Selected Publications

  1. Sigman, K. (1988). Regeneration in Tandem Queues with Multi-Server Stations. Journal of Applied Probability, 25, 391-403.

  2. Sigman, K. (1988). Queues as Harris Recurrent Markov Chains. Queueing Systems (QUESTA),3, 179-198.

  3. Sigman, K. (1989). Notes on the Stability of Closed Queueing Networks. Journal of Applied Probability, 26, 678-682 [Correction: (1990), 27].

  4. 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.

  5. Sigman, K., (1990). One-Dependent Regenerative Processes and Queues in Continuous Time, Mathematics of Operations Research, 15, 175-189.

  6. Sigman, K., (1990). The Stability of Open Queueing Networks, Stochastic Processes and their Applications, 35,11-25.

  7. 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.

  8. Gelenbe, E., P. Glynn and K. Sigman, (1991). Queues with Negative Arrivals, Journal of Applied Probability, 28, 245-250.

  9. Sigman, K. (1992). Light Traffic For Work-Load In Queues. Queueing Systems (QUESTA), 4, 429-442.

  10. Browne, S. and K. Sigman (1992) . Work-Modulated Queues with Applictions to Storage Processes. Journal of Applied Probability, 3, 699-712.

  11. 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.

  12. 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.

  13. 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.

  14. Yamazaki, G., K. Sigman and M. Miyazawa (1992). Moments in Infinite Channel Queues. Computers and Mathematics with Applications, 24, 1/2, 1-6.

  15. Kiang, S. and K. Sigman (1992). Burst Fluid Models with General Flow and Process Rates.(Technical Report, Columbia University, Department of IEOR)

  16. Bardhan, I., and K. Sigman (1993). Rate Conservation Law for Stationary Semimartingales. Probability in the Engineering and Informational Sciences (PEIS), 7,1-17.

  17. Sigman, K. and R. Wolff (1993). A Review of Regenerative Processes. SIAM Review, 2, 269-288.

  18. Sigman, K. and D. Yao. (1993) Finite Moments for Inventory Processes. Annals of Applied Probability, 3,765-778.

  19. Bardhan, I. and K. Sigman (1994). Stationary regimes for inventory processes. Stochastic Processes and their Applications, 56 , 77-86.

  20. Sigman, K., Thorisson, H. and R.W. Wolff (1994). A note on the existence of regeneration times. J. of Applied Probability, 31,1116-1122.

  21. Asmussen, S. and K. Sigman (1996). Monotone Stochastic Recursions and their Duals. Probability in the Engineering and Informational Sciences (PEIS),10, 1-20.

  22. Jain, G. and K. Sigman (1996) . A Polleczek-Khintchine Formulation for M/G/1 Queues with Disasters. Journal of Applied Probability,33, 1191-1200.

  23. 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.

  24. Sigman, K. (1996) . Queues Under Preemptive LIFO and Ladder Height Distributions for Risk Processes: A Duality. Stochastic Models, 12,4, 725-736.

  25. 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.

  26. A. Scheller-Wolf and K. Sigman (1997) . Delay Moments for FIFO GI/GI/s Queues. Queueing Systems (QUESTA)(to appear)

  27. A. Scheller-Wolf and K. Sigman (1997) . New Bounds for Expected Delay in FIFO GI/GI/c Queues Queueing Systems (QUESTA), 25, 77-96.

  28. 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.
  29. P. Glynn and K. Sigman (1999). Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151-164.

  30. A. Scheller-Wolf and K. Sigman (1998) . Moments in Tandem Queues. Operations Research ,46, 378-380.

  31. Asmussen, S., Kluppelberg, C, and K. Sigman (1999). Sampling at subexponential times, with queueing applications Stoch. Proc. Appls., 79, 265-286.

  32. 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.

  33. K. Sigman (1999). A Primer on heavy-tailed distributions Queueing Systems (QUESTA), 33, 261-275.

  34. B. Bl aszczyszyn and K. Sigman (1999). Risk and Duality in Multidimensions Stoch. Proc. Appls., 83, 331-356.

  35. K. Sigman (1999)(Guest Editor). Special Volume on Queues with Heavy-tailed Distributions Queueing Systems (QUESTA), 33.

  36. R. Ryan and K. Sigman (2000). Continuous-time monotone stochastic recursions and duality Adv. Appl. Prob, 32,426-445.

  37. R. Erikson and K. Sigman (2000). A simple stochastic model for close US presidential elections.

  38. R. Erikson and K. Sigman (2000). Gore favored in the Electoral College.

  39. R. Erikson and K. Sigman (2000). A dead heat and the Electoral College (Bush verus Gore).

  40. M. Miyazawa, G. Nieuwenhuis, and K. Sigman (2000). Palm theory for random time changes, JAMSA, 14, 55-74.

  41. 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.

  42. L. Munasinghe and K. Sigman (2004). A hobo syndrome? Mobility, wages, and job turnover. Labour Economics, 11, 191-218.

  43. 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.

  44. G. Iyengar and K. Sigman (2004). Exponential Penalty Function Control of Loss networks. Annals of Applied Probability, 14, 1698-1740.

  45. K. Sigman (2004) Queueing theory. Encyclopedia of Actuarial Science (EoAS), 3, 1357-1361

  46. J. Cosyn and K. Sigman (2004). Stochastic networks: admission and routing using penalty functions. Queueing Systems (QUESTA), 48, 237-262.

  47. J. Cosyn and K. Sigman (2004). Admission control of the infinite server queue with applications to bandwidth control (submitted).

  48. K. Sigman (2006). Stationary marked point processes. (Contributed invited chapter in Springer Handbook of Engineering Statistics (Part A), Springer-Verlag.

  49. K. Sigman and U. Yechiali (2007). Stationary remaining service time conditional on queue length. Operations Research Letters, 35, 581-583.

  50. 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.

  51. K. Sigman and W. Whitt (2011). Heavy-traffic limits for nearly deterministic queues. Journal of Applied Probability, 48, 657-678.

  52. K. Sigman and W. Whitt (2011) Heavy-traffic limits for nearly deterministic queues II: Stationary distributions. Queueing Systems, 69, 145-173.

  53. K. Sigman (2011). Exact simulation of the stationary distribution of the FIFO M/G/c queue. Journal of Applied Probability, 48A,209-216.

  54. J. Blanchet and K. Sigman (2011). On Exact Sampling of Stochastic Perpetuities. Journal of Applied Probability, 48A, 165-182.

  55. V. Goyal and K. Sigman (2011) On simulating a class of Bernstein polynomials. ACM Transactions on Modeling and Computer Simulation (TOMACS), 22, Issue 2, (to appear).

  56. K. Sigman (2011). Exact simulation of the stationary distribution of the FIFO M/G/c queue: The general case for ρ < c. Queueing Systems, 70, (To appear.)