Volume Information
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Front Matter
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The General Correlated Random Walk
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Computing the Invariant Law of a Fluid Model
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On the Identification of Continuous-Time Markov Chains with a Given Invariant Measure
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Quasi-Stationary Distributions for a Brownian Motion with Drift and Associated Limit Laws
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The Escape Probability for Integrated Brownian Motion with Non-Zero Drift
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On a Generalization of the Ehrenfest Urn Model
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Dixie Cups: Sampling with Replacement from a Finite Population
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On the Validity of Wald's Equation
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Super-Extremal Processes and the Argmax Process
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Detecting Optimal and Non-Optimal Actions in Average-Cost Markov Decision Processes
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Some Results on the Relative Ageing of Two Life Distributions
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On Redundancy Allocations in Systems
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Inspection Times for Stand-by Units
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Maximization of a Survival Probability and Its Application
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A Probabilistic Interpretation of the Degree of Fuzziness
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Exponential Upper Bounds via Martingales for Multiplexers with Markovian Arrivals
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Servers in Tandem with k-Stage Blocking and Communications-Type Flow
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The Departure Process of the M/G/1 Queueing Model with Server Vacation and Exhaustive Service Discipline
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A New Approach to the G/G/1 Queue with Generalized Setup Time and Exhaustive Service
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Drift Vectors Are Not Sufficient to Determine Recurrence of a Markov Chain on Z
+
3
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Approximations and Boundary Conditions for Continuous-Time Threshold Autoregressive Processes
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Classes of Life Distributions and Renewal Counting Process
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A Note on the Existence of Regeneration Times
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A Bivariate Optimal Replacement Policy for a Repairable System
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On the Input-Output Map of a G/G/1 Queue
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Overflow Probability Upper Bound in Fluid Queues with General on-off Sources
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On Concavity of the Mean Function and Stochastic Ordering for Reflected Processes with Stationary Increments
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Back Matter
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