66 citations
- University of PerugiaIT3 papers
- California Institute of TechnologyUS2 papers
- Centre de Physique ThéoriqueFR2 papers
- Independent University of MoscowRU2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- Horia Hulubei National Institute for R and D in Physics and Nuclear EngineeringRO1 paper
- Imperial College LondonGB1 paper
- National Research University Higher School of EconomicsRU1 paper
- Ruhr University BochumDE1 paper
- Texas A&M UniversityUS1 paper
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT1 paper
- The Ohio State UniversityUS1 paper
Showing 2005Show all
2 papers · 1 filter
math.PR2005★ 1 cited
Self-averaging property of queuing systems
Alexandre Rybko, Senya Shlosman, Alexandre Vladimirov
We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the stud…
math.PR2005★ 2 cited
Limit theorems on large deviations for semimartingales
Robert Sh. Liptser, Anatolii A. Pukhalskii
We consider a sequence of semimartingales. Each is a weak solution to an Itô equation with respect to a Wiener process and a Poissonian martinga…