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
AbstractThe authors continue to study a class of bulk queueing systems with a compound Poisson input...
AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuo...
AbstractGiven a Poisson process with constant intensity, let N and M be the largest and smallest num...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Exponential bounds P[queue ≥ b] ≤ φe^(-γb) are found for queues whose increments are described by Ma...
Solving some integro-differential equation we find the Laplace transformation of the first passage t...
An upper bound for the expected hitting time to a critical level is given for a storage process that...
AbstractWe use martingale methods to obtain an explicit formula for the expected wet period of the f...
We obtain explicit upper bounds in closed form for the queue length in a slotted time FCFS queue in ...
Abstract—Duals of probability distributions on continuous (R) domains exist on discrete (Z) domains....
AbstractBy means of a distributional limit theorem Arjas and Haara (1987) have shown that the total ...
We obtain upper bounds for the loss probability in a queue driven by an M/M/∞ source. The bound is c...
We consider a -dimensional random field that solves a system of elliptic stochastic equations on a b...
AbstractThe authors continue to study a class of bulk queueing systems with a compound Poisson input...
AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuo...
AbstractGiven a Poisson process with constant intensity, let N and M be the largest and smallest num...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Exponential bounds P[queue ≥ b] ≤ φe^(-γb) are found for queues whose increments are described by Ma...
Solving some integro-differential equation we find the Laplace transformation of the first passage t...
An upper bound for the expected hitting time to a critical level is given for a storage process that...
AbstractWe use martingale methods to obtain an explicit formula for the expected wet period of the f...
We obtain explicit upper bounds in closed form for the queue length in a slotted time FCFS queue in ...
Abstract—Duals of probability distributions on continuous (R) domains exist on discrete (Z) domains....
AbstractBy means of a distributional limit theorem Arjas and Haara (1987) have shown that the total ...
We obtain upper bounds for the loss probability in a queue driven by an M/M/∞ source. The bound is c...
We consider a -dimensional random field that solves a system of elliptic stochastic equations on a b...
AbstractThe authors continue to study a class of bulk queueing systems with a compound Poisson input...
AbstractMartingales involving the maximum or minimum of skip-free random walks are derived. Continuo...
AbstractGiven a Poisson process with constant intensity, let N and M be the largest and smallest num...
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