AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson process as input and general release rule. For this process we derive some exponential type upper and lower bounds for hitting time distributions by means of martingale theory
Exponential bounds P[queue ≥ b] ≤ φe^(-γb) are found for queues whose increments are described by Ma...
We consider a Lévy process Y(t) that is not continuously observed, but rather inspected at Poisson(Ω...
For an ergodic continuous-time birth and death process on the nonnegative integers, a well-known the...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
An upper bound for the expected hitting time to a critical level is given for a storage process that...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Abstract—Duals of probability distributions on continuous (R) domains exist on discrete (Z) domains....
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distri...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
The study is aimed to discuss concepts on certain models of the queueing theory specifically those d...
We consider a discrete time Storage Process nX with a simple random walk input and a random release ...
We consider a storage allocation model with a finite number of storage spaces. There are m primary s...
Exponential bounds P[queue ≥ b] ≤ φe^(-γb) are found for queues whose increments are described by Ma...
We consider a Lévy process Y(t) that is not continuously observed, but rather inspected at Poisson(Ω...
For an ergodic continuous-time birth and death process on the nonnegative integers, a well-known the...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
An upper bound for the expected hitting time to a critical level is given for a storage process that...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Abstract—Duals of probability distributions on continuous (R) domains exist on discrete (Z) domains....
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distri...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
The study is aimed to discuss concepts on certain models of the queueing theory specifically those d...
We consider a discrete time Storage Process nX with a simple random walk input and a random release ...
We consider a storage allocation model with a finite number of storage spaces. There are m primary s...
Exponential bounds P[queue ≥ b] ≤ φe^(-γb) are found for queues whose increments are described by Ma...
We consider a Lévy process Y(t) that is not continuously observed, but rather inspected at Poisson(Ω...
For an ergodic continuous-time birth and death process on the nonnegative integers, a well-known the...
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