Last update:
Sat Oct 12 09:00:05 MDT 2024
Sheldon M. Ross Editorial . . . . . . . . . . . . . . . 1--1
Kenneth J. Arrow The Demand for Information and the
Distribution of Income . . . . . . . . . 3--13
Persi Diaconis and
Mehrdad Shahshahani The Subgroup Algorithm for Generating
Uniform Random Variables . . . . . . . . 15--32
David Aldous On the Markov Chain Simulation Method
for Uniform Combinatorial Distributions
and Simulated Annealing . . . . . . . . 33--46
Michael Steele Gibbs' Measures on Combinatorial Objects
and the Central Limit Theorem for an
Exponential Family of Random Trees . . . 47--59
Sheldon M. Ross Are Mass Extinctions Really Periodic? 61--64
Sheldon M. Ross Peaks from Random Data . . . . . . . . . 65--68
Mark Brown and
Yi-Shi Shao Identifying Coefficients in the Spectral
Representation for First Passage Time
Distributions . . . . . . . . . . . . . 69--74
A. M. Eikeboom and
H. C. Tijms Waiting-Time Percentiles in the
Multi-server M$^x$ /G/c Queue with Batch
Arrivals . . . . . . . . . . . . . . . . 75--96
E. Çinlar and
S. Özekici Reliability of Complex Devices in Random
Environments . . . . . . . . . . . . . . 97--115
Jan Van Der Wal and
Paul J. Schweitzer Iterative Bounds on the Equilibrium
Distribution of a Finite Markov Chain 117--131
Anonymous PES volume 1 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 1 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Howard M. Taylor A Model for the Failure Process of
Semicrystalline Polymer Materials under
Static Fatigue . . . . . . . . . . . . . 133--162
Sheldon M. Ross Approximations in Renewal Theory . . . . 163--173
Philip J. Boland and
Frank Proschan and
Y. L. Tong Fault Diversity in Software Reliability 175--187
Rhonda Righter The Stochastic Sequential Assignment
Problem With Random Deadlines . . . . . 189--202
Laurence A. Baxter and
Eui Yong Lee An Inventory With Constant Demand and
Poisson Restocking . . . . . . . . . . . 203--210
M. C. van der Heijden Interval Availability Distribution for A
$1$-out-of-$2$ Reliability System with
Repair . . . . . . . . . . . . . . . . . 211--223
Jose Galvão Leite and
Jorge Oishi and
Carlos Alberto de Bragança Pereira Exact Maximum Likelihood Estimate of a
Finite Population Size:
Capture/Recapture Sequential Sample Data 225--236
Cyrus Derman and
Gerald J. Lieberman and
Sheldon M. Ross On Sampling Inspection in the Presence
of Inspection Errors . . . . . . . . . . 237--249
Anonymous PES volume 1 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 1 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Sheldon M. Ross Approximating Transition Probabilities
and Mean Occupation Times in
Continuous-Time Markov Chains . . . . . 251--264
M. C. Bhattacharjee The Time to Extinction of Branching
Processes and Log-Convexity: I . . . . . 265--278
Moshe Shaked and
J. George Shanthikumar Characterization of Some First Passage
Times Using Log-Concavity and
Log-Convexity as Aging Notions . . . . . 279--291
D. Z. Du and
F. K. Hwang Reliabilities of Consecutive-2 Graphs 293--298
Ramesh C. Gupta and
S. N. U. A. Kirmani and
Robert L. Launer On Life Distributions Having Monotone
Residual Variance . . . . . . . . . . . 299--307
Abdullah Alkaff and
Eginhard J. Muth The Throughput Rate of Multistation
Production Lines with Stochastic Servers 309--326
J. C. W. Van Ommeren and
A. G. de Kok Asymptotic Results for Buffer Systems
under Heavy Load . . . . . . . . . . . . 327--348
Jaxk H. Reeves and
Ashim Mallik and
William P. McCormick The Pricing Problem . . . . . . . . . . 349--366
Anonymous PES volume 1 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 1 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b4
Julian Keilson and
Ravi Ramaswamy The Relaxation Time for Truncated
Birth--Death Processes . . . . . . . . . 367--381
S. T. Chou and
J. P. Hsu Stochastic analysis of the Transient
Behavior of an MSMPR Crystallizer:
Effects of the Seed Size Distribution
and Size- Dependent Growth Rate . . . . 383--404
Laurence A. Baxter and
Eui Yong Lee A Diffusion Model for a System Subject
to Continuous Wear . . . . . . . . . . . 405--416
S. C. Kochar and
R. P. Gupta Some Results on Weighted Distributions
for Positive-Valued Random Variables . . 417--423
Jane N. Hagstrom and
King-Tim Mak System Reliability Analysis in the
Presence of Dependent Component Failures 425--440
Miklos Santha and
Yanjun Znang Consecutive-2 systems on trees . . . . . 441--456
Soo Kar Leow and
David F. Mcallister Heuristic Assignments of Redundant
Software Versions and Processors in
Fault-tolerant Computer Systems for
Maximum Reliability . . . . . . . . . . 457--479
R. D. Doverspik A Terminal Bay Relief Strategy . . . . . 481--496
Pinyuen Chen and
Lifang Hsu and
Milton Sobel Entropy-based Optimal Group-testing
Procedures . . . . . . . . . . . . . . . 497--509
Anonymous PES volume 1 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 1 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b7
David Aldous Hashing with Linear Probing under
Nonuniform Probabilities . . . . . . . . 1--14
Cyrus Derman and
Showlong P. Koh On the Comparison of two Software
Reliability Estimators . . . . . . . . . 15--21
Y. C. Yao and
F. K. Hwang Individual Testing of Independent Items
in Optimal Group Testing . . . . . . . . 23--29
J. M. McNamara A Stochastic Differential Game with Safe
and Risky Choices . . . . . . . . . . . 31--39
Michael Pinedo and
Elias Rammouz A Note on Stochastic Scheduling on a
Single Machine Subject to Breakdown and
Repair . . . . . . . . . . . . . . . . . 41--49
Michael N. Katehakis and
Costis Melolidakis Dynamic Repair Allocation for a
$k$-out-of-$n$ System Maintained by
Distinguishable Repairmen . . . . . . . 51--62
G. J. Chang and
F. K. Hwang Optimal Consecutive-$k$-out-of-$n$
Systems under a Fixed Budget . . . . . . 63--73
E. G. Coffman and
L. Flatto and
I. Mitrani and
L. A. Shepp and
C. Knessl Stochastic Models of Queue Storage . . . 75--93
Chi-Hyuck Jun Heuristic Procedures for Simultaneous
Estimation of Several Normal Means . . . 95--113
Steven A. Lippman and
John W. Mamer When Many Wrongs Make a Right: An
Asymptotic Analysis of Risk Aversion and
Additive Risks . . . . . . . . . . . . . 115--127
Nico M. van Dijk and
Pantelis Tsoucas and
Jean Walrand Simple Bounds and Monotonicity: the Call
Congestion of Finite Multiserver Delay
Systems . . . . . . . . . . . . . . . . 129--138
Arvind K. Shah and
Robert D. Allen Simpler Approximations for the Areas
under the $t$ Distribution . . . . . . . 139--141
Anonymous PES volume 2 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 2 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
David Avis and
Burgess Davis and
J. Michael Steele Probabilistic Analysis of a Greedy
Heuristic for Euclidean Matching . . . . 143--156
D. P. Connors and
P. R. Kumar Balance of Recurrence Order in
Time-Inhomogeneous Markov Chains with
Application to Simulated Annealing . . . 157--184
Peter Kubat and
Ushio Sumita and
Yasushi Masuda Dynamic Performance Evaluation of
Communication/Computer Systems with
Highly Reliable Components . . . . . . . 185--213
Michael Shalmon Analysis of the GI/GI/1 Queue and its
Variations via the LCFS Preemptive
Resume Discipline and Its Random Walk
Interpretation . . . . . . . . . . . . . 215--230
P. H. Brill Single-Server with Delay-Dependent
Arrival Streams . . . . . . . . . . . . 231--247
P. Whittle and
N. Komarova Policy Improvement and the
Newton--Raphson Algorithm . . . . . . . 249--255
M. C. Van Der Heijden On the Three-Moment Approximation of a
General Distribution by a Coxian
Distribution . . . . . . . . . . . . . . 257--261
Uri Yechiali Sequencing an $N$-Stage Process with
Feedback . . . . . . . . . . . . . . . . 263--265
Sheldon M. Ross A Note on Approximating Mean Occupation
Times of Continuous-Time Markov Chains 267--268
Anonymous PES volume 2 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 2 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Gideon Weiss Branching Bandit Processes . . . . . . . 269--278
P. Whittle Approximation in Large-Scale
Circuit-Switched Networks . . . . . . . 279--291
David Aldous and
Barry Flannery and
José Luis Palacios Two Applications of Urn Processes The
Fringe Analysis of Search Trees and The
Simulation of Quasi-Stationary
Distributions of Markov Chains . . . . . 293--307
Sheldon M. Ross Simulating Average Delay-Variance
Reduction by Conditioning . . . . . . . 309--312
Y. C. Yao An Improvement Over the Information
Lower Bound in Binomial Group Testing 313--320
Laurence A. Baxter and
Eui Yong Lee Optimal Control of a Model for a System
Subject to Continuous Wear . . . . . . . 321--328
Abdulhamid A. Alzaid Length-Biased Orderings with
Applications . . . . . . . . . . . . . . 329--341
Philip J. Boland and
Emad El Neweihi and
Frank Proschan Active Redundancy Allocation in Coherent
Systems . . . . . . . . . . . . . . . . 343--353
N. M. Van Dijk and
J. P. Veltkamp Product Forms for Stochastic
Interference Systems . . . . . . . . . . 355--376
Peter W. Glynn and
Donald L. Iglehart Conditions Under Which a Markov Chain
Converges to its Steady State in Finite
Time . . . . . . . . . . . . . . . . . . 377--382
Sheldon M. Ross A Simple Proof of Instability of a
Random-Access Communication Channel . . 383--385
Anonymous PES volume 2 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 2 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Michael F. Barnsley and
Marc A. Berger and
H. Meté Soner Mixing Markov Chains and Their Images 387--414
Jürg Kohlas Conditional Belief Structures . . . . . 415--433
Peter J. Haas and
Gerald S. Shedler Modeling Power of Stochastic Petri Nets
for Simulation . . . . . . . . . . . . . 435--459
R. E. Barlow and
S. Iyer Computational Complexity of Coherent
Systems and the Reliability Polynomial 461--469
Nico M. van Dijk A Note on Error Bounds for Approximating
Transition Probabilities in
Continuous-time Markov Chains . . . . . 471--474
Ramesh C. Gupta and
S. N. U. A. Kirmani Closure and Monotonicity Properties of
Nonhomogeneous Poisson Processes and
Record Values . . . . . . . . . . . . . 475--484
M. S. Ali Khan An Infinite Dam with a Time-Dependent
Release Rule . . . . . . . . . . . . . . 485--500
Ashim K. Mallik and
Jaxk H. Reeves Sequential Methods to Detect Material
Losses . . . . . . . . . . . . . . . . . 501--515
Anonymous PES volume 2 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 2 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
H. C. Tijms and
J. C. W. Van Ommeren Asymptotic Analysis for Buffer Behavior
in Communication Systems . . . . . . . . 1--12
J. Robin B. Cockett and
Jalel Zrida and
J. Douglas Birdwell Stochastic Decision Theory . . . . . . . 13--54
G. Yin and
Y. M. Zhu On W.P.1 Convergence of a Parallel
Stochastic Approximation Algorithm . . . 55--75
Joseph Abate and
Ward Whitt Spectral Theory for Skip-Free Markov
Chains . . . . . . . . . . . . . . . . . 77--88
E. G. Coffman and
M. Hofri and
G. Weiss Scheduling Stochastic Jobs with a
Two-Point Distribution on Two Parallel
Machines . . . . . . . . . . . . . . . . 89--116
Moshe Shaked and
J. George Shanthikumar Some Replacement Policies in a Random
Environment . . . . . . . . . . . . . . 117--134
F. K. Hwang and
S. G. Papastavridis A Monotonicity Result for Inspecting
Independent Items . . . . . . . . . . . 135--140
David A. Butler A Random-Bit Generator for use in
Simulating the Reliability of a Coherent
System . . . . . . . . . . . . . . . . . 141--147
Shengwu He Optimization Applications of
Compensators of Poisson Random Measures 149--155
John E. Angus Some Asymptotic Analysis of Resistant
Rules For Outlier Labeling . . . . . . . 157--164
Anonymous PES volume 3 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 3 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Y. C. Yao On Optimal Consecutive $k$-out-of-$ n
\colon {F}$ Systems Subject to a Fixed
Product of Failure Probabilities . . . . 165--173
Bok Sik Yoon and
J. George Shanthikumar Bounds and Approximations for the
Transient Behavior of Continuous-Time
Markov Chains . . . . . . . . . . . . . 175--198
N. A. Fay and
K. D. Glazebrook A General Model for the Scheduling of
Alternative Stochastic Jobs that may
Fail . . . . . . . . . . . . . . . . . . 199--221
Xiuli Chao and
Michael Pinedo and
Karl Sigman On the Interchangeability and Stochastic
Ordering of Exponential Queues in Tandem
with Blocking . . . . . . . . . . . . . 223--236
Laurence A. Baxter and
Seung Min Lee Further Properties of Reliability
Importance for Continuum Structure
Functions . . . . . . . . . . . . . . . 237--246
Linn I. Sennott Average Cost Semi-Markov Decision
Processes and the Control of Queueing
Systems . . . . . . . . . . . . . . . . 247--272
A. G. de Kok A Moment-Iteration Method for
Approximating the Waiting-Time
Characteristics of the GI/G/1 Queue . . 273--287
Mel-Ling Ting Lee and
Alan J. Gross Properties of Conditionally Independent
Generalized Gamma Distributions . . . . 289--297
Anonymous PES volume 3 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 3 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Bennett L. Fox and
Peter W. Glynn Replication Schemes For Limiting
Expectations . . . . . . . . . . . . . . 299--318
Sheldon M. Ross Estimating the Mean Number of Renewals
By Simulation . . . . . . . . . . . . . 319--321
Rhonda Righter and
J. George Shanthikumar Scheduling Multiclass Single Server
Queueing Systems to Stochastically
Maximize the Number of Successful
Departures . . . . . . . . . . . . . . . 323--333
Tapan K. Nayak Minimum Variance Unbiased Estimation of
Software Reliability . . . . . . . . . . 335--340
Frank A. Van Der Duyn Schouten and
Tjerk Ronner Calculation of the Availability of a
Two-Unit Parallel System With Cold
Standby: An Illustration of the
Embedding Technique . . . . . . . . . . 341--353
Philip J. Boland and
Frank Proschan and
Y. L. Tong Crossing Properties of Mixture
Distributions . . . . . . . . . . . . . 355--366
Devendra Chhetry and
Allan R. Sampson and
George Kimeldorf Concepts of Setwise Dependence . . . . . 367--380
S. N. U. A. Kirmani and
Ramesh C. Gupta On Repair Age Residual Repair Life in
the Minimal Repair Process . . . . . . . 381--391
J. M. McNamara Policy Improvement and the
Newton--Raphson Algorithm for Renewal
Reward Processes . . . . . . . . . . . . 393--396
P. Whittle A Class of Decision Processes Showing
Policy-Improvement/Newton--Raphson
Equivalence . . . . . . . . . . . . . . 397--403
Panagiotis Konstantopoulos and
Jean Walrand A Quasi-Reversibility Approach to the
Insensitivity of Generalized Semi-Markov
Processes . . . . . . . . . . . . . . . 405--415
David L. Jagerman and
Bhaskar Sengupta A Functional Equation Arising in a Queue
With a Gating Mechanism . . . . . . . . 417--433
Bajis Dodin Approximating the Stochastic Network by
its M Shortest Paths . . . . . . . . . . 435--451
Anonymous PES volume 3 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 3 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
P. J. M. Van Laarhoven and
C. G. E. Boender and
E. H. L. Aarts and
A. H. G. Rinnooy Kan A Bayesian Approach to Simulated
Annealing . . . . . . . . . . . . . . . 453--475
Kyle T. Siegrist and
Ashok T. Amin and
Peter J. Slater The Central Limit Theorem and the Law of
Large Numbers for Pair-Connectivity in
Bernoulli Trees . . . . . . . . . . . . 477--491
George S. Fishman and
Tien-Yi Danny Shaw Evaluating Reliability of Stochastic
Flow Networks . . . . . . . . . . . . . 493--509
Mar Brown On Two Problems Involving Partial Sums 511--516
F. Baccelli and
E. G. Coffman and
E. N. Gilbert Tandem Conveyor Queues . . . . . . . . . 517--536
Leopold Flatto The Longer Queue Model . . . . . . . . . 537--559
D. Perry and
M. J. M. Posner Control Policies for Two Classes of
Inventory Systems via a
Duality-Equivalence Relationship . . . . 561--579
A. M. Abouammah and
E. El-Neweihi and
F. Proschan Schur Structure Functions . . . . . . . 581--591
Anonymous PES volume 3 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 3 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Steven P. Lalley Travelling Salesman with a Self-Similar
Itinerary . . . . . . . . . . . . . . . 1--18
Costas Courcoubetis and
Richard R. Weber The Move-to-Front Rule for Multiple
Lists . . . . . . . . . . . . . . . . . 19--27
Cheng-Shang Chang and
Xiuli Chao and
Michael Pinedo Integration of Discrete-Time Correlated
Markov Processes in a TDM System . . . . 29--56
F. K. Hwang and
Y. C. Yao On the Failure Rates of
Consecutive-$k$-out-of-$n$ Systems . . . 57--71
S. Durham and
J. Lynch and
W. J. Padgett $ {\rm TP}_2 $-Orderings and the IFR
Property with Applications . . . . . . . 73--88
Ushlo Sumita and
Maria Rieders A New Algorithm for Computing the
Ergodic Probability Vector for Large
Markov Chains . . . . . . . . . . . . . 89--116
Shengwu He and
Jiagang Wang Thinning of Point Processes-Martingale
Method . . . . . . . . . . . . . . . . . 117--129
C. N. Laws and
G. M. Louth Dynamic Scheduling of a Four-Station
Queueing Network . . . . . . . . . . . . 131--156
Anonymous PES volume 4 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 4 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Persi Diaconis and
James Allen Fill Examples for the Theory of Strong
Stationary Duality with Countable State
Spaces . . . . . . . . . . . . . . . . . 157--180
Shledon M. Ross Processor Reordering Rules . . . . . . . 181--186
Raphael Rom and
Moshe Sidi Message Delay Distribution in
Generalized Time Division Multiple
Access (TDMA) . . . . . . . . . . . . . 187--202
Peter B. Key Optimal Control and Trunk Reservation in
Loss Networks . . . . . . . . . . . . . 203--242
Nam-Sook Wee Optimal Maintenance Schedules of
Computer Software . . . . . . . . . . . 243--255
F. T. Boesch and
A. Satyanarayana and
C. L. Suffel Some Alternate Characterizations of
Reliability Domination . . . . . . . . . 257--276
Haruhisa Takahashi Coupled Processor: A Second-Order
Continuous-State-Space Model . . . . . . 277--298
Anonymous PES volume 4 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 4 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Sheldon M. Ross Variance Reduction in Simulation via
Random Hazards . . . . . . . . . . . . . 229--309
S. Gal and
E. J. Anderson Search in a Maze . . . . . . . . . . . . 311--318
Teunis J. Ott and
J. George Shanthikumar On Maxima and Minima of Partial Sums of
Strongly Interchangeable Random
Variables . . . . . . . . . . . . . . . 319--332
Vernon Rego A Band and Bound Technique for Simple
Random Algorithms . . . . . . . . . . . 333--344
Jerome R. Bretienbach The Capacity of the White Gaussian Noise
Channel . . . . . . . . . . . . . . . . 345--353
S. D. Durham and
K. F. Yu Randomized Play-the-Leader Rules for
Sequential Sampling from Two Populations 355--367
Piero Barone and
Arnolodo Frigessi Improving Stochastic Relaxation for
Gaussian Random Fields . . . . . . . . . 369--389
Philip J. Boland and
Frank Proschan and
Y. L. Tong Linear Dependence in Consecutive
$k$-out-of-$ n \colon {F}$ Systems . . . 391--397
Lakdere Benkherouf Optimal Stopping in Oil Exploration with
Small and Large Oilfields . . . . . . . 399--411
Anonymous PES volume 4 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 4 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Israel David and
Uri Yechiali Sequential Assignment Match Processes
with Arrivals of Candidates and Offers 413--430
Dilip Roy A Characterization of Lindley and
Singpurwalla's Bivariate Lomax
Distribution . . . . . . . . . . . . . . 431--435
C. A. Clarotti and
F. Spizzichino Bayes Burn-In Decision Procedures . . . 437--445
Coastas Courcoubetis and
Richard Weber Stability of On-Line Bin Packing with
Random Arrivals and Long-Run-Average
Constraints . . . . . . . . . . . . . . 447--460
Martin I. Reiman Asymptotic Properties of a Recursive
Procedure for Simultaneous Estimation 461--475
Arie Hordijk and
Ger Koole On the Optimality of the Generalized
Shortest Queue Policy . . . . . . . . . 477--487
José Luis Palacios On a Result of Aleliunas et al.
Concerning Random Walks on Graphs . . . 489--492
Albert G. Greenberg and
Robert J. Vanderbei Quicker Convergence for Iterative
Numerical Solutions to Stochastic
Problems: Probabilistic Interpretations,
Ordering Heuristics, and Parallel
Processing . . . . . . . . . . . . . . . 493--521
B. Chen and
X. D. Hu and
F. K. Hwang Optimal Binomial Group Testing with a
Test History . . . . . . . . . . . . . . 523--530
Jinn-Tyan Lin Pocket-Calculator Approximation to the
Normal Tail . . . . . . . . . . . . . . 531--533
Jonn-Tyan Lin Alternative to Koehler's Approximation
for the Percentiles of the $t$
Distributions . . . . . . . . . . . . . 535--537
Anonymous PES volume 4 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 4 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Isaac Meilijson Sharp Bounds on the Largest of some
Linear Combinations of Random Variables
with Given Marginal Distributions . . . 1--14
F. M. Spieksma Geometric Ergodicity of the ALOHA-system
and a Coupled Processors Model . . . . . 15--42
Masakiyo Miyazawa and
J. George Shanthikumar Monotonicity of the Loss Probabilities
of Single Server Finite Queues with
Respect to Convex Order of Arrival or
Service Processes . . . . . . . . . . . 43--52
Hosam M. Mahmoud Limiting Distributions for Path Lengths
in Recursive Trees . . . . . . . . . . . 53--59
James Allen Fill Time to Stationarity for a
Continuous-Time Markov Chain . . . . . . 61--76
Kevin D. Glazebrook On Nonpreemptive Policies for Stochastic
Single-Machine Scheduling with
Breakdowns . . . . . . . . . . . . . . . 77--87
David Assaf and
Benny Levikson Optimal Advertizing Policy for Selling a
Single Asset . . . . . . . . . . . . . . 89--100
A. Korzeniowski and
D. L. Hawkins On Simulating Wiener Integrals and Their
Expectations . . . . . . . . . . . . . . 101--112
T. K. Boehme and
W. Preuss and
V. van der Wall On a Simple Numerical Method for
Computing Stieltjes Integrals in
Reliability Theory . . . . . . . . . . . 113--128
Anonymous Correction . . . . . . . . . . . . . . . 129--129
Anonymous PES volume 5 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 5 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Mark Brown Spectral Analysis, without Eigenvectors,
for Markov Chains . . . . . . . . . . . 131--144
F. Baccelli and
N. Bambos and
J. Walrand On Flows in Stochastic Marked Graphs . . 145--157
Jie Ding and
Betsy S. Greenberg Bowl Shapes Are Better with Buffers ---
Sometimes . . . . . . . . . . . . . . . 159--169
A. Brandt and
H. Sulanke A Queueing Network Model for a
Communication System with Channel
Allocation . . . . . . . . . . . . . . . 171--183
George S. Fishman Sensitivity Analysis for the System
Reliability Function . . . . . . . . . . 185--213
Emad El Neweihi and
Jayaram Sethuraman A Study of the Role of Modules in the
Failure of Systems . . . . . . . . . . . 215--227
C. C. Chyu Decomposable Probabilistic Influence
Diagrams . . . . . . . . . . . . . . . . 229--243
Chung-Yee Lee and
Chen-Sin Lin Stochastic Flow-Shop Scheduling with
Lateness-Related Performance Measures 245--254
Anonymous PES volume 5 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 5 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
F. K. Hwang and
Wen-Ching Winnie Li Reliabilities of Double-Loop Networks 255--272
Mark Brown and
Marcia H. Flicker Chi-Square Goodness of Fit: A Failure
Rate Perspective . . . . . . . . . . . . 273--284
Henk C. Tijms and
Michel C. T. Van De Coevering A Simple Numerical Approach for
Infinite-State Markov Chains . . . . . . 285--295
J. B. G. Frenk A General Framework for Stochastic
One-machine Scheduling Problems with
Zero Release Times and No Partial
Ordering . . . . . . . . . . . . . . . . 297--315
J. B. G. Frenk A Note on One-Machine Scheduling
Problems with Imperfect Information . . 317--331
Susan H. Xu Stochastically Minimizing Total Delay of
Jobs Subject to Random Deadlines . . . . 333--348
Esther Frostig A Note on Stochastic Scheduling on a
Single Machine Subject to Breakdown ---
The Preemptive Repeat Model . . . . . . 349--354
Gerald J. Lieberman and
Sheldon M. Ross On the Variance of the Hazard Estimator
in Simulation . . . . . . . . . . . . . 355--359
Charles J. Colbourn and
Michael V. Lomonosov Renewal Networks: Connectivity and
Reachability on a Time Interval . . . . 361--368
Viên Nguyen On the Optimality of Trunk Reservation
in Overflow Processes . . . . . . . . . 369--390
Anonymous PES volume 5 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 5 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Paul Glasserman and
Jian-Qiang Hu and
Stephen G. Strickland Strongly Consistent Steady-State
Derivative Estimates . . . . . . . . . . 391--413
Bennett L. Fox and
Paul Glasserman Estimating Derivatives Via Poisson's
Equation . . . . . . . . . . . . . . . . 415--428
P. J. Hunt Asymptotic Behaviour of an Integrated
Video-Data Network . . . . . . . . . . . 429--447
Jie Ding and
Betsy S. Greenberg Optimal Order for Servers in Series with
No Queue Capacity . . . . . . . . . . . 449--461
Linn I. Sennott Constrained Discounted Markov Decision
Chains . . . . . . . . . . . . . . . . . 463--475
Peter J. Haas and
Gerald S. Shedler Stochastic Petri Nets: Modeling Power
and Limit Theorems . . . . . . . . . . . 477--498
E. G. Coffman and
A. A. Puhalskii and
M. I. Reiman Storage-Limited Queues in Heavy Traffic 499--522
S. P. Mukherjee and
A. Chatterjee On Some Properties of the Multivariate
Aging Classes . . . . . . . . . . . . . 523--534
Anonymous PES volume 5 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 5 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
J. George Shanthikumar and
David D. Yao Spatiotemporal Convexity of Stochastic
Processes and Applications . . . . . . . 1--16
Karl Sigman and
Genji Yamazaki Fluid Models with Burst Arrivals: A
Sample Path Analysis . . . . . . . . . . 17--27
Mark P. Van Oyen and
Demosthenis Teneketzis Optimal Scheduling of a Finite Capacity
Shuttle under Delayed Information . . . 29--61
Arie Hordijk and
Ger Koole On the Shortest Queue Policy for the
Tandem Parallel Queue . . . . . . . . . 63--79
C. S. Chen and
Thomas H. Savits Optimal Age and Block Replacement for a
General Maintenance Model . . . . . . . 81--98
Christos Alexopoulos and
George S. Fishman Capacity Expansion in Stochastic Flow
Networks . . . . . . . . . . . . . . . . 99--118
Chi Hyuck Jun and
Sheldon M. Ross System Reliability By Simulation: Random
Hazards Versus Importance Sampling . . . 119--126
Masaaki Kijima A Note on External Uniformization for
Finite Markov Chains in Continuous Time 127--131
Jinn-Tyan Lin Approximating the Student's $t$-Tail
Probability and Its Inverse . . . . . . 133--137
M. Kolonko Generating Uniformly Distributed Random
Numbers without Floating Point
Operations . . . . . . . . . . . . . . . 139--145
Anonymous PES volume 6 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 6 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
A. E. Krzesinski and
R. Schassberger Product Form Solutions for Multiserver
Centers with Hierarchical Concurrency
Constraints . . . . . . . . . . . . . . 147--156
John S. Sadowsky and
Wojciech Szpankowski Maximum Queue Length and Waiting Time
Revisited: Multserver G/G/c Queue . . . 157--170
Chueng-Chiu Huang and
Gideon Weiss Preemptive Scheduling of Stochastic Jobs
with a Two-Stage Processing Time
Distribution on M + 1 Parallel Machines 171--191
Rhonda Righter Loading and Sequencing on Parallel
Machines . . . . . . . . . . . . . . . . 193--199
Masakiyo Miyazawa Loss Probability of a Burst Arrival
Finite Queue with Synchronized Service 201--216
Sid Browne and
E. G. Coffman, Jr. and
E. N. Gilbert and
Paul E. Wright Gated, Exhaustive, Parallel Service . . 217--239
Lakdére Benkherouf Oil Exploration: Revisited . . . . . . . 241--243
S. N. U. A. Kirmani and
Rmaesh C. Gupta Some Moment Inequalities for the Minimal
Repair Process . . . . . . . . . . . . . 245--255
A. V. Balakrishnan Two Examples of Physically Realizable
Processes Whose Spectral Density Is Not
``Physically Realizable'' . . . . . . . 257--259
Dragan Banjevi\'c On the Recurrent Solution of
Renewal-Type Integral Equations . . . . 261--270
Anonymous PES volume 6 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 6 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Erol Gelenbe and
Rolf Schassberger Stability of Product Form $G$-Networks 271--276
Henk Tijms Heuristics for Finite-Buffer Queues . . 277--285
Jingwen Li and
Shun-Chen Niu The Waiting-Time Distribution for the
GI/G/1 Queue under the $D$-Policy . . . 287--308
George S. Fishman and
David S. Rubin Evaluating Best-Case and Worst-Case
Coefficients of Variation when Bounds
Are Available . . . . . . . . . . . . . 309--322
Keith W. Ross and
Jie Wang Monte Carlo Summation Applied to
Product-Form Loss Networks . . . . . . . 323--348
Hentry W. Block and
Tim Costigan and
Allan R. Sampson Product-Type Probability Bounds of
Higher Order . . . . . . . . . . . . . . 349--370
Micha Hofri and
Hadas Shachnai The Application of Restricted Counter
Schemes to Three Models of Linear Search 371--389
Eckhaard Platen Higher-Order Weak Approximation of Ito
Diffusions by Markov Chains . . . . . . 391--408
Jinn-Tyan Lin A Pocket-Calculator Approximation to the
Inverse Normal Tail Probability Function 409--411
Nico M. Van Dijk An Error-Bound Theorem for Approximate
Markov Chains . . . . . . . . . . . . . 413--424
Anonymous PES volume 6 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 6 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Steven Jaffe The Equilibrium Distribution for a
Clocked Buffered Switch . . . . . . . . 425--438
P. J. Hunt and
C. N. Laws Least Busy Alternative Routing in
Queueing and Loss Networks . . . . . . . 439--456
T. Elperin and
I. Gertsbakh and
M. Lomonosov An Evolution Model for Monte Carlo
Estimation of Equilibrium Network
Renewal Parameters . . . . . . . . . . . 457--469
Wuyi Yue and
Yutaka Matsumoto Output and Delay Processes in a Slotted
ALOHA Multichannel Packet Radio Network
with Capture . . . . . . . . . . . . . . 471--493
Arie Hordijk and
Ger Koole On the Assignment of Customers to
Parallel Queues . . . . . . . . . . . . 495--511
Michael Pinedo and
Dequan Shaw and
Xiuli Chao On Optimal Permutation Scheduling in
Stochastic Proportionate Flowshops . . . 513--523
Stephan G. Vanneste A Generalized Age-Replacement Model . . 525--541
Ad Ridder and
Jean Walrand Some Large Deviations Results in Markov
Fluid Models . . . . . . . . . . . . . . 543--560
C. H. Hesse Hitting-Time Densities of a
Two-Dimensional Markov Process . . . . . 561--580
Anonymous PES volume 6 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 6 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Indrajit Bardhan and
Karl Sigman Rate Conservation Law for Stationary
Semimartingales . . . . . . . . . . . . 1--17
Masakiyo Miyazawa and
Henk Tijms Comparison of Two Approximations for the
Loss Probability in Finite-Buffer Queues 19--27
Bong Dae Choi and
Kyung Hyune Rhee and
Kwang Kyu Park The M/G/1 Retrial Queue With Retrial
Rate Control Policy . . . . . . . . . . 29--46
Linn I. Sennott The Average Cost Optimality Equation and
Critical Number Policies . . . . . . . . 47--67
Linn I. Sennott Constrained Average Cost Markov Decision
Chains . . . . . . . . . . . . . . . . . 69--83
Apostolos N. Burnetas and
Michael N. Katehakis On Sequencing Two Types of Tasks on a
Single Processor under Incomplete
Information . . . . . . . . . . . . . . 85--119
Julia Abrahams An Improved Lower Bound on the Minimum
Expected Number of Binomial Group Tests 121--124
Igor Rychlik and
Georg Lindgren CROSSREG --- A Technique for First
Passage and Wave Density Analysis . . . 125--148
Anonymous PES volume 7 issue 1 Cover . . . . . . . b1--b1
Sheldon M. Ross and
J. George Shanthikumar and
Xiang Zhang Some Pitfalls of Black Box Queue
Inference: The Case of State-Dependent
Server Queues . . . . . . . . . . . . . 149--157
Albert G. Greenberg and
Otmar Schlunk and
Ward Whitt Using Distributed-Event Parallel
Simulation to Study Departures from Many
Queues in Series . . . . . . . . . . . . 159--186
O. J. Boxma and
J. A. Weststrate and
U. Yechiali A Globally Gated Polling System with
Server Interruptions, and Applications
to the Repairman Problem . . . . . . . . 187--208
E. G. Coffman and
Aleksandr Stolyar Continuous Polling on Graphs . . . . . . 209--226
Chern-Ching Chao and
Zhidong Bai and
Wen-Qi Liang Asymptotic Normality for Oscillation of
Permutation . . . . . . . . . . . . . . 227--235
G. De Veciana and
C. Olivier and
J. Walrand Large Deviations of Birth Death Markov
Fluids . . . . . . . . . . . . . . . . . 237--255
A. Federgruen and
Y.-S. Zheng Optimal Control Policies for Stochastic
Inventory Systems with Endogenous Supply 257--272
Dimitrios G. Pandelis and
Demosthenis Teneketzis Stochastic Scheduling in Priority Queues
with Strict Deadlines . . . . . . . . . 273--289
Frank G. Forst Stochastic Sequencing on One Machine
with Earliness and Tardiness Penalties 291--300
Anonymous PES volume 7 issue 2 Cover . . . . . . . b1--b1
Xiuli Chao and
Michael Pinedo On Generalized Networks of Queues with
Positive and Negative Arrivals . . . . . 301--334
Erol Gelenbe $G$-Networks with Signals and Batch
Removal . . . . . . . . . . . . . . . . 335--342
Ludolf E. Meester and
J. George Shanthikumar Regularity of Stochastic Processes: A
Theory Based on Directional Convexity 343--360
R. W. Chen and
F. K. Hwang and
Y. C. Yao and
A. Zame Some Monotone Almost Balanced Knockout
Tournament Plans . . . . . . . . . . . . 361--368
Kyle Siegrist Optimal Occupation in the Complete Graph 369--385
Shmuel Gal and
Dafna Sheinwald Optimal Sampling for Identifying a
Cluster: An Application in Sorting . . . 387--407
David Madigan A Note on Equivalence Classes of
Directed Acyclic Independence Graphs . . 409--412
Pietro Muliere and
Giovanni Parmigiani and
Nicholas G. Polson A Note on the Residual Entropy Function 413--420
Franco Pellerey and
Moshe Shaked Stochastic Comparison of Some Wear
Processes . . . . . . . . . . . . . . . 421--435
Neeraj Misra and
M. Manoharan and
Harshinder Singh Preservation of Some Ageing Properties
by Order Statistics . . . . . . . . . . 437--440
Anonymous PES volume 7 issue 3 Cover . . . . . . . b1--b1
V. Anantharam and
M. Benchekroun A Technique for Computing Sojourn Times
in Large Networks of Interacting Queues 441--464
David Aldous A Note on Probabilistic Analysis of a
Sparse Matrix Factorization Scheme and
Random Graphs . . . . . . . . . . . . . 465--469
O. J. Boxma and
G. J. van Houtum The Compensation Approach Applied to a 2
$ \times $ 2 Switch . . . . . . . . . . 471--493
Teunis J. Ott A Versatile Packet Arrival Process and
Its Second Order Properties . . . . . . 495--513
Teunis J. Ott A Queuing System with a Branching
Process Arrival Stream, the Case of
Short-Range Dependence . . . . . . . . . 515--528
P. K. Pollett and
P. G. Taylor On the Problem of Establishing the
Existence of Stationary Distributions
for Continuous-Time Markov Chains . . . 529--543
Marco Dominé and
Volkmar Pieper First Passage Time Distribution of a
Two-Dimensional Wiener Process with
Drift . . . . . . . . . . . . . . . . . 545--555
Renata Rotondi Tests of Randomness Based on the K-NN
Distances for Data from a Bounded Region 557--569
Shaul K. Bar-Lev and
David Perry Two-Stage Release Rule Procedure in a
Regenerative Dam . . . . . . . . . . . . 571--588
Anonymous PES volume 7 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Madhav Desai and
Sunil Kumar and
P. R. Kumar Quasi-Statically Cooled Markov Chains 1--19
Rhonda Richter and
J. George Shanthikumar Bounds for Stopping Times with
Application to the Approximation of
Distribution Functions . . . . . . . . . 21--31
Panayotis D. Sparaggis and
Don Towsley Optimal Routing and Scheduling of
Customers with Deadlines . . . . . . . . 33--49
Masaaki Kijima On Separation for Birth--Death Processes 51--68
Y. Kebir Laplace Transform Characterization of
Probabilistic Orderings . . . . . . . . 69--77
Fan Chin Meng Comparing Criticality of Nodes via
Minimal Cut (Path) Sets for Coherent
Systems . . . . . . . . . . . . . . . . 79--87
A. M. Abouammoh and
Emad El-Neweihi and
Jayaram Sethuraman The Role of a Group of Modules in the
Failure of Systems . . . . . . . . . . . 89--101
Lucia Caramellino and
Fabio Spizzichino Dependence and Aging Properties of
Lifetimes with Schur-Constant Survival
Functions . . . . . . . . . . . . . . . 103--111
Haijun Li On a Class of Stochastic Arrangement
Inequalities Arising in Optimal
Allocation of Resources . . . . . . . . 113--124
Y. Kebir Order-Preserving Shock Models . . . . . 125--134
Jinn-Tyan Lin New Approximations for the Percentage
Points of the Chi-Square Distribution 135--146
G. Kesidis and
J. Walrand Conservation Relations for Fully Shared
ATM Buffers . . . . . . . . . . . . . . 147--151
Anonymous Corrections . . . . . . . . . . . . . . 152--152
Anonymous PES volume 8 issue 1 Cover . . . . . . . b1--b1
Catherine B. Hurley and
Hosam M. Mahmoud Analysis of an Algorithm for Random
Sampling . . . . . . . . . . . . . . . . 153--168
J. Preater A Multiple Stopping Problem . . . . . . 169--177
Cheng-Shang Chang and
Arie Hordijk and
Rhonda Righter and
Gideon Weiss The Stochastic Optimality of SEPT in
Parallel Machine Scheduling . . . . . . 179--188
Robert W. Chen and
F. K. Hwang and
Wen-Ching Winnie Li A Reversible Model for
Consecutive-$2$-out-of-$ n \colon {F}$
Systems with Node and Link Failures . . 189--200
Craig Kollman Deep-Penetration Calculations for
Scattering Neutrons by Importance
Sampling . . . . . . . . . . . . . . . . 201--211
Xiuli Chao A Note on Queueing Networks with Signals
and Random Triggering Times . . . . . . 213--219
Frank N. Gouweleeuw The Loss Probability in Finite-Buffer
Queues with Batch Arrivals and Complete
Rejection . . . . . . . . . . . . . . . 221--227
Nicholas Bambos and
Shou C. Chen Optimality Aspects of Greedy Schemes in
Parallel Processing of Random
Graph-Structured Jobs . . . . . . . . . 229--243
M. Lomonosov On Monte Carlo Estimates in Network
Reliability . . . . . . . . . . . . . . 245--264
Georg Lindgren and
Weine Eriksson Clicks in Zero-Crossing-Detecting FM
Receivers: Theory and Experiments . . . 265--285
Todd Strauss and
Shmuel Oren Priority Ordering in Interruptible
Electric Power Service with Irreversible
Early Notification . . . . . . . . . . . 287--290
N. M. Temme A Set of Algorithms for the Incomplete
Gamma Functions . . . . . . . . . . . . 291--307
Anonymous PES volume 8 issue 2 Cover . . . . . . . b1--b1
Paul Glasserman and
Pirooz Vakili Comparing Markov Chains Simulated in
Parallel . . . . . . . . . . . . . . . . 309--326
Eltan Altman and
Uri Yechiali Polling in a Closed Network . . . . . . 327--343
Jayant Rajgopal and
Mainak Mazumdar and
Thomas H. Savits Some Properties of the Poisson
Distribution with an Application to
Reliability Testing . . . . . . . . . . 345--354
Michael C. Fu and
Jian-Qiang Hu ( s, S ) Inventory Systems with Random
Lead Times: Harris Recurrence and Its
Implications in Sensitivity Analysis . . 355--376
D. P. Kennedy On the Regularity of Skip-Free Markov
Chains . . . . . . . . . . . . . . . . . 377--384
Zhaoben Fang and
Taizhong Hu and
Harry Joe On the Decrease in Dependence with Lag
for Stationary Markov Chains . . . . . . 385--401
Vidyadhar Kulkarni and
Tomasz Rolski Fluid Model Driven by an
Ornstein--Uhlenbeck Process . . . . . . 403--417
A. Hordijk and
G. M. Koole and
J. A. Loeve Analysis of a Customer Assignment Model
with No State Information . . . . . . . 419--429
Thore Egeland When Is a System Better Than the Average
of Its Components? . . . . . . . . . . . 431--434
Fan Chin Meng Optimal Allocation of Components in
$k$-out-of-$R$ Parallel Modules Systems 435--441
Jinn-Tyan Lin A Direct Approximation for the
Percentiles of the $t$ Distribution . . 443--448
Anonymous PES volume 8 issue 3 Cover . . . . . . . b1--b1
Erol A. Peköz and
Sheldon M. Ross Improving Poisson Approximations . . . . 449--462
Eugene A. Feinberg and
Martin I. Reiman Optimality of Randomized Trunk
Reservation . . . . . . . . . . . . . . 463--489
Dimitrios G. Pandelis and
Demosthenis Teneketzis Optimal Stochastic Dynamic Scheduling in
Multi-Class Queues with Tardiness and/or
Earliness Penalties . . . . . . . . . . 491--509
D. Z. Du and
F. K. Hwang Optimal Assemblies of Consecutive-2 Link
Systems . . . . . . . . . . . . . . . . 511--520
Amie Elcan Optimal Customer Return Rate for an
M/M/1 Queueing System with Retrials . . 521--539
William A. Massey and
Ward Whitt A Stochastic Model to Capture Space and
time Dynamics in Wireless Communication
Systems . . . . . . . . . . . . . . . . 541--569
H. Edwin Romeijn and
Robert L. Smith Simulated Annealing and Adaptive Search
in Global Optimization . . . . . . . . . 571--590
Gabriele Danninger and
Walter J. Gutjahr Test Point Optimization in a
Branching-Process-Based Reliability
Model . . . . . . . . . . . . . . . . . 591--609
Anonymous PES volume 8 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Albert H. Bowker and
Ingram Olkin and
Arthur F. Veinott Gerald J. Lieberman . . . . . . . . . . 3--26
T. W. Anderson Goodness-of-Fit Tests for Probability
Distributions and Spectral Distributions 27--37
Peter J. Bickel and
Ya'acov Ritov An Exponential Inequality for
$U$-Statistics with Applications to
Testing . . . . . . . . . . . . . . . . 39--52
D. Blackwell Minimax vs. Bayes Prediction . . . . . . 53--58
Cyrus Derman and
Sheldon Ross Reliability for a System with Dependent
Components . . . . . . . . . . . . . . . 59--63
B. Curtis Eaves and
Uriel G. Rothblum A Discounted-Cost Continuous-Time
Flexible Manufacturing and Operator
Scheduling Model Solved by
Deconvexification Over Time . . . . . . 65--98
Ying Huang and
Arthur F. Veinott Markov Branching Decision Chains with
Interest-Rate-Dependent Rewards . . . . 99--121
Peter W. Glynn and
Donald L. Iglehart A Martingale Approach to Regenerative
Simulation . . . . . . . . . . . . . . . 123--131
Ingram Olkin and
Irwin Guttman and
Robert Philips Estimating the Number of Aberrant
Laboratories . . . . . . . . . . . . . . 133--150
Matthew J. Sobel Lot Sizes in Serial Manufacturing with
Random Yields . . . . . . . . . . . . . 151--157
Anonymous PES volume 9 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 9 issue 1 Cover . . . . . . . b1--b1
I. M. MacPhee and
B. P. Jordan Optimal Search for a Moving Target . . . 159--182
Hosam M. Mahmoud and
Ratko Orlandi\'c Toward a Formal Derivation of the
Expected Behavior of Prefix B-Trees . . 183--192
Charles Du and
Michael Pinedo A Convexity Property of a
Markov-Modulated Queueing Loss System 193--199
Krishnamurthi Ravishankar and
Suresh Singh Central Limit Theorem for Time to
Broadcast in Radio Networks . . . . . . 201--209
I. H. Dinwoodie A Bound on the Rate of Convergence for
the Discrete Gibbs Sampler . . . . . . . 211--215
Lirong Cui and
Alan G. Hawkes and
Assad Jalali The Increasing Failure Rate Property of
Consecutive-$k$-out-of-$n$ Systems . . . 217--225
Taizhong Hu and
Harry Joe Monotonicity of Positive Dependence with
Time for Stationary Reversible Markov
Chains . . . . . . . . . . . . . . . . . 227--237
S. C. Borst A Globally Gated Polling System with a
Dormant Server . . . . . . . . . . . . . 239--254
Süleyman \`Ozekici and
Jingwen Li and
Fee Seng Chou Waiting Time in M/G/1 Queues with
Impolite Arrival Disciplines . . . . . . 255--267
Ulrich Rieder and
Jürgen Weishaupt Customer Scheduling with Incomplete
Information . . . . . . . . . . . . . . 269--284
Costas Courcoubetis and
Richard Weber Effective Bandwidths for Stationary
Sources . . . . . . . . . . . . . . . . 285--296
Michel Mandjes and
Ad Ridder Finding the Conjugate of Markov Fluid
Processes . . . . . . . . . . . . . . . 297--315
Jinn-Tyan Lin A Simple Approximation for the Bivariate
Normal Integral . . . . . . . . . . . . 317--321
Anonymous PES volume 9 issue 2 Cover . . . . . . . b1--b1
N. G. Bean and
P. G. Taylor Maximal Profit Dimensioning and
Tariffing of Loss Networks . . . . . . . 323--340
Xiuli Chao and
Michael Pinedo On Queueing Networks with Signals and
History-Dependent Routing . . . . . . . 341--354
Shoichi Nishimura and
Yong Jiang An M/G/l Vacation Model with Two Service
Modes . . . . . . . . . . . . . . . . . 355--374
Arthur W. Berger and
Ward Whitt Maximum Values in Queueing Processes . . 375--409
Cyrus Derman and
Sheldon Ross An Improved Estimator of $ \sigma $ in
Quality Control . . . . . . . . . . . . 411--415
Michael C. Fu and
Jian-Qlang Hu Sensitivity Analysis for Monte Carlo
Simulation of Option Pricing . . . . . . 417--446
John Bruno and
Edward G. Coffman and
Peter Downey Scheduling Independent Tasks to Minimize
the Makespan on Identical Machines . . . 447--456
Janice Kim Winch and
Benjamin Avi-Itzhak Ordering of Tandem Constant-Service
Stations to Minimize In-Process Stock
Cost . . . . . . . . . . . . . . . . . . 457--473
Israel David A Sequential Assignment Match Process
with General Renewal Arrival Times . . . 475--492
Sheldon M. Ross Extending Blackwell's Strengthening of
Azuma's Martingale Inequality . . . . . 493--496
Anonymous PES volume 9 issue 3 Cover . . . . . . . b1--b1
Sigrún Andradóttir and
James M. Calvin and
Peter W. Glynn Accelerated Regeneration for Markov
Chain Simulations . . . . . . . . . . . 497--523
Apostolos N. Burnetas and
Michael N. Katehakis Computing Optimal Policies for Markovian
Decision Processes Using Simulation . . 525--537
R. Schaßberger Stability of Polling Networks with
State-Dependent Server Routing . . . . . 539--550
Stephen J. Herschkorn On the Modular Value and Fractional Part
of a Random Variable . . . . . . . . . . 551--562
Moshe Shaked and
Tityik Wong Preservation of Stochastic Orderings
under Random Mapping by Point Processes 563--580
Joseph Abate and
Ward Whitt Limits and Approximations for the
Busy-Period Distribution in
Single-Server Queues . . . . . . . . . . 581--602
Nico M. van Dijk A Simple Performability Estimate for
Jackson Networks with an Unreliable
Output Channel . . . . . . . . . . . . . 603--614
John E. Angus A Coupling Proof of the Asymptotic
Normality of the Permutation Oscillation 615--621
Ivo Adan and
Michel van Eenige and
Jacques Resing Fitting Discrete Distributions on the
First Two Moments . . . . . . . . . . . 623--632
Esther Frostig Optimal Allocation of Machines to
Distinguishable Repairmen in Order to
Maximize Some Reward Functions . . . . . 633--645
Anonymous PES volume 9 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Sòren Asmussen and
Karl Sigman Monotone Stochastic Recursions and their
Duals . . . . . . . . . . . . . . . . . 1--20
Stephen J. Herschkorn and
Erol Peköz and
Sheldon M. Ross Policies without Memory for the
Infinite-Armed Bernoulli Bandit under
the Average-Reward Criterion . . . . . . 21--28
Arie Hordijk and
Ger Koole On Suboptimal Policies in Multiclass
Tandem Models . . . . . . . . . . . . . 29--39
Mitsushi Tamaki and
J. George Shanthikumar A Full-Information Best-Choice Problem
with Allowance . . . . . . . . . . . . . 41--56
Eugene A. Feinberg and
Dong J. Kim Bicriterion Optimization of an M/G/1
Queue with A Removable Server . . . . . 57--73
Subhash C. Kochar Some Results on Interarrival Times of
Nonhomogeneous Poisson Processes . . . . 75--85
Israel Cidon and
Roch Guréin and
Asad Khamisy and
Moshe Sidi On Queues with Interarrival Times
Proportional to Service Times . . . . . 87--107
Georgia-Ann Klutke and
Martin A. Wortman and
Hayriye Ayhan The Availability of Inspected Systems
Subject to Random Deterioration . . . . 109--118
Scott A. Vander Wiel Optimal Discrete Adjustments for Short
Production Runs . . . . . . . . . . . . 119--151
Kaisheng Fan On a New Approach to the Solution of the
Nonlinear Filtering Equation of Jump
Processes . . . . . . . . . . . . . . . 153--163
Anonymous PES volume 10 issue 1 Cover . . . . . . b1--b1
Peter W. Glynn and
Eugene W. Wong Efficient Simulation via Coupling . . . 165--186
Héctor Cancela and
Mohamed El Khadiri An Improvement to the Total Hazard
Method for System Reliability Simulation 187--196
Sòren Asmussen and
Chia-Li Wang Variance Reduction for Simulating
Transient GI/G/1 Behavior . . . . . . . 197--205
John E. Angus and
Xiao Hong On the Rate of Convergence of the Ross
Approximation to the Renewal Function 207--211
Jean B. Lasserre and
Henk Tijms Invariant Probabilities with Geometric
Tail . . . . . . . . . . . . . . . . . . 213--221
Refael Hassin and
Moshe Haviv On Optimal and Equilibrium Retrial Rates
in a Queueing System . . . . . . . . . . 223--227
Rhonda Righter Optimal Scheduling of Multiclass
Stochastic Systems . . . . . . . . . . . 229--241
Glen K. Takahara Fixed Point Approximations for Retrial
Networks . . . . . . . . . . . . . . . . 243--259
Richard J. Boucherie and
Onno J. Boxma The Workload in the M/G/1 Queue with
Work Removal . . . . . . . . . . . . . . 261--277
K. M. Wasserman and
Nicholas Bambos Optimal Server Allocation to Parallel
Queues with Finite-Capacity Buffers . . 279--285
Richard J. Boucherie Batch Routing Queueing Networks with
Jump-Over Blocking . . . . . . . . . . . 287--297
Nico M. Van Dijk A Note on Time Monotonicity for
Performability Models . . . . . . . . . 299--310
Laurence A. Baxter Book Review: \booktitleChaos, Fractals,
and Noise: Stochastic Aspects of
Dynamics, Second Edition, 1994, by
Lasota Andrzej and Mackey Michael C.,
Applied Mathematical Sciences, vol. 97
(New York: Springer-Verlag), xiv + 472
pp. . . . . . . . . . . . . . . . . . . 311--313
Anonymous PES volume 10 issue 2 Cover . . . . . . b1--b1
Frank K. Hwang and
Dan Trietsch A Simple Relation between the Pattern
Probability and the Rate of False
Signals in Control Charts . . . . . . . 315--323
Mario Lefebvre First-Passage Distributions of
Bidimensional Processes . . . . . . . . 325--339
Indrajit Bardhan Diffusion Limits for Open Networks of
Finite-Buffer Queues . . . . . . . . . . 341--361
Scott Berry Discrete Search for an Intelligent
Object: The Leprechaun's Problem . . . . 363--375
Dimitrios G. Pandelis and
Demosthenis Teneketzis Optimal Sequencing in Multiserver
Systems . . . . . . . . . . . . . . . . 377--396
Ilze Ziedins Optimal Admission Controls for Erlang's
Loss System with Phase-Type Arrivals . . 397--414
M. L. Chaudhry and
U. C. Gupta On the Analysis of the Discrete-Time
Geom(n)/G(n)/1/N Queue . . . . . . . . . 415--428
Woo-Yong Choi and
Chi-Hyuck Jun Analysis of a Discrete-Time Queueing
System with a Markov-Modulated input
Process and constant service Rate . . . 429--441
Olga S. Yoshida and
José G. Leite and
Heleno Bolfarine Bayes' Estimation of the Number of
Component Processes of a Superimposed
Process . . . . . . . . . . . . . . . . 443--461
Paul Schweitzer Book Review: \booktitleStochastic
Models, an Algorithmic Approach, by
Tijms Henk C. (Chichester: Wiley, 1994),
375 pages, paperback . . . . . . . . . . 463--464
Anonymous PES volume 10 issue 3 Cover . . . . . . b1--b1
Ilan Sadeh Universal Data Compression Algorithm
Based on Approximate String Matching . . 465--486
B. Prabhakar and
T. S. Mountford and
N. Bambos Convergence of Departures in Tandem
Networks of $ \cdot $ /GI/$ \infty $
Queues . . . . . . . . . . . . . . . . . 487--500
Michel Mandjes Overflow Asymptotics for large
Communications Systems with General
Markov Fluid Sources . . . . . . . . . . 501--518
Gautam Jain and
Karl Sigman Generalizing the Pollaczek-Khintchine
Formula to Account for Arbitrary Work
Removal . . . . . . . . . . . . . . . . 519--531
Chern-Ching Chao and
Lincheng Zhao and
Wen-Qi Liang Estimating the Error of a Permutational
Central Limit Theorem . . . . . . . . . 533--541
Bruno Bassan and
Monica Brezzi and
Marco Scarsini Information in Continuous Time Decision
Models with Many Agents . . . . . . . . 543--555
Tian-Shyug Lee and
Georgia-Ann Klutke Minimizing the Makespan and Flowtime in
Two-Machine Stochastic Open Shops . . . 557--567
Florin Avram and
Fikri Karaesmen A Method for Computing Double Band
Policies for Switching between Two
Diffusions . . . . . . . . . . . . . . . 569--590
Pushpa L. Gupta and
Ramesh C. Gupta Ageing Characteristics of the Weibull
Mixtures . . . . . . . . . . . . . . . . 591--600
Irwin Guttman and
Ulrich Menzefricke Predictive Distributions in the Presence
of Measurement Errors . . . . . . . . . 601--611
Michel Mandjes Book Review: \booktitleLarge Deviations
for Performance Analysis: Queues,
Communications, and Computing, Shwartz
Adam and Weiss Alan (New York: Chapman
and Hall, 1995) . . . . . . . . . . . . 613--614
Anonymous PES volume 10 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Torgny Lindvall Stochastic Monotonicities in Jackson
Queueing Networks . . . . . . . . . . . 1--9
Jihong Ou and
Jingwen Li and
Süleyman Özekici Approximating a Cumulative Distribution
Function by Generalized Hyperexponential
Distributions . . . . . . . . . . . . . 11--18
Walter J. Gutjahr Importance Sampling of Test Cases in
Markovian Software Usage Models . . . . 19--36
John E. Angus The Improved Estimation of $ \sigma $ in
Quality Control, Revisited . . . . . . . 37--42
James D. Lynch When Is a Renewal Process Convexly
Parameterized in Its Mean
Parameterization? . . . . . . . . . . . 43--48
Masahiro Sato On Optimal Ammunition Usage When Hunting
Fleeing Targets . . . . . . . . . . . . 49--64
Takashi Ishikida and
Yat-wah Wan Scheduling Jobs That Are Subject to
Deterministic Due Dates and Have
Deteriorating Expected Rewards . . . . . 65--78
Zhen Liu and
Rhonda Righter Optimal Scheduling on Parallel
Processors with Precedence Constraints
and General Costs . . . . . . . . . . . 79--93
Sem Borst and
John Bruno and
E. G. Coffman and
Steven Phillips Scheduling Two-Point Stochastic Jobs to
Minimize the Makespan on Two Parallel
Machines . . . . . . . . . . . . . . . . 95--105
Yossi Aviv and
Awi Federgruen Stochastic Inventory Models with Limited
Production Capacity and Periodically
Varying Parameters . . . . . . . . . . . 107--135
Anonymous PES volume 11 issue 1 Cover . . . . . . b1--b1
Madhav P. Desai and
Vasant B. Rao Finite-Time Behavior of Slowly Cooled
Annealing Chains . . . . . . . . . . . . 137--176
Dinah W. Cheng Line Reversibility of Multiserver
Systems . . . . . . . . . . . . . . . . 177--188
Masakiyo Miyazawa and
Nico M. van Dijk A Note on Bounds and Error Bounds for
Nonexponential Batch Arrival Systems . . 189--201
Nicole Bäuerle and
Ulrich Rieder Comparison Results for Markov-Modulated
Recursive Models . . . . . . . . . . . . 203--217
Mark P. Van Oyen Monotonicity of Optimal Performance
Measures for Polling Systems . . . . . . 219--228
Peter Buchholz An Aggregation/Disaggregation Algorithm
for Stochastic Automata Networks . . . . 229--253
Alexander Dudin Optimal Control for an M$^x$ /G/1 Queue
with Two Operation Modes . . . . . . . . 255--265
Erol Peköz and
Sheldon M. Ross Estimating the Mean Cover Time of a
Semi-Markov Process via Simulation . . . 267--271
Anonymous PES volume 11 issue 2 Cover . . . . . . b1--b1
Ilan Adler and
Sheldon M. Ross Distribution of the Time of the First
$k$-Record . . . . . . . . . . . . . . . 273--278
M. Kolonko and
M. T. Tran Convergence of Simulated Annealing with
Feedback Temperature Schedules . . . . . 279--304
Richard J. Boucherie and
Onno J. Boxma and
Karl Sigman A Note on Negative Customers, GI/G/1
Workload, and Risk Processes . . . . . . 305--311
Ronald Buitenhek and
Geert-Jan van Houtum and
Jan-Kees van Ommeren On First-Come First-Served Versus Random
Service Discipline in Multiclass Closed
Queueing Networks . . . . . . . . . . . 313--326
Bruce Calvert The Downs-Thomson Effect in a Markov
Process . . . . . . . . . . . . . . . . 327--340
Mark Brown Estimation of an Exponential
Distribution . . . . . . . . . . . . . . 341--359
David Perry A Double Band Control Policy of a
Brownian Perishable Inventory System . . 361--373
Marcel A. J. Smith and
Rommert Dekker On the $ (S - 1, S) $ Stock Model for
Renewal Demand Processes: Poisson's
poison . . . . . . . . . . . . . . . . . 375--386
Peter J. Smith Sequences of Linear Birth, Death, and
Immigration Processes with Applications
to Cascades of Optical Amplifiers . . . 387--394
Jorge Navarro and
Felix Belzunce and
Jose M. Ruiz New Stochastic Orders Based on Double
Truncation . . . . . . . . . . . . . . . 395--402
Anonymous PES volume 11 issue 3 Cover . . . . . . b1--b1
Moshe Haviv and
Jan van der Wal Equilibrium Strategies for Processor
Sharing and Random Queues with Relative
Priorities . . . . . . . . . . . . . . . 403--412
Janice Kim Winch Branch and Bound Algorithm for Ordering
of Tandem Constant-Service Stations . . 413--439
Hiroshi Toyoizumi and
J. George Shanthikumar and
Ronald W. Wolff Two Extremal Autocorrelated Arrival
Processes . . . . . . . . . . . . . . . 441--450
Marcel A. J. Smith An Approximation of the Interval
Availability Distribution . . . . . . . 451--467
E. B. Diks and
M. C. van der Heijden Modeling Stochastic Lead Times in
Multi-Echelon Systems . . . . . . . . . 469--485
William P. McCormick and
YouSung Park An Analysis of Poisson Moving-Average
Processes . . . . . . . . . . . . . . . 487--507
Shalabh Bhatnagar and
Vivek S. Borkar Multiscale Stochastic Approximation for
Parametric Optimization of Hidden Markov
Models . . . . . . . . . . . . . . . . . 509--522
Tian-Shyug Lee and
Kwang-Chow Chang An Alternative Proof for a known Result
of Noncentral Wishart Distribution . . . 523--529
Anonymous PES volume 11 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Moshe Shaked and
J. George Shanthikumar Two Variability Orders . . . . . . . . . 1--23
Ger Koole and
Zhen Liu Stochastic Bounds for Queueing Systems
with Multiple On-Off Sources . . . . . . 25--48
Serguei Foss and
Günter Last On the Stability of Greedy Polling
Systems with General Service Policies 49--68
Henry W. Block and
Thomas H. Savits and
Harshinder Singh The Reversed Hazard Rate Function . . . 69--90
Tsuyoshi Saito Optimal Stopping Problem with Controlled
Recall . . . . . . . . . . . . . . . . . 91--108
Stephen R. E. Turner The Effect of Increasing Routing Choice
on Resource Pooling . . . . . . . . . . 109--124
Bong Dae Choi and
Yutae Lee and
Doo Il Choi Geo$^{X_1}$, Geo$^{X_2}$ /D/c HOL
Priority Queueing System with Random
Order Selection within Each Priority
Class . . . . . . . . . . . . . . . . . 125--139
Alfred Müller On a Conjecture of Koole . . . . . . . . 141--142
Anonymous PES volume 12 issue 1 Cover . . . . . . b1--b1
Pär Johannesson Rainflow Cycles for Switching Processes
with Markov Structure . . . . . . . . . 143--175
Kazuyoshi Wakuta Discounted Cost Markov Decision
Processes with a Constraint . . . . . . 177--187
Ilan Sadeh Bounds on Data Compression Ratio with a
Given Tolerable Error Probability . . . 189--210
Rhonda Righter Optimal Computer Disk Access . . . . . . 211--220
J. P. C. Blanc The Power-Series Algorithm for Polling
Systems with Time Limits . . . . . . . . 221--237
Helge Langseth and
Bo Henry Lindqvist Uncertainty Bounds for a Monotone
Multistate System . . . . . . . . . . . 239--260
Hongsheng Gao and
Peter J. Smith Exact SINR Calculations for Optimum
Linear Combining in Wireless Systems . . 261--281
Anonymous PES volume 12 issue 2 Cover . . . . . . b1--b1
James Allen Fill The Move-to-Front Rule: A Case Study for
two Perfect Sampling Algorithms . . . . 283--302
S. G. Foss and
R. L. Tweedie and
J. N. Corcoran Simulating the Invariant Measures of
Markov Chains Using Backward Coupling at
Regeneration Times . . . . . . . . . . . 303--320
Mitsushi Tamaki A Note on the Distribution of the Time
of the First $k$-Record Index . . . . . 321--323
Frans Schalekamp Simulation of the Matching Problem of
Montmort . . . . . . . . . . . . . . . . 325--328
Sridhar Seshadri and
Michael Pinedo Bounds on the Mean Delay in Multiclass
Queueing Networks under Shortfall-Based
Priority Rules . . . . . . . . . . . . . 329--350
David D. Yao and
Shaohui Zheng Markov Decision Programming for Process
Control in Batch Production . . . . . . 351--371
E. G. Coffman and
Philippe Flajolet and
Leopold Flatto and
Micha Hofri The Maximum of a Random Walk and Its
Application to Rectangle Packing . . . . 373--386
Jean B. Lasserre A Lyapunov Criterion for Invariant
Probabilities with Geometric Tail . . . 387--391
Bruno Bassan and
Claudia Ceci An Optimal Stopping Problem Arising from
a Decision Model with Many Agents . . . 393--408
S. Rao Jammalamadaka and
Eun-Soo Lee Testing for Harmonic New Better than
used in Expectation . . . . . . . . . . 409--416
Anonymous PES volume 12 issue 3 Cover . . . . . . b1--b1
Lester E. Dubins Discrete Red-and-Black with
Fortune-Dependent Win Probabilities . . 417--424
Mark Brown and
J. George Shanthikumar Comparing the Variability of Random
Variables and Point Processes . . . . . 425--444
Sheldon M. Ross Using the Importance Sampling Identity
to Bound Tail Probabilities . . . . . . 445--452
Rhonda Righter and
J. George Shanthikumar Independently Expiring Multiarmed
Bandits . . . . . . . . . . . . . . . . 453--468
Ginger Rowell and
Kyle Siegrist Relative Aging of Distributions . . . . 469--478
Anatolii A. Puhalskii and
Ward Whitt Functional Large Deviation Principles
for Waiting and Departure Processes . . 479--507
Weiguo Yang The Asymptotic Equipartition Property
for a Nonhomogeneous Markov Information
Source . . . . . . . . . . . . . . . . . 509--518
Shalabh Bhatnagar and
Vivek S. Borkar A two Timescale Stochastic Approximation
Scheme for Simulation-Based Parametric
Optimization . . . . . . . . . . . . . . 519--531
Perwez Shahabuddin Book Review: \booktitleReliability
Engineering, 1996, by Elsayed Elsayed A.
(Reading, Mass.: Addison Wesley Longman,
Inc.), 737 pp. ISBN 0-201-63481-3 . . . 533--534
Anonymous PES volume 12 issue 4 Cover . . . . . . b1--b1
Sheldon M. Ross The mean waiting time for a pattern . . 1--9
Benny Levikson and
Tomasz Rolski and
Gideon Weiss On a Poisson hyperbolic staircase . . . 11--31
James D. Lynch On Conditions for Mixtures of Increasing
Failure Rate Distributions To Have an
Increasing Failure Rate . . . . . . . . 33--36
E. G. Coffman and
E. N. Gilbert and
Y. A. Kogan Redialing policies: optimality and
success probabilities . . . . . . . . . 37--53
Zvi Benyamini and
Uri Yechiali Optimality of control limit maintenance
policies under nonstationary
deterioration . . . . . . . . . . . . . 55--70
Erol A. Peköz On the number of refusals in a busy
period . . . . . . . . . . . . . . . . . 71--74
King Sing Chong Move-to-front rule for accessing several
records . . . . . . . . . . . . . . . . 75--93
Olivier François On the spectral gap of a time reversible
Markov chain . . . . . . . . . . . . . . 95--101
Genji Yamazaki Quasi-product form to a multinode
queueing system with a common
exponential setup server . . . . . . . . 103--119
M. L. Chaudhry On the steady-state distribution of
number in the queue geom/g/1 . . . . . . 121--125
Sid Browne Optimal growth in continuous-time with
credit risk . . . . . . . . . . . . . . 129--145
Eugene W. Wong and
Peter W. Glynn and
Donald L. Iglehart Transient simulation via empirically
based coupling . . . . . . . . . . . . . 147--167
Broderick O. Oluyede On inequalities and selection of
experiments for length biased
distributions . . . . . . . . . . . . . 169--185
Gerard J. Chang and
Lirong Cui and
Frank K. Hwang New Comparisons in Birnbaum Importance
for the Consecutive-$k$-out-of-$n$
System . . . . . . . . . . . . . . . . . 187--192
Félix Belzunce and
Manuel Franco and
José M. Ruiz On Aging Properties Based on the
Residual Life of $k$-out-of-$n$ Systems 193--199
M. C. Bhattacharjee Exponentiality within class $ \cal L $
and stochastic equivalence of Laplace
ordered survival times . . . . . . . . . 201--207
Sheldon M. Ross Average run lengths for moving average
control charts . . . . . . . . . . . . . 209--220
Yiqiang Q. Zhao Counterexamples to a conjecture on
bounds for the loss probability in
finite-buffer queues . . . . . . . . . . 221--227
A. Hordijk and
O. Passchier and
F. M. Spieksma On the existence of the Puiseux
expansion of the discounted rewards: a
counterexample . . . . . . . . . . . . . 229--235
Ravindra Khattree On the Estimation of $ \sigma $ and the
Process Capability Indices $ C_p $ AND $
C_{pm} $ . . . . . . . . . . . . . . . . 237--250
Philip J. Fleming and
Burton Simon Heavy traffic approximations for a
system of infinite servers with load
balancing . . . . . . . . . . . . . . . 251--273
Michel Denuit and
Claude Lef\`evre and
Sergey Utev Generalized stochastic convexity and
stochastic orderings of mixtures . . . . 275--291
J. George Shanthikumar and
Michael A. Zazanis Inequalities between event and time
averages . . . . . . . . . . . . . . . . 293--308
Mark E. Lewis and
Hayriye Ayhan and
Robert D. Foley Bias optimality in a queue with
admission control . . . . . . . . . . . 309--327
Sheldon M. Ross and
Kyle Y. Lin A pseudo counterexample to a simulation
metatheorem . . . . . . . . . . . . . . 329--332
Marcus A. Agustin and
Edsel A. Peña A dynamic competing risks model . . . . 333--358
Jie Mi On measure of system interval
availability . . . . . . . . . . . . . . 359--375
Martin Hildebrand On a conjecture of Fill and Holst
involving the move-to-front rule and
cache faults . . . . . . . . . . . . . . 377--385
E. G. Coffman and
Anja Feldmann and
Nabil Kahale and
Bjorn Poonen Computing call admission capacities in
linear networks . . . . . . . . . . . . 387--406
O. J. Boxma and
D. Perry and
F. A. van der Duyn Schouten Fluid queues and mountain processes . . 407--427
N. Gautam and
V. G. Kulkarni and
Z. Palmowski and
T. Rolski Bounds for fluid models driven by
semi-Markov inputs . . . . . . . . . . . 429--475
Esther Frostig Optimal repair of a series system with
fixed repair times . . . . . . . . . . . 477--487
Erol A. Peköz More on using forced idle time to
improve performance in polling models 489--496
Henry W. Block and
Yi-Kuan Jong and
Thomas H. Savits Bathtub functions and burn-in . . . . . 497--507
Antonis Economou Geometric-form bounds for the GI$^X$
/M/1 queueing system . . . . . . . . . . 509--520
Torgny Lindvall On simulation of stochastically ordered
life-length variables . . . . . . . . . 1--7
Anthony C. Brooms Individual equilibrium dynamic routing
in a multiple server retrial queue . . . 9--26
Taizhong Hu and
Fangyi He A Note on Comparisons of $k$-out-of-$n$
Systems with Respect to the Hazard and
Reversed Hazard Rate Orders . . . . . . 27--32
M. C. Bhattacharjee and
R. N. Bhattacharya Stochastic equivalence of convex ordered
distributions and applications . . . . . 33--48
F. K. Hwang Random $k$-set pool designs with
distinct columns . . . . . . . . . . . . 49--56
Jean-François Dantzer and
Mostafa Haddani and
Philippe Robert On the stability of a bandwidth packing
algorithm . . . . . . . . . . . . . . . 57--79
Stefan Verwijmeren and
Michel Mandjes and
Richard J. Boucherie Asymptotic evaluation of blocking
probabilities in a hierarchical cellular
mobile network . . . . . . . . . . . . . 81--99
Lennaert J. P. Speijker and
Jan M. van Noortwijk and
Matthijs Kok and
Roger M. Cooke Optimal maintenance decisions for dikes 101--121
Ward Whitt Limits for cumulative input processes to
queues . . . . . . . . . . . . . . . . . 123--150
Minoru Sakaguchi and
Toshio Hamada A gold-mining problem: optimal backup
strategy in computer programs . . . . . 151--160
Bernhard Klar Bounds on tail probabilities of discrete
distributions . . . . . . . . . . . . . 161--171
Yontha Ath and
Milton Sobel Counterexamples to conjectures for
uniformly optimally reliable graphs . . 173--177
James M. Calvin and
Marvin K. Nakayama Simulation of processes with multiple
regeneration sequences . . . . . . . . . 179--201
Attahiru Sule Alfa and
T. S. S. Srinivasa Rao Supplementary variable technique in
stochastic models . . . . . . . . . . . 203--218
Naoto Miyoshi Application of IPA to the sensitivity
analysis of the leaky-bucket filter with
stationary gradual input . . . . . . . . 219--241
V. S. Borkar A learning algorithm for discrete-time
stochastic control . . . . . . . . . . . 243--258
Christopher Lott and
Demosthenis Teneketzis On the Optimality of an Index Rule in
Multichannel Allocation for Single-Hop
Mobile Networks with Multiple Service
Classes . . . . . . . . . . . . . . . . 259--297
Taizhong Hu and
Xiaoming Pan Comparisons of dependence for stationary
Markov processes . . . . . . . . . . . . 299--315
Sheldon M. Ross and
J. George Shanthikumar Pricing exotic options . . . . . . . . . 317--326
Eitan Altman and
Zhen Liu and
Rhonda Righter Scheduling of an Input-Queued Switch to
Achieve Maximal Throughput . . . . . . . 327--334
John E. Kobza and
Joel A. Nachlas Transient analysis of permanent
customers in a single-server queue with
mixed traffic . . . . . . . . . . . . . 335--352
Franco Pellerey and
Moshe Shaked and
Joel Zinn Nonhomogeneous Poisson processes and
logconcavity . . . . . . . . . . . . . . 353--373
Yontha Ath and
Milton Sobel Some conjectured uniformly optimal
reliable networks . . . . . . . . . . . 375--383
Michael C. Fu and
Rongwen Wu and
Gül Gürkan and
A. Yonca Demir A note on perturbation analysis
estimators for American-style options 385--392
Aldo Tagliani Inverse $z$ transform and moment problem 393--404
Gerard J. Chang and
Frank K. Hwang and
Lirong Cui Corrigenda on ``New Comparisons in
Birnbaum Importance for the
Consecutive-$k$-out-of-$n$ System'' . . 405--405
Xiuli Chao and
Masakiyo Miyazawa On truncation properties of
finite-buffer queues and queueing
networks . . . . . . . . . . . . . . . . 409--423
Genji Yamazaki Quasi-product form to a multinode
queueing system sharing a
state-dependent setup server . . . . . . 425--433
Daming Lin and
Ming J. Zuo Reliability Evaluation of a Linear
$k$-Within-$ (r, s)$-out-of-$ (m, n)
\colon {F}$ Lattice System . . . . . . . 435--443
Yoonjung Yang and
Georgia-Ann Klutke Improved inspection schemes for
deteriorating equipment . . . . . . . . 445--460
Baha-Eldin Khaledi and
Subhash Kochar Dependence among spacings . . . . . . . 461--472
Gordon E. Willmot and
Jun Cai On classes of lifetime distributions
with unknown age . . . . . . . . . . . . 473--484
Jie Mi Average number of events and average
reward . . . . . . . . . . . . . . . . . 485--510
G. Yin and
Q. Zhang and
Q. G. Liu Error bounds for occupation measure of
singularly perturbed Markov chains
including transient states . . . . . . . 511--531
Kazuyoshi Wakuta Vector-valued Markov decision processes
with average reward criterion: the
multichain case . . . . . . . . . . . . 533--548
Arie Hordijk Comparison of queues with different
discrete-time arrival processes . . . . 1--14
P. S. Ansell and
K. D. Glazebrook and
I. Mitrani Threshold policies for a single-server
queuing network . . . . . . . . . . . . 15--33
Tava Lennon Olsen Limit theorems for polling models with
increasing setups . . . . . . . . . . . 35--55
F. K. Hwang and
Y. C. Liu The expected numbers of unresolved
positive clones for various random pool
designs . . . . . . . . . . . . . . . . 57--68
Mario Lefebvre Maximizing the Time Spent by a Diffusion
Process in an Interval . . . . . . . . . 69--82
F. G. Badía and
M. D. Berrade and
C. A. Campos and
M. A. Navascués On the behavior of aging characteristics
in mixed populations . . . . . . . . . . 83--94
Nimai Kumar Chandra and
Dilip Roy Some results on reversed hazard rate . . 95--102
Linn I. Sennott Computing average optimal constrained
policies in stochastic dynamic
programming . . . . . . . . . . . . . . 103--133
N. Litvak and
I. J. B. F. Adan and
J. Wessels and
W. H. M. Zijm Order picking in carousel systems under
the nearest item heuristic . . . . . . . 135--164
Eitan Altman and
Tania Jiménez and
Ger Koole On the comparison of queueing systems
with their fluid limits . . . . . . . . 165--178
Rudesindo Núñez-Queija Note on the GI/GI/1 Queue with LCFS-PR
Observed at Arbitrary Times . . . . . . 179--187
Onno Boxma and
Offer Kella and
David Perry An intermittent fluid system with
exponential on-times and semi-Markov
input rates . . . . . . . . . . . . . . 189--198
Félix Belzunce and
Rosa E. Lillo and
José-Maria Ruiz and
Moshe Shaked Stochastic comparisons of nonhomogeneous
processes . . . . . . . . . . . . . . . 199--224
Remco van der Hofstad and
Gerard Hooghiemstra and
Piet Van Mieghem First-Passage Percolation on the Random
Graph . . . . . . . . . . . . . . . . . 225--237
G. M. Koole and
F. M. Spieksma On deviation matrices for birth--death
processes . . . . . . . . . . . . . . . 239--258
Taizhong Hu and
Zegang Zhu and
Ying Wei Likelihood ratio and mean residual life
orders for order statistics of
heterogeneous random variables . . . . . 259--272
Félix Belzunce and
Manuel Franco and
José-Maria Ruiz and
M. Carmen Ruiz On partial orderings between coherent
systems with different structures . . . 273--293
Ken'ichi Kawanishi and
Yoshitaka Takahashi Performance analysis of a server for
facsimile communication networks . . . . 295--310
Evangelos Moutzoukis and
Christos Langaris Two queues in tandem with retrial
customers . . . . . . . . . . . . . . . 311--325
Koichi Nakade Effective upper bounds for expected
cycle times in tandem queues with
communication blocking . . . . . . . . . 327--334
Bernd Heidergott Option pricing via Monte Carlo
simulation: a weak derivative approach 335--349
Mark Brown Variance estimation for the normal
distribution under log symmetric loss 351--367
John E. Angus Availability of continuous service and
computing long-run MTBF and reliability
for Markov systems . . . . . . . . . . . 369--381
Max S. Finkelstein and
Veronica Esaulova Modeling a failure rate for a mixture of
distribution functions . . . . . . . . . 383--400
Baha-Eldin Khaledi and
Subhash Kochar Stochastic properties of spacings in a
single-outlier exponential model . . . . 401--408
Tara Javidi and
Nah-Oak Song and
Demosthenis Teneketzis Expected makespan minimization on
identical machines in two interconnected
queues . . . . . . . . . . . . . . . . . 409--443
Oded Berman and
David Perry Two control policies for stochastic
EOQ-type models . . . . . . . . . . . . 445--463
Ger Koole and
Rhonda Righter A stochastic batching and scheduling
problem . . . . . . . . . . . . . . . . 465--479
Sheldon M. Ross and
Kyle Y. Lin Applying variance reduction ideas in
queuing simulations . . . . . . . . . . 481--494
Matthieu van der Heijden and
Aart van Harten and
Mark Ebben Waiting times at periodically switched
one-way traffic lanes: a periodic,
two-queue polling system with random
setup times . . . . . . . . . . . . . . 495--517
Süleyman Özekici and
I. Kuban Altinel and
Ebru Angün A general software testing model
involving operational profiles . . . . . 519--533
Piet Van Mieghem Paths in the Simple Random Graph and the
Waxman Graph . . . . . . . . . . . . . . 535--555
Rolando Cavazos-Cadena and
Raúl Montes-de-Oca Existence of Optimal Stationary Policies
in Finite Dynamic Programs with
Nonnegative Rewards: an Alternative
Approach . . . . . . . . . . . . . . . . 557--564
Torgny Lindvall Comparisons between certain queuing
systems . . . . . . . . . . . . . . . . 1--17
David Perry and
Wolfgang Stadje Exact distributions in a jump-diffusion
storage model . . . . . . . . . . . . . 19--27
Werner R. W. Scheinhardt and
Bert Zwart A tandem fluid queue with gradual input 29--45
Chia-Li Wang An identity of the GI/G/1 transient
delay and its applications . . . . . . . 47--66
Kenneth S. Berenhaut and
Robert Lund Renewal convergence rates for DHR and
NWU lifetimes . . . . . . . . . . . . . 67--84
Nicole Bäuerle and
Anja Houdek Bounds and performance limits of channel
assignment policies in cellular networks 85--100
Esther Frostig and
Doron Kliger and
Benny Levikson The deferral option in long-term-care
insurance . . . . . . . . . . . . . . . 101--119
Hanqin Zhang and
Wei Li On the Speed of Convergence to an
Exponential Distribution for the Time of
the First Occurrence of a Rare Event in
a Regenerating Process . . . . . . . . . 121--128
Dilip Roy Classification of multivariate life
distributions based on partial ordering 129--137
Masakiyo Miyazawa A Markov renewal approach to the
asymptotic decay of the tail
probabilities in risk and queuing
processes . . . . . . . . . . . . . . . 139--150
Lakdere Benkherouf and
Lakhdar Aggoun On a stochastic inventory model with
deterioration and stock-dependent demand
items . . . . . . . . . . . . . . . . . 151--165
Sheldon M. Ross and
Sridhar Seshadri Hitting Time in an Erlang Loss System 167--184
Nicholas Bambos and
George Michailidis On parallel queuing with random server
connectivity and routing constraints . . 185--203
Nam Kyoo Boots and
Michel Mandjes Fast simulation of a queue fed by a
superposition of many (heavy-tailed)
sources . . . . . . . . . . . . . . . . 205--232
Mokhtar H. Konsowa Conductivity of random trees . . . . . . 233--240
Nimrod Bayer and
Richard J. Boucherie On the structure of the space of
geometric product-form models . . . . . 241--270
Moshe Shaked and
Fabio Spizzichino and
Florentina Suter Nonhomogeneous Birth Processes and $
l_\infty $-Spherical Densities, with
Applications in Reliability Theory . . . 271--288
Cathy H. Xia and
George Michailidis and
Nicholas Bambos and
Peter W. Glynn Optimal control of parallel queues with
batch service . . . . . . . . . . . . . 289--307
Jun Cai Discrete time risk models under rates of
interest . . . . . . . . . . . . . . . . 309--324
David Perry and
M. J. M. Posner Production-Inventory Models with an
Unreliable Facility Operating in a
Two-State Random Environment . . . . . . 325--338
Rhonda Righter Optimal maintenance and operation of a
system with backup components . . . . . 339--349
Pauline Coolen-Schrijner and
Erik A. van Doorn The deviation matrix of a
continuous-time Markov chain . . . . . . 351--366
V. Sharma and
J. Virtamo and
P. Lassila Performance analysis of the random early
detection algorithm . . . . . . . . . . 367--388
Offer Kella and
Wolfgang Stadje Exact results for a fluid model with
state-dependent flow rates . . . . . . . 389--402
Mouad Ben Mamoun and
Nihal Pekergin Closed-form stochastic bounds on the
stationary distribution of Markov chains 403--426
Marc C. Robini and
Yoram Bresler and
Isabelle E. Magnin On the convergence of Metropolis-type
relaxation and annealing with
constraints . . . . . . . . . . . . . . 427--452
Hyun-soo Ahn and
Izak Duenyas and
Mark E. Lewis Optimal control of a two-stage tandem
queuing system with flexible servers . . 453--469
Manuel Franco and
José M. Ruiz and
M. Carmen Ruiz Stochastic orderings between spacings of
generalized order statistics . . . . . . 471--484
Fan C. Meng A note on two reliability lower bounds
for multistate systems . . . . . . . . . 485--498
J. Preater An emergency facility with minimal
admission . . . . . . . . . . . . . . . 499--511
B. A. Chiera and
P. G. Taylor What is a unit of capacity worth? . . . 513--522
Offer Kella and
David Perry and
Wolfgang Stadje A stochastic clearing model with a
Brownian and a compound Poisson
component . . . . . . . . . . . . . . . 1--22
K.-P. Hui and
N. Bean and
M. Kraetzl and
D. Kroese The tree cut and merge algorithm for
estimation of network reliability . . . 23--45
Sheldon M. Ross The inspection paradox . . . . . . . . . 47--51
Apostolos N. Burnetas and
Michael N. Katehakis Asymptotic Bayes Analysis for the
Finite-Horizon One-Armed-Bandit Problem 53--82
Xiuli Chao and
Yuxi Zheng Transient analysis of immigration
birth--death processes with total
catastrophes . . . . . . . . . . . . . . 83--106
J. M. Fernández-Ponce and
A. Suárez-Llorens An aging concept based on majorization 107--117
E. G. Kyriakidis Optimal control of a simple immigration
process through the introduction of a
predator . . . . . . . . . . . . . . . . 119--135
Ramesh Korwar On Stochastic Orders for the Lifetime of
a $k$-out-of-$n$ System . . . . . . . . 137--142
Antonis Economou Necessary and sufficient conditions for
the stochastic comparison of Jackson
networks . . . . . . . . . . . . . . . . 143--151
James Lynch Acknowledgment of Priority: ``On the
conditions for mixtures of increasing
failure rate distributions to have an
increasing failure rate'' . . . . . . . 153--153
Shi-Jie Deng and
Shmuel S. Oren Incorporating operational
characteristics and start-up costs in
option-based valuation of power
generation capacity . . . . . . . . . . 155--181
Hailiang Yang and
Lihong Zhang Martingale Method for Ruin Probability
in an Autoregressive Model with Constant
Interest Rate . . . . . . . . . . . . . 183--198
Sheldon M. Ross A note on the insurance risk problem . . 199--203
Henry W. Block and
Yulin Li and
Thomas H. Savits Preservation of properties under mixture 205--212
William L. Cooper and
Shane G. Henderson and
Mark E. Lewis Convergence of simulation-based policy
iteration . . . . . . . . . . . . . . . 213--234
C. Bérenguer and
A. Grall and
L. Dieulle and
M. Roussignol Maintenance policy for a continuously
monitored deteriorating system . . . . . 235--250
I. J. B. F. Adan and
J. A. C. Resing and
V. G. Kulkarni Stochastic discretization for the
long-run average reward in fluid models 251--265
Xiaohu Li and
Jingyi Lu Stochastic comparisons on residual life
and inactivity time of series and
parallel systems . . . . . . . . . . . . 267--275
J. N. Corcoran and
U. Schneider Shift and scale coupling methods for
perfect simulation . . . . . . . . . . . 277--303
Félix Belzunce and
Taizhong Hu and
Baha-Eldin Khaledi Dispersion-type variability orders . . . 305--334
Shaul K. Bar-Lev and
Wolfgang Stadje and
Frank A. Van der Duyn Schouten Hypergeometric Group Testing with
Incomplete Information . . . . . . . . . 335--350
Jan van der Wal and
Uri Yechiali Dynamic visit-order rules for
batch-service polling . . . . . . . . . 351--367
Arie Hordijk and
Nikolai Popov Large deviations bounds for
face-homogeneous random walks in the
quarter-plane . . . . . . . . . . . . . 369--395
Arie Hordijk and
Nikolai Popov Large deviations analysis of a
coupled-processors system . . . . . . . 397--409
Leendert A. Klein Haneveld On Identities for a Random Walk in an
Orthant with Absorbing Boundary . . . . 411--415
A. B. Dieker and
M. Mandjes On spectral simulation of fractional
Brownian motion . . . . . . . . . . . . 417--434
Reade Ryan and
Steven A. Lippman Optimal exit from a project with noisy
returns . . . . . . . . . . . . . . . . 435--458
W. Stadje and
S. Zacks Upper first-exit times of compound
Poisson processes revisited . . . . . . 459--465
Xiaoqiang Cai and
Xiaoqian Sun and
Xian Zhou Stochastic scheduling with
preemptive-repeat machine breakdowns to
minimize the expected weighted flow time 467--485
Yang Woo Shin and
Bong Dae Choi A queue with positive and negative
arrivals governed by a Markov chain . . 487--501
Arie Hordijk and
Dinard van der Laan Note on the convexity of the stationary
waiting time as a function of the
density . . . . . . . . . . . . . . . . 503--508
Michael V. Boutsikas and
Markos V. Koutras Bounds for the distribution of
two-dimensional binary scan statistics 509--525
Parijat Dube and
Eitan Altman On the workload process in a fluid queue
with a responsive bursty input and
selective discarding . . . . . . . . . . 527--543
Walter J. Gutjahr A generalized convergence result for the
graph-based ant system metaheuristic . . 545--569
Mokhtar H. Konsowa A note on the conductivity of random
trees . . . . . . . . . . . . . . . . . 571--576
Yat-wah Wan and
Ronald W. Wolff Picking clumpy orders on a carousel . . 1--11
Ger Koole Convexity in tandem queues . . . . . . . 13--31
Zhaolin Li and
Susan H. Xu and
Jack Hayya A periodic-review inventory system with
supply interruptions . . . . . . . . . . 33--53
Kai W. Ng and
Hailiang Yang and
Lihong Zhang Ruin probability under compound Poisson
models with random discount factor . . . 55--70
Qihe Tang Uniform estimates for the tail
probability of maxima over finite
horizons with subexponential tails . . . 71--86
Cathy H. Xia and
Zhen Liu and
Mark S. Squillante and
Li Zhang Lower bounds for LRD/GI/1 queues with
subexponential service times . . . . . . 87--101
Dimitra Pinotsi and
Michael A. Zazanis Stability Conditions for Gated M/G/$
\infty $ Queues . . . . . . . . . . . . 103--110
A. Budhiraja and
F. Hernández-Campos and
V. G. Kulkarni and
F. D. Smith Stochastic differential equation for TCP
window size: analysis and experimental
validation . . . . . . . . . . . . . . . 111--140
Yuxi Zheng and
Xiuli Chao[dagger] and
Xiaomei Ji Transient analysis of linear
birth--death processes with immigration
and emigration . . . . . . . . . . . . . 141--159
F. K. Hwang and
Y. C. Liu A general approach to compute the
probabilities of unresolved clones in
random pooling designs . . . . . . . . . 161--183
John E. Angus Convergence rates in approximating a
compound distribution . . . . . . . . . 185--190
Matthew Andrews and
Krishnan Kumaran and
Kavita Ramanan and
Alexander Stolyar and
Rajiv Vijayakumar and
Phil Whiting Scheduling in a queuing system with
asynchronously varying service rates . . 191--217
Steven Nahmias and
David Perry and
Wolfgang Stadje Actuarial valuation of perishable
inventory systems . . . . . . . . . . . 219--232
E. G. Kyriakidis Transient solution for a simple
immigration birth--death catastrophe
process . . . . . . . . . . . . . . . . 233--236
Fan C. Meng Comparing Birnbaum importance measure of
system components . . . . . . . . . . . 237--245
David Simchi-Levi and
Yao Zhao The value of information sharing in a
two-stage supply chain with production
capacity constraints: the infinite
horizon case . . . . . . . . . . . . . . 247--274
Moshe Shaked and
Fabio Spizzichino and
Florentina Suter Uniform Order Statistics Property and $
\ell_\infty $-Spherical Densities . . . 275--297
Sanne R. Smits and
Ivo Adan and
Ton G. de Kok Waiting time characteristics in cyclic
queues . . . . . . . . . . . . . . . . . 299--313
Anke van Zuylen and
Frans Schalekamp The Achilles' heel of the GSR shuffle: a
note on New Age Solitaire . . . . . . . 315--328
Torgny Lindvall On a routing problem . . . . . . . . . . 329--337
Marvin K. Nakayama and
Perwez Shahabuddin Quick simulation methods for estimating
the unreliability of regenerative models
of large, highly reliable systems . . . 339--368
Shigeo Shioda and
Daisuke Ishii Monotonicity results for single-server
finite-capacity queues with respect to
directionally convex order . . . . . . . 369--393
M. Kayid and
I. A. Ahmad On the mean inactivity time ordering
with reliability applications . . . . . 395--409
Wen Liu and
Weiguo Yang Some strong limit theorems for Markov
chain fields on trees . . . . . . . . . 411--422
Sarut Vanichpun and
Armand M. Makowski When are on-off sources SIS?: conditions
and applications . . . . . . . . . . . . 423--443
Rahul Tandra and
N. Hemachandra and
D. Manjunath Join minimum cost queue for multiclass
customers: stability and performance
bounds . . . . . . . . . . . . . . . . . 445--472
Erol Peköz and
Sheldon M. Ross Compound random variables . . . . . . . 473--484
Rafal Kulik Monotonicity in lag for nonmonotone
Markov chains . . . . . . . . . . . . . 485--492
Michael A. Zazanis The time-to-empty for tandem Jackson
networks . . . . . . . . . . . . . . . . 493--502
Taizhong Hu and
Weiwei Zhuang Likelihood ratio ordering of the
inspection paradox . . . . . . . . . . . 503--510
Jorge Navarro and
Pedro J. Hernandez How to obtain bathtub-shaped failure
rate models from normal mixtures . . . . 511--531
N. Bäuerle and
O. Engelhardt-Funke and
M. Kolonko Routing of airplanes to two runways:
monotonicity of optimal controls . . . . 533--560
Naoto Miyoshi A Note on Bounds and Monotonicity of
Spatial Stationary Cox Shot Noises . . . 561--571
Onno Boxma and
Haya Kaspi and
Offer Kella and
David Perry On/off storage systems with
state-dependent input, output, and
switching rates . . . . . . . . . . . . 1--14
Ian Dobson and
Benjamin A. Carreras and
David E. Newman A loading-dependent model of
probabilistic cascading failure . . . . 15--32
Tomasz Rolski A note on the increasing directionally
concave monotonicity in queues . . . . . 33--43
Eugene A. Feinberg and
Mark E. Lewis Optimality of four-threshold policies in
inventory systems with customer returns
and borrowing/storage options . . . . . 45--71
Gauresh Rajadhyaksha and
Vivek S. Borkar Transmission rate control over randomly
varying channels . . . . . . . . . . . . 73--82
Javiera Barrera and
Thierry Huillet and
Christian Paroissin Size-biased permutation of Dirichlet
partitions and search-cost distribution 83--97
Félix Belzunce and
José-Angel Mercader and
José-María Ruiz Stochastic comparisons of generalized
order statistics . . . . . . . . . . . . 99--120
Mohan L. Chaudhry and
Dae W. Choi and
Kyung C. Chae Computational analysis of stationary
waiting-time distributions of GI$^X$
/R/1 and GI$^X$ /D/1 queues . . . . . . 121--140
Alexander L. Stolyar Optimal routing in output-queued
flexible server systems . . . . . . . . 141--189
Ivo Adan and
Gideon Weiss A two-node Jackson network with infinite
supply of work . . . . . . . . . . . . . 191--212
Henry Block and
Mainak Mazumdar and
Sheldon M. Ross A note on generating systems composed of
binary and ternary random variables . . 213--217
Chia-Li Wang and
Ronald W. Wolff New estimators for efficient GI/G/1
simulation . . . . . . . . . . . . . . . 219--239
René Bekker and
Bert Zwart On an Equivalence Between Loss Rates and
Cycle Maxima in Queues and Dams . . . . 241--255
Taizhong Hu and
Weiwei Zhuang Stochastic properties of $p$-spacings of
generalized order statistics . . . . . . 257--276
Yulin Li Preservations of NBUC and NBU(2) classes
under mixtures . . . . . . . . . . . . . 277--288
Iddo Eliazar Extremes: a continuous-time perspective 289--308
Shaul K. Bar-Lev and
David Perry and
Wolfgang Stadje Control policies for inventory systems
with perishable items: outsourcing and
urgency classes . . . . . . . . . . . . 309--326
Reade Ryan and
Steven A. Lippman Optimal exit from a deteriorating
project with noisy returns . . . . . . . 327--343
Geert Jan Franx The M$^x$ /D/c batch arrival queue . . . 345--349
M. Mandjes and
M. Nuyens Sojourn times in the M/G/1 FB queue with
light-tailed service times . . . . . . . 351--361
J. P. Arias-Nicolás and
J. M. Fernández-Ponce and
P. Luque-Calvo and
A. Suárez-Llorens Multivariate Dispersion Order and the
Notion of Copula Applied to the
Multivariate $t$-Distribution . . . . . 363--375
I. A. Ahmad and
M. Kayid and
F. Pellerey Further results involving the MIT order
and the IMIT class . . . . . . . . . . . 377--395
W. Stadje and
S. Zacks On the upper first-exit times of
compound $ G / M $ processes . . . . . . 397--403
Naoto Miyoshi Correction To ``A Note on Bounds and
Monotonicity of Spatial Stationary Cox
Shot Noises'' . . . . . . . . . . . . . 405--407
M. Vlasiou and
I. J. B. F. Adan An alternating service problem . . . . . 409--426
Baha-Eldin Khaledi and
Subhash Kochar Dependence, dispersiveness, and
multivariate hazard rate ordering . . . 427--446
I. A. Ahmad and
M. Kayid Characterizations of the RHR and MIT
orderings and the DRHR and IMIT classes
of life distributions . . . . . . . . . 447--461
Saralees Nadarajah and
Samuel Kotz On the linear combination of Laplace
random variables . . . . . . . . . . . . 463--470
Gauresh Rajadhyaksha and
Vivek S. Borkar Correction to ``Transmission Rate
Control over Randomly Varying Channels'' 471--471
Ian Dobson and
Benjamin A. Carreras and
Vickie E. Lynch and
Bertrand Nkei and
David E. Newman Estimating failure propagation in models
of cascading blackouts . . . . . . . . . 475--488
Qiming Chen and
James D. McCalley A cluster distribution as a model for
estimating high-order-event
probabilities in power systems . . . . . 489--505
Jianfeng Zhang and
James A. Bucklew and
Fernando L. Alvarado Search strategies for failure cascade
paths in power system graphs . . . . . . 507--517
F. A. Campos and
J. Villar and
J. Barquín Application of possibility theory to
robust Cournot equilibrium in the
electricity market . . . . . . . . . . . 519--531
J. Barquín and
E. Centeno and
J. Reneses Stochastic market equilibrium model for
generation planning . . . . . . . . . . 533--546
Peter den Iseger Numerical transform inversion using
Gaussian quadrature . . . . . . . . . . 1--44
Agn\`es Lagnoux Rare event simulation . . . . . . . . . 45--66
Hai-Bo Yu and
Qi-Ming He and
Hanqin Zhang Monotonicity and convexity of some
functions associated with denumerable
Markov chains and their applications to
queuing systems . . . . . . . . . . . . 67--86
J. E. Angus An asymptotic expansion for the
inspection paradox . . . . . . . . . . . 87--94
M. Zhou and
D. Yang and
Y. Wang and
S. Nadarajah Conditional Poisson distributions . . . 95--102
Qihe Tang Asymptotic ruin probabilities in finite
horizon with subexponential losses and
associated discount factors . . . . . . 103--113
Yujia Zhou and
Anil Pahwa and
Sanjoy Das Prediction of weather-related failures
of overhead distribution feeders . . . . 117--125
Wang Yu and
Gerald B. Sheblé and
Manuel António Matos Application of Markov chain models for
short-term generation assets valuation 127--141
M. E. P. Maceira and
J. M. Damázio Use of the $ {\rm PAR}(p) $ Model in the
Stochastic Dual Dynamic Programming
Optimization Scheme Used in the
Operation Planning of the Brazilian
Hydropower System . . . . . . . . . . . 143--156
A. P. Sakis Meliopoulos and
George K. Stefopoulos Characterization of state estimation
biases . . . . . . . . . . . . . . . . . 157--174
Cansin Y. Evrenoso\uglu and
Ali Abur Effects of measurement and parameter
uncertainties on the power transfer
distribution factors . . . . . . . . . . 175--182
Archana Jayakumar and
Sohrab Asgarpoor Maintenance optimization of equipment by
linear programming . . . . . . . . . . . 183--193
Mark Brown Exploiting the waiting time paradox:
applications of the size-biasing
transformation . . . . . . . . . . . . . 195--230
Konstadinos Politis and
Markos V. Koutras Some new bounds for the renewal function 231--250
Sheldon M. Ross Making simulations more efficient when
analyzing Poisson arrival systems and
means of monotone functions . . . . . . 251--256
Yao Zhao and
Michael N. Katehakis On the structure of optimal ordering
policies for stochastic inventory
systems with minimum order quantity . . 257--270
King Sing Chong and
Kin Lam Move-forward rules and $f$-swap rules
applied to a communication problem . . . 271--286
Frank Y. Chen and
Y. Feng Optimization and Optimality of $ (s, S)
$ Stochastic Inventory Systems with
Non-Quasiconvex Costs . . . . . . . . . 287--306
Josef Weichbold and
Klaus Schiefermayr The optimal control of a general tandem
queue . . . . . . . . . . . . . . . . . 307--327
Oded Berman and
David Perry and
Wolfgang Stadje A fluid EOQ model with a two-state
random environment . . . . . . . . . . . 329--349
Andrew L. Rukhin and
Ionut Bebu Stochastic model for the number of atoms
in a magneto-optical trap . . . . . . . 351--361
Taizhong Hu and
Jing Chen and
Chaode Xie Regression dependence in latent variable
models . . . . . . . . . . . . . . . . . 363--379
Baha-Eldin Khaledi and
Subhash Kochar Correction to ``Dependence,
Dispersiveness, and Multivariate Hazard
Rate Ordering'' . . . . . . . . . . . . 381--381
Ingram Olkin and
Thomas Santner and
Y. L. Tong The scientific contributions of Milton
Sobel . . . . . . . . . . . . . . . . . 383--411
Claude Lef\`evre On the outcome of a cascading failure
model . . . . . . . . . . . . . . . . . 413--427
Regina Egorova and
Bert Zwart and
Onno Boxma Sojourn time tails in the M/D/1
processor sharing queue . . . . . . . . 429--446
Félix Belzunce and
Eva-María Ortega and
José M. Ruiz Stochastic orderings of discrete-time
processes and discrete record values . . 447--464
Taizhong Hu and
Weiwei Zhuang Stochastic orderings between
$p$-spacings of generalized order
statistics from two samples . . . . . . 465--479
Xiaohu Li and
Maochao Xu Some results about MIT order and IMIT
class of life distributions . . . . . . 481--496
Peter S. Buczkowski and
Vidyadhar G. Kulkarni Funding a warranty reserve with
contributions after each sale . . . . . 497--515
Broderick O. Oluyede On bounds and approximating weighted
distributions by exponential
distributions . . . . . . . . . . . . . 517--528
Gary K. C. Chan and
Hailiang Yang Upper bounds for ruin probability under
time series models . . . . . . . . . . . 529--542
René Bekker and
Sem C. Borst Optimal admission control in queues with
workload-dependent service rates . . . . 543--570
Sheldon M. Ross Bounding the stationary distribution of
the M/G/1 queue size . . . . . . . . . . 571--574
Hans Daduna and
Rafa\l Kulik and
Cornelia Sauer and
Ryszard Szekli Dependence ordering for queuing networks
with breakdown and repair . . . . . . . 575--594
Erol A. Peköz and
Jose Blanchet Heavy traffic limits via Brownian
embeddings . . . . . . . . . . . . . . . 595--598
Henk Tijms and
Jan van der Wal A real-world stochastic two-person game 599--608
Maria E. Mayorga and
Hyun-Soo Ahn and
J. George Shanthikumar Optimal control of a make-to-stock
system with adjustable service rate . . 609--634
Xiaoqiang Cai and
Xian Zhou Stochastic scheduling with asymmetric
earliness and tardiness penalties under
random machine breakdowns . . . . . . . 635--654
Jaroslaw Bartoszewicz and
Magdalena Skolimowska Preservation of stochastic orders under
mixtures of exponential distributions 655--666
Dimitris Bertsimas and
Karthik Natarajan and
Chung-Piaw Teo Tight bounds on expected order
statistics . . . . . . . . . . . . . . . 667--686
David Stirzaker Processes with random regulation . . . . 1--17
Dorothée Honhon and
Sridhar Seshadri Admission control with incomplete
information to a finite buffer queue . . 19--46
Weiwei Zhuang and
Taizhong Hu Multivariate stochastic comparisons of
sequential order statistics . . . . . . 47--66
Henk Tijms and
Koen Staats Negative probabilities at work in the
M/D/1 queue . . . . . . . . . . . . . . 67--76
Jesus R. Artalejo and
A. Gómez-Corral A note on the busy period of the M/G/1
queue with finite retrial group . . . . 77--82
Krzysztof Debicki and
Michel Mandjes and
Miranda van Uitert A tandem queue with lévy input: a new
representation of the downstream queue
length . . . . . . . . . . . . . . . . . 83--107
Rasul A. Khan Some remarks on Blackwell--Ross
martingale inequalities . . . . . . . . 109--115
Kyle Siegrist Random finite subsets with exponential
distributions . . . . . . . . . . . . . 117--132
Rafik Aguech and
Nabil Lasmar and
Hosam Mahmoud Extremal weighted path lengths in random
binary search trees . . . . . . . . . . 133--141
Saralees Nadarajah and
Samuel Kotz Block and Basu's bivariate exponential
distribution with application to drought
data . . . . . . . . . . . . . . . . . . 143--155
Bruno Gaujal and
Arie Hordijk and
Dinard van der Laan On the optimal open-loop control policy
for deterministic and exponential
polling systems . . . . . . . . . . . . 157--187
Xiaofei Fan-Orzechowski and
Eugene A. Feinberg Optimality of randomized trunk
reservation for a problem with multiple
constraints . . . . . . . . . . . . . . 189--200
M. V. Koutras and
P. E. Maravelakis On the IFR property preservation for
Markov chain imbeddable systems . . . . 201--216
Michael A. Zazanis Asymptotic variance of passage time
estimators in Markov chains . . . . . . 217--234
Mouad Ben Mamoun and
Ana Busi\'c and
Nihal Pekergin Generalized Class $ \cal C $ Markov
chains and Computation of Closed-Form
Bounding Distributions . . . . . . . . . 235--260
Wei Huang and
Vidhyadhar Kulkarni and
Jayashankar M. Swaminathan Coordinated inventory planning for new
and old products under warranty . . . . 261--287
Davaadorjin Monhor A Chebyshev inequality for multivariate
normal distribution . . . . . . . . . . 289--300
Ching-Ti Liu and
Yen-Chang Chang A reliability-constrained software
release policy using a non-Gaussian
Kalman filter model . . . . . . . . . . 301--314
Ramesh C. Gupta Role of equilibrium distribution in
reliability studies . . . . . . . . . . 315--334
Oualid Jouini and
Yves Dallery Monotonicity properties for multiserver
queues with reneging and finite waiting
lines . . . . . . . . . . . . . . . . . 335--360
Refael Hassin Information and uncertainty in a queuing
system . . . . . . . . . . . . . . . . . 361--380
Bernd Heidergott and
Arie Hordijk and
Miranda van Uitert Series expansions for finite-state
Markov chains . . . . . . . . . . . . . 381--400
Taizhong Hu and
Wei Jin and
Baha-Eldin Khaledi Ordering conditional distributions of
generalized order statistics . . . . . . 401--417
M. Kuba and
A. Panholzer On weighted path lengths and distances
in increasing trees . . . . . . . . . . 419--433
Kuang-Chao Chang and
Sheldon M. Ross The multiple subset coupon collecting
problem . . . . . . . . . . . . . . . . 435--440
M. E. Ghitany and
Samuel Kotz Reliability properties of extended
linear failure-rate distributions . . . 441--450
Jüri Lember and
Alexey Koloydenko Adjusted Viterbi training . . . . . . . 451--475
Wanyang Dai and
Qian Jiang Stochastic Optimal Control of ATO
Systems with Batch Arrivals via
Diffusion Approximation . . . . . . . . 477--495
Sigrún Andradóttir and
Hayriye Ayhan and
Douglas G. Down Dynamic assignment of dedicated and
flexible servers in tandem lines . . . . 497--538
Wolfgang Stadje A storage system with sporadic and
continuous clearings . . . . . . . . . . 539--549
Winfried K. Grassmann and
Javad Tavakoli A Bayesian approach to find random-time
probabilities from embedded Markov chain
probabilities . . . . . . . . . . . . . 551--556
Taizhong Hu and
Junchao Yao and
Qingshu Lu Nonnegativity of covariances between
functions of ordered random variables 557--577
Michael Pinedo Stochastic batch scheduling and the
``smallest variance first'' rule . . . . 579--595
Subhash Kochar and
Maochao Xu Stochastic comparisons of parallel
systems when components have
proportional hazard rates . . . . . . . 597--609
Karthik Natarajan and
Zhou Linyi A mean-variance bound for a three-piece
linear function . . . . . . . . . . . . 611--621
Mokhtar H. Konsowa and
Reem A. Al-Jarallah Fractal and resistance dimensions of
random trees . . . . . . . . . . . . . . 623--634
M. Baykal-Gürsoy and
K. Gürsoy Semi-Markov decision processes:
nonstandard criteria . . . . . . . . . . 635--657
F. G. Badía and
C. Sangüesa Preservation of reliability classes
under mixtures of renewal processes . . 1--17
Ioannis S. Triantafyllou and
Markos V. Koutras On the signature of coherent systems and
applications . . . . . . . . . . . . . . 19--35
P. Van Mieghem and
S. Tang Weight of the Shortest Path to the First
Encountered Peer in a Peer Group of Size
$m$ . . . . . . . . . . . . . . . . . . 37--52
J. A. M. van der Weide and
Suyono and
J. M. van Noortwijk Renewal theory with exponential and
hyperbolic discounting . . . . . . . . . 53--74
Opher Baron On the law of the $i$ th waiting time in
a busy period of G/M/c queues . . . . . 75--80
M. Vlasiou and
U. Yechiali M/G/$ \infty $ Polling Systems with
Random Visit Times . . . . . . . . . . . 81--106
Dimitrios G. Pandelis Optimal control of flexible servers in
two tandem queues with operating costs 107--131
Costas Christophi and
Hosam Mahmoud On climbing tries . . . . . . . . . . . 133--149
Michel Denuit and
Esther Frostig Comparison of dependence in factor
models with application to credit risk
portfolios . . . . . . . . . . . . . . . 151--160
Moshe Shaked and
Fabio Spizzichino and
Florentina Suter Uniform Order Statistics Property and $
l_\infty $-Spherical Densities . . . . . 161--162
Arie Hordijk and
Nikolay Popov and
Flora Spieksma Discrete scattering and simple and
nonsimple face-homogeneous random walks 163--189
Sigrún Andradóttir and
Hayriye Ayhan and
Douglas G. Down Maximizing the throughput of tandem
lines with flexible failure-prone
servers and finite buffers . . . . . . . 191--211
Ivo Adan and
Vidyadhar Kulkarni Insurance risk with variable number of
policies . . . . . . . . . . . . . . . . 213--219
Mark Brown and
Erol A. Peköz and
Sheldon M. Ross Coupon collecting . . . . . . . . . . . 221--229
Arzad A. Kherani Asymptotic properties of sojourn times
in multiclass time-shared systems . . . 231--259
Saralees Nadarajah A new model for symmetric and skewed
data . . . . . . . . . . . . . . . . . . 261--271
Genji Yamazaki and
Tamotsu Sogo Insensitivity of a front-end Web system 273--286
Xiaohu Li and
Xiaoxiao Hu and
Zhouping Li Tp 2 dependence of sample spacings with
applications . . . . . . . . . . . . . . 287--300
Nilay Tanik Argon and
Serhan Ziya and
Rhonda Righter Scheduling impatient jobs in a clearing
system with insights on patient triage
in mass casualty incidents . . . . . . . 301--332
Hongmei Xie and
Taizhong Hu Conditional ordering of generalized
order statistics revisited . . . . . . . 333--346
António Pacheco and
H. Ribeiro Moments of the duration of busy periods
of M$^x$ /g/1/n systems . . . . . . . . 347--354
Liqiang Liu and
Vidyadhar G. Kulkarni Balking and Reneging in M/G/s Systems
Exact Analysis and Approximations . . . 355--371
Alexander Dukhovny and
Jean-Luc Marichal System reliability and weighted lattice
polynomials . . . . . . . . . . . . . . 373--388
José María Fernández-Ponce and
Eva María Ortega and
Franco Pellerey Convex comparisons for random sums in
random environments and applications . . 389--413
Winfried K. Grassmann Warm-up periods in simulation can be
detrimental . . . . . . . . . . . . . . 415--429
T. J. Ott and
J. H. B. Kemperman Transient behavior of processes in the
TCP paradigm . . . . . . . . . . . . . . 431--471
Subhash Kochar and
Maochao Xu Correction to ``Stochastic Comparisons
of Parallel Systems When Components have
Proportional Hazard Rates'' . . . . . . 473--474
Eitan Altman and
Iddo Eliazar and
Hanoch Levy Editorial: Uri Yechiali . . . . . . . . 475--476
Eitan Altman and
Uri Yechiali Infinite-server queues with system's
additional tasks and impatient customers 477--493
Benjamin Avi-Itzhak and
Hanoch Levy and
David Raz Quantifying fairness in queuing systems:
principles, approaches, and
applicability . . . . . . . . . . . . . 495--517
Kostia Avrachenkov and
Uri Yechiali Retrial networks with finite buffers and
their application to Internet data
traffic . . . . . . . . . . . . . . . . 519--536
Onno Boxma and
Michel Mandjes and
Offer Kella On a queuing model with service
interruptions . . . . . . . . . . . . . 537--555
Iddo Eliazar On the Discrete-Time G/GI/$ \infty $
Queue . . . . . . . . . . . . . . . . . 557--585
René Haijema and
Jan van der Wal An MDP decomposition approach for
traffic control at isolated signalized
intersections . . . . . . . . . . . . . 587--602
Cem Iyigun and
Adi Ben-Israel Probabilistic distance clustering
adjusted for cluster size . . . . . . . 603--621
R. D. van der Mei and
J. A. C. Resing Polling systems with two-phase gated
service: heavy traffic results for the
waiting time distribution . . . . . . . 623--651
Henk Tijms Note on approximations for the
multiserver queue with finite buffer and
deterministic services . . . . . . . . . 653--658
Hongmei Xie and
Taizhong Hu Ordering $p$-spacings of generalized
order statistics revisited . . . . . . . 1--16
Peng Zhao and
Xiaohu Li Stochastic order of sample range from
heterogeneous exponential random
variables . . . . . . . . . . . . . . . 17--29
Mark Brown and
J. H. B. Kemperman Sharp two-sided bounds for distributions
under a hazard rate constraint . . . . . 31--36
May-Ru Chen Proportional three-person red-and-black
games . . . . . . . . . . . . . . . . . 37--50
Bahar Kaynar Optimal stopping in a stochastic game 51--60
Yingdong Lu Performance estimation of M/D$_K$ /1
queue under fair sojourn protocol in
heavy traffic . . . . . . . . . . . . . 61--74
Antonis Economou and
Stella Kapodistria $Q$-series in Markov chains with
binomial transitions: studying a queue
with synchronization . . . . . . . . . . 75--99
Sandjai Bhulai Dynamic routing policies for multiskill
call centers . . . . . . . . . . . . . . 101--119
Nigel G. Bean and
Ma\lgorzata M. O'Reilly and
Peter G. Taylor Hitting probabilities and hitting times
for stochastic fluid flows: the bounded
model . . . . . . . . . . . . . . . . . 121--147
Markus Heydenreich and
Remco van der Hofstad and
Georgi Radulov Functionals of Brownian Bridges Arising
in the Current Mismatch in D/A
Converters . . . . . . . . . . . . . . . 149--172
Anonymous PES volume 23 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 23 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Hyun-Soo Ahn and
Mark E. Lewis Analysis, evaluation, and management of
queuing systems . . . . . . . . . . . . 173--174
Nilay Tanik Argon and
Li Ding and
Kevin D. Glazebrook and
Serhan Ziya Dynamic routing of customers with
general delay costs in a multiserver
queuing system . . . . . . . . . . . . . 175--203
Jean-Philippe Gayon and
Isilay Talay-Degirmenci and
Fikri Karaesmen and
E. Lerzan Örmeci Optimal pricing and production policies
of a make-to-stock system with
fluctuating demand . . . . . . . . . . . 205--230
Robert C. Hampshire and
Otis B. Jennings and
William A. Massey A time-varying call center design via
Lagrangian mechanics . . . . . . . . . . 231--259
Jorge Limón-Robles and
Martin A. Wortman On the time-dependent occupancy
distribution of the G/G/1 queuing system 261--280
Nathan P. Sherman and
Jeffrey P. Kharoufeh and
Mark A. Abramson An M/G/1 retrial queue with unreliable
server for streaming multimedia
applications . . . . . . . . . . . . . . 281--304
Samuel G. Steckley and
Shane G. Henderson and
Vijay Mehrotra Forecast errors in service systems . . . 305--332
Joris Walraevens and
Dieter Fiems and
Marc Moeneclaey Using singularity analysis to
approximate transient characteristics in
queueing systems . . . . . . . . . . . . 333--355
Robert C. Hampshire and
William A. Massey and
Qiong Wang Dynamic pricing to control loss systems
with quality of service targets . . . . 357--383
E. M. M. Winands and
I. J. B. F. Adan and
G. J. van Houtum and
D. G. Down A state-dependent polling model with
$k$-limited service . . . . . . . . . . 385--408
Anonymous PES volume 23 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 23 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Pengfei Guo and
Paul Zipkin The impacts of customers' delay-risk
sensitivities on a queue with balking 409--432
Nan Liu and
Vidyadhar G. Kulkarni Decomposition property for
Markov-modulated queues with
applications to warranty management . . 433--447
Mark Brown Order statistics from dependent,
completely monotone distributions . . . 449--455
Burak Büke and
John J. Hasenbein and
David P. Morton Minimizing makespan in a multiclass
fluid network with parameter uncertainty 457--480
Christopher S. Withers and
Saralees Nadarajah Expansions for sums of Rayleighs . . . . 481--487
Yifan Xu and
Xiuli Chao Dynamic pricing and inventory control
for a production system with average
profit criterion . . . . . . . . . . . . 489--513
Jung-Hyun Kim and
Hyun-Soo Ahn and
Rhonda Righter Optimal production policies with
multistage stochastic demand lead times 515--543
Anonymous PES volume 23 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 23 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Xin Chen and
David Simchi-Levi A new approach for the stochastic cash
balance problem with fixed costs . . . . 545--562
Rhonda Righter and
Moshe Shaked and
J. George Shanthikumar Intrinsic aging and classes of
nonparametric distributions . . . . . . 563--582
Weiwei Zhuang and
Taizhong Hu Stochastic ordering of a class of
symmetric distributions . . . . . . . . 583--595
Gert de Cooman and
Filip Hermans and
Erik Quaeghebeur Imprecise Markov chains and their limit
behavior . . . . . . . . . . . . . . . . 597--635
Sheldon M. Ross and
Henk Tijms and
Shinyi Wu A Model for Locking in Gains with an
Application to Clinical Trials . . . . . 637--647
Fahimah Al-Awadhi and
Mokhtar Konsowa and
Zainab Najeh Commute times and the effective
resistances of random trees . . . . . . 649--660
Maria Deijfen and
Willemien Kets Random intersection graphs with tunable
degree distribution and clustering . . . 661--674
Thomas Voice Stochastically scalable flow control . . 675--698
Anonymous PES volume 23 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 23 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Onno Boxma and
Offer Kella and
Michel Mandjes On a generic class of lévy-driven
vacation models . . . . . . . . . . . . 1--12
Moshe Haviv and
Offer Kella and
Yoav Kerner Equilibrium strategies in queues based
on time or index of arrival . . . . . . 13--25
Dennis Roubos and
Sandjai Bhulai Approximate dynamic programming
techniques for the control of
time-varying queuing systems applied to
call centers with abandonments and
retrials . . . . . . . . . . . . . . . . 27--45
Anna Gerardi and
Paola Tardelli Risk-neutral measures and pricing for a
pure jump price process: a stochastic
control approach . . . . . . . . . . . . 47--76
Christine Fricker and
Fabrice Guillemin and
Philippe Robert An Identification Problem in an Urn and
Ball Model with Heavy Tailed
Distributions . . . . . . . . . . . . . 77--97
Offer Kella and
Andreas Löpker A Markov-modulated growth collapse model 99--107
Subhash Kochar and
Maochao Xu On Residual Lifetimes of $k$-out-of-$n$
Systems with Nonidentical Components . . 109--127
B. Klar and
P. R. Parthasarathy and
N. Henze Zipf and Lerch limit of birth and death
processes . . . . . . . . . . . . . . . 129--144
Bogdan Grechuk and
Anton Molyboha and
Michael Zabarankin Chebyshev inequalities with
law-invariant deviation measures . . . . 145--170
Anonymous PES volume 24 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 24 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Douglas G. Down and
Mark E. Lewis The $n$-network model with upgrades . . 171--200
James M. Calvin Using excursions to analyze simulation
output . . . . . . . . . . . . . . . . . 201--218
Mor Harchol-Balter and
Rein Vesilo To balance or unbalance load in
size-interval task allocation . . . . . 219--244
Tiantian Mao and
Taizhong Hu Equivalent characterizations on
orderings of order statistics and sample
ranges . . . . . . . . . . . . . . . . . 245--262
Fabrizio Durante and
Rachele Foschi and
Fabio Spizzichino Aging functions and multivariate notions
of NBU and IFR . . . . . . . . . . . . . 263--278
Pingping Zhong and
Weiguo Yang and
Peipei Liang The Asymptotic Equipartition Property
for Asymptotic Circular Markov Chains 279--288
Naoto Miyoshi and
Mariko Ogura and
Takeya Shigezumi and
Ryuhei Uehara Subexponential interval graphs generated
by immigration--death processes . . . . 289--301
Eva María Ortega and
Laureano F. Escudero Variability for carrier-borne epidemics
and Reed--Frost models incorporating
uncertainties and dependencies from
susceptibles and infectives . . . . . . 303--328
Anonymous PES volume 24 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 24 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Tiantian Mao and
Taizhong Hu and
Peng Zhao Ordering convolutions of heterogeneous
exponential and geometric distributions
revisited . . . . . . . . . . . . . . . 329--348
Felipe Caro and
Onesun Steve Yoo Indexability of bandit problems with
response delays . . . . . . . . . . . . 349--374
Marcus Pendergrass A path guessing game with wagering . . . 375--396
Vladimir Mazalov and
Anna Ivashko Equilibrium in $n$-person game of
showcase showdown . . . . . . . . . . . 397--403
Peter W. Glynn and
Andrey Dolgin and
Reuven Y. Rubinstein and
Radislav Vaisman How to generate uniform samples on
discrete sets using the splitting method 405--422
Shai Covo On probabilities associated with the
minimum distance between events of a
Poisson process in a finite interval . . 423--439
Narayanaswamy Balakrishnan and
Félix Belzunce and
Nasrin Hami and
Baha-Eldin Khaledi Univariate and multivariate likelihood
ratio ordering of generalized order
statistics and associated conditional
variables . . . . . . . . . . . . . . . 441--455
Anonymous PES volume 24 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 24 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Remco Germs and
Nicky Van Foreest Loss Probabilities for the M$^X$ /G$^Y$
/1/K + B Bulk Queue . . . . . . . . . . 457--471
Jun Li and
Yiqiang Q. Zhao On the probability distribution of join
queue length in a fork-join model . . . 473--483
Yingdong Lu Ratio between average sojourn times
under processor sharing and fair sojourn
protocol . . . . . . . . . . . . . . . . 485--490
Mark Brown and
Erol A. Peköz and
Sheldon M. Ross Some results for skip-free random walk 491--507
Cathy H. Xia and
Alix L. H. Chow Asymptotically optimal load distribution
for multipath streaming under FEC . . . 509--523
Vladimir Pozdnyakov and
J. Michael Steele Bugs on a budget: distributed sensing
with cost for reporting and nonreporting 525--534
Ivo Adan and
Cor Hurkens and
Gideon Weiss A reversible Erlang loss system with
multitype customers and multitype
servers . . . . . . . . . . . . . . . . 535--548
Christopher S. Withers and
Saralees Nadarajah Methods for symmetrizing random
variables . . . . . . . . . . . . . . . 549--559
Majid Asadi and
Somayeh Ashrafi and
Nader Ebrahimi and
Ehsan S. Soofi Models based on partial information
about survival and hazard gradient . . . 561--584
Anonymous PES volume 24 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 24 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Nathan P. Sherman and
Jeffrey P. Kharoufeh Optimal Bernoulli Routing in an
Unreliable M/G/1 Retrial Queue . . . . . 1--20
Joke Blom and
Michel Mandjes Traffic generated by a semi-Markov
additive process . . . . . . . . . . . . 21--27
Paola Tardelli Utility maximization in a pure jump
model with partial observation . . . . . 29--54
Leila Amiri and
Baha-Eldin Khaledi and
Francisco J. Samaniego On skewness and dispersion among
convolutions of independent gamma random
variables . . . . . . . . . . . . . . . 55--69
Hongmei Xie and
Weiwei Zhuang Some new results on ordering of simple
spacings of generalized order statistics 71--81
Steven G. From Some new reliability bounds for sums of
NBUE random variables . . . . . . . . . 83--102
Ramesh C. Gupta and
Weston Viles Roller-coaster failure rates and mean
residual life functions with application
to the extended generalized inverse
Gaussian model . . . . . . . . . . . . . 103--118
May-Ru Chen Two-person red-and-black game with lower
limit . . . . . . . . . . . . . . . . . 119--133
Anonymous PES volume 25 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 25 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Onno J. Boxma and
Israel David and
David Perry and
Wolfgang Stadje A new look at organ transplantation
models and double matching queues . . . 135--155
Chris Dietz and
Dinard van der Laan and
Ad Ridder Approximate results for a generalized
secretary problem . . . . . . . . . . . 157--169
Georgios Psarrakos and
Michael Tsatsomeros Ratio monotonicity for tail
probabilities in the renewal risk model 171--185
Mahdi Tavangar and
Majid Asadi On stochastic and aging properties of
generalized order statistics . . . . . . 187--204
Dudley Stark Oil production models with normal rate
curves . . . . . . . . . . . . . . . . . 205--217
Neeraj Misra and
Amit Kumar Misra and
Ishwari Dutt Dhariyal Active redundancy allocations in series
systems . . . . . . . . . . . . . . . . 219--235
Xiaohu Li and
Shuhong Zhang Some new results on rényi entropy of
residual life and inactivity time . . . 237--250
Broderick O. Oluyede Exponential dominance and uncertainty
for weighted residual life measures . . 251--263
Hongli Ma and
Weiguo Yang Erratum to ``The Asymptotic
Equipartition Property for Asymptotic
Circular Markov Chains'' [Probability in
the Engineering and Informational
Sciences, \bf 24, 2010, 279--288] . . . 265--267
Anonymous PES volume 25 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 25 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Samuli Aalto and
Urtzi Ayesta and
Rhonda Righter Properties of the Gittins index with
application to optimal scheduling . . . 269--288
Pengfei Guo and
Zhaotong Lian and
Yulan Wang Pricing perishable products with
compound Poisson demands . . . . . . . . 289--306
Dinard van der Laan Optimal mixing of Markov decision rules
for MDP control . . . . . . . . . . . . 307--342
Sheldon M. Ross The multiple-player ante one game . . . 343--353
Félix Belzunce and
Selma Gurler and
José M. Ruiz Revisiting multivariate likelihood ratio
ordering results for order statistics 355--368
Peng Zhao On parallel systems with heterogeneous
gamma components . . . . . . . . . . . . 369--391
Vincent Leijdekker and
Peter Spreij Explicit computations for a filtering
problem with point process observations
with applications to credit risk . . . . 393--418
Pasquale Cirillo and
Jürg Hüsler Generalized extreme shock models with a
possibly increasing threshold . . . . . 419--434
Anonymous PES volume 25 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 25 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Maochao Xu and
Taizhong Hu Order statistics from heterogeneous
negative binomial random variables . . . 435--448
M. Burkschat and
J. Navarro Aging properties of sequential order
statistics . . . . . . . . . . . . . . . 449--467
Hac\`ene Belbachir Determining the mode for convolution
powers of discrete uniform distribution 469--475
Rhonda Righter Stochastic sequential assignment problem
with arrivals . . . . . . . . . . . . . 477--485
Juan F. Pérez and
Benny Van Houdt The M/G/1-Type Markov Chain with
Restricted Transitions and its
Application to Queues with Batch
Arrivals . . . . . . . . . . . . . . . . 487--517
Daniel Wei-Chung Miao and
Hung Chen On the variances of system size and
sojourn time in a discrete-time
DAR(1)/D/1 queue . . . . . . . . . . . . 519--535
Eugene A. Feinberg and
Fenghsu Yang Optimality of Trunk Reservation for an
M/M/K/N Queue with Several Customer
Types and Holding Costs . . . . . . . . 537--560
Anonymous PES volume 25 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 25 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Brian Fralix and
James Livsey and
Robert Lund Renewal sequences with periodic dynamics 1--15
Frank Aurzada and
Sergej Beck and
Michael Scheutzow Wait-and-see strategies in polling
models . . . . . . . . . . . . . . . . . 17--42
Taizhong Hu and
Yashi Wang and
Weiwei Zhuang New properties of the total time on test
transform order . . . . . . . . . . . . 43--60
Weiyong Ding and
Xiaohu Li and
Narayanaswamy Balakrishnan Monotonicity properties of residual
lifetimes of parallel systems and
inactivity times of series systems with
heterogeneous components . . . . . . . . 61--75
H. Dharma Kwon and
Steven A. Lippman and
Christopher S. Tang Optimal markdown pricing strategy with
demand learning . . . . . . . . . . . . 77--104
Mokhtar Konsowa and
Fahimah Al-Awadhi The speed of random walks on trees and
electric networks . . . . . . . . . . . 105--116
Ilya B. Gertsbakh and
Yoseph Shpungin Combinatorial approach to computing
component importance indexes in coherent
systems . . . . . . . . . . . . . . . . 117--128
Stella Kapodistria and
Georgios Psarrakos Some extensions of the residual lifetime
and its connection to the cumulative
residual entropy . . . . . . . . . . . . 129--146
Anonymous PES volume 26 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 26 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Gaofeng Da and
Ben Zheng and
Taizhong Hu Ordering Consecutive $k$-out-of-$ n
\colon {F}$ Systems . . . . . . . . . . 147--158
Peng Zhao and
N. Balakrishnan Stochastic comparisons of largest order
statistics from multiple-outlier
exponential models . . . . . . . . . . . 159--182
Ji Hwan Cha and
Maxim Finkelstein Stochastic survival models with events
triggered by external shocks . . . . . . 183--195
Guodong Pang and
Ward Whitt Infinite-server queues with batch
arrivals and dependent service times . . 197--220
M. L. Chaudhry and
S. K. Samanta and
A. Pacheco Analytically Explicit Results for the
GI/C-MSP/1/$ \infty $ Queueing System
Using Roots . . . . . . . . . . . . . . 221--244
Matthijs R. Koot and
Michel Mandjes The analysis of singletons in
generalized birthday problems . . . . . 245--262
Aykut Atali and
Özalp Özer Stochastic multi-item inventory systems
with Markov-modulated demands and
production quantity requirements . . . . 263--293
Edmond J. Vanderperre and
Stanislav S. Makhanov Risk analysis of a robot-safety device
system subjected to a priority rule . . 295--306
Anonymous PES volume 26 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 26 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Ivo Adan and
Gideon Weiss A loss system with skill-based servers
under assign to longest idle server
policy . . . . . . . . . . . . . . . . . 307--321
May-Ru Chen Nash equilibriums in two-person
red-and-black games . . . . . . . . . . 323--336
M. A. A. Boon and
I. J. B. F. Adan and
E. M. M. Winands and
D. G. Down Delays at signalized intersections with
exhaustive traffic control . . . . . . . 337--373
Baojun Du and
Peng Zhao and
N. Balakrishnan Likelihood ratio and hazard rate
orderings of the maxima in two
multiple-outlier geometric samples . . . 375--391
Subhash Kochar and
Maochao Xu Some unified results on comparing linear
combinations of independent gamma random
variables . . . . . . . . . . . . . . . 393--404
M. Yasin Ulukus and
Jeffrey P. Kharoufeh and
Lisa M. Maillart Optimal replacement policies under
environment-driven degradation . . . . . 405--424
Offer Kella and
Andreas Löpker A generalized memoryless property . . . 425--436
Jose H. Blanchet and
Carlos G. Pacheco-González Uniform convergence to a law containing
Gaussian and Cauchy distributions . . . 437--448
Harry Joe Book Review: \booktitleInequalities:
Theory of Majorization and Its
Applications, 2nd edition by Marshall,
A. W., Olkin, I. and Arnold, B. C.,
Springer . . . . . . . . . . . . . . . . 449--453
Guodong Pang and
Ward Whitt Infinite-server queues with batch
arrivals and dependent service
times-corrigendum . . . . . . . . . . . 455--455
Anonymous PES volume 26 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 26 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Xiuli Chao and
Yifan Xu and
Baimei Yang Optimal policy for a
production-inventory system with setup
cost and average cost criterion . . . . 457--481
Michael N. Katehakis and
Laurens C. Smit A successive lumping procedure for a
class of Markov chains . . . . . . . . . 483--508
Pasquale Cirillo and
Jürg Hüsler An urn model for cascading failures on a
lattice . . . . . . . . . . . . . . . . 509--534
Wenhua Lv and
Tiantian Mao and
Taizhong Hu Properties of second-order regular
variation and expansions for risk
concentration . . . . . . . . . . . . . 535--559
J. Gaither and
M. D. Ward Analytic methods for select sets . . . . 561--568
Samim Ghamami and
Sheldon M. Ross Improving the normalized importance
sampling estimator . . . . . . . . . . . 569--572
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits A Mixture of Exponential and IFR Gamma
Distributions Having an Upsidedown
Bathtub-Shaped Failure Rate . . . . . . 573--580
D. Roubos and
S. Bhulai Approximate dynamic programming
techniques for skill-based routing in
call centers . . . . . . . . . . . . . . 581--591
Tara L. Steuber and
Peter C. Kiessler and
Robert Lund Testing for reversibility in Markov
chain data . . . . . . . . . . . . . . . 593--611
Baojun Du and
Peng Zhao and
N. Balakrishnan Likelihood ratio and hazard rate
orderings of the maxima in two
multiple-outlier geometric samples ---
erratum . . . . . . . . . . . . . . . . 613--613
Anonymous PES volume 26 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 26 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b3
Dimitrios G. Pandelis and
Constantinos C. Karamatsoukis and
Epaminondas G. Kyriakidis Single vehicle routing problems with a
predefined customer order, unified load
and stochastic discrete demands . . . . 1--23
Tianke Feng and
Joseph C. Hartman The sequential stochastic assignment
problem with postponement options . . . 25--51
Sheldon M. Ross A Markov chain choice problem . . . . . 53--55
Ruben Bossier and
Maria Vlasiou and
Ivo Adan Analytic properties of two-carousel
systems . . . . . . . . . . . . . . . . 57--84
Tiantian Mao and
Xiaoqing Pan and
Taizhong Hu On orderings between weighted sums of
random variables . . . . . . . . . . . . 85--97
Wei-Yi Lee and
Chia-Li Wang Conditional sojourn times of
processor-sharing queues . . . . . . . . 99--114
Davaadorjin Monhor Inequalities for correlated bivariate
normal distribution function . . . . . . 115--123
M. Shafaei Noughabi and
G. R. Mohtashami Borzadaran and
A. H. Rezaei Roknabadi On the reliability properties of some
weighted models of bathtub shaped hazard
rate distributions . . . . . . . . . . . 125--140
Anonymous PES volume 27 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 27 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Mark Brown A balance scale problem . . . . . . . . 141--146
Hosam M. Mahmoud Drawing multisets of balls from tenable
balanced linear urns . . . . . . . . . . 147--162
F. G. Badía and
Ji Hwan Cha Preservation properties of a renewal
process stopped at a random dependent
time . . . . . . . . . . . . . . . . . . 163--175
Ji Hwan Cha and
Maxim Finkelstein A note on the class of geometric
counting processes . . . . . . . . . . . 177--185
Jia-Ping Huang and
Ushio Sumita Dynamic analysis of a multivariate
reward process defined on the UMCP with
application to optimal preventive
maintenance policy problems in
manufacturing . . . . . . . . . . . . . 187--208
Yiwei Cai and
John J. Hasenbein and
Erhan Kutano\uglu and
Melody Liao Single-machine multiple-recipe
predictive maintenance . . . . . . . . . 209--235
Yingdong Lu Finite horizon ruin probabilities for
random walks with heavy tailed
increments . . . . . . . . . . . . . . . 237--246
Qunqiang Feng and
Zhishui Hu and
Chun Su The Zagreb indices of random graphs . . 247--260
Ramesh C. Gupta and
S. N. U. A. Kirmani and
N. Balakrishnan On a class of generalized
Marshall--Olkin bivariate distributions
and some reliability characteristics . . 261--275
Anonymous PES volume 27 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 27 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Golshid Baharian and
Sheldon H. Jacobson Stochastic sequential assignment problem
with threshold criteria . . . . . . . . 277--296
Hosam M. Mahmoud Some node degree properties of
series-parallel graphs evolving under a
stochastic growth model . . . . . . . . 297--307
Brian Fralix A time-dependent study of the knockout
queue . . . . . . . . . . . . . . . . . 309--317
S. Nadarajah and
C. S. Withers and
S. A. A. Bakar Expansions for moments of compound
Poisson distributions . . . . . . . . . 319--331
Vahid Sarhangian and
Baris Balcio\uglu Waiting Time Analysis of Multi-Class
Queues with Impatient Customers . . . . 333--352
Isha Dewan and
Subhash Kochar Some New Applications of $P$--$P$ Plots 353--366
Rui Fang and
Xiaohu Li A note on bivariate dual generalized
Marshall--Olkin distributions with
applications . . . . . . . . . . . . . . 367--374
Lihong Zhang and
Lin Zhao Quantifying the impact of partial
information on Sharpe ratio optimization 375--402
Anonymous PES volume 27 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 27 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
N. Balakrishnan and
Peng Zhao Ordering Properties of Order Statistics
from Heterogeneous Populations: a Review
with an Emphasis on Some Recent
Developments . . . . . . . . . . . . . . 403--443
Moshe Shaked Comments on the survey by Balakrishnan
and Zhao . . . . . . . . . . . . . . . . 445--449
Maochao Xu Comments on ``Ordering Properties of
Order Statistics from Heterogeneous
Populations: a Review with an Emphasis
on Some Recent Developments'' . . . . . 451--454
Xiaohu Li and
Yinping You Comments on ``Ordering Properties of
Order Statistics from Heterogeneous
Populations'' . . . . . . . . . . . . . 455--462
Baha-Eldin Khaledi Comments on: ``Ordering Properties of
Order Statistics from Heterogeneous
Populations: a Review with an Emphasis
on Some Recent Developments'' by N.
Balakrishnan and P. Zhao . . . . . . . . 463--464
Marco Burkschat Comments on the survey by Balakrishnan
and Zhao . . . . . . . . . . . . . . . . 465--466
N. Balakrishnan and
Peng Zhao Authors' rejoinder . . . . . . . . . . . 467--469
Song-Hee Kim and
Ward Whitt Estimating waiting times with the
time-varying Little's Law . . . . . . . 471--506
Die Chen and
Tiantian Mao and
Taizhong Hu Asymptotic behavior of extremal events
for aggregate dependent random variables 507--531
Francesca Collet and
Fabrizio Leisen and
Fabio Spizzichino and
Florentina Suter Exchangeable occupancy models and
discrete processes with the generalized
uniform order statistics property . . . 533--552
Asok K. Nanda and
Suchismita Das and
N. Balakrishnan On dynamic proportional mean residual
life model . . . . . . . . . . . . . . . 553--588
Anonymous PES volume 27 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 27 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Nir Perel and
Uri Yechiali The Israeli queue with infinite number
of groups . . . . . . . . . . . . . . . 1--19
Ilya Gertsbakh and
Reuven Rubinstein and
Yoseph Shpungin and
Radislav Vaisman Permutational methods for performance
analysis of stochastic flow networks . . 21--38
Weiyong Ding and
Gaofeng Da and
Xiaohu Li Comparisons of series and parallel
systems with heterogeneous components 39--53
Isaac Meilijson The re-opening of Dubins and Savage
Casino in the era of diversification . . 55--65
M. Gopaladesikan and
H. Mahmoud and
M. D. Ward Building Random Trees from Blocks . . . 67--81
M. Mandjes and
Eurandom Generalized birthday problems in the
large-deviations regime . . . . . . . . 83--99
Christian Borgs and
Jennifer T. Chayes and
Sherwin Doroudi and
Mor Harchol-Balter and
Kuang Xu The optimal admission threshold in
observable queues with state dependent
pricing . . . . . . . . . . . . . . . . 101--119
H. Dharma Kwon Prevention of catastrophic failures with
weak forewarning signals . . . . . . . . 121--144
Anonymous PES volume 28 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 28 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
David J. Aldous and
Nathan Ross Entropy of some models of sparse random
graphs with vertex-names . . . . . . . . 145--168
Milan Bradonji\'c and
Iraj Saniee Bootstrap Percolation on Random
Geometric Graphs . . . . . . . . . . . . 169--181
Percy H. Brill Alternative analysis of finite-time
probability distributions of renewal
theory . . . . . . . . . . . . . . . . . 183--201
Mark Brown Variance bounds under a hazard rate
constraint . . . . . . . . . . . . . . . 203--208
Qing Liu and
Tiantian Mao and
Taizhong Hu The second-order regular variation of
order statistics . . . . . . . . . . . . 209--222
Abhilasha Prakash Katariya and
Eylem Tekin and
Sila Çetinkaya A capacitated replenishment-liquidation
model under contractual and spot markets
with stochastic demand . . . . . . . . . 223--269
Allan Gut Some remarks on distributed sensing with
costs . . . . . . . . . . . . . . . . . 271--277
Anonymous PES volume 28 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 28 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Nelson Lee and
Vidyadhar G. Kulkarni and
Yasutaka Hirasawa Optimal static assignment and routing
policies for service centers with
correlated traffic . . . . . . . . . . . 279--311
Yonit Barron and
David Perry and
Wolfgang Stadje A jump-fluid production-inventory model
with a double band control . . . . . . . 313--333
Evgueni Gordienko and
Andrey Novikov Characterizations of optimal policies in
a general stopping problem and stability
estimating . . . . . . . . . . . . . . . 335--352
Shlomi Reuveni Catalan's trapezoids . . . . . . . . . . 353--361
Ahmad Al Hanbali and
Roland de Haan and
Richard J. Boucherie and
Jan-Kees van Ommeren Delay in a Tandem Queueing Model with
Mobile Queues: an Analytical
Approximation . . . . . . . . . . . . . 363--387
Mahdi Alimohammadi and
Mohammad Hossein Alamatsaz and
Erhard Cramer Some convexity properties of the
distribution of lower $k$-record values
with extensions . . . . . . . . . . . . 389--399
Christian Genest and
Mhamed Mesfioui Bivariate extensions of Skellam's
distribution . . . . . . . . . . . . . . 401--417
Anonymous PES volume 28 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 28 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Yunan Liu and
Ward Whitt Stabilizing performance in networks of
queues with time-varying arrival rates 419--449
M. A. A. Boon and
E. M. M. Winands Heavy-traffic analysis of $k$-limited
polling systems . . . . . . . . . . . . 451--471
Frank Karsten and
Marco Slikker and
Geert-Jan van Houtum Domain extensions of the Erlang loss
function: their scalability and its
applications to cooperative games . . . 473--488
Erhun Özkan and
Jeffrey P. Kharoufeh Optimal control of a two-server queueing
system with failures . . . . . . . . . . 489--527
Zhan Pang and
Frank Y. Chen Coordinated pricing and inventory
control with batch production and Erlang
leadtimes . . . . . . . . . . . . . . . 529--563
Hosam M. Mahmoud Some properties of binary
series-parallel graphs . . . . . . . . . 565--572
Enkelejd Hashorva and
Jinzhu Li Asymptotics for a discrete-time risk
model with the emphasis on financial
risk . . . . . . . . . . . . . . . . . . 573--588
Anonymous PES volume 28 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 28 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Masahiro Kobayashi and
Masakiyo Miyazawa and
Hiroshi Shimizu Structure-reversibility of a
two-dimensional reflecting random walk
and its application to queueing network 1--25
Jamol Pender Nonstationary loss queues via cumulant
moment approximations . . . . . . . . . 27--49
Wesley Cowan and
Michael N. Katehakis Multi-armed bandits under general
depreciation and commitment . . . . . . 51--76
Bora Çekyay and
Süleyman Özekici Optimal maintenance of semi-Markov
missions . . . . . . . . . . . . . . . . 77--98
May-Ru Chen and
Shoou-Ren Hsiau On a generalized $Q$-urn model . . . . . 99--115
Kai Huang and
Jie Mi Study of instant system availability . . 117--129
Yair Goldberg and
Yuval Nov Modeling and optimization of genetic
screens via RNA interference and FACS 131--145
Anonymous PES volume 29 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f1
Anonymous PES volume 29 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b1
Sheldon M. Ross An individual and socially optimal
policy minimizing expected flow times 147--151
A. Izagirre and
I. M. Verloop and
U. Ayesta Heavy-traffic analysis of a
non-preemptive multi-class queue with
relative priorities . . . . . . . . . . 153--180
Babak Haji On the Adan--Weiss loss model having
skill-based servers and longest idle
assignment rule . . . . . . . . . . . . 181--189
Michael N. Katehakis and
Laurens C. Smit and
Floske M. Spieksma DES and RES processes and their explicit
solutions . . . . . . . . . . . . . . . 191--217
Yoav Kerner and
Andreas Löpker On a generalization of the stationary
excess operator . . . . . . . . . . . . 219--232
Yanting Chen and
Richard J. Boucherie and
Jasper Goseling The invariant measure of random walks in
the quarter-plane: representation in
geometric terms . . . . . . . . . . . . 233--251
Henry W. Block and
Thomas H. Savits and
Naftali A. Langberg The failure rate shape for a mixture of
two gammas . . . . . . . . . . . . . . . 253--264
Ramesh C. Gupta Reliability studies of bivariate
Birnbaum--Saunders distribution . . . . 265--276
George Tzavelas and
Polychronis Economou Extreme value distributions for biased
samples . . . . . . . . . . . . . . . . 277--290
Yan Shen and
Zhisheng Ye On the behaviors of the percentile
residual life for components and for
$k$-out-of-$n$ systems . . . . . . . . . 291--308
Anonymous PES volume 29 issue 2 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 29 issue 2 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Tiantian Mao and
Kai Wang Ng and
Taizhong Hu Asymptotic expansions of generalized
quantiles and expectiles for extreme
risks . . . . . . . . . . . . . . . . . 309--327
Emilio De Santis and
Fabio Fantozzi and
Fabio Spizzichino Relations between stochastic orderings
and generalized stochastic precedence 329--343
Mark Brown and
Victor de la Peña and
Tony Sit From boundary crossing of non-random
functions to boundary crossing of
stochastic processes . . . . . . . . . . 345--359
Christopher S. Withers and
Saralees Nadarajah A general class of cusum statistics . . 361--384
Yifan Xu and
Shyamal K. De and
Shelemyahu Zacks Exact distribution of intermittently
changing positive and negative compound
Poisson process driven by an alternating
renewal process and related functions 385--397
Claude Lef\`evre and
Philippe Picard Risk models in insurance and epidemics:
a bridge through randomized polynomials 399--420
Hewa A. Priyadarshani and
Broderick O. Oluyede Theoretical properties of the weighted
generalized gamma and related
distributions . . . . . . . . . . . . . 421--432
Joke Blom and
Koen De Turck and
Michel Mandjes Analysis of Markov-modulated
infinite-server queues in the
central-limit regime . . . . . . . . . . 433--459
G. M. Koole and
B. F. Nielsen and
T. B. Nielsen Optimization of overflow policies in
call centers . . . . . . . . . . . . . . 461--471
Peng Weicai and
Yang Weiguo and
Shi Zhiyan Strong law of large numbers for Markov
chains indexed by spherically symmetric
trees . . . . . . . . . . . . . . . . . 473--481
Anonymous PES volume 29 issue 3 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 29 issue 3 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Eugene A. Feinberg and
Xiaoxuan Zhang Optimal switching on and off the entire
service capacity of a parallel queue . . 483--506
Awi Federgruen and
Min Wang A continuous review model with general
shelf age and delay-dependent inventory
costs . . . . . . . . . . . . . . . . . 507--525
Kai Chen and
Sheldon M. Ross Static stochastic knapsack problems . . 527--546
Yu An and
Chenxu Li Approximating local volatility functions
of stochastic volatility models: a
closed-form expansion approach . . . . . 547--563
Thomas Lim and
Marie-Claire Quenez Portfolio optimization in a default
model under full/partial information . . 565--587
B. L. S. Prakasa Rao Option pricing for processes driven by
mixed fractional Brownian motion with
superimposed jumps . . . . . . . . . . . 589--596
Peng Zhao and
Yanni Hu and
Yiying Zhang Some new results on the largest order
statistics from multiple-outlier gamma
models . . . . . . . . . . . . . . . . . 597--621
F. M. Spieksma Countable state Markov processes:
non-explosiveness and moment function 623--637
Anonymous PES volume 29 issue 4 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 29 issue 4 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Sofía S. Villar Indexability and optimal index policies
for a class of reinitialising restless
bandits . . . . . . . . . . . . . . . . 1--23
Ilya B. Gertsbakh and
Yoseph Shpungin and
Radislav Vaisman $D$-spectrum and reliability of a binary
system with ternary components . . . . . 25--39
Amin Dehghanian and
Jeffrey P. Kharoufeh and
Mohammad Modarres Strategic dynamic jockeying between two
parallel queues . . . . . . . . . . . . 41--60
Sophie Hautphenne and
Moshe Haviv The bias optimal $k$ in the M/M/1/$k$
queue: an application of the deviation
matrix . . . . . . . . . . . . . . . . . 61--78
Stella Kapodistria and
Tuan Phung-Duc and
Jacques Resing Linear birth/immigration-death process
with binomial catastrophes . . . . . . . 79--111
Ravi Kalpathy and
Hosam Mahmoud Degree profile of $m$-ary search trees:
a vehicle for data structure compression 113--123
Nayereh Bagheri Khoolenjani and
Mohammad Hossein Alamatsaz A de Bruijn's identity for dependent
random variables based on copula theory 125--140
Anonymous PES volume 30 issue 1 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 30 issue 1 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Xuan Leng and
Jinsen Zhuang and
Taizhong Hu Dispersive ordering for the multivariate
normal distribution . . . . . . . . . . 141--152
Jan-Pieter L. Dorsman and
Nir Perel and
Maria Vlasiou Server waiting times in infinite supply
polling systems with preparation times 153--184
Andrew Li and
Ward Whitt and
Jingtong Zhao Staffing to stabilize blocking in loss
models with time-varying arrival rates 185--211
Michel Mandjes and
Peter Taylor The running maximum of a level-dependent
quasi-birth-death process . . . . . . . 212--223
Hui Meng and
Ming Zhou and
Tak Kuen Siu Optimal dividend-reinsurance with two
types of premium principles . . . . . . 224--243
Micha Hofri and
Chao Li and
Hosam Mahmoud On the combinatorics of binary
series-parallel graphs . . . . . . . . . 244--260
Antonio Di Crescenzo and
Barbara Martinucci and
Julio Mulero A quantile-based probabilistic mean
value theorem . . . . . . . . . . . . . 261--280
Ramesh C. Gupta Mean residual life function for additive
and multiplicative hazard rate models 281--297
Saralees Nadarajah The weighted generalized gamma
distribution is the generalized gamma
distribution . . . . . . . . . . . . . . 298--299
Anonymous PES volume 30 issue 2 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 30 issue 2 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Nihal Pekergin Festschrift for Erol Gelenbe's 70th
birthday . . . . . . . . . . . . . . . . 301--307
M. Ufuk Ça\uglayan Erol Gelenbe: a career in
multi-disciplinary probability models 308--325
Guy Fayolle and
Paul Muhlethaler A Markovian analysis of IEEE 802.11
broadcast transmission networks with
buffering . . . . . . . . . . . . . . . 326--344
Andrea Marin Product-form in $G$-networks . . . . . . 345--360
Jean-Michel Fourneau $G$-networks of unreliable nodes . . . . 361--378
Stelios Timotheou Fast non-negative least-squares learning
in the random neural network . . . . . . 379--402
Khaled F. Hussain and
Ghada S. Moussa On-road vehicle classification based on
random neural network and bag-of-visual
words . . . . . . . . . . . . . . . . . 403--412
Tu\ugrul Dayar and
M. Can Orhan Cartesian product partitioning of
multi-dimensional reachable state spaces 413--430
Bruno Gaujal and
Panayotis Mertikopoulos A stochastic approximation algorithm for
stochastic semidefinite programming . . 431--454
Olivier Brun Performance of non-cooperative routing
over parallel non-observable queues . . 455--469
Yingdong Lu and
Mayank Sharma and
Mark S. Squillante and
Bo Zhang Stochastic optimal dynamic control of
GI$_m$ /GI$_m$ /$ 1_n$ queues with
time-varying workloads . . . . . . . . . 470--491
Efrat Perel and
Uri Yechiali Finite two layered queueing systems . . 492--513
Omer H. Abdelrahman Detecting network-unfriendly mobiles
with the random neural network . . . . . 514--531
Anonymous PES volume 30 issue 3 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 30 issue 3 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Xiaohu Li and
Yinping You and
Rui Fang On weighted $k$-out-of-$n$ systems with
statistically dependent component
lifetimes . . . . . . . . . . . . . . . 533--546
Nabil Zaman and
Nicholas Pippenger Asymptotic analysis of optimal nested
group-testing procedures . . . . . . . . 547--552
Jingjing Song and
Xiuchun Bi and
Shuguang Zhang Optimal portfolio and consumption models
under loss aversion in infinite time
horizon . . . . . . . . . . . . . . . . 553--575
Mihai Nica Optimal strategy in ``guess who?'':
beyond binary search . . . . . . . . . . 576--592
Beixiang He and
Yunan Liu and
Ward Whitt Staffing a service system with
non-Poisson non-stationary arrivals . . 593--621
Gaofeng Da and
Maochao Xu and
Shouhuai Xu On the quasi-stationary distribution of
SIS models . . . . . . . . . . . . . . . 622--639
Suchandan Kayal On generalized cumulative entropies . . 640--662
Anonymous PES volume 30 issue 4 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 30 issue 4 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Jamol Pender and
William A. Massey Approximating and stabilizing dynamic
rate Jackson networks with abandonment 1--42
Hansjörg Albrecher and
Onno Boxma and
Rim Essifi and
Richard Kuijstermans A queueing model with randomized
depletion of inventory . . . . . . . . . 43--59
Yarong Feng and
Hosam Mahmoud and
Ludger Rüschendorf Degree profile of hierarchical lattice
networks . . . . . . . . . . . . . . . . 60--82
Neeraj Misra and
Jisha Francis and
Sameen Naqvi Some sufficient conditions for relative
aging of life distributions . . . . . . 83--99
Xingchun Wang Analytical valuation of vulnerable
options in a discrete-time framework . . 100--120
Anonymous PES volume 31 issue 1 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 31 issue 1 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Guanying Wang and
Xingchun Wang and
Zhongyi Liu Pricing vulnerable American put options
under jump-diffusion processes . . . . . 121--138
Ioannis Dimitriou A two-class retrial system with coupled
orbit queues . . . . . . . . . . . . . . 139--179
Qunqiang Feng and
Zhishui Hu The asymptotic degree distributions of
random fast growth models for treelike
networks . . . . . . . . . . . . . . . . 180--195
Hyungsu Kim and
Geonwoo Kim and
Sungchul Lee The analytic approach for the stochastic
projection of the public pension fund 196--206
Paola Tardelli Recursive backward scheme for the
solution of a BSDE with a non Lipschitz
generator . . . . . . . . . . . . . . . 207--225
Yang Cao Multiple server preemptive scheduling
with impatience . . . . . . . . . . . . 226--238
James Edwards and
Paul Fearnhead and
Kevin Glazebrook On the identification and mitigation of
weaknesses in the knowledge gradient
policy for multi-armed bandits . . . . . 239--263
Anonymous PES volume 31 issue 2 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 31 issue 2 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Ewan Jacov Cahen and
Michel Mandjes and
Bert Zwart Rare event analysis and efficient
simulation for a multi-dimensional ruin
problem . . . . . . . . . . . . . . . . 265--283
Apostolos Burnetas and
Odysseas Kanavetas and
Michael N. Katehakis Asymptotically optimal multi-armed
bandit policies under a cost constraint 284--310
Maxim Finkelstein and
Nil Kamal Hazra On stochastic comparisons for
load-sharing series and parallel systems 311--329
Shaul K. Bar-Lev and
Onno Boxma and
David Perry and
Lazaros P. Vastazos Analysis and optimization of
blood-testing procedures . . . . . . . . 330--344
Yong-Hua Mao and
Chi Zhang Hitting time distributions for
birth-death processes with bilateral
absorbing boundaries . . . . . . . . . . 345--356
Saralees Nadarajah On the distribution of maximal
percentages in Pólya's urn . . . . . . . 357--365
Ebrahim Amini-Seresht and
Yiying Zhang Stochastic monotonicity of conditional
order statistics in multiple-outlier
scale population . . . . . . . . . . . . 366--380
Anonymous PES volume 31 issue 3 cover and front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 31 issue 3 cover and back
matter . . . . . . . . . . . . . . . . . b1--b2
Mehmet Ufuk Caglayan $G$-networks and their applications to
machine learning, energy packet networks
and routing: introduction to the special
issue . . . . . . . . . . . . . . . . . 381--395
Mikhail Matalytski Finding non-stationary state
probabilities of $G$-network with
signals and customers batch removal . . 396--412
Valeriy Naumov and
Konstantin Samouylov Analysis of multi-resource loss system
with state-dependent arrival and service
rates . . . . . . . . . . . . . . . . . 413--419
J.-M. Fourneau and
Y. Ait El Majhoub Processor sharing $G$-queues with inert
customers and catastrophes: a model for
server aging and rejuvenation . . . . . 420--435
Abbas Javed and
Hadi Larijani and
Ali Ahmadinia and
Rohinton Emmanuel Random neural network learning
heuristics . . . . . . . . . . . . . . . 436--456
Sebastián Basterrech and
Gerardo Rubino Echo state queueing networks: a
combination of reservoir computing and
random neural networks . . . . . . . . . 457--476
Yasin Murat Kadioglu Finite capacity energy packet networks 477--504
Omer H. Abdelrahman A Markov-modulated diffusion model for
energy harvesting sensor nodes . . . . . 505--515
Yonghua Yin Optimum energy for energy packet
networks . . . . . . . . . . . . . . . . 516--539
Lan Wang The random neural network for cognitive
traffic routing and task allocation in
networks and the cloud . . . . . . . . . 540--560
Mikhail Matalytski and
Dmitry Kopats Finding expected revenues in $G$-network
with signals and customers batch removal 561--575
Anonymous PES volume 31 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 31 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Neal Master and
Carri W. Chan and
Nicholas Bambos Myopic Policies for Non-preemptive
Scheduling of Jobs with Decaying Value 1--36
Yi Wu and
Xuejun Wang and
Soo Hak Sung Complete Moment Convergence for Arrays
of Rowwise Negatively Associated Random
Variables and Its Application in
Non-parametric Regression Model . . . . 37--57
Qunying Wu and
Yuanying Jiang Some Limiting Behavior for
Asymptotically Negative Associated
Random Variables . . . . . . . . . . . . 58--66
Xingchun Wang Pricing Vulnerable European Options with
Stochastic Correlation . . . . . . . . . 67--95
Xuefeng Gao and
S. J. Deng Hydrodynamic Limit of Order-book
Dynamics . . . . . . . . . . . . . . . . 96--125
Weiwei Chen and
Alok Baveja and
Benjamin Melamed Temporal Shaping of Simulated Time
Series with Cyclical Sample Paths . . . 126--143
Xuejun Wang and
Mengmei Xi and
Hongxia Wang and
Shuhe Hu On Consistency of $ L S $ Estimators in
the Errors-in-variable Regression Model 144--162
Anonymous PES volume 32 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 32 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Kenneth C. Chong and
Shane G. Henderson and
Mark E. Lewis Two-class Routing with Admission Control
and Strict Priorities . . . . . . . . . 163--178
David T. Abdul-Malak and
Jeffrey P. Kharoufeh Optimally Replacing Multiple Systems in
a Shared Environment . . . . . . . . . . 179--206
Julia Kuhn and
Michel Mandjes and
Thomas Taimre Exact Asymptotics of Sample-mean-related
Rare-event Probabilities . . . . . . . . 207--228
Sofía S. Villar Bandit Strategies Evaluated in the
Context of Clinical Trials in Rare
Life-threatening Diseases . . . . . . . 229--245
M. Burkschat and
J. Navarro Stochastic Comparisons of Systems Based
on Sequential Order Statistics via
Properties of Distorted Distributions 246--274
Dashi I. Singham and
Michael P. Atkinson Boundary Crossing Probabilities for the
Cumulative Sample Mean . . . . . . . . . 275--295
Saralees Nadarajah and
Yuanyuan Zhang and
Tibor K. Pogány On Sums of Independent Generalized
Pareto Random Variables with
Applications to Insurance and Cat Bonds 296--305
Weiyong Ding and
Yiying Zhang and
Peng Zhao Ordering Properties of Spacings from
Heterogeneous Geometric Samples . . . . 306--322
Anonymous PES volume 32 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 32 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Isi Mitrani Multi-class Resource Sharing with
Preemptive Priorities . . . . . . . . . 323--339
Huibo Bi and
Omer H. Abdelrahman Energy-aware Navigation in Large-scale
Evacuation Using $G$-networks . . . . . 340--352
Gabriel Zayas-Cabán and
Hyun-Soo Ahn Dynamic Control of a Single-server
System When Jobs Change Status . . . . . 353--395
A. Hristov and
J. W. Bosman and
R. D. van der Mei and
S. Bhulai Throughput and Bottleneck Analysis of
Tandem Queues with Nested Sessions . . . 396--408
Xingchun Wang and
Zhiwei Su and
Guangli Xu The Valuation of Executive Stock Options
under GARCH Models . . . . . . . . . . . 409--433
Yuqian Xu and
Jiawei Zhang and
Michael Pinedo Budget Allocations in Operational Risk
Management . . . . . . . . . . . . . . . 434--459
Jiantian Wang Likelihood Ratio Ordering of Parallel
Systems with Heterogeneous Scaled
Components . . . . . . . . . . . . . . . 460--468
Hao Xia and
Yi Wu and
Xinran Tao and
Xuejun Wang The Consistency for the Weighted
Estimator of Non-parametric Regression
Model Based on Widely Orthant-dependent
Errors . . . . . . . . . . . . . . . . . 469--481
Abbas Javed and
Hadi Larijani and
Ali Ahmadinia and
Rohinton Emmanuel Random Neural Network Learning
Heuristics --- Corrigendum . . . . . . . 482
Anonymous PES volume 32 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 32 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Mark Brown and
Joel E. Cohen Squared coefficient of variation of
Taylor's law for random absolute
differences . . . . . . . . . . . . . . 483--494
Pawel Lorek Siegmund duality for Markov chains on
partially ordered state spaces . . . . . 495--521
David Saunders and
Lung Kwan Tsui and
Satish Iyengar Lower tail independence of hitting times
of two-dimensional diffusions . . . . . 522--535
Richard J. Boucherie and
Geert-Jan van Houtum and
Judith Timmer and
Jan-Kees van Ommeren A two-echelon spare parts network with
lateral and emergency shipments: a
product-form approximation . . . . . . . 536--555
Saralees Nadarajah and
Jeffrey Chu and
Xiao Jiang Aggregation and capital allocation
formulas for bivariate distributions . . 556--566
Tiantian Mao and
Wanwan Xia and
Taizhong Hu Preservation of log-concavity under
convolution . . . . . . . . . . . . . . 567--579
Frank Aurzada and
Sebastian Schwinn Improving the performance of polling
models using forced idle times . . . . . 580--602
Yi Wu and
Xuejun Wang and
Shuhe Hu Moderate deviation principle of sample
quantiles and order statistics . . . . . 603--614
Dale Jennings and
Jem N. Corcoran A birth and death process for Bayesian
network structure inference . . . . . . 615--625
Zhiyan Shi and
Pingping Zhong and
Yan Fan The Shannon--McMillan theorem for Markov
chains indexed by a Cayley tree in
random environment . . . . . . . . . . . 626--639
Idir Arab and
Paulo Eduardo Oliveira Iterated failure rate monotonicity and
ordering relations within gamma and
Weibull distributions --- corrigendum 640--641
Anonymous PES volume 32 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 32 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Maria Frolkova and
Bert Zwart Fluid limit of a ps-queue with
multistage service . . . . . . . . . . . 1--27
Narayanaswamy Balakrishnan and
Jianbin Chen and
Yiying Zhang and
Peng Zhao Comparisons of sample ranges arising
from multiple-outlier models: in memory
of Moshe Shaked . . . . . . . . . . . . 28--49
Chin-Chia Jane and
Yih-Wenn Laih Decomposition algorithms to compute the
quickest time distribution in dynamic
networks . . . . . . . . . . . . . . . . 50--63
Idir Arab and
Paulo Eduardo Oliveira Iterated failure rate monotonicity and
ordering relations within gamma and
Weibull distributions . . . . . . . . . 64--80
Xingyu Han Valuation of vulnerable options under
the double exponential jump model with
stochastic volatility . . . . . . . . . 81--104
Mikhail Matalytski Finding expected revenues in $G$-network
with multiple classes of positive and
negative customers . . . . . . . . . . . 105--120
Man Ho Ling Optimal design of simple step-stress
accelerated life tests for one-shot
devices under exponential distributions 121--135
Kenneth S. Berenhaut and
Hongyi Jiang The friendship paradox for weighted and
directed networks . . . . . . . . . . . 136--145
Guoxin Qiu Further results on quantile entropy in
the past lifetime . . . . . . . . . . . 146--159
Anonymous PES volume 33 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 33 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Ying Tang and
Weiguo Yang and
Yue Zhang The strong limit theorem for relative
entropy density rates between two
asymptotically circular Markov chains 161--171
Mikhail Matalytski Analysis of the network with multiple
classes of positive and negative
customers at a transient regime . . . . 172--185
Jianping Yang and
Wanwan Xia and
Taizhong Hu Bounds on extropy with variational
distance constraint . . . . . . . . . . 186--204
Ruhul Ali Khan and
Murari Mitra Sharp bounds for survival probability
when ageing is not monotone . . . . . . 205--219
Tao Jiang Analysis of a clearing queueing system
with server maintenance after $n$
negative feedbacks . . . . . . . . . . . 220--240
Fei Sun and
Yijun Hu Set-valued cash sub-additive risk
measures . . . . . . . . . . . . . . . . 241--257
Dan Pirjol and
Lingjiong Zhu Short maturity Asian options for the CEV
model . . . . . . . . . . . . . . . . . 258--290
Thierry Huillet and
Servet Martínez Regenerative mutation processes related
to the self-decomposability of Sibuya
distributions . . . . . . . . . . . . . 291--325
Anonymous PES volume 33 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 33 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Yi-Shen Lin and
Shoou-Ren Hsiau and
Yi-Ching Yao Optimal selection of the $k$-th best
candidate . . . . . . . . . . . . . . . 327--347
Paul Ezhilchelvan and
Isi Mitrani Multi-Class resource sharing with batch
arrivals . . . . . . . . . . . . . . . . 348--366
Brian Fralix On the time-dependent behavior of a
Markovian reentrant-line model . . . . . 367--386
E. Sudyko and
A. A. Nazarov and
J. Sztrik Asymptotic waiting time analysis of a
finite-source M/M/1 retrial queueing
system . . . . . . . . . . . . . . . . . 387--403
M. Matalytski and
D. Kopats Analysis of the network with multiple
classes of positive customers and
signals at a non-stationary regime . . . 404--416
Zhenghua Long and
Jiheng Zhang A note on many-server fluid models with
time-varying arrivals . . . . . . . . . 417--437
S. Zarezadeh and
M. Asadi and
S. Eftekhar Signature-based information measures of
multi-state networks . . . . . . . . . . 438--459
Abedin Haidari and
Amir T. Payandeh Najafabadi Characterization ordering results for
largest order statistics from
heterogeneous and homogeneous
exponentiated generalized gamma
variables . . . . . . . . . . . . . . . 460--470
Guoxin Qiu and
Lechen Wang and
Xingyu Wang On extropy properties of mixed systems 471--486
Anonymous PES volume 33 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 33 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Hosam M. Mahmoud A spectrum of series-parallel graphs
with multiple edge evolution . . . . . . 487--499
Yang Cao and
Sheldon M. Ross Winner plays structure in random
knockout tournaments . . . . . . . . . . 500--510
Panpan Zhang and
Dipak K. Dey The degree profile and Gini index of
random caterpillar trees . . . . . . . . 511--527
Joel Ratsaby On deterministic finite state machines
in random environments . . . . . . . . . 528--563
Xiaoliang Ling and
Yinzhao Wei and
Ping Li On optimal heterogeneous components
grouping in series-parallel and
parallel-series systems . . . . . . . . 564--578
Wenxi Li and
Zhongzhi Wang A note on Rényi's entropy rate for
time-inhomogeneous Markov chains . . . . 579--590
Xin Liu and
Vidyadhar G. Kulkarni and
Qi Gong On bouncing geometric Brownian motions 591--617
Fatemeh Asgari and
Mohammad Hossein Alamatsaz and
Nayereh Bagheri Khoolenjani Inequalities for the dependent Gaussian
noise channels based on Fisher
information and copulas . . . . . . . . 618--657
Anonymous PES volume 33 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 33 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Kai Huang and
Jie Mi Applications of likelihood ratio order
in Bayesian inferences . . . . . . . . . 1--13
Emeline Gayrard and
Cédric Chauvi\`ere and
Hac\`ene Djellout and
Pierre Bonnet Modeling experimental data with
polynomials chaos . . . . . . . . . . . 14--26
Zhaoqiang Yang A new stopping problem and the critical
exercise price for American fractional
lookback option in a special mixed
jump-diffusion model . . . . . . . . . . 27--52
Steven G. From and
Andrew W. Swift Some new bounds and approximations on
tail probabilities of the Poisson and
other discrete distributions . . . . . . 53--71
Rui Fang and
Xiaohu Li Active redundancy allocation for
coherent systems with independent and
heterogeneous components . . . . . . . . 72--91
Camilla Cal\`\i and
Maria Longobardi and
Jorge Navarro Properties for generalized cumulative
past measures of information . . . . . . 92--111
Xinmei Shen and
Mingyue Ge and
Ke-Ang Fu Approximation of the tail probabilities
for bidimensional randomly weighted sums
with dependent components . . . . . . . 112--130
Anne Buijsrogge and
Pieter-Tjerk de Boer and
Werner R. W. Scheinhardt On state-independent importance sampling
for the GI|GI|1 tandem queue 1 . . . . . 131--156
Anonymous PES volume 34 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 34 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Carly Domicolo and
Hosam Mahmoud Degree-Based Gini index for graphs . . . 157--171
Ke-Ang Fu and
Chang Ni and
Hao Chen A particular bidimensional
time-dependent renewal risk model with
constant interest rates . . . . . . . . 172--182
Suchandan Kayal and
Rajesh Moharana and
S. M. Sunoj Quantile-Based study of (dynamic)
inaccuracy measures . . . . . . . . . . 183--199
Jingjing Zou and
Richard A. Davis and
Gennady Samorodnitsky Extreme value analysis without the
largest values: what can be done? . . . 200--220
Huilin Huang The generalized entropy ergodic theorem
for nonhomogeneous Markov chains indexed
by a homogeneous tree . . . . . . . . . 221--234
Peter Spreij and
Jaap Storm Diffusion limits for a Markov modulated
binomial counting process . . . . . . . 235--257
Jong Jun Park and
Kyungsub Lee Computational method for probability
distribution on recursive relationships
in financial applications . . . . . . . 258--278
Xingchun Wang and
Guangli Xu and
Dan Li A closed-form GARCH valuation model for
power exchange options with counterparty
risk . . . . . . . . . . . . . . . . . . 279--296
Linxiao Wei and
Yijun Hu Capital allocation with multivariate
risk measures: an axiomatic approach . . 297--315
Anonymous PES volume 34 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 34 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Opher Baron and
Oded Berman and
David Perry Continuous review inventory models for
perishable items with leadtimes . . . . 317--342
Joost H. J. van Sambeeck and
Nico M. van Dijk and
Wim L. A. M. de Kort and
Henk Schonewille and
Mart P. Janssen Blood group probabilities by next of kin 343--363
Daoyuan Shi and
Lynn Kuo Variable selection for Bayesian survival
models using Bregman divergence measure 364--380
Ingeborg A. Bikker and
Martijn R. K. Mes and
Antoine Sauré and
Richard J. Boucherie Online capacity planning for
rehabilitation treatments: an
approximate dynamic programming approach 381--405
Wesley Cowan and
Michael N. Katehakis Exploration-Exploitation policies with
almost sure, arbitrarily slow growing
asymptotic regret . . . . . . . . . . . 406--428
Eugene A. Feinberg and
Yan Liang Stochastic setup-cost inventory model
with backorders and quasiconvex cost
functions . . . . . . . . . . . . . . . 429--468
Anonymous PES volume 34 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 34 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
May-Ru Chen A time-dependent Pólya urn with multiple
drawings . . . . . . . . . . . . . . . . 469--483
Ji Hwan Cha and
F. G. Badía On a multivariate generalized Pólya
process without regularity property . . 484--506
Urtzi Ayesta and
Balakrishna Prabhu and
Rhonda Righter Scheduling in a single-server queue with
state-dependent service rates . . . . . 507--521
Yanting Chen and
Xinwei Bai and
Richard J. Boucherie and
Jasper Goseling Performance measures for the two-node
queue with finite buffers . . . . . . . 522--549
Georgios Psarrakos and
Abdolsaeed Toomaj On the elasticity of expected interepoch
intervals in a non-homogeneous Poisson
process under small variations of hazard
rate . . . . . . . . . . . . . . . . . . 550--569
Yu Miao and
Huanhuan Ma and
Qinglong Yang Asymptotic behaviors for correlated
Bernoulli model . . . . . . . . . . . . 570--582
Jorge Navarro and
Pedro Fernández-Martínez and
Juan Fernández-Sánchez and
Antonio Arriaza Relationships between importance
measures and redundancy in systems with
dependent components . . . . . . . . . . 583--604
S. M. A. Jahanshahi and
H. Zarei and
A. H. Khammar On cumulative residual extropy . . . . . 605--625
Yiying Zhang and
Weiyong Ding and
Peng Zhao On variability of series and parallel
systems with heterogeneous components 626--645
Anonymous PES volume 34 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 34 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Nihal Pekergin Introduction to the special issue on
learning, optimization, and theory of
$g$-networks . . . . . . . . . . . . . . 1--5
Yonghua Yin Random neural network methods and deep
learning . . . . . . . . . . . . . . . . 6--36
Ahsen Tahir and
Jawad Ahmad and
Gordon Morison and
Hadi Larijani and
Ryan M. Gibson and
Dawn A. Skelton Hrnn4F: hybrid deep random neural
network for multi-channel fall activity
detection . . . . . . . . . . . . . . . 37--50
Khaled F. Hussain and
Mohamed Yousef Bassyouni and
Erol Gelenbe Accurate, energy-efficient
classification with spiking random
neural network . . . . . . . . . . . . . 51--61
Yi Wang $G$-Networks and the optimization of
supply chains . . . . . . . . . . . . . 62--74
Yunxiao Zhang Optimal energy distribution with energy
packet networks . . . . . . . . . . . . 75--91
Josu Doncel and
Jean-Michel Fourneau Energy packet networks with multiple
energy packet requirements . . . . . . . 92--110
Ioannis Dimitriou and
Nikolaos Pappas A random access $g$-network: stability,
stable throughput, and queueing analysis 111--137
Shan Gao and
Deran Zhang and
Hua Dong and
Xianchao Wang Equilibrium balking strategies in the
repairable m/m/1 $g$-retrial queue with
complete removals . . . . . . . . . . . 138--157
Mikhail Matalytski and
Dmitry Kopats Finding nonstationary state
probabilities of open Markov networks
with multiple classes of customers and
various features . . . . . . . . . . . . 158--179
Valeriy Naumov and
Konstantin Samouylov Product-form Markovian queueing systems
with multiple resources . . . . . . . . 180--188
Anonymous PES volume 35 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 35 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Pamela Badian-Pessot and
Mark E. Lewis and
Douglas G. Down Optimal control policies for an m/m/1
queue with a removable server and
dynamic service rates . . . . . . . . . 189--209
F. G. Badía and
C. Sangüesa and
A. Federgruen Log-Concavity of compound distributions
with applications in operational and
actuarial models . . . . . . . . . . . . 210--235
Yang Cao and
Sheldon M. Ross Winner plays competition models . . . . 236--241
Tamar Gadrich and
Guy Katriel Estimating the rate of defects under
imperfect sampling inspection --- a new
approach . . . . . . . . . . . . . . . . 242--257
Ata G. Zare and
Hossein Abouee-Mehrizi and
Oded Berman Two-echelon production inventory systems
with strategic customers . . . . . . . . 258--275
Qunqiang Feng and
Yongkang Wang and
Zhishui Hu Small-world effect in geographical
attachment networks . . . . . . . . . . 276--296
Pingping Zhong and
Weiguo Yang and
Zhiyan Shi and
Yan Zhang Some limit theorems of delayed averages
for countable nonhomogeneous Markov
chains . . . . . . . . . . . . . . . . . 297--315
Nickos Papadatos Optimal moment inequalities for order
statistics from nonnegative random
variables . . . . . . . . . . . . . . . 316--330
Sangita Das and
Suchandan Kayal and
Debajyoti Choudhuri Ordering results on extremes of
exponentiated location-scale models . . 331--354
Anonymous PES volume 35 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 35 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Yu. K. Belyaev and
Asaf H. Hajiyev Kolmogorov stories . . . . . . . . . . . 355--368
Michael C. H. Choi and
Chihoon Lee and
Jian Song Entropy flow and de Bruijn's identity
for a class of stochastic differential
equations driven by fractional Brownian
motion . . . . . . . . . . . . . . . . . 369--380
Serkan Eryilmaz and
Cihangir Kan A new shock model with a change in shock
size distribution . . . . . . . . . . . 381--395
Yingdong Lu A fluid limit for processor-sharing
queues weighted by functions of
remaining amounts of service . . . . . . 396--403
Wan-Yi Chiu An improved test of the squared Sharpe
ratio . . . . . . . . . . . . . . . . . 404--431
Yu Xing and
Yuhua Xu and
Huawei Niu Equilibrium valuation of currency
options under a discontinuous model with
co-jumps . . . . . . . . . . . . . . . . 432--450
Wanwan Xia and
Tiantian Mao and
Taizhong Hu Preservation of log-concavity and
log-convexity under operators . . . . . 451--464
Ebrahim Amini-Seresht and
Maryam Kelkinnama and
Yiying Zhang On the residual and past lifetimes of
coherent systems under random monitoring 465--480
Nil Kamal Hazra and
Neeraj Misra On relative aging comparisons of
coherent systems with identically
distributed components . . . . . . . . . 481--495
Amit Kumar Misra and
Vaishali Gupta and
Neeraj Misra Residual stochastic precedence order . . 496--512
Pengzhan Chen and
Wuyi Ye Stochastic volatility model with
correlated jump sizes and independent
arrivals . . . . . . . . . . . . . . . . 513--531
Yaming Yu On stochastic comparisons of order
statistics from heterogeneous
exponential samples . . . . . . . . . . 532--537
Yisu Jia and
Robert Lund and
James Livsey Superpositioned stationary count time
series . . . . . . . . . . . . . . . . . 538--556
Rachel Ravid A new look on the shortest queue system
with jockeying . . . . . . . . . . . . . 557--564
Gabi Hanukov and
Uri Yechiali Explicit solutions for continuous-time
QBD processes by using relations between
matrix geometric analysis and the
probability generating functions method 565--580
Jie Mi On interval and instant availability of
the system . . . . . . . . . . . . . . . 581--594
Peter C. Kiessler and
Kanoktip Nimitkiatklai An analytical approach for the breakdown
distribution of a thin oxide . . . . . . 595--610
Ting Zhang and
Yiying Zhang and
Peng Zhao Comparisons on largest order statistics
from heterogeneous gamma samples . . . . 611--630
Yanbin Ma and
Wenhao Gui Entropy-based and non-entropy-based
goodness of fit test for the inverse
Rayleigh distribution with progressively
type-II censored data . . . . . . . . . 631--649
M. L. Chaudhry and
Veena Goswami and
Abdalla Mansur Analytically closed-form solutions for
the distribution of a number of
customers served during a busy period
for special cases of the Geo/G/1 queue 650--679
Shuang Tao and
Jamol Pender A stochastic analysis of bike-sharing
systems . . . . . . . . . . . . . . . . 781--838
Panpan Zhang On several properties of a class of
preferential attachment
trees-plane-oriented recursive trees . . 839--857
Mark Brown and
Erol Peköz and
Sheldon Ross Blockchain double-spend attack duration 858--866
Bo H. Lindqvist and
Francisco J. Samaniego and
Nana Wang On the comparison of
performance-per-cost for coherent and
mixed systems . . . . . . . . . . . . . 867--884
Vladimir Rykov and
Dmitry Kozyrev and
Andrey Filimonov and
Nika Ivanova On reliability function of a
$k$-out-of-$n$ system with general
repair time distribution . . . . . . . . 885--902
Patricia Pascual-Ortigosa and
Eduardo Sáenz-de-Cabezón and
Henry P. Wynn Algebraic reliability of multi-state
$k$-out-of-$n$ systems . . . . . . . . . 903--927
Yue Liu and
Zhuyun Xie and
Jingjing Yao and
Kaodui Li Volatility analysis of regime-switching
models . . . . . . . . . . . . . . . . . 928--941
Dan Pirjol and
Lingjiong Zhu Asymptotics of the time-discretized
log-normal SABR model: the implied
volatility surface . . . . . . . . . . . 942--974
Xiangyu Yang and
Yanfeng Wu and
Zeyu Zheng and
Jian-Qiang Hu Method of moments estimation for
Lévy-driven Ornstein--Uhlenbeck
stochastic volatility models . . . . . . 975--1004
Anonymous Algebraic reliability of multi-state
$k$-out-of-$n$ systems --- corrigendum 1005
Anonymous PES volume 35 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 35 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Rebecca Dizon-Ross and
Sheldon M. Ross A probabilistic friendship network model 1--16
Xingheng Liu and
Yann Dijoux and
Jòrn Vatn and
Håkon Toftaker Performance of prognosis indicators for
superimposed renewal processes . . . . . 17--40
Feng Wang and
Xian-Yuan Wu and
Rui Zhu A note on the asymptotic behavior of the
height for a birth-and-death process . . 41--48
Mehdi Amiri and
Narayanaswamy Balakrishnan and
Ahad Jamalizadeh Stochastic ordering of lifetimes of
parallel and series systems comprising
heterogeneous dependent components with
generalized Birnbaum--Saunders
distributions . . . . . . . . . . . . . 49--65
Arne Bang Huseby and
Martyna Kalinowska and
Tobias Abrahamsen Birnbaum criticality and importance
measures for multistate systems with
repairable components . . . . . . . . . 66--86
Sudipta Das and
Anup Dewanji and
Subrata Kundu Software reliability based on renewal
process modeling for error occurrence
due to each bug with periodic debugging
schedule . . . . . . . . . . . . . . . . 87--104
Yasuhiro Saito and
Tadashi Dohi Nash equilibrium strategies revisited in
software release games . . . . . . . . . 105--125
Pengfei Liu and
Xuejun Ma and
Wang Zhou High-Order conditional distance
covariance with conditional mutual
independence . . . . . . . . . . . . . . 126--143
Kerry Fendick Brownian motion minus the independent
increments: representation and queuing
application . . . . . . . . . . . . . . 144--168
Zhiyan Shi and
Chengjun Ding A class of small deviation theorems for
functionals of random fields on a tree
with uniformly bounded degree in random
environment . . . . . . . . . . . . . . 169--183
Song-Kyoo (Amang) Kim Strategic alliance for blockchain
governance game . . . . . . . . . . . . 184--200
Xingchun Peng and
Fenge Chen Deterministic investment strategy in a
DC pension plan with inflation risk
under mean-variance criterion . . . . . 201--216
Anonymous PES volume 36 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 36 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Bo Wei and
Sila Çetinkaya and
Daren B. H. Cline Analytical results on the service
performance of stochastic clearing
systems . . . . . . . . . . . . . . . . 217--236
A. H. El-Baz and
A. M. K. Tarabia and
A. M. Darwiesh Cloud storage facility as a fluid queue
controlled by Markovian queue . . . . . 237--253
Sihan Ding and
Ger Koole Optimal call center forecasting and
staffing . . . . . . . . . . . . . . . . 254--263
Erol Peköz and
Sheldon M. Ross and
Zhengyu Zhang Dueling bandit problems . . . . . . . . 264--275
Marilena Jianu and
Daniel Ciuiu and
Leonard Daus and
Mihail Jianu Markov chain method for computing the
reliability of hammock networks . . . . 276--293
Vanderlei da Costa Bueno and
Narayanaswamy Balakrishnan A cumulative residual inaccuracy measure
for coherent systems at component level
and under nonhomogeneous Poisson
processes . . . . . . . . . . . . . . . 294--319
Jorge Navarro and
José María Sarabia Copula representations for the sum of
dependent risks: models and comparisons 320--340
Zhao Ging Lim and
Chen-Tuo Liao and
Yi-Ching Yao Asymptotic analysis of Peres' algorithm
for random number generation . . . . . . 341--356
Yue Liu and
Zhiyan Shi and
Ying Tang and
Jingjing Yao and
Xincheng Zhu An improvement of Markovian integration
by parts formula and application to
sensitivity computation . . . . . . . . 357--377
Yan Chen and
Ward Whitt Set-Valued performance approximations
for the queue given partial information 378--400
Fan Jiang and
Xin Zang and
Jingping Yang Asymptotic expansion for the transition
densities of stochastic differential
equations driven by the gamma processes 401--432
Tsvetan Asamov and
Adi Ben-Israel A probabilistic $ l_1 $ method for
clustering high-dimensional data . . . . 433--448
Chunxian Long and
Wangxue Chen and
Rui Yang and
Dongsen Yao Ratio estimation of the population mean
using auxiliary information under the
optimal sampling design . . . . . . . . 449--460
Ghobad Barmalzan and
Sajad Kosari and
Narayanaswamy Balakrishnan Orderings of finite mixture models with
location-scale distributed components 461--481
Josu Doncel and
Nicolas Gast and
Bruno Gaujal A mean field game analysis of SIR
dynamics with vaccination . . . . . . . 482--499
Baishuai Zuo and
Chuancun Yin Tail conditional expectations for
generalized skew-elliptical
distributions . . . . . . . . . . . . . 500--513
Jingtang Ma and
Zhenyu Cui and
Wenyuan Li Laplace bounds approximation for
American options . . . . . . . . . . . . 514--547
Kyong-Hui Kim and
Jong-Kuk Kim and
Ho-Bom Jo Pricing formula for exchange option
based on stochastic delay differential
equation with jumps . . . . . . . . . . 548--563
Huojun Wu and
Zhaoli Jia and
Shuquan Yang and
Ce Liu Pricing variance swaps under double
Heston stochastic volatility model with
stochastic interest rate . . . . . . . . 564--580
Anonymous PES volume 36 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Xiaonan Su and
Yu Xing and
Wei Wang and
Wensheng Wang Locally risk-minimizing hedging for
European contingent claims written on
non-tradable assets with common jump
risk . . . . . . . . . . . . . . . . . . 581--605
Puneet Pasricha and
Anubha Goel A closed-form pricing formula for
European exchange options with
stochastic volatility . . . . . . . . . 606--615
Ruiling Tian and
Zhe George Zhang and
Siping Su On Markovian queues with single working
vacation and Bernoulli interruptions . . 616--643
Abbas Eftekharian and
Guoxin Qiu On extropy properties and discrimination
information of different stratified
sampling schemes . . . . . . . . . . . . 644--659
Josué Corujo and
José E. Valdés Further results on stochastic orderings
and aging classes in systems with age
replacement . . . . . . . . . . . . . . 660--689
Rein Vesilo and
Mor Harchol-Balter and
Alan Scheller-Wolf Scaling properties of queues with
time-varying load processes: extensions
and applications . . . . . . . . . . . . 690--731
Cyril Grunspan and
Ricardo Pérez-Marco On profitability of Nakamoto double
spend . . . . . . . . . . . . . . . . . 732--746
Adrian Röllin Kolmogorov bounds for the normal
approximation of the number of triangles
in the Erd\Hos--Rényi random graph . . . 747--773
Ayse Aslan Optimal admission and routing with
congestion-sensitive customer classes 774--798
Ke-Ang Fu and
Yang Liu Ruin probabilities for a
multidimensional risk model with
non-stationary arrivals and
subexponential claims . . . . . . . . . 799--811
Maxim Finkelstein and
Ji Hwan Cha On degradation-based remaining lifetime 812--823
He Yi and
Narayanaswamy Balakrishnan and
Xiang Li Signatures of multi-state systems based
on a series/parallel/recurrent structure
of modules . . . . . . . . . . . . . . . 824--850
David J. Aldous The nearest unvisited vertex walk on
random graphs . . . . . . . . . . . . . 851--867
Junqi Hu and
Sigrún Andradóttir and
Hayriye Ayhan Server coordination in queueing systems:
when and how? . . . . . . . . . . . . . 868--922
Zhouxia Guo and
Jiandong Zhang and
Rongfang Yan On inactivity times of failed components
of coherent system under double
monitoring . . . . . . . . . . . . . . . 923--940
Anonymous PES volume 36 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 36 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Colin Desmarais and
Hosam Mahmoud Depths in hooking networks . . . . . . . 941--949
Sameen Naqvi and
Weiyong Ding and
Peng Zhao Stochastic comparison of parallel
systems with Pareto components . . . . . 950--962
Rosy Oh and
Joseph H. T. Kim and
Jae Youn Ahn Designing a Bonus--Malus system
reflecting the claim size under the
dependent frequency-severity model . . . 963--987
Sheldon M. Ross Team's seasonal win probabilities . . . 988--998
Ruiyang Song and
Kuang Xu Temporal concatenation for Markov
decision processes . . . . . . . . . . . 999--1026
He Yi and
Narayanaswamy Balakrishnan and
Xiang Li Equivalency in joint signatures for
binary/multi-state systems of different
sizes . . . . . . . . . . . . . . . . . 1027--1054
Omid Shojaee and
Majid Asadi and
Maxim Finkelstein Stochastic properties of generalized
finite $ \alpha $-mixtures . . . . . . . 1055--1079
Dheeraj Goyal and
Maxim Finkelstein and
Nil Kamal Hazra On history-dependent mixed shock models 1080--1097
Yaakov Malinovsky On the distribution of winners' scores
in a round-robin tournament . . . . . . 1098--1102
Puneet Pasricha and
Anubha Goel and
Song-Ping Zhu A closed-form pricing formula for
catastrophe equity options . . . . . . . 1103--1115
Sangita Das and
Suchandan Kayal and
N. Balakrishnan Ordering results for smallest claim
amounts from two portfolios of risks
with dependent heterogeneous
exponentiated location-scale claims . . 1116--1137
Zhiyu Guo and
Yizhou Bai A lattice approach for option pricing
under a regime-switching GARCH-jump
model . . . . . . . . . . . . . . . . . 1138--1170
András Mészáros and
Miklós Telek Concentrated matrix exponential
distributions with real eigenvalues . . 1171--1187
Mindaugas Bloznelis and
Joona Karjalainen and
Lasse Leskelä Assortativity and bidegree distributions
on Bernoulli random graph superpositions 1188--1213
Hye-mee Kil and
Jeong-Hoon Kim A closed-form approximation formula for
pricing European options under a
three-factor model . . . . . . . . . . . 1214--1240
Kc Lalropuia and
Vandana Khaitan (nee Gupta) Game theoretic modeling of economic
denial of sustainability (EDoS) attack
in cloud computing . . . . . . . . . . . 1241--1265
Yannik Peeters and
Arnoud V. den Boer A regret lower bound for assortment
optimization under the capacitated MNL
model with arbitrary revenue parameters 1266--1274
Rongfang Yan and
Junrui Wang and
Bin Lu Orderings of component level versus
system level at active redundancies for
coherent systems with dependent
components . . . . . . . . . . . . . . . 1275--1297
Anonymous PES volume 36 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous PES volume 36 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Tanmay Sahoo and
Nil Kamal Hazra Ordering and aging properties of systems
with dependent components governed by
the Archimedean copula . . . . . . . . . 1--28
Bin Lu and
Jiandong Zhang and
Rongfang Yan Optimal allocation of a coherent system
with statistical dependent subsystems 29--48
Idir Arab and
Milto Hadjikyriakou and
Paulo Eduardo Oliveira and
Beatriz Santos Star-shaped order for distributions
characterized by several parameters and
some applications . . . . . . . . . . . 49--59
Hosam Mahmoud Covariances in Pólya urn schemes . . . . 60--71
Abedin Haidari and
Mostafa Sattari and
Ghobad Barmalzan Mean residual life order among largest
order statistics arising from
resilience-scale models with reduced
scale parameters . . . . . . . . . . . . 72--85
Mahdi Alimohammadi and
Maryam Esna-Ashari and
Jorge Navarro Likelihood ratio comparisons and
logconvexity properties of $p$-spacings
from generalized order statistics . . . 86--105
George S. Fishman and
Shaler Stidham An adaptive strategy for offering
$m$-out-of-$n$ insurance policies . . . 106--134
V. Zardasht On the second-order excess wealth order
and its properties . . . . . . . . . . . 135--153
Ioannis Dimitriou The generalized join the shortest orbit
queue system: stability, exact tail
asymptotics and stationary
approximations . . . . . . . . . . . . . 154--191
Narayanaswamy Balakrishnan and
Antonia Castaño-Martínez and
Miguel A. Sordo Some stochastic comparisons of lower
records and lower record spacings . . . 192--205
S. Meziani and
T. Kernane Extended generator and associated
martingales for M/G/1 retrial queue with
classical retrial policy and general
retrial times . . . . . . . . . . . . . 206--213
Jiwook Jang and
Yan Qu and
Hongbiao Zhao and
Angelos Dassios A Cox model for gradually disappearing
events . . . . . . . . . . . . . . . . . 214--231
Sheldon M. Ross Using a Chen--Stein identity to obtain
low variance simulation estimators . . . 232--244
Wuyi Ye and
Bin Wu and
Pengzhan Chen Pricing VIX derivatives using a
stochastic volatility model with a
flexible jump structure . . . . . . . . 245--274
Yu Chen and
Yu Xing Credit default swap pricing with
counterparty risk in a reduced form
model with a common jump process . . . . 275--293
Konstantinos Zografos On reconsidering entropies and
divergences and their cumulative
counterparts: Csiszár's, DPD's and
Fisher's type cumulative and survival
measures . . . . . . . . . . . . . . . . 294--321
Anonymous PES volume 37 issue 1 Cover . . . . . . f1
Anonymous Preface . . . . . . . . . . . . . . . . 322--323
Jiayi Xie and
Wenguang Yu and
Zhimin Zhang and
Zhenyu Cui Gerber--Shiu analysis in the compound
Poisson model with constant
inter-observation times . . . . . . . . 324--356
Dechen Gao and
Kristina P. Sendova Applications of the classical compound
Poisson model with claim sizes following
a compound distribution . . . . . . . . 357--386
Eric C. K. Cheung and
Haibo Liu Joint moments of discounted claims and
discounted perturbation until ruin in
the compound Poisson risk model with
diffusion . . . . . . . . . . . . . . . 387--417
Yang Yang and
Jiayi Xie and
Zhimin Zhang Nonparametric estimation of some
dividend problems in the perturbed
compound Poisson model . . . . . . . . . 418--441
Kang Hu and
Jingchao Li and
Jieming Zhou On the dual risk model with Parisian
implementation delays under a mixed
dividend strategy . . . . . . . . . . . 442--461
Ran Xu Optimal singular dividend control with
capital injection and affine penalty
payment at ruin . . . . . . . . . . . . 462--490
Jiannan Zhang and
Ping Chen and
Zhuo Jin and
Shuanming Li A class of non-zero-sum stochastic
differential games between two
mean-variance insurers under stochastic
volatility . . . . . . . . . . . . . . . 491--517
Tim J. Boonen and
Wenjun Jiang Pareto-optimal reinsurance with default
risk and solvency regulation . . . . . . 518--545
Chuchu Wang and
Wei Wang and
Yiying Zhang and
Peng Zhao Optimal allocation of policy limits in
layer reinsurance treaties . . . . . . . 546--566
Jingchao Li and
Zichen Fang and
Ciyu Nie and
Sizhe Chen Optimal design for network mutual aid 567--596
Zhiyu Quan and
Zhiguo Wang and
Guojun Gan and
Emiliano A. Valdez On hybrid tree-based methods for
short-term insurance claims . . . . . . 597--620
Johnny Siu-Hang Li and
Joseph H. T. Kim Rotation in age patterns of mortality
decline: statistical evidence and
modeling . . . . . . . . . . . . . . . . 621--652
Chengyou Cai and
Xingchun Wang Valuing vulnerable Asian options with
liquidity risk under Lévy processes . . . 653--673
M'hamed Ga\"\igi and
Idris Kharroubi and
Thomas Lim Optimal management and valuation of a
natural resource: the case of optimal
harvesting . . . . . . . . . . . . . . . 674--694
Percy H. Brill and
Mei Ling Huang On approximation of the analytic fixed
finite time large t probability
distributions in an extreme renewal
process with no-mean inter-renewals . . 695--710
Soumaya Idriss Nonlinear and unbalanced urn models with
two types of strategies: a stochastic
approximation point of view . . . . . . 711--729
Subhash Kochar Dependence comparisons of order
statistics in the proportional hazards
model . . . . . . . . . . . . . . . . . 730--736
Yaakov Malinovsky Correction to ``On the distribution of
winners' scores in a round-robin
tournament'' . . . . . . . . . . . . . . 737--739
Stathis Chadjiconstantinidis and
George Tzavelas Improved bounds for the solutions of
renewal equations . . . . . . . . . . . 740--777
K. Preethi and
A. Shophia Lawrence and
B. Sivakumar Lost sales obsolescence inventory
systems with positive lead time: a
system-point level-crossing approach . . 778--800
He Yi and
Narayanaswamy Balakrishnan and
Xiang Li Equivalency of multi-state survival
signatures of multi-state systems of
different sizes and its use in the
comparison of systems . . . . . . . . . 801--817
Wan-Yi Chiu A value-at-risk approach to futures
hedge . . . . . . . . . . . . . . . . . 818--832
Gabriel Zayas-Cabán and
Amy L. Cochran Scheduling servers in a two-stage queue
with abandonments and costs . . . . . . 833--851
Akash Sharma and
Chanchal Kundu Varentropy of doubly truncated random
variable . . . . . . . . . . . . . . . . 852--871
He Yi and
Narayanaswamy Balakrishnan and
Xiang Li Ordered multi-state system signature and
its dynamic version in evaluating used
multi-state systems . . . . . . . . . . 873--887
Jianping Yang and
Tian Zhou and
Weiwei Zhuang Almost first-order stochastic dominance
by distorted expectations . . . . . . . 888--906
Jiesen Wang and
Yoni Nazarathy and
Thomas Taimre The value of information and efficient
switching in channel selection . . . . . 907--927
Hongfang Sun and
Yu Chen Extreme Behaviors of the Tail Gini-Type
Variability Measures . . . . . . . . . . 928--942
Salman Izadkhah and
Ebrahim Amini-Seresht and
Narayanaswamy Balakrishnan Preservation properties of some
reliability classes by lifetimes of
coherent and mixed systems and their
signatures . . . . . . . . . . . . . . . 943--960
Sirous Fathi Manesh and
Muhyiddin Izadi and
Baha-Eldin Khaledi On stochastic ordering among extreme
shock models . . . . . . . . . . . . . . 961--972
Letian Yu and
Fraser Daly and
Oliver Johnson A negative binomial approximation in
group testing . . . . . . . . . . . . . 973--996
Miaomiao Yu and
Yinghui Tang Analyzing a single hyper-exponential
working vacation queue from its
governing difference equation . . . . . 997--1019
Mahdi Alimohammadi Resolving an open problem on the hazard
rate ordering of $p$-spacings . . . . . 1020--1028
Puneet Pasricha and
Xin-Jiang He A simple European option pricing formula
with a skew Brownian motion . . . . . . 1029--1034
Liuling Luo and
Xingchun Peng Asset allocation for a DC pension plan
with minimum guarantee constraint and
hidden Markov regime-switching . . . . . 1035--1062
Nils Aschenbruck and
Stephan Bussmann and
Hanna Döring Asymptotics of a time bounded cylinder
model . . . . . . . . . . . . . . . . . 1063--1083