Publications
1969
-
Weak Convergence Theorems for Queues in Heavy Traffic,
Ph.D. thesis, Cornell University
(Committee: Donald L. Iglehart (Principal Advisor), H. Kesten and N. U. Prabhu).
1970
-
Multiple Channel Queues in Heavy Traffic I.
Advances in Applied Probability,
vol. 2, No. 1, Spring 1970, pp. 150-177 (with Donald L. Iglehart).
[published PDF]
-
Multiple Channel Queues in Heavy Traffic II: Sequences, Networks, and Batches. Advances in Applied Probability,
vol. 2, No. 2, Autumn 1970, pp. 355-369 (with Donald L. Iglehart).
[published PDF]
-
Multiple Channel Queues in Heavy Traffic III: Random Server Selection.
Advances in Applied Probability, vol. 2, No. 2, Autumn 1970, pp. 370-375.
-
Weak Convergence of Probability Measures on the Function Space C[0,infty).
Annals of Mathematical Statistics, vol. 41, No. 3, June 1970, pp. 939-944.
-
A Guide to the Application of Limit Theorems for Sequences of Stochastic Processes.
Operations Research, vol. 18, No. 6, November-December 1970, pp. 1207-1213.
1971
-
Weak Convergence Theorems for Priority Queues: Preemptive-Resume Discipline.
Journal of Applied Probability, vol. 8, No. 1, March 1971, pp. 74-94.
[published PDF]
-
The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums.
Annals of Mathematical Statistics, vol. 42, No. 4, August 1971,
pp. 1372-1378 (with Donald L. Iglehart).
-
Weak Convergence of First Passage Time Processes.
Journal of Applied Probability, vol. 8, No. 2, June 1971, pp. 417-422.
1972
-
Stochastic Abelian and Tauberian Theorems.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 22, 1972, pp. 251-267.
[published PDF].
-
Complements to Heavy Traffic Limit Theorems for the GI/G/1 Queue.
Journal of Applied Probability, vol. 9, No. 1, March 1972, pp. 185-191.
-
Limits for the Superposition of m-dimensional Point Processes.
Journal of Applied Probability,
vol. 9, No. 2, June 1972, pp. 462-465.
-
Embedded Renewal Processes in the GI/G/s Queue.
Journal of Applied Probability,
vol. 9, No. 3, September 1972, pp. 650--658.
1973
-
On the Quality of Poisson Approximations.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 28, 1973, pp. 23-36.
[published PDF].
-
Fiat Money in an Economy with one Nondurable Good and No Credit (A Noncooperative Sequential Game).
Topics in Differential Games, A. Blaquiere (Editor), North-Holland
Publishing Co., 1973, pp. 401-448 (with Martin Shubik).
[published PDF].
1974
-
Heavy Traffic Limit Theorems for Queues: A Survey.
Mathematical Methods in Queueing Theory,
Proceedings of a Conference at Western Michigan University, Lecture Notes in
Economics and Mathematical Systems, No. 98, Springer-Verlag, New York, 1974, pp. 307-350.
[published PDF]
-
Preservation of Rates of Convergence under Mappings.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 29, 1974, pp. 39-44.
[published PDF]
-
The Continuity of Queues.
Advances in Applied Probability, vol. 6, March 1974, pp. 175--183.
1976
-
Bivariate Distributions with Given Marginals.
Annals of Statistics, vol. 4, No. 6, September 1976, pp. 1280-1289.
[published PDF]
1978
-
Approximations of Dynamic Programs, I.
Mathematics of Operations Research, vol. 3, No. 3,
May 1978, pp. 231-243.
[published PDF]
1979
-
A Note on the Influence of the Sample on the Posterior Distribution.
Journal of the America Statistical Association, vol. 74, No. 366, June 1979, pp. 424-426.
-
Approximations of Dynamic Programs, II.
Mathematics of Operations Research, vol. 4, No. 2, May 1979, pp. 179-185.
[published PDF]
-
Comparing Probability Measures on a Set with an Intransitive Preference Relation.
Management Science, vol. 25, No. 6, June 1979, pp. 535-511.
-
A Priori Bounds for Approximations of Dynamic Programs.
Journal od Mathematical Analysis and Applications, vol. 71, No. 1, September 1979, pp. 297--302.
1980
-
Some Useful Functions for Functional Limit Theorems.
Mathematics of Operations Research,
vol. 5, No. 1, February 1980, pp. 67-85.
[published PDF]
-
Continuity of Generalized Semi-Markov Processes.
Mathematics of Operations Research, vol. 5, No. 4, November 1980, pp. 494-501.
[published PDF]
-
Representation and Approximation of Noncooperative Sequential Games.
SIAM Journal on Control and Optimization, vol. 18, No. 1, January 1980, pp. 33-48.
[published PDF]
-
Approximating the Admissible Set in Stochastic Dominance.
Journal of Economic Theory, vol. 23, No. 2, October 1980, pp. 218-235 (with Daniel Goroff).
[published PDF]
-
Uniform Conditional Stochastic Order.
Journal of Applied Probability, vol. 17, No. 1, March 1980, pp. 112-123.
[published PDF]
-
The Effect of Variability in the GI/G/s Queue.
Journal of Applied Probability, vol. 17, No. 4,
December 1980, pp. 1062-1071. (Correction Note, Journal of Applied Probability, vol. 21, No. 2, June 1984, pp. 445-446.)
1981
-
Resource Sharing for Efficiency in Traffic Systems.
Bell System Technical Journal, vol. 60, No. 13, January 1981,
pp. 39-55 (with Donald R. "Bob" Smith).
[published PDF]
-
Heavy-Traffic Limits for Queues with
Many Exponential Servers.
Operations Research, vol. 29, No. 3, May-June 1981,
pp. 567-588 (with Shlomo Halfin).
[published PDF]
-
Comparing Counting Processes and Queues.
Advances in Applied Probability,
vol. 13, No. 1, March 1981, pp. 207-220.
[published PDF]
-
The Stationary Distribution of a Stochastic Clearing Process.
Operations Research, vol. 29, No. 2, March-April 1981, pp. 294-308.
[published PDF]
-
Approximating a Point Process by a Renewal Process: The View Through a Queue, An Indirect Approach.
Management Science, vol. 27, No. 6, June 1981, pp. 619-636.
[published PDF]
-
On Stochastic Bounds for the Delay Distribution in the GI/G/s Queue.
Operations Research, vol. 29, No. 3, May-June 1981,
pp. 604-608.
1982
-
On the Heavy-Traffic Limit Theorem
For GI/G/infinity Queues.
Advances in Applied Probability, vol. 14, No. 1,
March 1982, pp. 171-190.
[published PDF]
-
Refining Diffusion Approximations for
Queues.
Operations Research Letters,
vol. 1, No. 5, November 1982, pp. 165-169.
[published PDF]
-
The Marshall and Stoyan Bounds for IMRL/G/1
Queues Are Tight.
Operations Research Letters,
vol. 1, No. 6, December 1982, pp. 209-213.
[published PDF]
-
Approximating a Point Process by a Renewal Process: Two Basic Methods.
Operations Research, vol. 30, No. 1, January-February 1982, pp. 125-147.
[published PDF]
-
Existence of Limiting Distributions
in the GI/G/s Queue.
Mathematics of Operations Research,
vol. 7, No. 1, February 1982, pp. 88-94.
(Erratum Note, Mathematics of Operations Research, \\
vol. 9, No. 4, November 1984, p. 634.)
-
Multivariate Monotone Likelihood Ratio and Uniform Conditional Stochastic Order.
Journal of Applied Probability, vol. 19, No. 3, September 1982, pp. 695-701.
1983
-
The Queueing Network Analyzer.
Bell System Technical Journal,
vol. 62, No. 9, November 1983, pp. 2779-2815.
[published PDF]
-
Performance of the Queueing Network Analyzer.
Bell System Technical Journal, vol. 62, No. 9, November 1983, pp. 2817-2843.
[published PDF]
-
Approximations for Networks of Queues.
Proceedings of the Tenth International Teletraffic Congress, Montreal,
June 1983, Paper Number 4.1.1.
-
Toward an Approximation Theory for Point Processes and Networks of Queues.
Newsletter of the ORSA/TIMS Applied Probability Group, Fall 1983, pp. 2-4.
-
Comparing Batch Delays and Customer Delays.
Bell System Technical Journal,
vol. 62, No. 7,
September 1983, pp. 2001-2009.
[published PDF]
-
Untold Horrors of the Waiting Room.
What the Equilibrium Distribution Will
Never Tell About the Queue-Length Process.
Management Science,
vol. 29, No. 4, April 1983, pp. 395-408.
[published PDF]
-
Queue Tests for Renewal Processes.
Operations Research Letters,
vol. 2, No. 1, April 1983, pp. 7-12.
[published PDF]
-
Comparison Conjectures about the M/G/s Queue.
Operations Research Letters, vol. 2, No. 5, December 1983, pp. 203-209.
[published PDF]
-
Book Review: Stochastic Monotonicity and Queueing Applications of Birth-Death Processes by Erik van Doorn,
Lecture Notes in Statistics 4,
Springer-Verlag, New York, 1981.
Journal of the American Statistical Association, vol. 72, No. 382,
June 1983, pp. 501-502.
1984
-
Departures from a Queue with Many Busy
Servers.
Mathematics of Operations Research, Vol. 9,
No. 4, November 1984, pp. 534-544.
[published PDF]
-
Heavy Traffic Approximations
for Service Systems with Blocking.
AT&T Bell Laboratories Technical Journal, vol. 63, No. 4, May-June 1984, pp. 689-708.
[published PDF]
-
Approximations for Departure Processes and Queues in Series.
Naval Research Logistics Quarterly,
vol. 31, No. 4, December 1984, pp. 499-521.
[published PDF]
-
Open and Closed Models for Networks of Queues.
AT&T Bell Laboratories Technical Journal,
vol. 63, No. 9, November 1984, pp. 1911-1979.
[published PDF]
-
On Approximations for Queues, I: Extremal Distributions.
AT&T Bell Laboratories Technical Journal,
vol. 63, No. 1, January 1984, pp. 115-138.
[published PDF]
-
On Approximations for Queues, II: Shape Constraints.
AT&T Bell Laboratories Technical Journal, vol. 63, No. 1,
January 1984, pp. 139-161 (with John G. Klincewicz).
[published PDF]
-
On Approximations for Queues, III: Mixtures of Exponential Distributions.
AT&T Bell Laboratories Technical Journal,
vol. 63, No. 1, January 1984,
pp. 163-175.
[published PDF]
-
Minimizing Delays in the GI/G/1 Queue.
Operations Research, vol. 32, No. 1, January-February 1984, pp. 41-51.
[published PDF]
-
The Asymptotic Behavior of Queues
with Time-Varying Arrival Rates.
Journal of Applied Probability, vol. 21, No. 1, March 1984, pp. 143-156 (with Daniel P. Heyman).
-
The Amount of Overtaking in a Network of Queues.
Networks, vol. 14, No. 3, Fall 1984, pp. 411-426.
[published PDF]
-
Book Review: Queues and Point Processes,
by P. Franken, D, Konig, U. Arndt
and V. Schmidt Wiley, 1982
American Scientist, vol. 72, No. 1,
January-February 1984, p. 91.
1985
-
Blocking When Service is Required from Several Facilities Simultaneously.
AT&T Technical Journal,
vol. 64, No. 8, October 1985, pp. 1807-1856.
[published PDF]
-
Queues with Superposition Arrival Processes in Heavy Traffic.
Stochastic Processes and Their Applications,
vol. 21, No. 1, December 1985, pp. 81-91.
-
The Best Order for Queues in Series.
Management Science, vol. 31, No. 4, April 1985, pp. 475-487.
[published PDF]
-
Characterizing Superposition Arrival Processes and the Performance of
Multiplexers for Voice and Data.
Proceedings of IEEE Global Telecommunications Conference,
New Orleans, December 1985, vol. 2, pp. 25.4.1-7 (with K. Sriram).
-
The Renewal-Process Stationary-Excess Operator.
Journal of Applied Probability, vol. 22, No. 1, March 1985, pp. 156-167.
[published PDF]
-
Uniform Conditional Variability Ordering of Probability Distributions.
Journal of Applied Probability, vol. 22, No. 3, September 1985, pp. 619-633.
[published PDF]
1986
-
Characterizing Superposition Arrival Processes in Packet Multiplexers for Voice and Data.
IEEE Journal on Selected Areas in Communications,
vol. SAC-4, No. 6, September 1986, pp. 833-846 (with K. Sriram).
[published PDF]
-
A Central-Limit-Theorem Version of
L =
W.
Queueing Systems: Theory and Applications, vol. 1, No. 2, September 1986, pp. 191-215. (with Peter W. Glynn)
[published PDF].
-
Deciding Which Queue to Join: Some Counterexamples.
Operations Research, vol. 34, No. 1, January-February 1986, pp. 55-62.
[published PDF]
-
Stochastic Comparisons for Non-Markov Processes.
Mathematics of Operations Research, vol. 11, No. 4, November 1986, pp. 608-618.
[published PDF]
-
The Influence of Service-Time Variability in a Closed
Network of Queues.
Performance Evaluation,
vol. 6, September 1986, pp. 219-234
(with Andreé B. Bondi).
[published PDF]
-
Partial Solution to Problem 6482.
The American Mathematical Monthly,
vol. 93, No. 6, June-July 1986, pp. 488-489. (with Donald R. "Bob" Smith)
-
Book Review: Comparison Methods for Queues and Other Stochastic Models,
by D. Stoyan (ed. D. J. Daley), Wiley, 1983.
Journal of American Statistical Association, vol. 81, No. 393, March 1986, p. 266.
1987
-
Transient Behavior of the M/M/1 Queue: Starting at the Origin.
Queueing Systems: Theory and Applications,
vol. 2, No. 1, 1987, pp. 41-65. (with Joseph Abate)
[published PDF]
-
Transient Behavior of Regulated Brownian Motion I: Starting at the Origin.
Advances in Applied Probability, vol. 19, No. 3, September 1987,
pp. 560-598. (with Joseph Abate)
[published PDF]
-
Transient Behavior of Regulated Brownian Motion, II: Non-Zero Initial Conditions.
Advances in Applied Probability,
vol. 19, No. 3, September 1987, pp. 599-631. (with Joseph Abate)
[published PDF]
-
Sufficient Conditions for Functional Limit
Theorem Versions of L =
W.
Queueing Systems: Theory and Applications,
vol. 1, No. 3, 1987, pp. 279-287. (with Peter W. Glynn)
[published PDF]
-
Book Review: Asymptotic Methods in Queueing Theory
by A. A. Borovkov (translated by D. Newton), Wiley, 1984.
American Scientist, vol. 75, No. 2, March-April 1987, pp. 210-211.
1988
-
Transient Behavior of the M/M/1 Queue Via Laplace Transforms.
Advances in Applied Probability,
vol. 20, No. 1, March 1988, pp. 145-178. (with Joseph Abate)
[published PDF]
-
The Correlation Functions of RBM and M/M/1.
Stochastic Models,
vol. 4, No. 2, 1988, pp. 315-359. (with Joseph Abate)
[published PDF]
-
Approximations for the M/M/1 Busy Period.
Queueing Theory and its Applications, Liber Amicorum for Professor J. W. Cohen
North-Holland, Amsterdam, 1988, pp. 149--191. (with Joseph Abate)
[published PDF]
-
Simple Spectral Representations for the M/M/1 Queue.
Queueing Systems, vol. 3, No. 4, 1988, pp. 321-346. (with Joseph Abate)
[published PDF]
-
Ordinary CLT and WLLN Versions of L =
W.
Mathematics of Operations Research, vol. 13, No. 4, 1988, pp. 674-692. (with Peter W. Glynn)
[published PDF]
-
An LIL Version of L =
W.
Mathematics of Operations Research, vol. 13, No. 4, 1988, pp. 693-710. (with Peter W. Glynn)
[published PDF]
-
Estimating Average Production Intervals Using Inventory Measurements:
Little's Law for
Partially Observable Processes.
Operations Research, vol. 36, No. 2, March-April 1988,
pp. 208-223 (with Ardavan Nozari).
[published PDF]
-
A Light-Traffic Approximation for Single-Class Departure Processes From Multi-Class Queues.
Management Science, vol. 34, No. 11, 1988, pp. 1333-1346.
-
Stochastic Ordering.
Encyclopedia of the Statistical Sciences,
vol. 8, S. Kotz and N. L. Johnson eds., Wiley, New York, 1988, pp. 832-836.
1989
-
Measurements and Approximations to Describe the Offered Traffic and Predict the Average Workload in a Single-Server Queue.
Proceedings of the IEEE,
vol. 77, No. 1, 1989, pp. 171-194, (with Kerry W. Fendick).
(Reprinted in Stochastic Analysis of Computer and Communication Systems (ed. H. Takagi),
North-Holland, Amsterdam, 1990, pp. 3-56.)
[published PDF]
-
Spectral Theory for Skip-Free Markov Chains.
Probability in the Engineering and Information Sciences, vol. 3, No. 1, 1989, pp. 77-88. (with Joseph Abate)
[published PDF]
-
Calculating Time-Dependent Performance Measures for the M/M/1 Queue.
IEEE Transactions on Communications, vol. 37, No. 10, 1989, pp. 1102-1104. (with Joseph Abate)
[published PDF]
-
Indirect Estimation Via L =
W.
Operations Research,
vol. 37, No. 1, 1989, pp. 82-103. (with Peter W. Glynn)
[published PDF]
-
Extensions of the Queueing Relations
L =
W and H =
G.
Operations Research,
vol. 37, No. 4, 1989, pp. 634-644. (with Peter W. Glynn)
[published PDF]
-
On Averages Seen By Arrivals in Discrete Time.
Proceedings of the 28th IEEE Conference on Decision and Control, December 1989,
pp. 1084-1086 (with Armand Makowski and Benjamin Melamed).
[published PDF]
-
An Interpolation Approximation for the Mean Workload in a GI/G/1 Queue.
Operations Research, vol. 37, No. 6, 1989, pp. 936-952.
-
Dependence in Packet Queues: A Multi-Class Batch-Poisson Model.
Teletraffic Science for New Cost-Effective Systems, Networks and Services,
Proceedings of ITC 12, (ed. M. Bonatti), North-Holland,
Amsterdam, 1989, pp. 1450-1454 (with Kerry W. Fendick and Vikram R. Saksena).
-
Dependence in Packet Queues.
IEEE Transactions on Communications,
vol. 37, No. 11, 1989, pp. 1173-1183
(with Kerry W. Fendick and Vikram R. Saksena).
[published PDF]
-
Planning Queueing Simulations.
Management Science, vol. 35, No. 11, 1989, pp. 1341-1366.
[published PDF]
-
Simulation Run Length Planning.
1989 Winter Simulation Conference Proceedings, pp. 106-112.
[PostScript]
[PDF]
-
A Queueing Network Analyzer for Manufacturing.
Teletraffic Science for New Cost-Effective Systems, Networks and Services, Proceedings of ITC 12 (ed. M. Bonatti), North-Holland,
Amsterdam, 1989, pp. 1146-1152 (with Moshe Segal).
[published PDF]
-
On Reinforcement-Depletion Compartmental Urn Models.
Journal of Applied Probability,
vol. 26, No. 3, 1989, pp. 477-489 (with Peter Donnelly).
-
An Extremal Property of the FIFO Discipline Via An Ordinal Version of L =
W.
Stochastic Models, vol. 5, No. 3, 1989, pp. 515-529 (with Shlomo Halfin).
[published PDF]
-
Limits for Queues as the Waiting Room Grows.
Queueing Systems, vol. 5, No. 4, 1989, pp. 381-392.
[PDF]
[published PDF]
1990
-
On Arrivals That See Time Averages.
Operations Research,
vol. 38, No. 1, 1990, pp. 156-172
(with Benjamin Melamed).
[published PDF]
-
On Arrivals That See Time Averages: A Martingale Approach.
Journal of Applied Probability vol. 27, No. 2, 1990, pp. 376-384. (with Benjamin Melamed)
[published PDF]
-
Diffusion Approximations for Queues with Server Vacations.
Advances in Applied Probability,
vol. 22, No. 3, 1990, pp. 706-729. (with Offer Kella)
[published PDF]
-
Queues with Service Times and Interarrival Times Depending Linearly and
Randomly Upon Waiting Times.
Queueing Systems , vol. 6, No. 4, 1990, pp. 335-351.
[published PDF]
-
The Heavy-Traffic Bottleneck Phenomenon in Open Queueing Networks.
Operations Research Letters, vol. 9, No. 6, 1990, pp. 355-362
(with S. Suresh).
[published PDF]
-
Arranging Queues in Series: A Simulation Experiment.
Management Science , vol. 36, No. 2, 1990, pp. 1080-1091
(with S. Suresh).
[PostScript]
[PDF]
-
A Multi-Class Input Regulation Throttle.
Proceedings of the 29th IEEE Conference on Decision, and Control,
December 1990, pp. 2106-2111. (with Arthur W. Berger)
[published PDF]
1991
-
Decompositions of the M/M/1 Transition Function.
Queueing Systems, vol. 9, No. 3, 1991, & pp. 323-336.
(with Joseph Abate and Masaaki Kijima)
[published PDF]
-
A New View of the Heavy-Traffic Limit for Infinite-Server Queues.
Advances in Applied Probability, vol. 23, No. 1, 1991, pp. 188-209.
(with Peter W. Glynn)
[published PDF]
-
Departures from Many Queues in Series.
Annals of Applied Probability, vol. 1, No. 4, 1991, pp. 546-572. (with Peter W. Glynn)
[published PDF]
-
Estimating the Asymptotic Variance with Batch Means.
Operations Research Letters, vol. 10, 1991, pp. 431-435. (with Peter W. Glynn)
[PostScript]
[PDF]
[published PDF]
-
Queues with Server Vacations and Lévy Processes with Secondary
Jump Input.
Annals of Applied Probability , vol. 1, No. 1, 1991, pp. 104-117. (with Offer Kella)
[PostScript]
[PDF]
[published PDF]
-
Two Fundamental Principles of Queueing Theory.
Queueing, Performance and Control in ATM, Proceedings of 13th International Teletraffic Congress, J. W. Cohen and C. D. Pack (eds.), Elsevier, Amsterdam, pp. 151-156, 1991.
-
A Review of L =
W and Extensions.
Queueing Systems, vol. 9, No. 3, 1991, pp. 235-268.
[published PDF]
(Correction Note on L =
W. Queueing Systems, vol. 12, No. 4, 1992, pp. 431-432.
[published PDF] Results are correct; minor but important change needed
in proofs.)
-
The Pointwise Stationary Approximation for
Mt/Mt/s Queues is Asymptotically
Correct as the Rates Increase.
Management Science,
vol. 37, No. 3, 1991, pp. 307-314.
[published PDF]
-
The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation.
Management Science, vol. 37, No. 6, 1991, pp. 645-666.
[published PDF]
-
Investigating Dependence in Packet Queues with the Index of Dispersion
for Work.
IEEE Transactions on Communications, vol. 39, No. 8, 1991, pp. 1231-1244 (with Kerry W. Fendick and Vikram R. Saksena).
[published PDF]
-
Queueing Theory.
McGraw-Hill Yearbook of Science and Technology, McGraw-Hill, New York,
1991, pp. 377--383 (with R. C. Larson, M. A. Wortman and R. L. Disney)
1992
-
The Fourier-Series Method for Inverting Transforms of Probability
Distributions.
Queueing Systems, vol. 10, No. 1, 1992, pp. 5-88. (with Joseph Abate)
[published PDF]
-
Numerical Inversion of Probability Generating Functions.
Operations Research Letters, vol. 12, No. 4, 1992, pp. 245-251. (with Joseph Abate)
[published PDF]
-
Solving Probability Transform Functional Equations for Numerical Inversion.
Operations Research Letters, vol. 12, 1992, pp. 275-281. (with Joseph Abate)
[published PDF]
-
The Asymptotic Validity of Sequential Stopping Rules in Stochastic
Simulations.
Annals of Applied Probability, vol. 2, No. 1, 1992, pp. 180-198. (with Peter W. Glynn)
[published PDF]
-
The Asymptotic Efficiency of Simulation Estimators.
Operations Research, vol. 40, No. 3, 1992, pp. 505-520. (with Peter W. Glynn)
[published PDF]
-
A Storage Model with a Two-State Random Environment.
Operations Research, vol. 40, Supplement 2, 1992, pp. S257-S262 (with Offer Kella).
[published PDF]
-
Useful Martingales for Stochastic Storage Processes with Lévy Input.
Journal of Applied Probability, vol. 29, No. 2, 1992, pp. 396-403. (with Offer Kella)
[published PDF]
-
A Tandem Fluid Network with Lévy Input.
Queueing and Related Models, I. Basawa and
U. N. Bhat eds., Oxford University Press, 1992, pp. 112-128. (with Offer Kella)
[published PDF]
-
The Brownian Approximation for Rate-Control Throttles and the G/G/1/C Queue.
Journal of Discrete Event Dynamic Systems, vol. 2, No. 1, 1992, pp. 7-60.
(with Arthur W. Berger)
[published PDF].
-
Comparisons of Multi-Server Queues with Finite Waiting Rooms.
Stochastic Models, vol. 8, No. 4, 1992, pp. 719-732.
(with Arthur W. Berger)
[published PDF].
-
The Impact of a Job Buffer in a Token-Bank Rate-Control Throttle.
Stochastic Models, vol. 8, No. 4, 1992, pp. 685-717.
(with Arthur W. Berger)
[published PDF].
-
H =
G and the Palm Transformation.
Advances in Applied Probability, vol. 24, 1992,
pp. 755-758.
[published PDF]
-
Asymptotic Formulas for Markov Processes with Applications to Simulation.
Operations Research, vol. 40, No. 2, 1992, pp. 279-291.
[published PDF]
-
Counterexamples for Comparisons of Queues with Finite Waiting Rooms.
Queueing Systems, vol. 10, No. 3, 1992, pp. 271-278.
[published PDF]
-
Understanding the Efficiency of Multi-Server Service Systems.
Management Science, vol. 38, No. 5, 1992, pp. 708-723.
[published PDF]
1993
-
Tail Probabilities with Statistical Multiplexing and Effective Bandwidths in
Multiclass Queues.
Telecommunication Systems, vol. 2, 1993, pp. 71-107.
[published PDF]
-
Calculation of the GI/G/1 steady-State Waiting-Time Distribution and its Cumulants from Pollaczek's Formula.
Archiv für Elektronik und Übertragungstechnik,
vol. 47, No. 5/6, 1993, pp. 311-321
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
Estimating Customer and Time Averages.
Operations Research, vol. 41, No. 2, 1993, pp. 400-408
(with Peter W. Glynn and Benjamin Melamed).
[published PDF]
-
Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications, vol. 47,
1993, pp. 299-314. (with Peter W. Glynn)
[published PDF]
-
Heavy-Traffic Asymptotic Expansions for the Asymptotic Decay Rates
in the BMAP/G/1 Queue.
Proceedings of the ITC Seminar on Teletraffic Analysis Methods
for Current and Future Telecom Networks,
Bangalore, India, November 1993, pp. 129-136. (with Gagan L. Choudhury)
-
Computing Transient Distributions in General Single-Server Queues.
Proceedings of IEEE Globecom 93,
No. 29.1, 1993, pp. 1045-1050 (with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
-
The Physics of The Mt/G/infty Queue.
Operations Research, vol. 41, No. 4, 1993, pp. 731-742
(with Stephen G. Eick and William A. Massey).
[published PDF]
-
Mt/G/infty
Queues with Sinusoidal Arrival Rates.
Management Science, vol. 39, No. 2, 1993,
pp. 241-252 (with Stephen G. Eick and William A. Massey).
[published PDF]
-
Networks of Infinite-Server Queues with Nonstationary Poisson Input.
Queueing Systems, vol. 13, No. 1, 1993, pp. 183-250. (with William A. Massey)
[published PDF].
-
A Probabilistic Generalization of Taylor's Theorem.
Statistics and Probability Letters, vol. 16,
No. 1, 1993, pp. 51-54. (with William A. Massey)
[published PDF]
-
The Highway PALM: A Stochastic Model to Capture Space and Time Dynamics in Wireless Communication Systems.
Proceedings of the Thirty-First Annual Allerton Conference on Communication, Control and Computing,
University of Illinois,
September 1993, pp. 859-867. (with William A. Massey)
-
Large Fluctuations in a Deterministic Multiclass Network of Queues,
Management Science, vol. 39, No. 8, 1993, pp. 1020-1028.
[publishedPDF]
-
Diffusion Approximations for Open Queueing Networks with Service Interruptions.
Queueing Systems, vol. 13, No. 4, 1993, pp. 335-359 (with Hong Chen).
-
Using Distributed-Event Parallel Simulation to Study Many Queues in Series.
Probability in the Engineering and Informational Sciences, vol. 7, No. 2, 1993, pp. 159-186
(with Albert G. Greenberg and Otmar Schlunk).
[PDF]
-
Approximations for the GI/G/m Queue.
Production and Operations Management,
vol. 2, No. 2, 1993, pp. 114-161.
[published PDF]
1994
-
Asymptotics for Steady-State Tail Probabilities in Structured Markov Queueing Models.
Stochastic Models, vol. 10, No. 1, 1994, pp. 99-143
(with Joseph Abate and Gagan L. Choudhury).
[PDF]
-
Waiting-Time Tail Probabilities in Queues with Long-Tail Service-Time Distributions.
Queueing Systems, vol. 16, 1994, pp. 311-338
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
Transient Behavior of the M/G/1 Workload Process.
Operations Research, vol. 42, No. 4, 1994, pp. 750-764. (with Joseph Abate)
[published PDF]
-
A Heavy-Traffic Expansion for the Asymptotic Decay Rates of Tail Probabilities
in Multi-Channel Queues.
Operations Research Letters, vol. 15, 1994, pp. 223-230. (with Joseph Abate)
[PostScript]
[PDF]
-
Logarithmic Asymptotics for Steady-State Tail Probabilities in a Single-Server Queue.
Studies in Applied Probability, Papers
in Honour of Lajos Takàcs, J. Galambos and J. Gani (eds.), Applied
Probability Trust, Sheffield, England, 1994, pp. 131-156. (with Peter W. Glynn)
[published PDF]
-
Large Deviations Behavior of Counting Processes and Their Inverses.
Queueing Systems, vol. 17,
1994, pp. 107-128. (with Peter W. Glynn)
[published PDF]
-
The Transient BMAP/G/1 Queue.
Stochastic Models, vol. 10, No. 1, 1994, pp. 145-182 (with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
-
Heavy-Traffic Asymptotic Expansions for the Asymptotic Decay Rates in
the & BMAP/G/1 Queue.
Stochastic Models, vol. 10, No. 2, 1994,
pp. 453-498. (with Gagan L. Choudhury)
[published PDF]
-
On the Effectiveness of Effective Bandwidths for
Admission Control in ATM Networks.
The Fundamental Role of Teletraffic in the Evolution of
Telecommunications Networks, Proceedings of the 14th International Teletraffic Congress,
J. Labetoulle and J. W. Roberts (eds.), Elsevier, Amsterdam,
vol. 1a, 1994, pp. 411-420 (with Gagan L. Choudhury and David M. Lucantoni).
-
Numerical Transform Inversion to Analyze Teletraffic Models.
The Fundamental Role of Teletraffic in the Evolution of
Telecommunications Networks, Proceedings of the 14th International Teletraffic Congress,
J. Labetoulle and J. W. Roberts (eds.), Elsevier, Amsterdam,
vol. 1b, 1994, 1043-1052 (with Gagan L. Choudhury and David M. Lucantoni).
[PostScript]
[PDF]
-
Multi-Dimensional Transform Inversion with Applications to the Transient M/G/1 Queue.
Annals of Applied Probability
vol. 4, 1994, pp. 719-740
(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
-
An Algorithm for Closed Queueing Networks Based on Numerical Transform Inversion.
Proceedings of the 1994 Conference on Information Science and Systems,
ed. H. Kobayashi, Department of Electrical Engineering, Princeton
University, pp. 7-11 (with Gagan L. Choudhury and Kin K. Leung).
[PostScript]
[PDF]
-
An Algorithm for Product-Form Loss Networks Based on Numerical Inversion of
Generating
Functions.
Proceedings IEEE Globecom `94, 1994, pp. 1123-1128 (with Gagan L. Choudhury and Kin K. Leung).
[published PDF]
-
An Algorithm to Compute Blocking Probabilities in Multi-Rate Multi-Class
Multi-Resource Loss Models.
Computer-Aided Modeling, Analysis and Design
of Communication Links and Networks, 1994 (CAMAD '94, 1994, (with Gagan L. Choudhury and Kin K. Leung).
[published PDF]
-
The Pros and Cons of a Job Buffer in a Token-Bank Rate-Control Throttle.
IEEE Transactions on Communications, vol. 42, No. 3, 1994, pp. 857-861. (with Arthur W. Berger)
[published PDF]
-
Asymptotics for Open-Loop Window Flow Control.
Journal of Applied Mathematics and Stochastic Analysis, special
issue honoring L. Takàcs, vol. 7, 1994, pp. 337-356. (with Arthur W. Berger)
[published PDF]
-
Unstable Asymptotics for Nonstationary Queues.
Mathematics of Operations Research, vol. 19, No. 2, 1994, pp. 267-291. (with William A. Massey)
[PostScript]
[PDF]
-
On the Modified-Offered-Load Approximation for the Nonstationary Erlang Loss Model.
The Fundamental Role of Teletraffic in the Evolution of Telecommunications Networks, Proceedings
of the 14th International Teletraffic Congress,
J. Labetoulle and J. W. Roberts (eds.), Elsevier,
Amsterdam, vol. 1a, 1994, pp. 145-154. (with William A. Massey)
-
The Highway PALM: A Stochastic Model to Capture Space and Time
Dynamics in Wireless Communication Systems.
The Fundamental Role of Teletraffic in the Evolution of
Telecommunications Networks, Proceedings of the 14th International Teletraffic Congress, J. Labetoulle and J. W. Roberts (eds.),
Elsevier, Amsterdam, vol. 1a, 1994, pp. 503-512. (with William A. Massey)
-
Traffic Models for Wireless Communication Networks.
IEEE Infocom `94 Proceedings, IEEE Computer Society Press,
1994, pp. 1029-1037
(with Kin K. Leung and William A. Massey).
[published PDF]
-
Traffic Models for Wireless Communication Networks.
IEEE Journal on Selected Areas in Communication, vol. 12, No. 8, 1994,
pp. 1353-1364
(with Kin K. Leung and William A. Massey).
[published PDF]
-
A Stochastic Model to Capture Space and Time Dynamics in Wireless Communication Systems.
Probability in the Engineering and Informational Sciences,
vol. 8, 1994, pp. 541-569. (with William A. Massey)
[published PDF]
-
An Analysis of the Modified Offered Load Approximation for the Nonstationary Erlang Loss Model.
Annals of Applied Probability, vol. 4, 1994, pp. 1145-1160. (with William A. Massey)
[published PDF]
-
Towards Better Multi-Class Parametric-Decomposition Approximations for Open
Queueing Networks.
Annals of Operations Research,
vol. 48, 1994, pp. 221-248.
[PostScript]
[PDF]
[published PDF]
1995
-
Numerical Inversion of Laplace Transforms of Probability Distributions.
ORSA Journal on Computing, vol. 7, 1995, pp. 36-43. (with Joseph Abate)
[published PDF]
-
Exponential Approximations for Tail
Probabilities in Queues, I:
Waiting Times.
Operations Research, vol. 43, 1995, pp. 885-901
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
Limits and Approximations for the Busy-Period Distribution in Single-Server Queues.
Probability in the Engineering and Informational Sciences,
vol. 9, 1995, pp. 581-602. (with Joseph Abate)
[published PDF]
-
Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments.
Annals of Applied Probability,
vol. 5, 1995, pp. 983-1007
(with Joseph Abate, Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
-
Heavy-Traffic Extreme-Value Limits for Queues.
Operations Research Letters,
vol. 18, 1995, pp. 107-111. (with Peter W. Glynn)
[PDF]
[published PDF]
-
Resource-Sharing Models with State-Dependent Arrivals of Batches.
Computations with Markov Chains,
W. J. Stewart, ed., Kluwer, Boston,
1995, pp. 255-282 (with Gagan L. Choudhury and Kin K. Leung).
[published PDF]
-
Q2: A New Performance Analysis Tool Exploiting Numerical Transform
Inversion.
Proceedings of Third International Workshop on Modeling, Analysis and
Simulation of Computer and Telecommunication Systems,
(MASCOTS `95), Durham, NC, January 1995, pp. 411-415. (with Gagan L. Choudhury)
[PostScript]
[PDF]
[published PDF]
-
An Inversion Algorithm for Loss Networks with State Dependent Rates.
Proceedings of IEEE Infocom `95,
1995, pp. 513-521 (with Gagan L. Choudhury and Kin K. Leung).
[published PDF]
-
Computing Transient and Steady-State Distributions in Polling Models
by Numerical Transform Inversion.
IEEE International Conference on Communications,
Seattle, WA, June 1995, pp. 803-809. (with Gagan L. Choudhury)
[PDF file from IEEE]
[published PDF]
-
Calculating Normalization Constants of Closed Queueing Networks by Numerically Inverting
Their Generating Functions.
Journal of the Association for Computing Machinery, vol. 42,
1995, pp. 935-970 (with Gagan L. Choudhury and Kin K. Leung).
[PostScript]
[PDF]
From ACM Digital Library.
-
Efficiently Providing Multiple Grades of Service with Protection
Against Overloads in Shared Resources.
AT&T Technical Journal,
vol. 74, No. 4, 1995, pp. 50-63 (with Gagan L. Choudhury and Kin K. Leung).
[published PDF]
-
An Inversion Algorithm to Calculate Blocking Probabilities in Loss Networks
with State-Dependent Rates.
IEEE/ACM Transactions on Networking,
vol. 3, No. 5, 1995, pp. 585-601 (with Gagan L. Choudhury and Kin K. Leung).
[ published PDF]
-
An Algorithm to Calculate Blocking Probabilities in Multi-Rate Multi-Class
Multi-Resource Loss Models.
Advances in Applied Probability, vol. 27, 1995,
pp. 1104-1143 (with Kin K. Leung).
[published PDF]
-
Calculating the M/G/1 Busy-Period Density and the LIFO Waiting-Time
Distribution by Direct Numerical Transform Inversion.
Operations Research Letters,
vol. 18, 1995, pp. 113-119 (with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
A Comparison of the Sliding Window and the Leaky Bucket.
Queueing Systems,
vol. 20, 1995, pp. 117-138. (with Arthur W. Berger)
[published PDF].
-
Maximum Values in Queueing Processes.
Probability in the Engineering and Informational Sciences, vol. 9, 1995, pp. 375-409. (with Arthur W. Berger)
[published PDF]
-
Sensitivity to the Service-Time Distribution in the Nonstationary Erlang Loss Model.
Management Science, vol. 41, No. 6, 1995, pp. 1107-1116 (with Jimmie L. Davis and Bill Massey).
[published PDF]
-
Piecewise-Linear Diffusion Processes.
Advances in Queueing, J. Dshalalow, ed., CRC Press,
Boca Raton, FL, 1995, pp. 463-480 (with Sid Browne).
[published PDF]
-
Recent Asymptotic Results in the Probabilistic Analysis of Schedule Makespans.
Scheduling Theory and its Applications,
P. Chrètienne, E. G. Coffman, Jr., J. K. Lenstra and
Z. Liu (eds.),
Wiley, New York, 1995, pp. 15-31 (with E. G. Coffman, Jr.).
-
Simulation Run Length Planning for Stochastic Loss Models.
Proceedings of 1995 Winter Simulation Conference,
C. Alexopoulos, K. Kang, W. R. Lilegdon and D. Goldsman, eds., 1995,
pp. 1384-1391 (with Rayadurgam Srikant).
-
Variability Functions for Parametric-Decomposition Approximations of Queueing Networks.
Management Science,
vol. 41, No. 10, 1995, pp. 1704-1715.
[PostScript]
[PDF]
[published PDF]
1996
-
An Operational Calculus for Probability Distributions Via Laplace Transforms.
Advances in Applied Probability,
vol. 28, 1996, pp. 75-113. (with Joseph Abate)
[published PDF]
-
Exponential Approximations for Tail Probabilities in Queues, II: Sojourn Time and Workload.
Operations Research, vol. 44, 1996, pp. 758-763
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
On the Laguerre Method for Numerically Inverting Laplace
Transforms.
INFORMS Journal on Computing,
vol. 8, 1996, pp. 413-427
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
Asymptotics for M/G/1 Low-Priority Waiting-Time Tail Probabilities.
Proceedings of 34th Allerton Conference on Communication, Control and Computing,
S. P. Meyn and W. K. Jenkins (eds.) 1996, pp. 923-931. (with Joseph Abate)
-
Squeezing the Most Out of ATM.
IEEE Transactions on Communications,
vol. 44, No. 2, 1996, pp. 203-217 (with Gagan L. Choudhury and David M. Lucantoni).
[PostScript]
[PDF]
[published PDF]
-
Stability and Structural Properties of Stochastic Fluid Networks.
Journal of Applied Probability,
vol. 33, 1996, pp. 1169-1180. (with Offer Kella)
[PostScript]
[PDF]
-
Estimating the Parameters of a Nonhomogeneous Poisson Process with Linear Rate.
Telecommunication Systems,
vol. 5, 1996, pp. 361-388
(with William A. Massey and Geraldine A. Parker).
[published PDF]
-
Server Staffing to Meet Time-Varying Demand.
Management Science,
vol. 42, No. 10, 1996, pp. 1383-1394
(with Otis B. Jennings, Avishai Mandelbaum and William A. Massey).
[published PDF]
-
Stationary-Process Approximations for the Nonstationary Erlang Loss Model.
Operations Research, vol. 44, 1996, pp. 976-983.
[published PDF] (with William A. Massey)
-
Stochastic Limit Laws for Schedule Makespans.
Stochastic Models, vol. 12, No. 2, 1996,
pp. 215-243 (with E. G. Coffman, Jr. and Leopold Flatto).
[published PDF]
-
Simulation Run Lengths to Estimate Blocking Probabilities.
ACM Transactions on Modeling and Computer Simulation (TOMACS),
vol. 6, No. 1, January 1996, pp. 7-52 (with Rayadurgam Srikant).
[published PDF]
-
Portfolio Choice and
The Bayesian Kelly Criterion.
Journal of Applied Probability, vol. 28, 1996, pp. 1145-1176
(with Sid Browne).
[published PDF]
-
Computing Distributions and Moments in Polling Models by Numerical Transform Inversion.
Performance Evaluation,
vol. 25, No. 4, 1996, pp. 267-292
(with Gagan L. Choudhury).
[published PDF]
-
Functional Large Deviation Principles for Queues.
Proceedings of 34th Allerton Conference on Communication, Control and Computing, S. P. Meyn and W. K. Jenkins (eds.), 1996, pp. 722-731
(with Anatolii A. Puhalskii).
1997
-
Asymptotics for M/G/1 Low-Priority Waiting-Time Tail Probabilities.
Queueing Systems, vol. 25, 1997, pp. 173-223. (with Joseph Abate)
[published PDF]
-
Limits and Approximations for the M/G/1 LIFO Waiting-Time Distribution.
Operations Research Letters, vol. 20, 1997, pp. 199-206. (with Joseph Abate)
[published PDF]
-
Computing Distributions and Moments in Polling Models by Numerical Transform Inversion.
Performance Evaluation,
vol. 25, No. 4, 1996, pp. 267-292
(with Gagan L. Choudhury).
[published PDF]
-
Fluid and Diffusion Limits for Queues in Slowly Changing Random Environments.
Stochastic Models,
vol. 13, No. 1, 1997, pp. 121-146 (with Gagan Choudhury, Avishai Mandelbaum and Martin I. Reiman).
[published PDF]
-
Numerical Solution of Piecewise-Stationary Mt/Gt/1 Queues.
Operations Research, vol.~45, No.~3, 1997, pp. 451-463,(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
-
Scaling for Numerical Transform Inversion to Analyze Teletraffic Models.
Teletraffic Contributions for the Information Age, Proceedings
of ITC 15, V. Ramaswami and P. E. Wirth
(eds.), Elsevier,
Amsterdam, 1997, pp. 933-942. (with Gagan L. Choudhury)
-
Probabilistic Scaling for the Numerical Inversion of
Non-Probability Transforms.
INFORMS Journal on Computing,
vol. 9, No. 2, 1997, pp. 175-184. (with Gagan L. Choudhury)
[PostScript]
[PDF]
[published PDF]
-
Long-Tail Buffer-Content Distributions in Broadband Networks.
Performance Evaluation, Vol. 30, 1997, pp. 177-190. (with Gagan L. Choudhury)
[published PDF]
-
The Time-Dependent Erlang Loss Model with Retrials.
Proceedings of INFORMS Telecommunications Conference, Telecommunications Systems,
R. B. Cooperand and R. Doverspike (eds.), vol. 7, 1997, pp. 253-265 (with Nathaniel Grier, William A. Massey and Tyrone McKoy).
[PostScript]
[PDF]
[published PDF]
-
Peak Congestion in Multi-Server Service Systems with Slowly Varying Arrival Rates.
Queueing Systems, vol. 25, 1997, pp. 157-172. (with William A. Massey)
[published PDF]
-
Applications of the Infinite-Server Queue to the Management of
Private Line Services.
Proceedings of 1997 AT&T Services and Infrastructure Symposium (SIPS-97), Middletown, NJ, November 18-19, 1997, pp. 132-141
(with William A. Massey and Clement A. McCalla).
-
Fitting Mixtures of Exponentials to Long-Tail Distributions to Analyze Network Performance Models.
IEEE Infocom `97,
1997, pp. 1098-1106 (with Anja Feldmann).
[published PDF]
-
Recovery from Congestion in a Large Multi-Server System.
Teletraffic Contributions for the Information Age, Proceedings of ITC 15,
V. Ramaswami and P. E. Wirth (eds.), Elsevier,
Amsterdam, 1997, pp. 371-380 (with Nicholas G. Duffield).
-
Control and Recovery from Rare Congestion Events in a Large Multi-Server System.
Queueing Systems, vol. 26, 1997, pp. 69-104 (with Nicholas G. Duffield).
[published PDF]
-
Functional Large Deviations Principles for First-Passage-Time Processes.
Annals of Applied Probability,
vol. 7, No. 2, 1997, pp. 362-381 (with Anatolii Puhalskii).
[published PDF]
-
Resource Sharing for Book-Ahead and Instantaneous-Request Calls.
Teletraffic Contributions for the Information Age, Proceedings of ITC~15,
V. Ramaswami and P. E. Wirth (eds.), Elsevier,
Amsterdam, 1997, pp. 539-548 (with Albert G. Greenberg and Rayadurgam Srikant).
1998
-
Numerical Inversion of Multidimensional Laplace Transforms by the Laguerre Method.
Performance Evaluation, vol. 31, 1998, pp. 229-243
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
-
Calculating Transient Characteristics of the Erlang Loss Model by
Numerical Transform Inversion.
Stochastic Models, vol. 14, No. 3, 1998, pp. 663-680. (with Joseph Abate)
[PDF]
[published PDF]
-
Extending the Effective-Bandwidth Concept to Networks with Priority Classes.
IEEE Communications Magazine, vol. 36, No 8, August 1998, pp. 78-84. (with Arthur W. Berger)
[published PDF]
-
Effective Bandwidths with Priorities.
IEEE/ACM Transactions on Networking,
vol. 6, No. 4, August 1998, pp. 447-460 (with Arthur W. Berger).
[published PDF]
-
Uniform Acceleration Expansions for Markov Chains with Time-Varying Rates.
Annals of Applied Probability, vol. 9, No. 4, 1998. (with William A. Massey)
[published PDF]
-
Periodic Load Balancing.
Queueing Systems, vol. 30, Nos. 1-2, 1998, pp. 203-250
(with Gísli Hjálmtýsson).
[published PDF]
-
Approximations for Periodic Load Balancing.
37th IEEE Conference on Decision and Control, Tampa, Florida
(with Gísli Hjálmtýsson).
-
Fitting Mixtures of Exponentials to Long-Tail Distributions to Analyze Network Performance Models.
Performance Evaluation,
vol. 31, 1998, pp. 245-279 (with Anja Feldmann).
[published PDF]
-
A Source Traffic Model and its Transient Analysis for Network Control.
Stochastic Models, vol. 14, Nos. 1 and 2, 1998, pp. 51-78 (with Nicholas G. Duffield).
[PostScript]
[PDF]
-
Large Deviations for Inverse Processes with Nonlinear Scalings.
Annals of Applied Probability,
vol. 8, No. 4, 1998, pp. 995-1026 (with Nicholas G. Duffield).
-
Functional Large Deviation Principles for Waiting and Departure Processes.
Probability in the Engineering and Informational Sciences, vol. 12, 1998, pp. 479-507 (with Anatolii Puhalskii).
[published PDF]
-
Verifying Cell Loss Requirements in High-Speed Communication Networks.
Journal of Applied Mathematics and Stochastic Analysis,
special issue dedicated to R. Syski,
vol. 11, No. 3, Fall 1998, pp. 319-338. (with Kerry W. Fendick)
[published PDF]
1999
-
Modeling Service-Time Distributions with Non-Exponential Tails: Beta Mixtures
of Exponentials.
Stochastic Models, vol. 15, No. 3, 1999, pp. 517-546. (with Joseph Abate)
[PDF]
[published PDF]
-
Improving Service By Informing Customers About Anticipated Delays.
Management Science,
vol. 45, No. 2, February 1999, pp. 192-207.
[published PDF]
-
Predicting Queueing Delays.
Management Science, vol. 45, No. 6, June 1999, pp. 870-888.
[published PDF]
-
Dynamic Staffing in a Telephone Call Center Aiming
to Immediately Answer All Calls.
Operations Research Letters, vol. 24, June 1999, pp. 205-212.
[PDF]
[published PDF]
-
Resource Sharing for Book-Ahead and Instantaneous-Request Calls.
IEEE/ACM Transactions on Networking, vol. 7, No. 1, February 1999, pp. 10-22 (with Albert G. Greenberg and Rayadurgam Srikant).
[published PDF]
-
Modeling Service-Time Distributions with Non-Exponential Tails: Beta Mixtures
of Exponentials.
Stochastic Models, vol. 15, No. 3, 1999, pp. 517-546
(with Joseph Abate).
[PDF]
-
Explicit M/G/1 Waiting-Time Distributions for a Class of
Long-Tail Service-Time Distributions.
Operations Research Letters, vol. 25, No. 1, August 1999, pp. 25-31
(with Joseph Abate).
[published PDF]
-
An Introduction to Numerical Transform Inversion and its
Application to Probability Models, in
Computational Probability, W. Grassman (ed.),
Kluwer, Boston, 1999, pp. 257-323
(with Joseph Abate and Gagan L. Choudhury).
[PDF]
-
Infinite-Series Representations of Laplace Transforms of Probability Density Functions for Numerical Inversion.
Journal of Operations Research Society of Japan, vol. 42, No. 3,
September 1999, pp. 268-285. (with Joseph Abate)
[published PDF]
-
Computing Laplace Transforms for Numerical Inversion Via Continued Fractions.
INFORMS Journal on Computing, vol. 11, No. 4, Fall 1999, pp. 394-405. (with Joseph Abate)
[published PDF]
-
Variance Reduction in Simulations of Loss Models.
Operations Research, vol. 47, No. 4, July-August 1999,
pp. 509-523 (with Rayadurgam Srikant).
[published PDF]
-
Using Different Response-Time Requirements to Smooth
Time-Varying Demand for Service.
Operations Research Letters, vol. 24, Nos. 1-2,
February-March 1999, pp. 1-10.
[PDF]
[published PDF]
-
Linear Stochastic Fluid Networks. Journal of
Applied Probability, vol. 36, No. 1, March 1999,
pp. 244-260 (with Offer Kella).
[PDF]
-
Winning the Hand of the Princess Saralinda.
Chapter 16, pp. 231-246 in
Appied Probability and Stochastic Processes, Festschrift for
Julian Keilson, J. G. Shanthikumar and U. Sumita (eds.),
Kluwer, Boston, 1999 (with Peter W. Glynn).
[PDF]
-
Decomposition Approximations for Time-Dependent Markovian Queueing Networks.
Operations Research Letters, vol. 24, April 1999, pp. 97-103.
[PDF]
-
Partitioning Customers into Service Groups.
Management Science,
vol. 45, No. 11, November 1999, pp. 1579-1592.
[published PDF]
2000
-
Network Design and Control Using On-Off and Multi-Level Source Traffic Models with Heavy-Tailed Distributions.
Chapter in Self-Similar Network Traffic and Performance Evaluation,
Kihong Park and Walter Willinger, eds., Wiley, New York,
2000, pp. 421-445. (with Nicholas G. Duffield).
[PDF]
-
The Impact of a Heavy-Tailed Service-Time Distribution upon
the M/GI/s Waiting-Time Distribution,.
Queueing Systems, vol. 36, 2000, pp. 71-87.
[published PDF]
-
Predicting Response Times in Processor-Sharing Queues.
In Proceedings of the Fields Institute Conference on
Communication Networks, P. W. Glynn, D. J. MacDonald
and S. J. Turner, (eds.), Fields Institute Communications 28, American Mathematical Society, 2000, pp. 1-29. (with Amy R. Ward).
[PDF]
-
Workload Bounds in Fluid Models with Priorities.
Performance Evaluation, vol. 41, 2000, pp. 249-267
(with Arthur W. Berger).
[PDF]
-
An Overview of Brownian and Non-Brownian FCLTs for Single-Server Queues.
Queueing Systems, vol. 36, 2000, pp. 39-70.
[published PDF]
-
Limits for Cumulative Input Processes to Queues.
Probability in the Engineering and Information Sciences,
vol. 14, 2000, pp. 123-150.
[PDF]
[published PDF]
2001
-
Resource Sharing for Book-Ahead and Instantaneous-Request Calls
Using a CLT Approximation.
Telecommunication Systems,
vol. 16, March-April 2001, pp. 233-253
(with Riyadurgam Srikant).
[PDF]
-
A Nonstationary Offered-Load Model for Packet Networks.
Telecommunication Systems, vol. 13, Nos. 3,4,
March-April 2001, pp. 271-296.
(with Nicholas G. Duffield and William A. Massey).
[PDF]
[published PDF]
-
The Reflection Map with Discontinuities.
Mathematics of Operations Research, vol. 26, No. 3, 2001,
pp. 447-484.
[PDF]
2002
-
BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages).
-
Internet Supplement to the Book
-
A Time-Dependent Queueing-Network Model
to Describe Life-Cycle Dynamics of
Private-Line Telecommunication Services,.
Telecommunication Systems, vol. 17, 2002, pp. 9-38
(with Clement McCalla).
[PDF]
[published PDF]
-
Necessary Conditions in Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications,
vol. 98, 2002, pp. 199-209 (with Peter W. Glynn).
[published PDF]
-
Stochastic Models for the Design and Management of Customer Contact Centers:
Some Research Directions..
working paper, March 2002.
[PDF]
-
The Erlang B and C Formulas:
Problems and Solutions..
class notes, 2002.
[PDF]
2003
-
How Multiserver Queues Scale with Growing Congestion-Dependent Demand.
Operations Research, vol. 51, No. 4, 2003, pp. 531-542.
[publishedPDF]
2004
-
Heavy-Traffic Limits for Loss Proportions
in Single-Server Queues.
Queueing Systems, vol. 46, No. 3-4, March-April 2004, pp. 507-536.
[publishedPDF]
-
A Diffusion Approximation for the G/GI/n/m Queue.
Operations Research, vol. 52, No. 6, November-December 2004, pp. 922-941.
[publishedPDF]
-
Efficiency-Driven Heavy-Traffic Approximations
for Many-Server Queues with Abandonments.
Management Science, vol. 50, No. 10, October 2004, pp. 1449-1461.
[published PDF]
2005
-
Engineering Solution of a Basic Call-Center Model.
Management Science, vol. 51, No. 2, February 2005, pp. 221-235.
[published PDF]
-
Engineering Solution of a Basic Call-Center Model:
Supplementary Material.
[PDF]
(Extra material related to previous paper.)
-
Heavy-Traffic Limits for the G/H2*/n/m Queue.
Mathematics of Operations Research, vol. 30, No. 1, February 2005, pp. 1-27.
[published PDF]
-
Two Fluid Approximations for Multi-Server Queues with Abandonments.
Operations Research Letters, vol. 33, 2005, pp. 363-372.
[published PDF]
-
A Staffing Algorithm for Call Centers with Skill-Based Routing.
Manufacturing and Service Operations Management (M&SOM), vol. 7, 2005, pp. 276-294
(with Rodney B. Wallace).
[published PDF]
-
A Staffing Algorithm for Call Centers with Skill-Based Routing:
Supplementary Material.
(Extra material related to previous paper), 2004.
(with Rodney B. Wallace).
[PDF]
2006
-
Fluid Models for Multiserver Queues with Abandonments.
Operations Research, vol. 54, No. 1, 2006, pp. 37-54
[published PDF].
-
A Multi-Class Fluid Model for a Contact Center with Skill-Based Routing.
International Journal of Electronics and Communications (AEU),
Vol. 60, No. 2, 2006, pp. 95-102,
[published PDF].
-
Sensitivity of Performance in the Erlang A Model
to Changes in the Model Parameters.
Operations Research, vol. 54, No. 2, 2006, pp. 247-260
[published PDF].
-
Staffing a Call Center with Uncertain Arrival Rate and Absenteeism.
Production and Operations Management, vol. 15, No. 1, 2006, pp. 88-102.
[published PDF].
-
The Impact of Increased Employee Retention Upon Performance
in a Customer Contact Center.
Manufacturing and Service Operations Management (M&SOM), vol. 8, No. 3,
Summer 2006, pp. 221-234.
[PDF]
[published PDF].
-
Analysis for the Design of Simulation Experiments.
Chapter 13 in Simulation Volume 13 in the
Elsevier series of Handbooks in Operations Research and Management Science,
edited by Shane Henderson and Barry Nelson, pp. 381-413.
[PDF]
-
A Unified Framework for Numerically Inverting Laplace Transforms.
INFORMS Journal of Computing, vol. 18, No. 4, Fall 2006, pp. 408-421. (with Joseph Abate).
[PDF]
2007
-
Coping with Time-Varying Demand when Setting Staffing Requirements for a Service
System.
Production and Operations Management (POMS), vol. 16, No. 1, January-February 2007, pp. 13-39.
(with Linda V. Green and Peter J. Kolesar).
[PDF]
-
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation.
ACM Transactions on Modeling and Computer Simulation (TOMACS), Special Issue Honoring Perwez Shahabuddin,
vol. 17, No. 2, April 2007, Article 8, pp. 1-38.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
-
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation:
Supplementary Material.
working paper, 2005.
Supporting material for paper with same title.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
-
Two-Moment Approximations for Maxima.
Operations Research, vol. 55, No. 3, May-June 2007, pp. 532-548.
(with Chuck Crow and David Goldberg).
[PDF]
-
Two-Moment Approximations for Maxima: supplement.
working paper, 2005. Supporting material for paper with same title.
(with Chuck Crow and David Goldberg).
[PDF]
-
Value-Based Routing and Preference-Based Routing
in Customer Contact Centers.
Production and Operations Management, vol. 16, No. 3, May-June 2007, pp. 277-291.
(with Michael E. Sisselman)
[PDF].
-
A Preference-Based-Routing Example
Solved by Linear Programming with Excel Solver.
Supporting material for the paper above, 2005.
[PDF].
-
Empowering Customer-Contact Agents Via
Preference-Based Routing.
SeatLink White Paper paper, 2005.
(with Michael E. Sisselman)
[PDF].
-
What You Should Know About Queueing Models
to Set Staffing Requirements in Service Systems.
Naval Research Logistics vol. 54, No. 5, August 2007, pp. 476-484.
[PDF].
-
Power Algorithms for Inverting Laplace Transforms.
working paper, 2006.
Informs Journal on Computing, vol. 19, No. 3, Summer 2007, pp. 341-355.
(with Efstathios Avdis)
[PDF]
-
Supplement to "Power Algorithms for Inverting Laplace Transforms."
working paper, 2006.
Supporting material for paper above.
(with Efstathios Avdis)
[PDF].
-
Analysis of Join-the-Shortest-Queue Routing for Web Server Farms.
Performance Evaluation, vol. 64, October 2007, pp. 1062-1081.
IFIP 7.3 International Symposium on Computer Performance, Modeling, Measurements and
Evaluation (Performance 2007), Cologne, Germany, October 2007.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
-
Simulation Results for JSQ Server Farms with Processor Sharing Servers.
Supporting material for the paper above.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
-
Martingale Proofs of Many-Server Heavy-Traffic Limits for
Markovian Queues.
Probability Surveys, vol. 4, 2007, pp. 193-267. (with Guodong Pang and Rishi Talreja)
[PDF]. Alternative sources: DOI link and
arXiv link.
-
Proofs of the Martingale FCLT.
Probability Surveys, vol. 4, 2007, pp. 268-302.
[PDF].
Alternative sources: DOI link and
arXiv link.
2008
-
Staffing of Time-Varying Queues to Achieve
Time-Stable Performance.
Management Science, vol. 54, No.2, February 2008, pp. 324-338.
(with Zohar Feldman, Avishai Mandelbaum and William A. Massey)
[published PDF]
[e-companion]
-
Staffing of Time-Varying Queues to Achieve
Time-Stable Performance, Unabridged Version:
Internet Supplement.
working paper, 2005.
(with Zohar Feldman, Avishai Mandelbaum and Bill Massey)
[PDF].
-
The Last Departure Time from an Mt/G/infinity Queue
with a Terminating Arrival Process.
Queueing Systems, vol. 58, 2008, pp. 77-104.
(with David Goldberg)
journal site
[PDF]
Unpublished
-
The Impact of Delay Announcements in Many-Server Queues with
Abandonment.
Operations Research, forthcoming.
(with Mor Armony and Nahum Shimkin).
[PDF]
-
e-companion.
Operations Research, forthcoming.
(with Mor Armony and Nahum Shimkin).
[PDF]
-
The Impact of Delay Announcements in Many-Server Queues with
Abandonment: Supplementary Material.
working paper, 2005. Supporting material for paper with same title.
(with Mor Armony and Nahum Shimkin).
[PDF]
-
Queue-and-Idleness-Ratio Controls in Many-Server Service Systems..
Submitted to Mathematics of Operations Research.
(with Itay Gurvich)
[PDF].
-
Service-Level Differentiation in Many-Server Service Systems:
A Solution Based on Fixed-Queue-Ratio Routing.
Operations Research, forthcoming.
(with Itay Gurvich)
[PDF].
-
Scheduling Flexible Servers with Convex Delay Costs in Many-Server
Service Systems.
Manufacturing and Service Operations Management), forthcoming.
(with Itay Gurvich)
[PDF].
-
Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing.
Management Science, forthcoming.
(with Rishi Talreja)
[PDF].
-
Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing: Internet supplement.
Supporting material for paper with same title.
(with Rishi Talreja)
[PDF].
-
Real-Time Delay Estimation Based on Delay History.
Manufacturing and Service Operations Management, forthcoming.
(with Rouba Ibrahim)
[PDF].
-
Supplement to "Real-Time Delay Estimation Based on Delay History."
Supporting material for paper above.
(with Rouba Ibrahim)
[PDF].
-
Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups.
Submitted to Operations Research.
(with Emanuel Derman and Kunsoo Park)
[PDF].
-
Appendix to Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups.
Supporting material for paper with same title.
(with Emanuel Derman and Kunsoo Park)
[PDF].
-
A Routing Policy for the X Call-Center Model Designed to Respond to Unexpected Overloads.
Submitted to Manufacturing and Service Operations Management.
(with Ohad Perry)
[PDF].
-
Heavy-Traffic Limits for Waiting Times in Many-Server Queues with Abandonments.
Submitted to Annals of Applied Probability (with Rishi Talreja)
[PDF].
-
A Stochastic Model for Hedge Fund Relative Returns.
Submitted to Quantitative Finance.
(with Emanuel Derman and Kunsoo Park)
[PDF].
-
Appendix to A Stochastic Model for Hedge Fund Relative Returns.
Supporting material for paper with same title.
(with Emanuel Derman and Kunsoo Park)
[PDF].
-
Service Interruptions in Large-Scale Service Systems.
Submitted to Management Science (with Guodong Pang)
[PDF].
-
Continuity of a Queueing Integral Representation in the M1 Topology.
Submitted to Annals of Applied Probability (with Guodong Pang)
[PDF].
-
Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment.
Submitted to Management Science
(with Rouba Ibrahim)
[PDF].
-
Supplement to "Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment"
Supporting material for paper above.
(with Rouba Ibrahim)
[PDF].
-
Heavy-Traffic Limits for Many-Server Queues with Service Interruptions.
Submitted to Queueing Systems (with Guodong Pang)
[PDF].
Other Displays of Research Papers: