75--113 |
|
Andradóttir, S., Heyman, D.P. and Ott, T.J. |
Potentially unlimited variance reduction in importance sampling of Markov chains |
166--188 |
|
Angulo, J.M. see Puente, C.E. |
|
|
|
Assaf, D. and Samuel-Cahn, E. |
The secretary problem: minimizing the expected rank with i.i.d. random variables |
828--852 |
|
Bertoin, J. and Doney, R.A. |
Some asymptotic results for transient random walks |
207--226 |
|
Bertsimas, D. and Mourtzinou, G. |
A unified method to analyze overtake free queueing systems |
588--623 |
|
Bomze, I.M. see Bürger, R. |
|
|
|
Brockwell, P.J. see Stramer, O. |
|
|
|
Browne, S. and Whitt, W. |
Portfolio choice and the Bayesian Kelly criterion |
1145--1176 |
|
Bürger, R. and Bomze, I.M. |
Stationary distributions under mutation--selection balance: structure and properties |
227--251 |
|
Chan, T. |
Some diffusion models for the Mabinogion sheep problem of Williams |
763--783 |
|
Chaudhry, M.L. see Yang, T. |
|
|
|
Chong, E.K.P. see Wang, I.-J. |
|
|
|
Chung, S.-H. see Poskitt, D.S. |
|
|
|
Doney, R.A. see Bertoin, J. |
|
|
|
Embrechts, P. see Pitts, S.M. |
|
|
|
Ephremides, A. see Tassiulas, L. |
|
|
|
Fort, J.-C. and Pagčs, G. |
Convergence of stochastic algorithms:from the Kushner--Clark theorem to the Lyapounov functional method |
1072--1094 |
|
Gail, H.R., Hantler, S.L. and Taylor, B.A. |
Spectral analysis of M/G/1 and G/M/1 type Markov chains |
114--165 |
|
Glazebrook, K.D. |
On the undiscounted tax problem with precedence constraints |
1123--1144 |
|
Goldie, C.M. and Grübel, R. |
Perpetuities with thin tails |
463--480 |
|
Goldie, C.M. and Maller, R.A. |
A point-process approach to almost-sure behaviour of record values and order statistics |
426--462 |
|
Goldstein, L. see Steel, M. |
|
|
|
Grübel, R. and Rösler, U. |
Asymptotic distribution theory for Hoare's selection algorithm |
252--269 |
|
------ see Goldie, C.M. |
|
|
|
------ see Pitts, S.M. |
|
|
|
Hantler, S.L. see Gail, H.R. |
|
|
|
Harrison, P.G. and Pitel, E. |
The M/G/1 queue with negative customers |
540--566 |
|
He, Q. |
Queues with marked customers |
567--587 |
|
Heyman, D.P. see Andradóttir, S. |
|
|
|
Karatzas, I. see Pikovsky, I. |
|
|
|
Komaki, F. |
Homogeneous Gaussian Markov processes on general lattices |
189--206 |
|
Kulkarni, S.R. see Wang, I.-J. |
|
|
|
Lefčvre, C. and Picard, P. |
Abelian-type expansions and non-linear death processes (II) |
877--894 |
|
------ see Picard, P. |
|
|
|
López, M.M. see Puente, C.E. |
|
|
|
López-Mimbela, J.A. and Wakolbinger, A. |
Clumping in multitype-branching trees |
1034--1050 |
|
Maller, R.A. see Goldie, C.M. |
|
|
|
Menshikov, M. and Williams, R.J. |
Passage-time moments for continuous non-negative stochastic processes and applications |
747--762 |
|
Miyazawa, M. and Wolff, R.W. |
Symmetric queues with batch departures and their networks |
308--326 |
|
Mourtzinou, G. see Bertsimas, D. |
|
|
|
Nakayama, M.K. |
General conditions for bounded relative error in simulations of highly reliable Markovian systems |
687--727 |
|
Nasell, I. |
The quasi-stationary distribution of the closed endemic SIS model |
895--932 |
|
Ott, T.J. see Andradóttir, S. |
|
|
|
Pagčs, G. see Fort, J.-C. |
|
|
|
Picard, P. and Lefčvre, C. |
First crossing of basic counting processes with lower non-linear boundaries: a unified approach through pseudopolynomials (I) |
853--876 |
|
------ see Lefčvre, C. |
|
|
|
Pikovsky, I. and Karatzas, I. |
Anticipative portfolio optimization |
1095--1122 |
|
Pinzón, J.E. see Puente, C.E. |
|
|
|
Pitel, E. see Harrison, P.G. |
|
|
|
Pitman, J. |
Random discrete distributions invariant under size-biased permutation |
525--539 |
|
Pitts, S.M., Grübel, R. and Embrechts, P. |
Confidence bounds for the adjustment coefficient |
802--827 |
|
Poskitt, D.S. and Chung, S.-H. |
Markov chain models, time series analysis and extreme value theory |
405--425 |
|
Puente, C.E., López, M.M., Pinzón, J.E. and Angulo, J.M. |
The Gaussian distribution revisited |
500--524 |
|
Rösler, U. see Grübel, R. |
|
|
|
Sacerdote, L. and Tomassetti, F. |
On evaluations and asymptotic approximations of first-passage-time probabilities |
270--284 |
|
Samuel-Cahn, E. see Assaf, D. |
|
|
|
Seleznjev, O. |
Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments |
481--499 |
|
Steel, M., Goldstein, L. and Waterman, M.S. |
A central limit theorem for the parsimony length of trees |
1051--1071 |
|
Stramer, O., Brockwell, P.J. and Tweedie, R.L. |
Continuous-time threshold AR(1) processes |
728--746 |
|
Tassiulas, L. and Ephremides, A. |
Throughput properties of a queueing network with distributed dynamic routing and flow control |
285--307 |
|
Taylor, B.A. see Gail, H.R. |
|
|
|
Tomassetti, F. see Sacerdote, L. |
|
|
|
Tweedie, R.L. see Stramer, O. |
|
|
|
Vallois, P. |
The range of a simple random walk on Z |
1014--1033 |
|
Wakolbinger, A. see López-Mimbela, J.A. |
|
|
|
Wang, I.-J., Chong, E.K.P. and Kulkarni, S.R. |
Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms |
784--801 |
|
Waterman, M.S. see Steel, M. |
|
|
|
------ see Abate, J. |
|
|
|
Whitt, W. see Browne, S. |
|
|
|
Whittaker, J.C. |
The allocation of resources in a multiple-trial War of Attrition conflict |
933--964 |
|
Williams, R.J. see Menshikov, M. |
|
|
|
Wolff, R.W. see Miyazawa, M. |
|
|
|
Xu, S.H. and Zhao, Y.Q. |
Dynamic routing and jockeying controls in a two-station queueing system |
1201--1226 |
|
Yang, T. and Chaudhry, M.L. |
On steady-state queue size distributions of the discrete-time GI/G/1 queue |
1177--1200 |
|
Zhao, Y.Q. see Xu, S.H. |
|
|