Waiting Time Problems for Patterns in a Sequence of Multi-State Trials.
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- Mathematics (2227-7390), 2020, v. 8, n. 11, p. 1893, doi. 10.3390/math8111893
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- Article
Works matching AU Kim, Jerim
Results: 8
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Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue.
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- Annals of Operations Research, 2019, v. 277, n. 2, p. 137, doi. 10.1007/s10479-018-2917-9
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- Article
3
Pricing Asian options of discretely monitored geometric average in the regime-switching model.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 743, doi. 10.1002/asmb.2183
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- Article
4
A stochastic model of contagion with different individual types.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 5, p. 2175, doi. 10.3934/jimo.2019049
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- Article
5
CATASTROPHE EQUITY PUT OPTIONS UNDER STOCHASTIC VOLATILITY AND CATASTROPHE-DEPENDENT JUMPS.
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- Journal of Industrial & Management Optimization, 2014, v. 10, n. 1, p. 41, doi. 10.3934/jimo.2014.10.41
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- Article
6
Tail asymptotics for the queue size distribution in the MAP/G/1 retrial queue.
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- Queueing Systems, 2010, v. 66, n. 1, p. 79, doi. 10.1007/s11134-010-9179-9
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- Article
7
Regularly varying tail of the waiting time distribution in M/G/1 retrial queue.
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- Queueing Systems, 2010, v. 65, n. 4, p. 365, doi. 10.1007/s11134-010-9180-3
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- Article
8
TAIL ASYMPTOTICS FOR THE QUEUE SIZE DISTRIBUTION IN AN M/G/1 RETRIAL QUEUE.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1111, doi. 10.1239/jap/1197908829
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- Article