Publications of Charles Knessl
Asymptotics of American floating lookback put option pricing.
2016.
An Erlang loss model with priorities: diffusion approximation, integral representations and asymptotic expansions.
2016.
On the sojourn time distribution in a finite population Markovian processor sharing queue.
to appear in IMA Journal of Applied Mathematics. 2016.
On a storage allocation model with finite capacity.
to appear in European Journal of Applied Mathematics. 2016.
Asymptotic analysis of a storage allocation model with finite capacity: joint distribution.
Adv. Oper. Res.,
Art. ID 1925827(2016):56, 2016.
A diffusion limit for a finite capacity storage allocation model.
to appear in Applied Math Research Express (AMRX). 2016.
Asymptotic analysis of a storage allocation model with finite capacity: marginal and conditional distributions.
2016.
Some asymptotic results for the transient distribution of the Halfin-Whitt diffusion process.
European Journal of Applied Mathematics,
26(3):245--295, 2015.
Transient analysis of the Erlang A model.
Mathematical Methods of Operations Research,
82(2):143--173, 2015. .
A note on the transition from diffusion with the flow to diffusion against the flow, for first passage times in singularly perturbed drift-diffusion models.
Asymptotic Analysis,
91:205--231, 2015.
On the nonsymmetric longer queue model II: marginal and conditional probabilities.
Applied Mathematics Research Express,
2015(1):1--47, 2015.
First response to letter of G. Fayolle and R. Iasnogorodski [\refcno 3152167].
Queueing Syst.,
76(1):109--110, 2014.
MR3152168
First passage times to congested states of many-server systems in the Halfin-Whitt regime.
Stoch. Models,
30(2):162--186, 2014.
MR3202118
A note on a problem posed by D. E. Knuth on a satisfiability recurrence.
Combin. Probab. Comput.,
23(5):829--841, 2014.
MR3249226
Erratum to: Wireless three-hop networks with stealing II: exact solutions through boundary value problems [mr3054657].
Queueing Syst.,
78(2):189--195, 2014.
MR3256837
Introduction to Queueing Systems with Telecommunications Applications, by Laslo Lakatos, Laszlo Szeidl, and Miklos Telek.
SIAM Review,
56(1):203--207, 2014. book review .
Expected external profile of PATRICIA tries.
In Analco14—meeting on analytic algorithmics and combinatorics,
pages 16--24. SIAM, 2014.
An explicit solution to the chessboard pebbling problem.
J. Difference Equ. Appl.,
19(2):201--208, 2013.
MR3021782
On finite capacity queues with time dependent arrival rates.
Stochastic Process. Appl.,
123(6):2175--2227, 2013.
MR3038502
Wireless three-hop networks with stealing II: exact solutions through boundary value problems.
Queueing Syst.,
74(2-3):235--272, 2013.
MR3054657
On the nonsymmetric longer queue model: joint distribution, asymptotic properties, and heavy traffic limits.
Adv. Oper. Res.,
Art. ID 680539, 21, 2013.
MR3055983
On spectral properties of finite population processor shared queues.
Math. Methods Oper. Res.,
77(2):147--176, 2013.
MR3070024
Asymptotic analysis of spectral properties of finite capacity processor shared queues.
Stud. Appl. Math.,
131(2):179--210, 2013.
MR3084693
Asymptotic analysis of two coupled queues with vastly different arrival rates and finite customer capacities.
Stud. Appl. Math.,
128(2):107--143, 2012.
MR2896784
Asymptotic analysis of two coupled large capacity queues with vastly different arrival rates.
Appl. Math. Res. Express. AMRX,
1:47--75, 2012.
MR2900146
Singular perturbation analysis of drift-diffusion past a circle: shadow region.
IMA J. Appl. Math.,
77(2):252--278, 2012.
MR2901191
Some exact and asymptotic solutions to single server models of dynamic storage.
Stoch. Models,
28(2):248--280, 2012.
MR2926587
\it {C}onstructive computation in stochastic models with applications [book review of mr2604162].
SIAM Rev.,
54(1):193--196, 2012.
MR2932299
Counting Markov types, balanced matrices, and Eulerian graphs.
IEEE Trans. Inform. Theory,
58(7):4261--4272, 2012.
MR2943088
A new binomial recurrence arising in a graphical compression algorithm.
In 23rd Intern. Meeting on Probabilistic, Combinatorial, and Asymptotic Methods for the Analysis of Algorithms (AofA'12),
pages 1--12. Assoc. Discrete Math. Theor. Comput. Sci., Nancy, 2012.
MR2957316
Asymptotic analysis of a family of polynomials associated with the inverse error function.
Rocky Mountain J. Math.,
42(3):847--872, 2012.
MR2966475
On a recurrence arising in graph compression.
Electron. J. Combin.,
19(3):Paper 15, 22, 2012.
MR2967220
On the finite capacity shortest queue problem.
Progress in Applied Mathematics,
2(1):1-34, 2012.
Spectral gap in the Erlang A model in the Halfin-Whitt regime.
Stochastic Systems,
2:149--207, 2012. (electronic; DOI: 10.1214/10-SSY012).
An effective asymptotic formula for the Stieltjes constants.
Math. Comp.,
80(273):379--386, 2011.
MR2728984
Storage allocation under processor sharing II: further asymptotic results.
European J. Appl. Math.,
22(1):45--82, 2011.
MR2771025
On a free boundary problem for an American put option under the CEV process.
Appl. Math. Lett.,
24(7):1191--1198, 2011.
MR2784181
Two coupled queues with vastly different arrival rates: critical loading case.
Adv. Oper. Res.,
Art. ID 216790, 26, 2011.
MR2794085
Transient behavior of the Halfin-Whitt diffusion.
Stochastic Process. Appl.,
121(7):1524--1545, 2011.
MR2802464
An asymptotic form for the Stieltjes constants $\gamma_{k}(a)$ and for a sum $S_{\gamma}(n)$ appearing under the Li criterion.
Math. Comp.,
80(276):2197--2217, 2011.
MR2813355
Wireless multihop networks with stealing: large buffer asymptotics via the ray method.
SIAM J. Appl. Math.,
71(4):1220--1240, 2011.
MR2823500
Enumeration of general t-ary trees and universal types.
Progress in Applied Mathematics,
1:1-70, 2011.
On some simple single server models of dynamic storage.
In QTNA '11: Proceedings of the 6th International Conference on Queueing Theory and Network Applications ,
pages 161--168. ACM, 2011.
Asymptotic expansions for the sojourn time distribution in the $M/G/1$-PS queue.
Math. Methods Oper. Res.,
71(2):201--244, 2010.
MR2606922
Storage allocation under processor sharing I: exact solutions and asymptotics.
Queueing Syst.,
65(1):1--18, 2010.
MR2610611
Drift-diffusion past an ellipse: singular perturbation analysis of the illuminated region.
Stud. Appl. Math.,
125(2):113--151, 2010.
MR2676128
Counting Markov types.
In 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10),
pages 387--400. Assoc. Discrete Math. Theor. Comput. Sci., Nancy, 2010.
MR2732021
On a processor sharing queue that models balking.
Math. Methods Oper. Res.,
72(3):453--476, 2010.
MR2739053
Asymptotics of barrier option pricing under the CEV process.
Appl. Math. Finance,
17(3):261--300, 2010.
MR2786962
Wireless multi-hop networks with stealing: Large buffer asymptotics.
In Teletraffic Congress (ITC), 22nd international,
pages 1-8. 2010.
A two-dimensional diffusion approximation for a loss model with trunk reservation.
SIAM J. Appl. Math.,
69(5):1457--1476, 2009.
MR2487068
Drift-diffusion past a circle: shadow region asymptotics.
SIAM J. Appl. Math.,
69(6):1559--1579, 2009.
MR2487161
Asymptotic analysis of a loss model with trunk reservation. II. Trunks reserved for slow traffic.
Stud. Appl. Math.,
122(2):153--193, 2009.
MR2492864
On sojourn times in the finite capacity $M/M/1$ queue with processor sharing.
Oper. Res. Lett.,
37(6):447--450, 2009.
MR2552723
On the average profile of symmetric digital search trees.
Online J. Anal. Comb.,
4:Art. 6, 14, 2009.
MR2575176
On sojourn times in the $M/M/1$-PS model, conditioned on the number of other users.
Appl. Math. Res. Express. AMRX,
2:142--167, 2009.
MR2607404
Asymptotic analysis of a loss model with trunk reservation. I. Trunks reserved for fast traffic.
J. Appl. Math. Stoch. Anal.,
Art. ID 415692, 34, 2008.
MR2377796
On the number of reachable configurations for the chessboard pebbling problem.
Math. Comput. Modelling,
47(1-2):127--139, 2008.
MR2382405
On the shortest queue version of the Erlang loss model.
Stud. Appl. Math.,
120(2):129--212, 2008.
MR2387337
Some first passage time problems for the shortest queue model.
Queueing Syst.,
58(2):105--119, 2008.
MR2390270
A simple direct solution to a storage allocation model.
Appl. Math. Lett.,
21(2):172--175, 2008.
MR2426974
The distribution of wasted spaces in the $M/M/\infty$ queue with ranked servers.
Adv. in Appl. Probab.,
40(3):835--855, 2008.
MR2454035
Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue.
Adv. in Appl. Probab.,
40(3):856--881, 2008.
MR2454036
On some non-linear recurrences that arise in computer science.
In Frontiers of applied and computational mathematics,
pages 172--181. World Sci. Publ., Hackensack, NJ, 2008.
MR2503686
Asymptotics of American barrier option pricing.
Can. Appl. Math. Q.,
16(4):379--399, 2008.
MR2656214
Asymptotic expansions for the conditional sojourn time distribution in the $M/M/1$-PS queue.
Queueing Syst.,
57(4):157--168, 2007.
MR2369215
On the Erlang loss model with time dependent input.
Queueing Syst.,
52(1):49--104, 2006.
MR2201625
On the infinite server shortest queue problem: non-symmetric case.
Queueing Syst.,
52(2):157--177, 2006.
MR2219952
On the joint path length distribution in random binary trees.
Stud. Appl. Math.,
117(2):109--147, 2006.
MR2241984
Ray solution of a singularly perturbed elliptic PDE with applications to communications networks.
SIAM J. Appl. Math.,
66(6):1871--1894 (electronic), 2006.
MR2262956
Binary trees, left and right paths, WKB expansions, and Painlevé transcendents.
In Proceedings of the Eighth Workshop on Algorithm Engineering and Experiments and the Third Workshop on Analytic Algorithmics and Combinatorics,
pages 198--204. SIAM, Philadelphia, PA, 2006.
MR2498159
Geometrical optics approach to Markov-modulated fluid models.
Stud. Appl. Math.,
114(1):45--93, 2005.
MR2117327
On the infinite server shortest queue problem: symmetric case.
Stoch. Models,
21(1):101--132, 2005.
MR2124361
Blocking probabilities for an underloaded or overloaded link with trunk reservation.
SIAM J. Appl. Math.,
66(1):82--97 (electronic), 2005.
MR2179743
Enumeration of binary trees and universal types.
Discrete Math. Theor. Comput. Sci.,
7(1):313--400 (electronic), 2005.
MR2192041
Elements of Queueing Theory: Palm Martingale and Stochastic Recurrences (Second edition), by Francois Bacelli and Pierre Bremaud.
SIAM Review,
47:836--837, 2005. book review.
Enumeration of binary trees, Lempel-Ziv '78 parsing, and universal types.
In Proc. of the second workshop on analytic algorithmics and combinatorics (Analco 05),
pages 222--229. SIAM, 2005.
A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.
Appl. Math. Lett.,
17(5):535--542, 2004.
MR2057346
Asymptotic analysis by the saddle point method of the Anick-Mitra-Sondhi model.
J. Appl. Math. Stoch. Anal.,
1:19--71, 2004.
MR2068379
Some asymptotic results for the $M/M/\infty$ queue with ranked servers.
Queueing Syst.,
47(3):201--250, 2004.
MR2078410
On the number of full levels in tries.
Random Structures Algorithms,
25(3):247--276, 2004.
MR2086160
Heavy traffic analysis of two coupled processors.
Queueing Syst.,
43(3):173--220, 2003.
MR1968783
Geometrical optics and models of computer memory fragmentation.
Stud. Appl. Math.,
111(2):185--238, 2003.
MR1990238
Numerical studies of the asymptotic height distribution in binary search trees.
Discrete Math. Theor. Comput. Sci.,
6(1):91--99 (electronic), 2003.
MR2001156
An exact solution for an $M(t)/M(t)/1$ queue with time-dependent arrivals and service.
Queueing Syst.,
40(3):233--245, 2002.
MR1897711
Limit laws for the height in PATRICIA tries.
J. Algorithms,
44(1):63--97, 2002.
MR1932678
The height of a binary search tree: the limiting distribution perspective.
Theoret. Comput. Sci.,
289(1):649--703, 2002.
MR1932916
Asymptotic analysis of the American call option with dividends.
European J. Appl. Math.,
13(6):587--616, 2002.
MR1949725
A dynamic priority queue model for simultaneous service of two traffic types.
SIAM J. Appl. Math.,
63(2):398--422 (electronic), 2002.
MR1951945
Fundamentals of Queueing Networks: Performance, Asymptotics and Optimization, by Hong Chen and David D. Yao.
SIAM Review,
44:496--500, 2002. book review.
Geometrical optics and chessboard pebbling.
Appl. Math. Lett.,
14(3):365--373, 2001.
MR1820626
A simple fluid model for servicing priority traffic.
IEEE Trans. Automat. Control,
46(6):909--914, 2001.
MR1836487
A note on a moving boundary problem arising in the American put option.
Stud. Appl. Math.,
107(2):157--183, 2001.
MR1842603
On two-dimensional convection-diffusion past a circle.
SIAM J. Appl. Math.,
62(1):310--335 (electronic), 2001.
MR1857547
Analysis of a Brownian particle moving in a time-dependent drift field.
Asymptot. Anal.,
27(3-4):281--319, 2001.
MR1858919
Asymptotic expansions for the congestion period for the $M/M/\infty$ queue.
Queueing Syst.,
39(2-3):213--256, 2001.
MR1870866
Asymptotic and numerical studies of the leader election algorithm.
European J. Appl. Math.,
12(6):645--664, 2001.
MR1877345
Elementary Lectures in Statistical Mechanics, by George D. J. Phillies.
SIAM Review,
43(2):390--391, 2001. book review.
Probability of Brownian motion hitting an obstacle.
SIAM J. Appl. Math.,
60(2):729--745 (electronic), 2000.
MR1740265
Ray solution of a backward-forward parabolic problem for data-handling systems.
European J. Appl. Math.,
11(1):1--12, 2000.
MR1750386
Height in a digital search tree and the longest phrase of the Lempel-Ziv scheme.
In Proceedings of the Eleventh Annual ACM-SIAM Symposium on Discrete Algorithms (San Francisco, CA, 2000),
pages 187--196. ACM, New York, 2000.
MR1754856
Exact and asymptotic solutions to a PDE that arises in time-dependent queues.
Adv. in Appl. Probab.,
32(1):256--283, 2000.
MR1765160
Asymptotic expansions for a stochastic model of queue storage.
Ann. Appl. Probab.,
10(2):592--615, 2000.
MR1768221
Asymptotic behavior of the height in a digital search tree and the longest phrase of the Lempel-Ziv scheme.
SIAM J. Comput.,
30(3):923--964 (electronic), 2000.
MR1778293
A note on the asymptotic behavior of the heights in $b$-tries for $b$ large.
Electron. J. Combin.,
7:Research Paper 39, 16 pp. (electronic), 2000.
MR1779936
Asymptotic analysis of a backward-forward parabolic problem for data-handling systems.
SIAM J. Appl. Math.,
61(3):914--933 (electronic), 2000.
MR1788024
Geometric optics approach to first-passage distributions: caustic boundaries and exponentially small eigenvalues.
Stud. Appl. Math.,
105(4):301--332, 2000.
MR1793344
Heights in generalized tries and PATRICIA tries.
In Latin' 2000 (Punta del este, uruguay), Lecture Notes in Computer Science, No. 1776,
pages 298--307. 2000.
A ray approximation to a PDE that arises in the study of tandem queues.
Stud. Appl. Math.,
102(1):87--120, 1999.
MR1666680
A diffusion model for two tandem queues with general renewal input.
Comm. Statist. Stochastic Models,
15(2):299--343, 1999.
MR1683607
Quicksort algorithm again revisited.
Discrete Math. Theor. Comput. Sci.,
3(2):43--63 (electronic), 1999.
MR1685649
A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks.
J. Appl. Math. Stochastic Anal.,
12(1):35--62, 1999.
MR1690182
Quicksort algorithm again revisited.
Discrete Math. Theor. Comput. Sci.,
3(2):43--64 (electronic), 1999.
MR1695194
Two tandem queues with general renewal input. I. Diffusion approximation and integral representations.
SIAM J. Appl. Math.,
59(6):1917--1959 (electronic), 1999.
MR1709792
Two tandem queues with general renewal input. II. Asymptotic expansions for the diffusion model.
SIAM J. Appl. Math.,
59(6):1960--1997 (electronic), 1999.
MR1709793
A new heavy traffic limit for the asymmetric shortest queue problem.
European J. Appl. Math.,
10(5):497--509, 1999.
MR1727843
A diffusion model for two parallel queues with processor sharing: transient behavior and asymptotics.
J. Appl. Math. Stochastic Anal.,
12(4):311--338, 1999.
MR1736072
Integral representations and asymptotic expansions for Shannon and Renyi entropies.
Appl. Math. Lett.,
11(2):69--74, 1998.
MR1609684
Heavy traffic analysis of a Markov-modulated queue with finite capacity and general service times.
SIAM J. Appl. Math.,
58(1):257--323 (electronic), 1998.
MR1610068
Advection-diffusion around a curved obstacle.
J. Math. Phys.,
39(7):3694--3710, 1998.
MR1630573
An explicit solution to a tandem queueing model.
Queueing Systems Theory Appl.,
30(3-4):261--272, 1998.
MR1672131
A note on the asymptotic behavior of the depth of tries.
Algorithmica,
22(4):547--560, 1998.
MR1701628
Quicksort again revisited.
In Randomization and approximation techniques in computer science (Barcelona, 1998),
pages 346--356. Springer, Berlin, 1998.
MR1729181
Asymptotic approximations and bottleneck analysis in product form queueing networks with large populations.
Performance Evaluation,
33:219--248, 1998.
Advection diffusion past a strip. I. Normal incidence.
J. Math. Phys.,
38(1):267--282, 1997.
MR1424654
Advection-diffusion past a strip. II. Oblique incidence.
J. Math. Phys.,
38(2):902--925, 1997.
MR1434217
Integral representations and asymptotics for infinite- and finite-capacity queues described by the unfinished work. I.
SIAM J. Appl. Math.,
57(3):791--823, 1997.
MR1450849
Integral representations and asymptotics for infinite- and finite-capacity queues described by the unfinished work. II.
SIAM J. Appl. Math.,
57(3):824--870, 1997.
MR1450850
Asymptotic analysis of the $M/G/1$ queue with a time-dependent arrival rate.
Queueing Systems Theory Appl.,
26(1-2):23--68, 1997.
MR1480866
Mean time for the development of large workloads and large queue lengths in the $GI/G/1$ queue.
J. Appl. Math. Stochastic Anal.,
9(2):107--142, 1996.
MR1392371
Exact and asymptotic solutions for the time-dependent problem of collective ruin. II.
SIAM J. Appl. Math.,
56(5):1471--1521, 1996.
MR1409129
Asymptotic properties of first passage times for two tandem queues: time to empty the system.
Comm. Statist. Stochastic Models,
12(4):633--672, 1996.
MR1410850
A fork-join queueing model: diffusion approximation, integral representations and asymptotics.
Queueing Systems Theory Appl.,
22(3-4):287--322, 1996.
MR1414666
Heavy traffic asymptotics of the queue length in the $GI/M/1-K$ queue.
European J. Appl. Math.,
7(5):519--543, 1996.
MR1419647
Asymptotic properties of first passage times for tandem Jackson networks. I. Buildup of large queue lengths.
Comm. Statist. Stochastic Models,
11(1):133--162, 1995.
MR1316772
Rossby waves.
Stud. Appl. Math.,
94(4):359--376, 1995.
MR1330881
Stability of linear shear flows in shallow water.
J. Fluid Mech.,
303:203--214, 1995.
MR1363794
Applications of singular perturbation methods in queueing.
In Advances in queueing,
pages 311--336. CRC, Boca Raton, FL, 1995.
MR1395164
Asymptotic behavior of high-order differences of the plane partition function.
Discrete Math.,
126(1-3):179--193, 1994.
MR1264486
On the distribution of the maximum number of broken machines for the repairman problem.
SIAM J. Appl. Math.,
54(2):508--547, 1994.
MR1265240
A processor-shared queue that models switching times: heavy usage asymptotics.
SIAM J. Appl. Math.,
54(3):854--875, 1994.
MR1274231
A state-dependent $GI/G/1$ queue.
European J. Appl. Math.,
5(2):217--241, 1994.
MR1285040
The unconditional sojourn time distribution in the queue $GI/M/1$-$K$ with processor sharing service.
Stud. Appl. Math.,
93(1):29--91, 1994.
MR1291361
Exact and asymptotic solutions for the time-dependent problem of collective ruin. I.
SIAM J. Appl. Math.,
54(6):1745--1767, 1994.
MR1301280
Heavy traffic asymptotics for a gated, infinite-server queue with uniform service times.
SIAM J. Appl. Math.,
54(6):1768--1779, 1994.
MR1301281
On the transient behavior of the $M/M/1$ and $M/M/1/K$ queues.
Stud. Appl. Math.,
88(3):191--240, 1993.
MR1204871
A finite capacity PS queue which models switching times.
SIAM J. Appl. Math.,
53(2):491--554, 1993.
MR1212762
On the transient behavior of the Erlang loss model: heavy usage asymptotics.
SIAM J. Appl. Math.,
53(2):555--599, 1993.
MR1212763
Conditional sojourn time moments in the finite capacity $GI/M/1$ queue with processor-sharing service.
SIAM J. Appl. Math.,
53(4):1132--1193, 1993.
MR1232171
The conditional sojourn time distribution in the $GI/M/1$ processor-sharing queue in heavy traffic.
Queueing Systems Theory Appl.,
14(1-2):99--109, 1993.
MR1238664
Asymptotic evaluation of oscillatory sums.
European J. Appl. Math.,
4(4):361--379, 1993.
MR1251820
Sojourn time distribution in some processor-shared queues.
European J. Appl. Math.,
4(4):437--448, 1993.
MR1251824
On the sojourn time distribution in a finite capacity processor shared queue.
J. Assoc. Comput. Mach.,
40(5):1238--1301, 1993.
MR1368965
Asymptotic approximations for the $GI/M/1$ queue with processor-sharing service.
Comm. Statist. Stochastic Models,
8(1):1--34, 1992.
MR1159408
Asymptotic expansions for large closed queueing networks with multiple job classes.
IEEE Trans. Comput.,
41(4):480--488, 1992.
MR1163033
A processor-shared queue that models switching times: normal usage.
SIAM J. Appl. Math.,
52(3):883--899, 1992.
MR1163812
Stability of rotating shear flows in shallow water.
J. Fluid Mech.,
244:605--614, 1992.
MR1192258
Stirling number asymptotics from recursion equations using the ray method.
Stud. Appl. Math.,
84(1):43--56, 1991.
MR1082532
On the diffusion approximation to a fork and join queueing model.
SIAM J. Appl. Math.,
51(1):160--171, 1991.
MR1089136
Heavy-traffic analysis of a data-handling system with many sources.
SIAM J. Appl. Math.,
51(1):187--213, 1991.
MR1089138
Asymptotic properties of eigenvalues of integral equations.
SIAM J. Appl. Math.,
51(1):214--232, 1991.
MR1089139
On the transient behavior of the repairman problem.
Adv. in Appl. Probab.,
23(2):327--354, 1991.
MR1104084
The WKB approximation to the $G/M/m$ queue.
SIAM J. Appl. Math.,
51(4):1119--1133, 1991.
MR1117434
Heavy-traffic analysis of the sojourn time in a three node Jackson network with overtaking.
Queueing Systems Theory Appl.,
8(2):165--182, 1991.
MR1118367
Asymptotic behavior of high-order differences of the partition function.
Comm. Pure Appl. Math.,
44(8-9):1033--1045, 1991.
MR1127047
On the diffusion approximation to two parallel queues with processor sharing.
IEEE Trans. Automat. Control,
36(12):1356--1367, 1991.
MR1135650
Heavy traffic analysis of the sojourn time in tandem queues with overtaking.
SIAM J. Appl. Math.,
51(6):1740--1763, 1991.
MR1136009
On finite capacity processor-shared queues.
SIAM J. Appl. Math.,
50(1):264--287, 1990.
MR1036242
Partition asymptotics from recursion equations.
SIAM J. Appl. Math.,
50(2):323--338, 1990.
MR1043589
Approximations to the moments of the sojourn time in a tandem queue with overtaking.
Comm. Statist. Stochastic Models,
6(3):499--524, 1990.
MR1058351
An integral equation approach to the $M/G/2$ queue.
Oper. Res.,
38(3):506--518, 1990.
MR1068283
Asymptotic expansions for large closed queuing networks.
J. Assoc. Comput. Mach.,
37(1):144--174, 1990.
MR1072432
On the transient behavior of the $M/M/m/m$ loss model.
Comm. Statist. Stochastic Models,
6(4):749--776, 1990.
MR1080420
Refinements to heavy traffic limit theorems in queueing theory.
Oper. Res.,
38(5):826--837, 1990.
MR1095944
Response times in processor-shared queues with state-dependent arrival rates.
Comm. Statist. Stochastic Models,
5(1):83--113, 1989.
MR986588
A state dependent $M/M/1$ queue: a production-inventory model.
Appl. Math. Lett.,
1(3):235--239, 1988.
MR963690
Stochastic models of queue storage.
Probability in the Engineering and Information Sciences,
2:75-93, 1988.
A variational approach to nonlinear singularly perturbed boundary-value problems.
Stud. Appl. Math.,
77(1):61--88, 1987.
MR1002282
The two repairmen problem: a finite source $M/G/2$ queue.
SIAM J. Appl. Math.,
47(2):367--397, 1987.
MR881356
Asymptotic expansions for a closed multiple access system.
SIAM J. Comput.,
16(2):378--398, 1987.
MR882538
Distribution of the maximum buffer content during a busy period for state-dependent $M/G/1$ queues.
Comm. Statist. Stochastic Models,
3(2):191--226, 1987.
MR903591
Busy period distribution in state-dependent queues.
Queueing Systems Theory Appl.,
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