56 citations · 184 across the 23 of their papers we have counts for
12 papers · 1 filter
A note on Veraverbeke's theorem
Stan Zachary
We give an elementary probabilistic proof of Veraverbeke's Theorem for the asymptotic distribution of the maximum of a random walk with negative drift and heavy-tailed increments.…
Capacity Value of Additional Generation: Probability Theory and Sampling Uncertainty
Chris Dent, Stan Zachary
The concept of capacity value is widely used to quantify the contribution of additional generation (most notably renewables) within generation adequacy assessments. This paper surv…
Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
Sergey Foss, Stan Zachary
We consider asymptotics for the maximum of a modulated random walk whose increments are heavy-tailed. Of particular interest is the case where the modulating process $X…
The maximum on a random time interval of a random walk with long-tailed increments and negative drift
Sergey Foss, Stan Zachary
We study the asymptotics for the maximum on a random time interval of a random walk with a long-tailed distribution of its increments and negative drift. We extend to a general sto…
Stochastic sequences with a regenerative structure that may depend both on the future and on the past
Sergey Foss, Stan Zachary
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the p…
Loss networks
Stan Zachary, Ilze Ziedins
We review the theory of loss networks, including recent results on their dynamical behaviour. We give also some new results.