313 citations to https://www.mathnet.ru/rus/tvp422
  1. Zhen Liu, Philippe Nain, Don Towsley, Zhi-Li Zhang, “Asymptotic behavior of a multiplexer fed by a long-range dependent process”, J. Appl. Probab., 36:01 (1999), 105  crossref
  2. Søren Asmussen, Hanspeter Schmidli, Volker Schmidt, “Tail probabilities for non-standard risk and queueing processes with subexponential jumps”, Adv. Appl. Probab., 31:02 (1999), 422  crossref
  3. Predrag R. Jelenković, Aurel A. Lazar, “Subexponential asymptotics of a Markov-modulated random walk with queueing applications”, Journal of Applied Probability, 35:2 (1998), 325  crossref
  4. A. Baltrūnas, E. Omey, “The rate of convergence for subexponential distributions”, Lith Math J, 38:1 (1998), 1  crossref
  5. O.J. Boxma, V. Dumas, “Fluid queues with long-tailed activity period distributions”, Computer Communications, 21:17 (1998), 1509  crossref
  6. Boris Tsybakov, Nicolas D. Georganas, “Self-similar traffic and upper bounds to buffer-overflow probability in an ATM queue”, Performance Evaluation, 32:1 (1998), 57  crossref
  7. Sabine Schlegel, “Ruin probabilities in perturbed risk models”, Insurance: Mathematics and Economics, 22:1 (1998), 93  crossref
  8. Predrag R. Jelenković, Aurel A. Lazar, “Subexponential asymptotics of a Markov-modulated random walk with queueing applications”, J. Appl. Probab., 35:02 (1998), 325  crossref
  9. А. Л. Якымив, “Некоторые свойства субэкспоненциальных распределений”, Матем. заметки, 62:1 (1997), 138–144  mathnet  crossref  mathscinet  zmath; A. L. Yakymiv, “Some properties of subexponential distributions”, Math. Notes, 62:1 (1997), 116–121  crossref  isi
  10. C. Klüppelberg, T. Mikosch, “Large deviations of heavy-tailed random sums with applications in insurance and finance”, Journal of Applied Probability, 34:2 (1997), 293  crossref
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