Selected Publications
- Sigman, K. (1988). Regeneration in Tandem Queues with Multi-Server Stations.
Journal of Applied Probability, 25, 391-403.
- Sigman, K. (1988). Queues as Harris Recurrent Markov Chains.
Queueing Systems (QUESTA),3, 179-198.
- Sigman, K. (1989). Notes on the Stability of Closed Queueing Networks.
Journal of Applied Probability, 26, 678-682
[Correction: (1990), 27].
- Chao, X., M. Pinedo and K. Sigman, (1989).
On the Interchangeability and Stochastic Ordering
of Exponential Queues in Tandem with Blocking,
Probability in the Engineering and Informational Sciences
(PEIS), 3, 223-236.
- Sigman, K., (1990). One-Dependent Regenerative Processes
and Queues in Continuous Time,
Mathematics of Operations Research,
15, 175-189.
- Sigman, K., (1990). The Stability of Open Queueing Networks,
Stochastic Processes and their Applications, 35,11-25.
- Sigman, K.(1991). A Note On A Sample-Path Rate
Conservation Law and its Relationship with
H= l G. Advances in Applied Probability,
23, 662-665.
- Gelenbe, E., P. Glynn and K. Sigman, (1991).
Queues with Negative Arrivals,
Journal of Applied Probability,
28, 245-250.
- Sigman, K. (1992). Light Traffic For
Work-Load In Queues.
Queueing Systems (QUESTA),
4, 429-442.
- Browne, S. and K. Sigman (1992) .
Work-Modulated Queues with Applictions to
Storage Processes.
Journal of Applied Probability,
3, 699-712.
- Glynn, P. and K. Sigman, (1992).
Uniform Cesaro Limit
theorems for Synchronous
Processes with Applications to Queues.
Stochastic Processes and their Applications,
40, 29-44.
- Sigman, K. and G. Yamazaki (1992).
Fluid Models with Burst Arrivals:
A Sample-Path Analysis.
Probability in the Engineering and
Informational Sciences (PEIS),
6, 17-27.
- Sigman, K., and D. Simchi-Levi (1992).
A Light Traffic Heuristic for an
M/G/1 Queue with Inventory.
Annals of Operations Research,
40, 371-380.
- Yamazaki, G., K. Sigman and M. Miyazawa (1992).
Moments in Infinite Channel Queues.
Computers and Mathematics with Applications,
24, 1/2, 1-6.
- Kiang, S. and K. Sigman (1992).
Burst Fluid Models with General Flow and Process
Rates.(Technical Report, Columbia University,
Department of IEOR)
- Bardhan, I., and K. Sigman (1993).
Rate Conservation Law for Stationary Semimartingales.
Probability in the Engineering and
Informational Sciences (PEIS),
7,1-17.
- Sigman, K. and R. Wolff (1993).
A Review of Regenerative Processes.
SIAM Review,
2, 269-288.
- Sigman, K. and D. Yao. (1993)
Finite Moments for Inventory Processes.
Annals of Applied Probability,
3,765-778.
- Bardhan, I. and K. Sigman (1994).
Stationary regimes for inventory processes.
Stochastic Processes and their Applications, 56 , 77-86.
- Sigman, K., Thorisson, H. and R.W. Wolff (1994).
A note on the existence of regeneration times.
J. of Applied Probability,
31,1116-1122.
- Asmussen, S. and K. Sigman (1996).
Monotone Stochastic Recursions and their Duals.
Probability in the Engineering and
Informational Sciences (PEIS),10, 1-20.
- Jain, G. and K. Sigman (1996) .
A Polleczek-Khintchine Formulation for
M/G/1 Queues with Disasters.
Journal of Applied Probability,33, 1191-1200.
- Jain, G. and K. Sigman (1996) .
Generalizing the Polleczek-Khintchine Formula to Account for Arbitrary Work Removal.
Probability in the Engineering and
Informational Sciences (PEIS) 10, 519-531.
- Sigman, K. (1996) .
Queues Under Preemptive LIFO and Ladder Height Distributions for Risk Processes: A Duality.
Stochastic Models, 12,4, 725-736.
- P. Glasserman, K. Sigman and D. Yao (Editors) (1996).
Stochastic Networks: Stability and Rare Events.
Springer Lecture Notes in Statistics , 117, Springer-Verlag, New York.
- A. Scheller-Wolf and K. Sigman (1997) .
Delay Moments for FIFO GI/GI/s Queues.
Queueing Systems (QUESTA)(to appear)
- A. Scheller-Wolf and K. Sigman (1997) .
New Bounds for Expected Delay in FIFO GI/GI/c Queues
Queueing Systems (QUESTA), 25, 77-96.
- Boucherie, R.J., Boxma, O. and K. Sigman (1997). A note on negative customers, GI/G/ workload, and risk processes Probability in the Engineering and
Informational Sciences (PEIS), 10, 305-311.
- P. Glynn and K. Sigman (1999).
Independent Sampling of a Stochastic Process
Stoch. Proc. Appls., 74, 151-164.
- A. Scheller-Wolf and K. Sigman (1998) .
Moments in Tandem Queues.
Operations Research ,46, 378-380.
- Asmussen, S., Kluppelberg, C, and K. Sigman (1999). Sampling at subexponential times, with queueing applications
Stoch. Proc. Appls., 79, 265-286.
- T. Huang and K. Sigman (1999). Steady-state asymptotics for tandem, split-match and other feedforward queues with heavy-tailed service
Queueing Systems (QUESTA), 33, 233-260.
- K. Sigman (1999). A Primer on heavy-tailed distributions
Queueing Systems (QUESTA), 33, 261-275.
- B. Bl aszczyszyn and K. Sigman (1999). Risk and Duality in Multidimensions
Stoch. Proc. Appls., 83, 331-356.
- K. Sigman (1999)(Guest Editor). Special Volume on Queues with Heavy-tailed Distributions
Queueing Systems (QUESTA), 33.
- R. Ryan and K. Sigman (2000). Continuous-time monotone stochastic recursions and duality
Adv. Appl. Prob, 32,426-445.
- R. Erikson and K. Sigman (2000). A simple stochastic model for close US presidential elections.
- R. Erikson and K. Sigman (2000). Gore favored in the Electoral College.
- R. Erikson and K. Sigman (2000). A dead heat and the Electoral College (Bush verus Gore).
- M. Miyazawa, G. Nieuwenhuis, and K. Sigman (2000). Palm theory for random
time changes, JAMSA, 14, 55-74.
- Mor Harchol-Balter, K. Sigman and Adam Wierman (2002). Asymptotic Convergence of Scheduling Policies with respect to
Slowdown.
Performance Evaluation, 49, 241-256.
International Symposium on Computer Modeling, Measurement and Evaluation.
- L. Munasinghe and K. Sigman (2004). A hobo syndrome? Mobility, wages, and job turnover.
Labour Economics, 11, 191-218.
- M. Nakayama, P. Shahabuddin, and K. Sigman (2004). On finite exponential moments for branching processes and busy periods for queues.
Journal of Applied Probability (Special Volume), 41A, 273-280.
- G. Iyengar and K. Sigman (2004). Exponential Penalty Function Control of
Loss networks. Annals of Applied Probability, 14, 1698-1740.
- K. Sigman (2004) Queueing theory.
Encyclopedia of Actuarial Science (EoAS), 3, 1357-1361
- J. Cosyn and K. Sigman (2004). Stochastic networks:
admission and routing using penalty functions. Queueing Systems (QUESTA), 48, 237-262.
- J. Cosyn and K. Sigman (2004). Admission control of the infinite server queue with applications to bandwidth control (submitted).
- K. Sigman (2006). Stationary marked point processes.
(Contributed invited chapter in Springer Handbook of Engineering Statistics (Part A), Springer-Verlag.
- K. Sigman and U. Yechiali (2007). Stationary remaining service time conditional on queue length.
Operations Research Letters, 35, 581-583.
-
Harchol Balter, Varun Gupta, K. Sigman and W. Whitt (2007). Analysis of join-the-shortest-queue routing for web server farms.
Performance Eval., 64, 1062-1081.
-
K. Sigman and W. Whitt (2011). Heavy-traffic limits for nearly deterministic queues. Journal of Applied Probability,
48, 657-678.
-
K. Sigman and W. Whitt (2011) Heavy-traffic limits for nearly deterministic queues II: Stationary distributions.
Queueing Systems, 69, 145-173.
- K. Sigman (2011).
Exact simulation of the stationary distribution of the FIFO M/G/c queue. Journal of Applied Probability,
48A,209-216.
-
J. Blanchet and K. Sigman (2011). On Exact Sampling of Stochastic Perpetuities.
Journal of Applied Probability, 48A, 165-182.
-
V. Goyal and K. Sigman (2011) On simulating a class of Bernstein polynomials.
ACM Transactions on Modeling and Computer Simulation (TOMACS), 22, Issue 2. Article 12.
- K. Sigman (2012). Exact simulation of the stationary distribution of the FIFO M/G/c queue: The general case for ρ < c.
Queueing Systems, 70,37-43
- K. Sigman (2013). Using the M/G/1 Queue Under Processor Sharing for Exact Simulation of Queues.
Annals of Operations Research. June 2013
- Marcus Ang, Karl Sigman, Jing-Sheng Song, Hanqin Zhang (2017).
Closed- Form Approximations for Optimal (r,q) and (S,T)
Policies in a Parallel Processing Environment. Operations Research. 65(5),1414 - 1428.
- K. Sigman and W. Whitt (2019) Marked Point Processes in Discrete Time.
Queueing Systems,92(1),47-81.
-
J. Blanchet, Y. Pei, K. Sigman (2019), Exact sampling for some multi-dimensional queueing models with renewal input.
Adv. Appl. Probab., 51,1179-1208.
-
R. Erikson, K. Sigman and Linan Yao (2020). Electoral College Bias and the 2020 Presidential Election.
Proceedings of the National Academy of Sciences (PNAS).45,27940-27944.
- J. Bergquist and K. Sigman (2022). Stationary workload and service
times for some non-work-conserving M/G/1 preemptive LIFO queues.
Stochastic Models,38(4),5515-544.
- E. Gelenbe and K. Sigman (May 2022). IoT Traffic Shaping and the Massive Access Problem.
IEEE ICC. Conference Proceeding (Seoul, Korea).
- K. Sigman (2022). Comparing backwards and forwards random walk maxima.
Queueing Systems,100,349-351.
- J. Bergquist, E. Gelenbe and K. Sigman (submitted for publication Fall 2023).
On an Adaptive-Quasi-Deterministic Transmission Policy Queueing Model.