An inversion algorithm to compute blocking probabilities in loss networks with state-dependent rates
IEEE/ACM Transactions on Networking (TON)
Exponential bounds with applications to call admission
Journal of the ACM (JACM)
Effective bandwidths with priorities
IEEE/ACM Transactions on Networking (TON)
Passage time distributions in large Markov chains
SIGMETRICS '02 Proceedings of the 2002 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
Response time densities in generalised stochastic petri net models
WOSP '02 Proceedings of the 3rd international workshop on Software and performance
Asymptotics for M/G/1 low-priority waiting-time tail probabilities
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
Prediction in Markovian bulk arrival queues
Queueing Systems: Theory and Applications
Sojourn times in a processor sharing queue with service interruptions
Queueing Systems: Theory and Applications
The Versatility of MMAP[K] and the MMAP[K]/G[K]/1 Queue
Queueing Systems: Theory and Applications
An Exact Solution for an M(t)/M(t)/1 Queue with Time-Dependent Arrivals and Service
Queueing Systems: Theory and Applications
Exact Buffer Overflow Calculations for Queues via Martingales
Queueing Systems: Theory and Applications
Analytic Modeling and Comparisons of Striping Strategies for Replicated Disk Arrays
IEEE Transactions on Computers
Q2: A New Performance Analysis Tool Exploiting Numerical Transform Inversion
MASCOTS '95 Proceedings of the 3rd International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems
A Passage-Time Preserving Equivalence for Semi-Markov Processes
TOOLS '02 Proceedings of the 12th International Conference on Computer Performance Evaluation, Modelling Techniques and Tools
Transient analysis of Markov regenerative stochastic Petri nets: a comparison of approaches
PNPM '95 Proceedings of the Sixth International Workshop on Petri Nets and Performance Models
A preemptive resume queue with an expiry time for retained service
Performance Evaluation
Proceedings of the 3rd ACM SIGCOMM conference on Internet measurement
Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors
Journal of Multivariate Analysis
Journal of Parallel and Distributed Computing
Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations
Applied Numerical Mathematics
Delay analysis of downlink IP traffic on UMTS mobile networks
Performance Evaluation - Performance 2005
Numerical Transform Inversion Using Gaussian Quadrature
Probability in the Engineering and Informational Sciences
IEEE/ACM Transactions on Networking (TON)
Future Generation Computer Systems - Systems performance analysis and evaluation
Nonparametric estimation of the stationary M/G/1 workload distribution function
WSC '05 Proceedings of the 37th conference on Winter simulation
Sojourn Time Tails In The M/D/1 Processor Sharing Queue
Probability in the Engineering and Informational Sciences
Matrix-geometric algorithms for stochastic fluid flows
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Matrix-geometric algorithms for stochastic fluid flows
SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
Priority queueing systems: from probability generating functions to tail probabilities
Queueing Systems: Theory and Applications
Tail behavior of conditional sojourn times in Processor-Sharing queues
Queueing Systems: Theory and Applications
A Unified Framework for Numerically Inverting Laplace Transforms
INFORMS Journal on Computing
Waiting-Time Distribution of M/DN/1 Queues Through Numerical Laplace Inversion
INFORMS Journal on Computing
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
Queueing Systems: Theory and Applications
Processor sharing: A survey of the mathematical theory
Automation and Remote Control
Sensitivity estimates from characteristic functions
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
On the blocking probability in batch Markovian arrival queues
Microprocessors & Microsystems
Characterization of Service Times Burstiness of IEEE 802.11 DCF
WWIC '07 Proceedings of the 5th international conference on Wired/Wireless Internet Communications
A Response Time Distribution Model for Zoned RAID
ASMTA '08 Proceedings of the 15th international conference on Analytical and Stochastic Modeling Techniques and Applications
Beta approximations for bridge sampling
Proceedings of the 40th Conference on Winter Simulation
Real-Time Delay Estimation Based on Delay History
Manufacturing & Service Operations Management
Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations
Applied Numerical Mathematics
Diversity gains in two-ray fading channels
IEEE Transactions on Wireless Communications
Using bulk arrivals to model I/O request response time distributions in zoned disks and RAID systems
Proceedings of the Fourth International ICST Conference on Performance Evaluation Methodologies and Tools
Performance Metrics for IEEE 802.21 Media Independent Handover (MIH) Signaling
Wireless Personal Communications: An International Journal
Collaborative cyclostationary spectrum sensing for cognitive radio systems
IEEE Transactions on Signal Processing
IEEE Transactions on Communications
Tackling large state spaces in performance modelling
SFM'07 Proceedings of the 7th international conference on Formal methods for performance evaluation
Sharp estimates for the CDF of quadratic forms of MPE random vectors
Journal of Multivariate Analysis
A Stochastic Model for Order Book Dynamics
Operations Research
Mathematics of Operations Research
Extracting state-based performance metrics using asynchronous iterative techniques
Performance Evaluation
Sensitivity Estimates from Characteristic Functions
Operations Research
Passage-time computation and aggregation strategies for large semi-Markov processes
Performance Evaluation
Some notes on the Fourier transform methods for error-rate analysis of equal-gain combining
IEEE Transactions on Communications
G/M/1 type structure in a regime-switching risk model with general claim sizes
Proceedings of the 6th International Conference on Queueing Theory and Network Applications
Option Pricing Under a Mixed-Exponential Jump Diffusion Model
Management Science
The impact of buffer finiteness on the loss rate in a priority queueing system
EPEW'06 Proceedings of the Third European conference on Formal Methods and Stochastic Models for Performance Evaluation
Queue size in a BMAP queue with finite buffer
NEW2AN'06 Proceedings of the 6th international conference on Next Generation Teletraffic and Wired/Wireless Advanced Networking
Prognostic models based on statistical flowgraphs
Applied Stochastic Models in Business and Industry
Maximum entropy solution to a quorum queueing system
Mathematical and Computer Modelling: An International Journal
Pricing double-barrier options under a flexible jump diffusion model
Operations Research Letters
Solving probability transform functional equations for numerical inversion
Operations Research Letters
Numerical inversion of probability generating functions
Operations Research Letters
Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions
Operations Research Letters
On a class of approximations for ruin and waiting time probabilities
Operations Research Letters
The loss probability in an overloaded queue using the dual queue
Operations Research Letters
Heavy-traffic extreme-value limits for queues
Operations Research Letters
On the numerical inversion of busy-period related transforms
Operations Research Letters
A new generation of applied probability textbooks
Operations Research Letters
An extension of the Euler Laplace transform inversion algorithm with applications in option pricing
Operations Research Letters
Busy period analysis for M/G/1 and G/M/1 type queues with restricted accessibility
Operations Research Letters
The Hitting Time Density for a Reflected Brownian Motion
Computational Economics
Simulating Lévy Processes from Their Characteristic Functions and Financial Applications
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
Operations Research
Inverting flow durations from sampled traffic
Proceedings of the 24th International Teletraffic Congress
Sensitivity estimation of SABR model via derivative of random variables
Proceedings of the Winter Simulation Conference
Estimating greeks for variance-gamma
Proceedings of the Winter Simulation Conference
Multidimensional fourier inversion using importance sampling with application to option pricing
Proceedings of the Winter Simulation Conference
Expected Tardiness Computations in Multiclass Priority M/M/c Queues
INFORMS Journal on Computing
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