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Results: 1-11 |
Results: 11
Steady-state distribution of the buffer content for M/G/infinity input fluid queues
Authors: Resnick, S Samorodnitsky, G
Citation: S. Resnick et G. Samorodnitsky, Steady-state distribution of the buffer content for M/G/infinity input fluid queues, BERNOULLI, 7(2), 2001, pp. 191-210
The distribution of test statistics for outlier detection in heavy-tailed samples
Authors: Mittnik, S Rachev, ST Samorodnitsky, G
Citation: S. Mittnik et al., The distribution of test statistics for outlier detection in heavy-tailed samples, MATH COMP M, 34(9-11), 2001, pp. 1171-1183
Optimal and near-optimal (s, S) inventory policies for levy demand processes
Authors: Roundy, RO Samorodnitsky, G
Citation: Ro. Roundy et G. Samorodnitsky, Optimal and near-optimal (s, S) inventory policies for levy demand processes, RAIRO RE OP, 35(1), 2001, pp. 37-70
Long strange segments in a long-range-dependent moving average
Authors: Rachev, ST Samorodnitsky, G
Citation: St. Rachev et G. Samorodnitsky, Long strange segments in a long-range-dependent moving average, STOCH PR AP, 93(1), 2001, pp. 119-148
Growth rates of sample covariances of stationary symmetric alpha-stable processes associated with null recurrent Markov chains
Authors: Resnick, S Samorodnitsky, G Xue, F
Citation: S. Resnick et al., Growth rates of sample covariances of stationary symmetric alpha-stable processes associated with null recurrent Markov chains, STOCH PR AP, 85(2), 2000, pp. 321-339
Ruin probability with claims modeled by a stationary ergodic stable process
Authors: Mikosch, T Samorodnitsky, G
Citation: T. Mikosch et G. Samorodnitsky, Ruin probability with claims modeled by a stationary ergodic stable process, ANN PROBAB, 28(4), 2000, pp. 1814-1851
The maximum of the periodogram for a heavy-tailed sequence
Authors: Mikosch, T Resnick, S Samorodnitsky, G
Citation: T. Mikosch et al., The maximum of the periodogram for a heavy-tailed sequence, ANN PROBAB, 28(2), 2000, pp. 885-908
A heavy traffic approximation for workload processes with heavy tailed service requirements
Authors: Resnick, S Samorodnitsky, G
Citation: S. Resnick et G. Samorodnitsky, A heavy traffic approximation for workload processes with heavy tailed service requirements, MANAG SCI, 46(9), 2000, pp. 1236-1248
How misleading can sample acf's of stable MAs be? (very!)
Authors: Resnick, S Samorodnitsky, G Xue, F
Citation: S. Resnick et al., How misleading can sample acf's of stable MAs be? (very!), ANN APPL PR, 9(3), 1999, pp. 797-817
How system performance is affected by the interplay of averages in a fluidqueue with long range dependence induced by heavy tails
Authors: Heath, D Resnick, S Samorodnitsky, G
Citation: D. Heath et al., How system performance is affected by the interplay of averages in a fluidqueue with long range dependence induced by heavy tails, ANN APPL PR, 9(2), 1999, pp. 352-375
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
Authors: Resnick, S Samorodnitsky, G
Citation: S. Resnick et G. Samorodnitsky, Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues, QUEUEING S, 33(1-3), 1999, pp. 43-71
Risultati: 1-11 |