A coupling technique for stochastic comparison of functions of Markov processes.
A different construction of gaussian fields from Markov chains : Dirichlet covariances
A discrete single server queue with Markovian arrivals and phase type group services.
A finite capacity queue with Markovian arrivals and two servers with group services.
A graph method for Markov models solving
A martingale approach to some Wiener-Hopf problems, II
A note on a result of Kendall
A note on spider walks
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A note on spider walks
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A representation for non-colliding random walks.
A stability theorem for elliptic Harnack inequalities
We prove a stability theorem for the elliptic Harnack inequality: if two weighted graphs are equivalent, then the elliptic Harnack inequality holds for harmonic functions with respect to one of the graphs if and only if it holds for harmonic functions with respect to the other graph. As part of the proof, we give a characterization of the elliptic Harnack inequality.
An oriented competition model on .
Approximate evaluation of continuous review policies in two-echelon inventory systems with stochastic transportation times
This paper considers a distribution inventory system that consists of a single warehouse and several retailers. Customer demand arrives at the retailers according to a continuous-time renewal process. Material flow between echelons is driven by reorder point/order quantity inventory control policies. Our objective in this setting is to calculate the long-run inventory, backorder and customer service levels. The challenge in this system is to characterize the demand arrival process at the warehouse....
Asymptotic expansion for the functional of Markovian evolution in in the circuit of diffusion approximation.
Asymptotics of certain coagulation-fragmentation processes and invariant Poisson-Dirichlet measures.