A PDE approach to certain large deviation problems for systems of parabolic equations
A percolation formula.
À propos de la modélisation des niveaux de bruit
A question about the Parisi functional.
A queue with server of walking type (autonomous service)
A queueing model for error control of partial buffer sharing in ATM.
A queueing network application to a telecommunications distributed system
A Queueing Problem with Arrival and Service in Batches of Variable Size.
A Queueing Problem with Batch Arrivals and Correlated Departures.
A queueing system with a fixed accumulation level, random server capacity and capacity dependent service time.
A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks.
A queueing system with random additional service facility
A queuing model with feedback
A recurrence theorem for square-integrable martingales
Let be a zero-mean martingale with canonical filtration and stochastically -bounded increments which means that a.s. for all n ≥ 1, t > 0 and some square-integrable distribution H on [0,∞). Let . It is the main result of this paper that each such martingale is a.s. convergent on V < ∞ and recurrent on V = ∞, i.e. for some c > 0. This generalizes a recent result by Durrett, Kesten and Lawler [4] who consider the case of only finitely many square-integrable increment distributions....
A remark on the comparison of Mackey and Segal models
A renewal theorem for stationary populations
A representation for non-colliding random walks.
A review of discrete-time risk models.
A semi-markovian model for the brownian motion
A simple example concerning the global Markov Property of lattice random fields