Tail-homogeneity of stationary measures for some multidimensional stochastic recursionsBURACZEWSKI, Dariusz; DAMEK, Ewa; GUIVARC'H, Yves et al.Probability theory and related fields. 2009, Vol 145, Num 3-4, pp 385-420, issn 0178-8051, 36 p.Article

On moments of recurrence times for positive recurrent renewal sequencesSZEWCZAK, Zbigniew S.Statistics & probability letters. 2008, Vol 78, Num 17, pp 3086-3090, issn 0167-7152, 5 p.Article

ON RELIABILITY OF STOCHASTIC NETWORKSDSHALALOW, Jewgeni H; WHITE, Ryan.Neural, parallel & scientific computations. 2013, Vol 21, Num 2, pp 141-160, issn 1061-5369, 20 p.Article

A probabilistic representation of constants in Kesten's renewal theoremENRIQUEZ, Nathanaël; SABOT, Christophe; ZINDY, Olivier et al.Probability theory and related fields. 2009, Vol 144, Num 3-4, pp 581-613, issn 0178-8051, 33 p.Article

On a renewal function when the second moment is infiniteSGIBNEV, M. S.Statistics & probability letters. 2009, Vol 79, Num 9, pp 1242-1245, issn 0167-7152, 4 p.Article

Beyond the Poisson renewal process: A tutorial surveyMAINARDI, Francesco; GORENFLO, Rudolf; VIVOLI, Alessandro et al.Journal of computational and applied mathematics. 2007, Vol 205, Num 2, pp 725-735, issn 0377-0427, 11 p.Article

Limiting curlicue measures for theta sumsCELLAROSI, Francesco.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 2, pp 466-497, issn 0246-0203, 32 p.Article

THE SIMPLE HARMONIC URNCRANE, Edward; GEORGIOU, Nicholas; VOLKOV, Stanislav et al.Annals of probability. 2011, Vol 39, Num 6, pp 2119-2177, issn 0091-1798, 59 p.Article

TIME SENSITIVE FUNCTIONALS IN A QUEUE WITH SEQUENTIAL MAINTENANCEAL-MATAR, Najeeb; DSHALALOW, Jewgeni H.Stochastic models. 2011, Vol 27, Num 4, pp 687-704, issn 1532-6349, 18 p.Article

On a generic class of Lévy-driven vacation modelsBOXMA, Onno; KELLA, Offer; MANDJES, Michel et al.Report - Probability, networks and algorithms. 2007, Num 10, pp 1-12, issn 1386-3711, 12 p.Article

Nonparametric estimation of the renewal function by empirical dataMARKOVICH, Natalia M; KRIEGER, Udo R.Stochastic models. 2006, Vol 22, Num 2, pp 175-199, issn 1532-6349, 25 p.Article

ON A-COALESCENTS WITH DUST COMPONENTGNEDIN, Alexander; IKSANOV, Alexander; MARYNYCH, Alexander et al.Journal of applied probability. 2011, Vol 48, Num 4, pp 1133-1151, issn 0021-9002, 19 p.Article

Operational Calculus in Noncooperative Stochastic GamesDSHALALOW, J. H; TREERATTRAKOON, A.Nonlinear dynamics and systems theory. 2010, Vol 10, Num 1, pp 39-54, issn 1562-8353, 16 p.Article

On the number of renewals in random timeOMEY, Edward; MITOV, Georgi K; MITOV, Kosto V et al.Statistics & probability letters. 2009, Vol 79, Num 21, pp 2281-2288, issn 0167-7152, 8 p.Article

ON ASYMPTOTICS OF EXCHANGEABLE COALESCENTS WITH MULTIPLE COLLISIONSGNEDIN, Alexander; IKSANOV, Alex; MOHLE, Martin et al.Journal of applied probability. 2008, Vol 45, Num 4, pp 1186-1195, issn 0021-9002, 10 p.Article

A COLLECTOR'S PROBLEM WITH RENEWAL ARRIVAL PROCESSESKELLA, Offer; STADJE, Wolfgang.Journal of applied probability. 2008, Vol 45, Num 3, pp 610-620, issn 0021-9002, 11 p.Article

ON ONE-SIDED STOCHASTIC GAMES AND THEIR APPLICATIONS TO FINANCEDSHALALOW, Jewgeni H; ROBINSON, Randy.Stochastic models. 2012, Vol 28, Num 1, pp 1-14, issn 1532-6349, 14 p.Article

Large deviations for renewal processesLEFEVERE, Raphael; MARIANI, Mauro; ZAMBOTTI, Lorenzo et al.Stochastic processes and their applications. 2011, Vol 121, Num 10, pp 2243-2271, issn 0304-4149, 29 p.Article

Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed DistributionsKONSTANTINIDES, Dimitrios G; LOUKISSAS, Fotis.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3663-3671, issn 0361-0926, 9 p.Conference Paper

On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategyZHAOYANG LU; WEI XU; DECAI SUN et al.Journal of computational and applied mathematics. 2009, Vol 232, Num 2, pp 582-593, issn 0377-0427, 12 p.Article

Primal-dual interior-point algorithms for second-order cone optimization based on kernel functionsBAR, Y. Q; WANG, G. Q; ROOS, C et al.Nonlinear analysis. 2009, Vol 70, Num 10, pp 3584-3602, issn 0362-546X, 19 p.Article

ASYMPTOTIC BLOCKING PROBABILITIES IN LOSS NETWORKS WITH SUBEXPONENTIAL DEMANDSYINGDONG LU; RADOVANOVIC, Ana.Journal of applied probability. 2007, Vol 44, Num 4, pp 1088-1102, issn 0021-9002, 15 p.Article

GENERAL TAX STRUCTURES AND THE LÉVY INSURANCE RISK MODELKYPRIANOU, Andreas E; XIAOWEN ZHOU.Journal of applied probability. 2009, Vol 46, Num 4, pp 1146-1156, issn 0021-9002, 11 p.Article

Simplified analytical proof of Blackwell's renewal theoremDIPPON, Jürgen; WALK, Harro.Statistics & probability letters. 2005, Vol 74, Num 1, pp 15-20, issn 0167-7152, 6 p.Article

Random coefficient volatility modelsTHAVANESWARAN, A; PEIRIS, S; APPADOO, S et al.Statistics & probability letters. 2008, Vol 78, Num 6, pp 582-593, issn 0167-7152, 12 p.Article