2023-002Analysis of a constrained initial value for an ODE arising in the study of a power-flow modelA.J.E.M. Janssen
2023-001Externalities in the M/G/1 queue: LCFS-PR versus FCFSRoyi Jacobvic, Nikki Levering, Onno Boxma


2022-012Discordant edges for the voter model on regular random graphsL. Avena, R. Baldasso, R. Subhra Hazra, F. den Hollander, M. Quattropani,
2022-011Graphon-valued processes with vertex-level fluctuationsP. Braunsteins, F. den Hollander, M. Mandjes
2022-010Spatial populations with seed-bank: finite-systems schemeA. Greven, F. den Hollander
2022-009Erratum: Quenched large deviation principle for words in a letter sequenceM. Birkner, A. Greven, F. den Hollander
2022-008Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphsP. Dionigi, D. Garlaschelli, R. Subhra Hazra, F. den Hollander, M. Mandjes
2022-007On fluctuation- theoretic decompositions via Lindley-type recursionsM. Mandjes, O. Kella, O. Boxma
2022-006Exact results for the order picking time distribution under return routingI. Adan, O. Boxma, T. Engels, J. Resing
2022-005Perishable inventories with random input: A unifying survey with extensionsO. Boxma, D. Perry, W. Stadje
2022-004Comparison of stability regions for a line distribution network with stochastic load demandsM. Christianen, J. Cruise, A. Janssen, S. Shneer, M. Vlasiou, B. Zwart
2022-003Approximation of the Distflow sequence Vn, satisfying Δ₂Vn = k/Vn, by sampling its continuous counterpart f(t), satisfying f”(t) = k/f(t)A. Janssen
2022-002Functional equations with multiple recursive termsI. Adan, O. Boxma, J. Resing
2022-001Queueing and risk models with dependenciesO. Boxma, M. Mandjes


2021-015An exact analysis and comparison of manual picker routing heuristicsT. Engels, I. Adan, O. Boxma, J. Resing
2021-014Bounds on Dawson’s integral occurring in the analysis of a line distribution network for electric vehiclesA. Janssen
2021-013Sparse random graphs with many trianglesS. Chakraborty, R. van der Hofstad, F. den Hollander
2021-012Spatial populations with seed-bank: renormalisation on the hierarchical groupA. Greven, F. den Hollander, M. Oomen
2021-011Workload of a two-queue fluid polling modelS. Kapodistria, M. Saxena, O. Boxma, O. Kella
2021-010A Decomposition for Levy processes inspected at Poisson momentsO. Boxma, M. Mandjes
2021-009Spatially inhomogeneous populations with seed-banks: II Clustering regimeF. den Hollander, S. Nandan
2021-008The parabolic Anderson model on a Galton-Watson tree revisitedF. den Hollander, D. Wang
2021-007Breaking of ensemble equivalence for dense random graphs under a single constraintF. den Hollander, M. Markering
2021-006Switching interacting particle systems: scaling limits, uphill diffusion and boundary layerA. Floreani, C. Giardina, F.d. Hollander, S. Nandan, F. Redig
2021-005Metastability for Glauber dynamics on the complete graph with coupling disorderA. Bovier, F. d. Hollander, S. Marello
2021-004 Fork-join and redundancy systems with heavy-tailed job sizesY. Raaijmakers, S. Borst, O. Boxma
2021-003Shot-noise queueing modelsO. Boxma, M. Mandjes
2021-002Peer-to-peer lending: a growth-collapse model and its steady-state analysisO. Boxma, D. Perry, W. Stadje
2021-001De oorsprong van ergodentheorieF. den Hollander, Ch. Kalle


2020-019Spatial populations with seed-bank: well-posedness, duality and equilibriumA. Greven, F.d.Hollander, M. Oomen
2020-018Linking the mixing times of random walks on static and dymanic random graphsL. Avena, H. Güldas, R.v.d.Hofstad, F.d.Hollander, O. Nagy
2020-017Principles of seed banks: Complexity emerging from dormancyJ. Lennon, F. den Hollander, M. Wilke-Berenguer, J. Blath
2020-016A dual risk model with additive and proportional gains: ruin probability and dividendsO. Boxma, E. Frostig, Z. Palmowski
2020-015A sample-path large deviation principle for dynamic Erdös Renyi random graphsP. Braunsteins, F. den Hollander, M. Mandjes
2020-014Homogeneous evolution with inhomogeneous seed-banks: I. duality, existence and clusteringF. den Hollander, S. Nandan
2020-013A spectral signature of breaking of ensemble equivalence for constrained random graphsP. Dionigi, D. Garlaschelli, F. den Hollander, M. Mandjes
2020-012An M/PH/1 queue with workload-dependent processing speed and vacationsY. Sukama, O. Boxma, T. Phung-Duc
2020-011Phase transitions for spatially extended pinning F. Caravenna, F. den Hollander
2020-010Large deviation principle for the maximal eigenvalue of inhomogeneous Erdös-Rényi random graphsA. Chakrabarty, R. Hazra, F.den Hollander, M. Sfragara
2020-009A dynamic pricing model for (R,Q) inventory with normal and emergency ordersO. Boxma, D. Perry, W. Stadje
2020-008Scaling limits for closed product-form queueing networksL. v. Kreveld, O. Boxma, J.-P. Dorsman, M. Mandjes
2020-007Workload distributions in ASIP queueing networksO. Boxma, O. Kella, U. Yechiali
2020-006Threshold-based rerouting and replication for resolving job-server affinity relationsY.Raaijmakers, S. Borst, O. Boxma
2020-005Censored lifetime learning: Optimal Bayesian age-replacement policiesC. Drent, S. Kapodistria, O. Boxma
2020-004A multiplicative version of the Lindley recursionO. Boxma, A. Löpker, M. Mandjes, Z. Palmowski
2020-003Characterizing policies with optimal response time tails under heavy-tailed job sizesZ. Scully, L. van Kreveld, O. Boxma, J.-P. Dorsman, A. Wierman
2020-002Complex networks: structure and functionalityF. den Hollander
2020-001The parabolic Anderson model on a Galton-Watson treeF. den Hollander, W. König, R. dos Santos


2019-018Random-access wireless networks with bipartite interference graphsS. Borst, F. den Hollander, F. Nardi, M. Sfragara
2019-017Crossover times in bipartite networks with activity constraints and time-varying switching ratesS. Borst, F. den Hollander, F. Nardi, S. Taati
2019-016Glauber dynamics on the Erdös-Rényi random graphF. den Hollander, O. Jovanovski
2019-015Scaling analysis of an extended machine-repair modelL. v. Kreveld, J.-P. Dorsman, O. Boxma, M. Mandjes
2019-014Stability of redundancy systems with processor sharingY. Raaijmakers, S. Borst, O. Boxma
2019-013Single-server queues under overdispersion in the heavy-traffic regimeO. Boxma, M. Heemskerk, M. Mandjes
2019-012Synchronized Lévy queuesO. Kella, O. Boxma
2019-011Two queues with time-limited polling and workload-dependent service speedsO. Boxma, M. Saxena, A. Janssen
2019-010Graphon-valued stochastic processes from population geneticsS. Athreya, F. den Hollander, A. Röllin
2019-009Affine storage and insurance risk modelsO. Boxma, M. Mandjes
2019-008Probabilistic structures in evolutionA. Greven, F. den Hollander
2019-007The Widow-Rowlinson model: The mesoscopic fluctuations for the critical dropletF. d. Hollander, S. Jansen, R. Kotecký, E. Pulverenti
2019-006Revenue maximization in optical router nodesM. Abidini, O. Boxma, C. Hurkens, T. Koonen, J. Resing
2019-005The (S-1,S) inventory model and its counterparts in queueing theoryO. Boxma, D. Perry, W. Stadje
2019-004Fluid queues with synchronized outputO. Boxma, O. Kella, L. Ravner
2019-003An infinite-server system with Lévy shot-noise modulation: moments and asymptoticsM. Saxena, O. Boxma, M.Mandjes
2019-002On two classes of reflected autoregressive processesO. Boxma, A. Löpker, M.Mandjes
2019-001A single server queue with workload-dependent service speed and vacationsY. Sakuma, O. Boxma, T. Phung-Duc


2018-016Parameter mixing in infinite-server queuesL. v. Kreveld, O. Boxma
2018-015Redundancy scheduling with scaled Bernoulli service requirementsY. Raaijmakers, S. Borst, O. Boxma
2018-014Delta probing policies for redundancyY. Raaijmakers, S. Borst, O. Boxma
2018-013Polling: past, present and perspectiveS. Borst, O. Boxma
2018-012Estimating the input of a Lévy queue by Poisson sampling of the workload processL. Ravner, O. Boxma, M. Mandjes
2018-011Breaking of ensemble equivalence for perturbed Erdos-Renyi random graphsF. den Hollander, M. Mandjes, A. Roccaverde, N. Starreveld
2018-010Spectra of adjacent and laplacian matrices of inhomogeneous Erdos-Renyi random graphsA. Chakrabarty, R. Subhra Hazra, F. den Hollander, M. Sfragara
2018-009Infinite-server systems with coxian arrivalsO. Boxma, O. Kella, M. Mandjes
2018-008Fluid flow models in performance analysisO. Boxma, B. Zwart
2018-007Transition time asymptotics of queue-based activation protocols in random-access networksS. Borst, F. den Hollander, F. Nardi, M. Sfragara
2018-006Random walks on dynamic configuration models: a trichotomyL. Avena, H. Guldas, R. van der Hofstad, F. den Hollander
2018-005Random walk in cooling random environment: ergodic limits and concentration inequalitiesL. Avena, Y. Chino, C. da Costa, F. den Hollander
2018-004Generalized gap acceptance models for unsignalized intersectionsAbishek, M. Boon, M. Mandjes
2018-003Performance of large-scale polling systems with branching-tye and limited serviceT. Meyfroyt, M. Boon, S. Borst, O. Boxma
2018-002Properties of additive functionals of Brownian motion with resettingF. den Hollander, S. Majumdar, J. Meylahn, H. Touchette
2018-001State-dependent estimation of delay distirbutions in fork-join networksN. Carmeli, G. Yom-Tov, O. Boxma


2017-010Dividends in the dual risk modelO. Boxma, E. Frostig
2017-009Infinite-server queues with Hawkes inputD. Koops, M. Saxena, O. Boxma, M. Mandjes
2017-008Analysis of Mx/G/1 queues with impatient customersY. Inoue, O. Boxma, D. Perry, S. Zacks
2017-007Linear networks: rare-event simulation and Markov modulationO. Boxma, E. Cahen, D. Koops, M. Mandjes
2017-006Torsional rigidity for cylinders with a Brownian fractureM van den Berg, F. den Hollander
2017-005Ensemble equivalence for dense graphsF. den Hollander, M. Mandjes, A. Roccaverde, N. Starreveld
2017-004The hierarchical Cannings process in random environmentA. Greven, F. den Hollander, A. Klimovsky
2017-003Synchronization of phase oscillators on the hierarchical latticeD. Garlaschelli, F. den Hollander, J. Meylahn, B. Zeegers
2017-002The single server queue with mixing dependenciesY. Raaijmakers, H.-J. Albrecher, O. Boxma
2017-001Two queues with random time-limited pollingM. Saxena, O. Boxma, S. Kapodistria, R. Nunez-Queija


2016-014Metastability on the hierarchical latticeF. den Hollander, O. Jovanovski
2016-013A single server queue with batch arrivals and semi-Markov servicesAbhishek, M. Boon, O. Boxma, R. Nunez Queija
2016-012Performance analysis of polling systems with retrials and glue periodsM. Abidini, O. Boxma, B. Kim, J. Kim, J. Resing
2016-011Queue-length balance equations in multiclass multiserver queues and their generalizationsM. Boon, O. Boxma, O. Kella, M. Miyazawa
2016-010Networks of ·/G/∞ queues with shot-noise-driven arrival intensitiesD. Koops, O. Boxma, M. Mandjes
2016-009Multi-colony Wright-Fisher with seed-bankF. den Hollander, G. Pederzani
2016-008Netwerken bekeken vanuit de statistische fysicaF. den Hollander
2016-007Mixing times of random walks on dynamic configuration modelsL. Avena, H. Güldaş, R. van der Hofstad, F. den Hollander
2016-006Torsional rigidity for regions with a Brownian boundaryM. van den Berg
E. Bolthausen, F. den, Hollander
2016-005Ensemble nonequivalence in random graphs with modular structureD. Garlaschelli, F. den Hollander, A. Roccaverde
2016-004An ASIP model with general gate opening intervalsO. Boxma, O. Kella, U. Yechiail
2016-003Metastability for Glauber dynamics on random graphsS. Dommers, F. den Hollander, O. Jovanovski, F. Nardi
2016-002Phase diagram for a copolymer in a micro-emulsionF. den Hollander, N. Pétrélis
2016-001Partical coverage by a rich uncle until ruin: a reinsurance modelO. Boxma, E. Frostig, D. Perry, R. Yosef


2015-025A tandem fluid network with Levy input in heavy TrafficD. Koops, O. Boxma, M. Mandjes
2015-024A dual theory for decision under risk and ambiguityR. Laeven, M. Stadje
2015-023A queueing system with vacations after N servicesO. Boxma, D. Claeys, L. Gulikers, O. Kella
2015-022A queueing/inventory and an insurance risk modelO. Boxma, R. Essifi, A. Janssen
2015-021A queueing model with randomized depletion of inventoryH.-J. Albrecher, O. Boxma, R. Essifi, R. Kuijstermans
2015-020The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphsS. Bhamidi, R. van der Hofstad, S. Sen
2015-019Annealed scaling for a charged polymerF. Caravenna, F. den, Hollander, N. Petrelis, J. Poisat
2015-018A reinsurance risk model with a threshold coverage policy – The Gerber-Shiu penalty functionO. Boxma, E. Frostig, D. Perry
2015-017Efficient content delivery in the presence of impatient jobsM. Larranaga, O. Boxma, R. Nunez-Queija, M. Squillante
2015-016Analysis and optimization of blood testing proceduresS. Bar-Lev, O. Boxma, D. Perry, P. Vastazos
2015-015A blood bank model with perishable blood and demand impatienceS. Bar-Lev, O. Boxma, B. Mathijsen, D. Perry
2015-014Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact supportS. Kliem
2015-013Parabolic Anderson model in a dynamic random environment: random conductancesD. Erhard, F. den Hollander, G. Maillard
2015-012On a class of reflected AR (1) processesO. Boxma, M. Mandjes, J. Reed
2015-011Complexe netwerken vanuit fysisch perspectiefD. Garlaschelli, F. den Hollander, A. Roccaverde
2015-010Transient analysis of a stationary Lévy-driven queueJ. Ivanovs, M. Mandjes
2015-009Transient analysis of one-sided Lévy-driven queuesN. Starreveld, R. Bekker, M. Mandjes
2015-008Stochastic bounds for order flow times in warehouses with remotely located order-picking workstationsD. Claeys, I. Adan, O. Boxma
2015-007Convergence to equilibrium for a directed (1 + d)−dimensional polymerP. Caputo, J. Sohier
2015-006Linear birth/immigration-death process with binomial catastrophesS. Kapodistria, T. Phung-Duc, J. Resing
2015-005A coupled processor model with simultaneous arrivals and ordered service requirementsS. Badila, J. Resing
2015-004Analysis and optimization of vacation and polling models with retrialsM. Abidini, O. Boxma, J. Resing
2015-003A bivariate risk model with mutual deficit coverageJ. Ivanovs, O. Boxma
2015-002Metastability for general dynamics with rare transitions: escape time and critical configurationsE. Cirillo, F. Nardi, J. Sohier
2015-001Breaking of ensemble equivalence in networksT. Squartini, Joey de Mol, F. den Hollander, D. Garlaschelli


2014-021Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motionsF. den Hollander, F. Redig, W. van Zuijlen
2014-020Recycled incomplete identification procedures for blood screeningS. Bar-Lev, O. Boxma, I. Kleiner, D. Perry, W. Stadje
2014-019Conditioned, quasi-stationary, restricted measures and escape from metastable statesR. Fernandez, F. Manzo, F. Nardi, E. Scoppola, J. Sohier
2014-018Convergence rates of Laplace-Transform based estimatorsA. den Boer, M. Mandjes
2014-017Vacation and polling models with retrialsO. Boxma, J. Resing
2014-016Hierarchical pinning model: low disorder relevance in the b = s caseJ. Sohier
2014-015Strongly reinforced Polya urns with graph-based competitionR. van der Hofstad, M. Holmes, A. Kuznetsov, W. Ruszel
2014-014 Universality for first passage percolation sparse uniform and rank-1 random graphsS. Bhamidi, R. van der Hofstad, G. Hooghiemstra
2014-013Universality for first passage percolation on sparse random graphsS. Bhamidi, R. van der Hofstad, G. Hooghiemstra
2014-012Personalized PageRank with node-dependent restartK. Avrachenkov, R. van der Hofstad, M. Sokol
2014-011Asymptotically exponential hitting times and metastability:a pathwise approach without reversibilityR. Fernandez, F. Manzo, F. Nardi, E. Scoppola
2014-010Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival timesE. Badila, O. Boxma, J. Resing
2014-009The scaling limits of the non critical strip wetting modelJ. Sohier
2014-008Large deviations for power-law thinned Levy processesE. Aidekon, R. van der Hofstad, S. Kliem, J. van Leeuwaarden
2014-007Cluster tails for critical power-law inhomogeneous random graphsR. van der Hofstad, S. Kliem, J. van Leeuwaarden
2014-006Criteria for convergence to super-Brownian motion on path spaceR. van der Hofstad
M. Holmes
E. Perkins
2014-005On two-queue Markovian polling systems with exhaustive serviceJ.-P. Dorsman, O. Boxma, R. van der Mei
2014-004 Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environmentE. Vatamidou, I. Adan, M. Vlasiou, A. Zwart
2014-003Random Walk on Random WalksM. Hilario, F. den Hollander, V. Sidoravicius, R. Soares dos Santos, A. Teizeira
2014-002A comparison between different cycle decompositions for Metropolis dynamicsE. Cirillo, F. Nardi, J. Sohier
2014-001Markovian polling systems with an application to wireless random-access networksJ.-P. Dorsman, S. Borst, O. Boxma, M. Vlasiou
2014-000A quenched large deviation principle in a continuous scenarioM. Birkner, F. den Hollander


2013-031Synchronization via interacting reinforcementP. Dai Pra, P.Y. Louis, I.G. Minelli
2013-030Effect of self-interaction on the phase diagram of a Gibbs-like measure derived by a reversible probabilistic cellular automataE.N.M. Cirillo, P.Y. Louis, W.M. Ruszel, C. Spitoni
2013-029Degrees and distances in random and evolving apollonian networksI. Kolossváry, J. Komjáthy, L. Vágó
2013-028Degree distribution of shortest path trees and bias of network sampling algorithmsS. Bhamidi, J. Goodman, R. van der Hofstad, J. Komjáthy
2013-027Hypercube percolationR. van der Hofstad, A. Nachmias
2013-026Unlacing hypercube percolation: a surveyR. van der Hofstad, A. Nachmias
2013-025Ising critical exponents on random trees and graphsS. Dommers, C. Giardinà, R. van der Hofstad
2013-024The winner takes it allM. Deijfen, R. van der Hofstad
2013-023The front of the epidemic spread and first passage percolationS. Bhamidi, R. van der Hofstad, J. Komjáthy
2013-022On a make-to-stock production/mountain model with hysteretic controlO. Boxma, A. Löpker, D. Perry
2013-021Variational description of Gibbs-non-Gibbs dynamical transitions for spin flip systems with a Kac-type interactionR. Fernandéz, F. den Hollander, J. Martínez
2013-020Phase diagram for a copolymer in a micro-emulsionF. den Hollander N. Pétrélis
2013-019Berman-Konsowa principle for reversible Markov jump processesF. den Hollander, S. Jansen
2013-018Server waiting times in infinite supply polling systems with preparation timesJ.L. Dorsman, N. Perel, M. Vlasiou
2013-017Two coupled Levy queues with independent inputO. Boxma, J. Ivanovs
2013-016Examples in Monte Carlo SimulationS. Asmussen
2013-015A general smoothing inequality for disordered polymersF. Caravenna, F. den Hollander
2013-014Queues and risk processes with dependenciesE.S. Badila, O.J. Boxma, J.A.C. Resing
2013-013Diameter of the stochastic mean-field model of distanceS. Bhamidi, R. van der Hofstad
2013-012The shorter queue polling modelI. Adan, O. Boxma, S. Kapodistria, V. Kulkarni
2013-011Design and evaluation of overloaded service systems with skill based routing, under FCFS policiesI. Adan, M. Boon, G. Weiss
2013-010Random walk in a high density dynamic random environmentF. den Hollander, H. Kesten, V. Sidoravicius
2013-009The cyclic queue and the tandem queueO. Boxma, H. Daduna
2013-008The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponentfor the quenched Lyapunov exponentD. Erhard, F. den Hollander, G. Maillard
2013-007Large deviation principles for words drawn from correlated letter sequencesF. den Hollander, J. Poisat
2013-006Heat content and inradius for regions with a Brownian boundaryM. van den Berg, E. Bolthausen, F. den Hollander
2013-005 Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speedsJ.L. Dorsman, M. Vlasiou, B. Zwart
2013-004The survival probability and r-point functions in high dimensionsR. v.d. Hofstad, M. Holmes
2013-003Cyclic-type polling models with preparation timesN. Perel, J.L. Dorsman, M. Vlasiou
2013-002Heavy-traffic analysis of k-limited polling systemsM. Boon
E. Winands
2013-001Corrected phase-type approximations of heavy-tailed risk models using perturbation analysisE. Vatamidou, I. Adan, M. Vlasiou, B. Zwart


2012-026Modeling and performance analysis of sequential zone picking systemsJ. v.d. Gaast, M. de Koster, I. Adan, J. Resing
2012-025Large deviations for stochastic processesS. Adams
2012-024On simple ruin expressions in dependent Sparre Andersen risk modelsH.-J. Albrecher, O. Boxma, J. Ivanovs
2012-023Limit theorems for renewal shot noise processesA. Iksanov, A. Marynych, M. Meiners
2012-022On asymptotics of the beta-coalescentsA. Gnedin, A. Iksanov, A. Marynych, M. Mohle
2012-021Exponential uniform identities related to recordsA. Gnedin, A. Marynych
2012-020 Dorsman, S. Bhulai, M. Vlasiou
2012-019Extremal geometry of a Brownian porous mediumJ. Goodman, F. den Hollander
2012-018Queues and risk models with simultaneous arrivalsE.S. Badila, O.J Boxma, J.A.C. Resing, E.M.M. Winands
2012-017A compound Poisson EOQ model for perishable items with intermittent high and low demand periodsO. Boxma, D. Perry, W. Stadje, S. Zacks
2012-016Renormalisation of hierarchically interacting Cannings processesA. Greven, F. den Hollander, S. Kliem, A. Klimovsky
2012-015Scaling of a random walk on a supercritical contact processsupercritical contact processF. den Hollander, R. dos Santos
2012-014The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponentD. Erhard, F. den Hollander, G. Maillard
2012-013Kawasaki dynamics with two types of particles: critical dropletsF. den Hollander, F.R. Nardi, A. Troiani
2012-012Relaxation height in energy landscapes: an application to multiple metastable statesE.N.M. Cirillo, F.R. Nardi
2012-011A queue with skill based service under FCFS-ALIS: steady state, overloaded system, and behavior under abandonmentsI. Adan, G. Weiss
2012-010On the accuracy of phase-type approximations of heavy-tailed risk modelsE. Vatamidou, I.J.B.F. Adan, M. Vlasiou, B. Zwart
2012-009Copolymer with pinning: variational characterization of the phase diagramF. den Hollander, A.A. Opoku
2012-008Free energy of a copolymer in a micro-emulsionF. den Hollander, N. Pétrélis
2012-007Asymptotic analysis of Cohen’s equation for retrial queues in the Halfin-Whitt regimeA.J.E.M. Janssen
2012-006Robust portfolio choice and indifference valuationR.J.A. Laeven, M.A. Stadje
2012-005Analysis of a two-layered network with correlated queues by means of the power-series algorithmJ.L. Dorsman, R. van der Mei, M. Vlasiou
2012-004A class of asymptotically self-similar stabel processes with stationary incrementsS.U. Can
2012-003Variational description of Gibbs-non Gibbs dynamical transitions for the Curie-Weiss modelR. Fernandéz
F. den Hollander
J. Martínez
2012-002Complex random energy model: zeros and fluctuationsZ. Kabluchko, A. Klimovsky
2012-001Sharp asymptotics for stochastic dynamics with parallel updating ruleF.R. Nardi, C. Spitoni
2011-046Useful martingales for stochastic storage processes with Lévy-type input and decomposition resultsO. Kella, O. Boxma
2011-045Visualizing multiple quantile plotsM.A.A. Boon, J.H.J. Einmahl, I.W. McKeague
2011-044 Waiting times in queueing networks with single shared serverM.A.A. Boon, R.D. van der Mei, E.M.M. Winands
2011-043Marginal queue length approximations for a two-layered network with correlated queuesJ.L. Dorsman, M. Vlasiou, O.J. Boxma
2011-042A loss system with skill based servers under assign to longest idle server policyI. Adan, G. Weiss
2011-041A generalized memoryless propertyO. Kella, A. Löpker
2011-040Stability and performance for multi-class queueing networks with infinite virtual queuesY. Guo, E. Lefeber, Y. Nazarathy, G. Weiss, H. Zhang
2011-039Erlang arrivals joining the shorter queueI.J.B.F. Adan, S. Kapodistria, J.S.H. van Leeuwaarden
2011-038Polling systems with batch serviceJ.L. Dorsman, R. van der Mei, E.M.M. Winands
2011-037A copolymer near a selective interface: variational characterization of the free energyE. Bolthausen, F. den Hollander, A.A. Opoku
2011-036Regular g-measures are not always GibbsianR. Fernandez, S. Gallo, G. Maillaird
2011-035High dimensional Gaussian fields with isotropic increments seen through spin glassesA. Klimovsky
2011-034Repair systems with exchangeable items and the longest queue mechanismR. Ravid, O.J. Boxma, D. Perry
2011-033A Lévy input fluid queue with input and workload regulationZ. Palmowski, M. Vlasiou, B. Zwart
2011-032Separation of timescales in a two-layered networkM. Vlasiou, J. Zhang, B. Zwart, R. van der Mei
2011-031Analytic properties of two-carousel systemsR. Bossier, M. Vlasiou, I. Adan
2011-030Threshold Strategies for risk processes and their relation to queueing theoryO. Boxma, A. Löpker, D. Perry
2011-029A make-to-stock mountain-type inventory modelO. Boxma, M. Parlar, D. Perry
2011-028Lectures on random polymersF. Caravenna, F. den Hollander, N. Pétrélis
2011-027Queue lengths and workloads in polling systemsO. Boxma, O. Kella, K. Kosinski
2011-026Kawasaki dynamics with two types of particles:stable/metastable configurations and communication heightsF. den Hollander, F.R. Nardi, A. Troiani
2011-025Approximate performance analysis of production lines with continuous material flows and finite buffersR. Bierbooms, I.J.B.F. Adan, M. van Vuuren
2011-024A new Wiener-Hopf identity for a general class of reflected processesB.H. Fralix, J.S.H. Leeuwaarden, O.J. Boxma
2011-023Sojourn times in a processor sharing queue with multiple vacationsU. Ayesta, O.J. Boxma, I. Verloop
2011-022Spatial Ineffciency of MaxWeight SchedulingSpatial ineffciency of MaxWeight schedulingP. van de Ven, S. Borst, L. Ying
2011-021Instability of MaxWeight scheduling algorithmsP. van de Ven, S. Borst, S. Shneer
2011-020Spatial fairness in linear random-access networksP. van de Ven, J.S.H. Leeuwaarden, D. Denteneer, A.J.E.M. Janssen
2011-019Insensitivity and stability of random-access networksP. van de Ven, J.S.H. Leeuwaarden, S.C. Borst, A. Proutiére
2011-018The precise tail behavior of the total progeny of a killed branching random walkE. Aïdékon, Y. Hu, O. Zindy
2011-017Convergence in law of the minimum of a branching random walkE. Aïdékon
2011-016Martingale ratio convergence in the branching random walkE. Aïdékon, Z. Shi
2011-015The uniform measure on a Galton-Watson tree without the XlogX conditionE. Aïdékon
2011-014Gaussian queues in light and heavy-trafficK. Debicki, K.M. Kosinski, M. Mandjes
2011-013Optimal policy for a multi-location inventory system with a quick response warehouseA.C.C. van Wijk, I.J.B.F. Adan, G.J. van Houtum
2011-012Law of large numbers for non-elliptic random walks in dynamic random environmentsF. den Hollander, R. dos Santos, V. Sidoravicius
2011-011A new method for deriving waiting-time approximations in polling systems with renewal arrivalsJ.L. Dorsman, R.D. van der Mei, E.M.M. Winands
2011-010Approximate evaluation of multi-location inventory models with lateral transshipments and hold back levelsA.C.C. van Wijk, I.J.B.F. Adan, G.J. van Houtum
2011-009The effect of workload constraints in linear programming models for production planningM.M. Jansen, A.G. de Kok, I.J.B.F. Adan
2011-008Sharp asymptotics for stochastic dynamics with parallel updating rule with self-interactionA. Bovier, F.R. Nardi, C. Spitoni
2011-007Metastability for Kawasaki dynamics at low temperature with two types of particlesF. den Hollander, F.R. Nardi, A. Troiani
2011-006Tenor specific pricingD.B. Madan, W. Schoutens
2011-005On the infimum attained by a reflected Lévy processK. Debicki, K.M. Kosinski, M. Mandjes
2011-004Multiple testing, uncertainty and realistic picturesM. Langovoy, O. Wittich
2011-003Stability of random admissible-set scheduling in spatial wireless systemsN. Bouman, S.C. Borst, J.S.H. van Leeuwaarden
2011-002A product form solution to a system with multi-type jobs and multi-type serversJ. Visschers, I. Adan, G. Weiss
2011-001Existence and Exponential mixing of infinite white α-stable Systems with unbounded interactionsExistence and exponential mixing of infinite white α-stable systems with unbounded interactionsL. Xu, B. Zegarlinski
2010-053Computationally efficient algorithms for statistical image processing. Implementation in RM. Langovoy, O. Wittich
2010-052The β Meixner modelA. Ferreiro-Castilla, W. Schoutens
2010-051A fluid EOQ model of perishable items with intermittent high and low demand ratesO.J. Boxma, D. Perry, S. Zacks
2010-050Fairness and efficiency for polling models with the k gated service discipline.A.C.C. van Wijk, I. Adan, O.J. Boxma, A. Wierman
2010-049Robust nonparametric detection of objects in noisy images.M. Langovoy, O. Wittich
2010-048Parabolic Anderson model with voter catalysts: maximality of the annealed asymptoticsG. Maillard, T. Mountford, S. Schöpfer
2010-047Parabolic Anderson model with a finite number of moving catalystsF. Castell, O. Gün, G. Maillard
2010-046Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environmentJ. Gärtner, F. den Hollander, G. Maillard
2010-045Quantitative assessment of securitisation dealsH. Jönsson, W. Schoutens
2010-044Performance analysis of production lines with continuous material flows and finite buffersR. Bierbooms, I. Adan, M. van Vuuren
2010-043Delays at signalised intersections with exhaustive traffic controlM. Boon, I. Adan, E. Winands, D. Down
2010-042Relations between invasion percolation and critical percolation in two dimensionsM. Damron, A. Sapozhnikov, B. Vágvölgyi
2010-041Outlets of 2D invasion percolation and multiple-armed incipient infinite clustersM. Damron, A. Sapozhnikov
2010-040Limit theorems for 2D invasion percolationM. Damron, A. Sapozhnikov
2010-039Ruin Excursions, the G/G/∞ queue and tax payments in renewal risk modelsH. Albrecher, S.C. Borst, O.J. Boxma, J. Resing
2010-038Log-Harnack inequality for stochastic Burgers equations and applicationsF. Wang, J. Wu, X. Lihu
2010-037Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equationsF. Wang, X. Lihu
2010-036Two perishable inventory systems with one-way substitutionL. Liu, I. Adan, D. Perry
2010-035Upper bound on the expected size of intrinsic ballA. Sapozhnikov
2010-034Deconvolution for an atomic distribution: rates of convergenceG. Gugushvili, B. van Es, P. Spreij
2010-033√n-Consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothingS. Gugushvili, C.A.J. Klaassen
2010-032Convergence of the all-time supremum of a Levy process in the heavy-traffic regimeK.M. Kosinski, O.J. Boxma, B. Zwart
2010-031Implied Liquidity; Towards stochastic liquidity modeling and liquidity tradingJ.M. Corcuera, F. Guillaume, D.B. Madan, W. Schoutens
2010-030Modeling of electrochemical hydrogen storage in metal hydride electrodesA. Ledovskikh, D. Danilov, P. Vermeulen, P.H.L. Notten
2010-029Applications of polling systemsM.A.A. Boon, R.D. v.d. Mei, E.M.M. Winands
2010-028Conic coconuts; The pricing of contingent capital notes using conic financeD.B. Madan, W. Schoutens
2010-027A reversible loss system with multi-type customers and multi-type serversI. Adan, C. Hurkens, G. Weiss
2010-026Model and calibration risks for the Heston modelF. Guillaume, W. Schoutens
2010-025Exact FCFS matching rates for two infinite multi-type sequencesI. Adan, G. Weiss
2010-024Variational characterization of the critical curve for pinning of random polymersD. Cheliotis, F. den Hollander
2010-023A large-deviation view on dynamical Gibbs-non-Gibbs transitionsA. van Enter, R. Fernandez, F. den Hollander, F. Redig
2010-022A model predictive control for the acquisition queue and related queueing networksJ. van Leeuwaarden, E. Lefeber, Y. Nazarathy, J. Rooda
2010-021Extremes of multidimensional Gaussian processesK. Debicki, K. Kosinski, M. Mandjes, T. Rolski
2010-020Entropy coherent and entropy convex measures of riskR.J. Laeven, M. Stadje
2010-019A dynamic control strategy for multi-item production systems with backlog; part 2J. Bruin, J. van der Wal
2010-018A cyclic production scheme for multi-item production systems with backlog; part 1J. Bruin, J. van der Wal
2010-017Server farms with setup costsA. Gandhi, M. Harchol-Balter, I. Adan
2010-016Collision local time of transient random walks and intermediate phases in interacting stochastic systemsM. Birkner, A. Greven, F. den Hollander
2010-015Optimal tradeoff between exposed and hidden nodes in large wireless networksP. v.d. Ven, A. Janssen, v. J. Leeuwaarden
2010-014Approximate analysis of single-server tandem queues with finite buffersR. Bierbooms, I. Adan, M. v. Vuuren
2010-013A new look at organ transplantation models and double matching queuesO. Boxma, I. David, D. Perry, W. Stadje
2010-012On some tractable growth collapse processes with renewal collapse epochsO. Boxma, O. Kella, D. Perry
2010-011A key large deviation principle for interacting stochastic systemsF. den Hollander
2010-010Extending dynamic convex risk measures from discrete time to continuous time: a convergence approachM. Stadje
2010-009Conic financial markets and corporate financeD. Madan, W. Schoutens
2010-008Existence and exponential mixing of infinite white α-stable systems with unbounded interactionsL. Xu, B. Zegarlinski
2010-007Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noisesS. Albeverio, A. Debussche, L. Xu
2010-006Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenarate noiseM. Romito, L. Xu
2010-005Ergodicity of infinite white α-stable systems with linear and bounded interactionsL. Xu
2010-004A reversible loss system with multi-type customers and multi-type serversI. Adan, C. Hurkens, G. Weiss
2010-003Use a reduced Heston or reduce the use of Heston?F. Guillaume, W. Schoutens
2010-002The M/G/1+G queue revisitedO. Boxma, D. Perry, W. Stadje
2010-001The asymptotic variance of departures in critically loaded queuesA. Al Hanbali, M. Mandjes, Y. Nazarathy, W. Whitt
2009-065Critical behavoir in inhomogeneous random graphsR. v.d. Hofstad
2009-064Random graph asymptotics on high-dimensional tori II. Volume, diameter and mixing timeM. Heydenreich, R. v.d. Hofstad
2009-063First passage percolation on random graphs with finite mean degreesS. Bhamidi, R. v.d. Hofstad, G. Hooghiemstra
2009-062Extreme value theory, Poisson-Dirichlet distributions and FPP on random networksS. Bhamidi, R. v.d. Hofstad
2009-061Refined square-root staffing for call centers with impatient customersb. Zhang, J. v. Leeuwaarden, B. Zwart
2009-060Triangular M/G/1-type and tree-like QBD Markov chainsB. van Houdt, J. van Leeuwaarden
2009-059Rare events asymptotics for a random walk in the quarter planeF. Guillemin, J. van Leeuwaarden
2009-058TCP and ISO-stationary transformationsJ. van Leeuwaarden, A. Löpker, T. Ott
2009-057Sojourn time tails in the single server queue with heavy-tailed service timesO. Boxma, D. Denisov
2009-056Improving the Delta-hedging risk-adjusted rerformance: the standard VG voltility space modelF. Guillaume, W. Schoutens
2009-055A saturated tree network of polling stations with flow controlP. Beekhuizen, J. Resing
2009-054Workload-dependent capacity in production-to-order systemsN. Dellaert, G. Mincsovics
2009-053Hospital admission planning to optimize major resources utilization under uncertaintyN. Dellaert, J. Jeunet
2009-052Improving operational effectiveness of tactical master plans for emergency and elective patients under stochastic demand and capacitated resourcesI. Adan, J. Bekkers, N. Dellaert, J. Jeunet, J. Vissers
2009-051Budget allocation for permanent and contingent capacity under stochastic demandN. Dellaert, J. Jeunet, G. Mincsovics
2009-050Asset backed securities: Risks, ratings and quantitative modellingH. Jönsson, W. Schoutens
2009-049First passage process of a Markov additive process, with applications to reflection problemsB. D’Auria, J. Ivanovs, O. Kella, M. Mandjes
2009-048First passage of time-reversible spectrally-negative Markov additive processesJ. Ivanovs, M. Mandjes
2009-047Novel scaling limits for critical inhomogeneous random graphsS. Bhamidi, R. van der Hofstad, J. van Leeuwaarden
2009-046On a processor sharing queue that models balkingQ. Zhen, J. van Leeuwaarden, Ch. Knessl
2009-045The variance of departure processes: Puzzling behavior and open problemsY. Nazarathy
2009-044Scaling limits for critical inhomogeneous random graphs with finite third momentsS. Bhamidi, R. van der Hofstad, J. van Leeuwaarden
2009-043End-to-end delays in polling tree networksP. Beekhuizen, T. Denteneer, J. Resing
2009-042Approximation of discrete-time polling systems via structured Markov chainsP. Beekhuizen, J. Resing
2009-041Nonparametric inference for discretely sampled Lévy processesS. Gugushvili
2009-040A survey on performance analysis of warehouse carousel systemsN. Litvak, M. Vlasiou
2009-039A polling model with reneging at polling instantsM. Boon
2009-038A polling model with smart customersM. Boon, A. van Wijk, I. Adan, O. Boxma
2009-037Tandem queues with impatient customers for blood screening proceduresS.K. Bar-Lev, H. Blanc, O. Boxma, D. Perry
2009-036Busy period analysis of the level dependent PH/PH/1/K QueueA. Al Hanbali
2009-035Detection of objects in noisy images and site percolation on square latticesM. Langovoy, O. Wittich
2009-034Predicting cycle time distributions for integrated processing workstations: an aggregate modeling approachC. Veeger, L. Etman, E. Lefeber, I. Adan, J. van Herk
2009-033Large deviation principle for one-dimensional random walk in dynamic random environment: attractive spin-flips and simple symmetric exclusionL. Avena, F. den Hollander, F. Redig
2009-032Law of large numbers for a class of random walks in dynamic random environmentsL. Avena, F. den Hollander, F. Redig
2009-031Algebraic polynomials and moments of stochastic integralsM. Langovoy
2009-030Closed-form waiting time approximations for polling systemsM. Boon, E. Winands, I. Adan, S. van Wijk
2009-029Stability of multi-dimensional birth-and-death process with state-dependent 0-homogeneous jumpsM. Jonckheere, S. Shneer
2009-028Analysis of an M/G/1 queue with customer impatience and an adaptive arrival processO. Boxma, B. Prabhu
2009-027Optimal lateral transshipment policy for a two location inventory problemS. van Wijk, I. Adan, G.J. van Houtum
2009-026Lévy-driven polling systems and continuous-state branching processesO. Boxma, J. Ivanovs, K. Kosinski, M. Mandjes
2009-025A characterization related to the equilibrium distribution associated with a polynomial structureS.K. Bar-Lev, O. Boxma, G. Letac
2009-024On the cycle maximum of mountains, dams and queuesO. Boxma, D. Perry
2009-023Delay in a tandem queueing model with mobile queues: An analytical approximationA. Al Hanbali
2009-022Time-limited polling systems with batch arrivals and phase-type service timesA. Al Hanbali
2009-021Intermittency on catalysts: voter modelJ. Gärtner, F. den Hollander, G. Maillard
2009-020Equilibrium joining probabilities for an M/G/1 queueY. Kerner
2009-019Transient analysis of the state dependent M/M/1/K queueA. Al Hanbali, O. Boxma
2009-018Some invariance properties of monotone failure rate in the M/G/1 queueY. Kerner
2009-017Another look at the transient behavior of the M/G/1 workload processB. Fralix
2009-016Optimal file splitting for wireless networks with concurrent accessG. Hoekstra, R. v.d. Mei, Y. Nazarathy, B. Zwart
2009-015Asymptotic normality of the deconvolution kernel density estimator under the vanishing error varianceB. van Es, S. Gugushvili
2009-014Nonparametric estimation of the characteristic triplet of a discretely observed Lévy processS. Gugushvili
2009-013Comparing Markov chains: Combining aggregation and precedence relations applied to sets of statesA. Busic, I. Vliegen, A. Scheller-Wolf
2009-012The busy period of an M/G/1 queue with customer impatienceO. Boxma, D. Perry, W. Stadje, S. Zacks
2009-011Hitting times and the running maximum of Markovian growth collapse processesA. Löpker, W. Stadje
2009-010An alternating risk reserve process – Part IIO. Boxma, H. Jönssen, J. Resing, S. Shneer
2009-009An alternating risk reserve process – Part IO. Boxma, H. Jönssen, J. Resing, S. Shneer
2009-008New hydride-forming materials: challenges towards a new generation of high energy density Nickel-Metal-Hybride batteriesA. Ledovskikh, D. Danilov, A. Ayeb, P. Notten
2009-007Model selection, large deviations and consistency of data-driven testsM. Langovoy
2009-006Fast valuation and calibration of credit default swaps under Lévy dynamicsF. Fang, H. Jönsson, C. Oosterlee, W. Schoutens
2009-005Heavy-traffic analysis of the maximum of an asymptotically stable random walkS. Shneer, V. Wachtel
2009-004New models for rating asset backed securitiesH. Jönsson, W. Schoutens, G. v. Damme
2009-003Large deviations for a random sign Lindley recursionM. Vlasiou, Z. Palmowski
2009-002A Lévy input model with additional state-dependent servicesZ. Palmowski, M. Vlasiou
2009-001An upper bound for front propagation velocities inside moving populationsA. Gaudilliére, F. Nardi
2008-056Transient behavior of the Halfin-Whitt diffusionJ. van Leeuwaarden, Ch. Knessl
2008-055Asymptotic inversion of the Erlang B formulaJ. van Leeuwaarden, N. Temme
2008-054Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizonA. Janssen, J. van Leeuwaarden
2008-053Back to the roots of the M/D/s queue and the works of Erlang, Crommelin, and PollaczekA. Janssen, J. van Leeuwaarden
2008-052Refining square root safety staffing by expanding Erlang CA. Janssen, J. van Leeuwaarden, B. Zwart
2008-051Ergodicity if the finite and infinite dimensional alpha-stable systemsL. Xu, B. Zegarlinski
2008-050A Markov modulated growth collapse modelO. Kella, A. Löpker
2008-049Collision local time of transient random walks and intermediate phases in interacting stochastic systemsM. Birkner, A. Greven, F. den Hollander
2008-048Intermittency on catalysts: three-dimensional simple symmetric exclusionJ. Gärtner, F. den Hollander, G. Maillard
2008-047Group testing procedures with quantitative features and incomplete identificationS. Bar-Lev, O. Boxma, A. Löpker, W. Stadje, F. v.d. Duyn Schouten
2008-046Idle periods for the finite G/M/1 queue and the deficit at ruin for a cash risk model with constant dividend barrierA. Löpker, D. Perry
2008-045Mixed gated/exhaustive service in a polling model with prioritiesM. Boon, I. Adan
2008-044Numerical accuracy of real inversion formulas for the Laplace transformV. Masol, J. Teugels
2008-043Price of anarchy in the Markovian single server queueG. Gilboa-Freedman, R. Hassin, Y. Kerner
2008-042Another look at transient versions of Little’s law, and preemptive Last-Come-First-Served queuesBrian Fralix, G. Riaño
2008-041Convergence of option rewards for Markov type price processes modulated by stochastic indicesD.S. Silvestrov, H. Jönsson, F. Stenberg
2008-040A two-stage group testing model for infections with window periodsS. Bar-Lev, O. Boxma, W. Stadje, F. v.d. Duyn Schouten
2008-039The age of the arrival process in the M/G/1 and M/G/1 queuesY. Kerner, M. Haviv
2008-038Long-range self-avoiding walk converges to (alpha)-stable processesM. Heydenreich
2008-037Singularities of the generator of a Markov additive process with one/sided jumpsJ. Ivanovs, O. Boxma, M. Mandjes
2008-036Exact asymptotics for the stationary distribution of a Markov chain: a production modelI. Adan, R. Foley, D. McDonald
2008-035On parametric and implicit algebraic descriptions of maximum entropy modelsA. Dukkipati
2008-034Quenched large deviation pricipal for words in a letter sequenceM. Birkner, A. Greven, F. den Hollander
2008-033Competitive nucleation in reversible probabilistic cellular automataE. Cirillo, F. Nardi, C. Spitoni
2008-032Aggregate modeling of multi-processing workstationsA.A.A. Kock, L.F.P. Etman, J.E. Roorda, I.J.B.F. Adan, M. van Vuuren en Wierman
2008-031On the localized phase of a copolymer in an emulsion: subcritical percolation regimeF. den Hollander, N. Pétrélis
2008-030Synchronized reneging in queueing systems with vacationI. Adan, A. Economou, S. Kapodistria
2008-029A polling model with multiple priority levelsM. Boon, I. Adan, O. Boxma
2008-028Fixed cycle single-item production systemsJ. Bruin, van der J. Wal
2008-027Two-stage queueing network models for quality control and testingS. Bar-Lev, O. Boxma, W. Stadje, F. v.d. Duyn Schouten, Ch. Wiesmeyr
2008-026Quantile estimation of a general-index modelEfang Kong, Y. Xia
2008-025An infinite-server queue influenced by a semi-Markovian environmentB. Fralix, I. Adan
2008-024Harmonic measures versus quasiconformal measures for hyperbolic groupsS. Blachére, P. Haïssinsky, P. Mathieu
2008-023Conditional ages and residual service times in the M/G/1 queueI. Adan, M. Haviv
2008-022A local limit theorem for the critical random graphR. van der Hofstad, W. Kager, T. Müller
2008-021Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperaturesA. Bovier, F. den Hollander, C. Spitoni
2008-020The spectrum of the random environment and localization of noiseD. Cheliotis, B. Virág
2008-019Waiting times in polling systems with various service disciplinesO. Boxma, J. Bruin, B. Fralix
2008-018Power series approximation for generalized processor sharing systemsJ. Walraevens, J. van Leeuwaarden, O. Boxma
2008-017Connecting renewal age processes and M/D/1 processor sharing queues through stick breakingJ. van Leeuwaarden, A. Löpker, A. Janssen
2008-016A two-queue polling model with two priority levels in the first queueM. Boon, I. Adan, O. Boxma
2008-015Circular choosability is rationalT. Müller, R.J. Waters
2008-014On Lévy-driven vacation models with correlated busy periods and service interuptionsO. Kella, O. Boxma, M. Mandjes
2008-013Acyclic and frugal colourings of graphsR. Kang, T. Müller
2008-012Comparing some alternative Lévy base correlation models for pricing and hedging cdo tranchesV. Masol, W. Schoutens
2008-011Weak convergence of the supremum distance for supersmooth kernel deconvolutionB. van Es, S. Gugushvili
2008-010On a generic class of two-node queueing systemsI. Adan, M. Mandjes, W. Scheinhardt, E. Tzenova
2008-009On universal Bayesian adaptationJ. Lember, A. v.d. Vaart
2008-008Nonparametric Bayesian model selection and averagingS. Ghosal, J. Lember, A. v.d. Vaart
2008-007Reduction of a polling network to a single nodeP. Beekhuizen, D. Denteneer, J. Resing
2008-006Abelprijs 2007: S.R. Srinivasa VaradhanF. den Hollander
2008-005Fluid limits for networks with bandwidth sharing and general document size distributionsCh. Gromoll, R. Williams
2008-004Fluid model for a data network with α-fair bandwidth sharing and general document size distributions: two examples of stabilityCh. Gromoll, R. Williams
2008-003The impact of reneging in processor sharing queuesCh. Gromoll, Ph. Robert, B. Zwart, R. Bakker
2008-002A polymer in a multi-interface mediumF. Caravenna, N. Pétrelis
2008-001Some thoughts on the asymptotics of the deconvolution kernel density estimator Gugushvili, B. van Es
2007-062Large deviations for eigenvalues of sample covariance matricesA. Fey-den Boer, R. v.d. Hofstad, M. Klok
2007-061Quasi-birth-and-death processes, lattice path counting, and hypergeometric functionsJ. van Leeuwaarden, M. Squillante, E. Winands
2007-060Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formulaA. Janssen, J. van Leeuwaarden, B. Zwart
2007-059Corrected asymptotics for a multi-server queue in the Halfin-Whitt regimeA. Janssen, J. van Leeuwaarden, B. Zwart
2007-058Polling with batch serviceO. Boxma, J. van der Wal, U. Yechiali
2007-057On a generic class of Lévy-driven vacation modelsO. Boxma, O. Kella, M. Mandjes
2007-056Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walkM. Heydenreich, R. van der Hofstad, A. Sakai
2007-055Pricing constant maturity credit default swaps under jump dynamicsH. Jönssen, W. Schoutens
2007-054Three lectures on metastability under stochastic dynamicsF. den Hollander
2007-053Stabilizability and percolation in the infinte volume sandpile modelA. Fey, R. Meester, F. Redig
2007-052Parameter estimation of ODE’s via nonparametric estimatorsN. Brunel
2007-051Uniform Bahadur representation for local polynomial estimates of M-regressian and is applications to the additive modelE. Kong, O. Linton, Y. Xia
2007-050Single name credit default swaptions meet single sided jump modelsH. Jönssen, W. Schoutens
2007-049Hitting times for multiplicative growth-collapse processesA. Löpker, J. Leeuwaarden
2007-048On the localized phase of a copolymer in an emulsion supercritical percolation regimeN. Petrelis, den F. Hollander
2007-047A two-station queue with dependent preparation and service timesM. Vlasiou, I. Adan, O. Boxma
2007-046Mathematical modeling of gas-phase hydrogen storage: equilibrium kinetics approachA. Ledovskikh, D. Danilov, P. Notten
2007-045Disagreement loop and path creation/annihilation algorithms for binary palnar Markov fields with applications to image segmentationM.N.M. van Lieshout
2007-044Depth map calculation for a variable number of moving projects using Markov sequential object processesM.N.M. van Lieshout
2007-043Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamicsA. Gaudilliere, F. den Hollander, F.R. Nardi, E. Olivieri, E. Scoppola
2007-042Edge corrected non-parametric intensity function estimators for heterogeneous Poisson point processesM.-C. van Lieshout
2007-041Time-dependent palm probabilities and queueuing applicationsTime-Dependent Palm Probabilities and Queueuing ApplicationsB. Fralix, G. Riano, R. Serfozo
2007-040Performance analysis of non-uniform swithes in networks on chipsP. Beekhuizen, J. Resing
2007-039Metastability for reversible probabilistic cellular automata with self-interactionE. Cirrilo, F. Nardi
2007-038Lévy base correlationsJ. Garcia, S. Goossens, V. Masol, W. Schoutens
2007-037Asymptotic decay of correlations for a random walk on the lattice Zd in interaction with a markov fieldC. Boldrighini, R.A. Minlos, F.R. Nardi, A. Pellegrinotti
2007-036Acyclic dominating partitionsL. Addario-Berry, R.J. Kang, T. Müller
2007-035Bounding the boundary by the minimum and maximum degreeT. Müller, A. Pór, J.-B. Sereni
2007-034Convergence of lattice trees of super-Brownian motion above the critical dimensionMark Holmes
2007-033Intermittency on catalystsJ. Gärtner, F. den Hollander, G. Maillard
2007-032A mathematical model for a copolymer in an emulsionF. den Hollander, N. Pétrélis
2007-031Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fieldsR. van der Hofstad, W. Kager
2007-030A preferential attachment model with random intitial degreesM. Deijfen, H. v.d. Esker, R. v.d. Hofstad, G. Hooghiemstra
2007-029Diameters in preferential attachment modelsR. v.d. Hofstad, G. Hooghiemstra
2007-028Diffusion constants and maringales for senile random walksW. Kager
2007-027Duality and exact correltations for a model of heat conductionC. Giardina, J. Kurchan, F. Redig
2007-026Insurance risk with variable number of policiesI. Adan, V. Kulkanri
2007-025Approximate evaluation of order fill rates for an inventory system of service toolsI.M.H. Vliegen, G.J. van Houtum
2007-024Admission control for differentiated servicesH.P. Tan, O. Boxma, R. Nunez-Queija, A.F. Gabor
2007-023Perfect simulation for length-interacting polygonal Markov fields in the planeM. van Lieshout, T. Schreiber
2007-022Cumulants of the maximum of the Gaussian random walkJ. van Leeuwaarden, A. Janssen
2007-021On Lerch’s transcendent and the Gaussian random walkJ. van Leeuwaarden, A. Janssen
2007-020The aquisition queueJ. van Leeuwaarden, D. Denteneer, I.J.B.F. Adan
2007-019Transient moments of the window size in TCP A. Löpker, J. van Leeuwaarden
2007-018Limiting shapes for deterministic internal growth modelsA. Fey, F. Redig
2007-017On Excess-of-Loss ReinsuranceJ. Teugels, H-J Albrecher
2007-016The M/G/1 queue with quasi-restricted accessibilityO. Boxma, D. Perry, W. Stadje, S. Zacks
2007-015Tails in schedulingO. Boxma, B. Zwart
2007-014Lévy processes with adaptable exponentO. Boxma, R. Bekker, J. Resing
2007-013Large deviations for random walks under subexponentiality: the big-jump domainS. Shneer, D. Denisov, A.B. Dieker
2007-012Minimization of the root of a quadraticfuncitional under a system of affine equality constraints with application in portfolio managementZ. Landsman
2007-011Scheduling in poling systemsA. Wierman, E. Winands, O. Boxma
2007-010The scaling limit of senile reinforced random walksM. Holmes
2007-009Asymptotics entropy and Green speed for random walks on countable groupsS. Blachere, P. Haissinsky, P. Mathieu
2007-008Queues with delays in two-state strategies and Lévy inputO. Boxma, R. Bekker, O. Kella
2007-007M/G/∞ polling systems with random visit timesM. Vlasiou, U. Yechiali
2007-006An expansion for self-interacting random walksM. Holmes, R. van der Hofstad
2007-005M/M/1 queues in quasi-Markovian random environmentB. D’Auria
2007-004On lower limits and equivalences for distribution tails of randomly stopped sumsD. Denisov, S. Foss, D. Korshunov
2007-003A probabilistic approach to Zhang’s sandpile modelA. Fey, R. Meester, C. Quant, F. Redig
2007-002A random multiple access protocol with spatial interactionsV. Shneer, Ch. Bordenave, S. Foss
2007-001Global and local asymptotics for the busy period of the M/G/1 queueD. Denisov, V. Shneer
2006-039Ultrametricity in the Edwards-Anderson modelC. Giardina, P. Contucci, C. Gilberti, G. Parisi, C. Vernia
2006-038Variational bounds for the generalized random energy modelC. Giardina, S. Starr
2006-037Identifying codes in (random) geometric networksT. Müller, J.-B. Sereni
2006-036On some maringales for Markov processesA. Löpker
2006-035On nonnegative garrote estimator in a linear regression modelOn nonnegative garrote estimator in a linear regression modelL. Mohammadi
2006-034Bulletproof mathL. Mohammadi, M. Bijvnag, M.C. Bramati, F. Rigat
2006-033Weak coupling limit of a polymer pinned at interfacesN. Petrelis
2006-032The Brownian netR. Sun, J. Swart
2006-031The renormalization transformation for two-type branching modelsR. Sun, D. Dawson, A. Greven, F. den Hollander, J. Swart
2006-030Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectorsL. Artiles, M. Guta
2006-029Phase transitions for the longterm behaviour of interacting diffusionsF. den Hollander, A. Greven
2006-028Queue with service speed adaptationsO. Boxma, R. Bekker, J. Resing
2006-027Stationary remaining service time conditional on queue lenghtU. Yechiali, K. Sigman
2006-026The Foreground-Background queue: a surveyA. Wierman, M. Nuyens
2006-025Analysis of a tandem network modelP. Beekhuizen, D. Denteneer, I. Adan
2006-024On a queueing model with service interruptionsO. Boxma, M. Mandjes, O. Kella
2006-023Factorial designs and harmonic analysis on finite Abelian groupsP. van der Ven, A. Di Bucchianico
2006-022The influence of dependence on data network models of burstinessB. D’Auria
2006-021Senile reinforced random walksM. Holmes, A. Sakai
2006-020Invasion percolation in regular treesF. den Hollander, O. Angel, J. Goodman, G. Slade
2006-019Performance analysis of a fluid queue with random service rate in discrete-timeO. Boxma, V. Sharma, D. Prasas
2006-018Pseudo maximum likelihood estimation for differential equationsN. Lalam, Ch. Klaassen
2006-017Asymptotics for first passage times of Lévy processes and random walksD. Denisov, V. Shneer
2006-016Functionals of Brownian bridges arising in the current mismatchM. Heydenreich, R. v.d. Hofstad, G. Radulov
2006-015Intermittency on catalysts: symmetric exclusionF. den Hollander, J. Gärtner, G. Maillard
2006-014Delay analysis for the fixed-cycle traffic-light queueJ. van Leeuwaarden
2006-013Estimation of the reaction efficiency in polymerase chain reactionN. Lalam
2006-012Fluid limits for Processor Sharing queues with impatienceB. Zwart, Ch. Gromoll, P. Robert
2006-011Sojourn time asymptotics in processor-sharing queuesS. Borst, R. Núñez-Queija, B. Zwart
2006-010How T-cells use large deviations to recognize foreign antigensF. den Hollander, E. Baake, N. Zint
2006-009On the distribution of the number of customers in the symmetric M/G/1 queueD. Denisov, A. Sapozhinkov
2006-008On queues with service and interarrival times depending on waiting timesM. Vlasiou, O. Boxma
2006-007Random graph asymptotics on high-dimensional toriM. Heydenreich, R. van der Hofstad
2006-006Weak convergence of measure-valued processes and r-point functionsM. Holmes, E. Perkins
2006-005On the 2d Ising Wulff crystal near the critical pointR.-J. Messikh, R. Cerf
2006-004Bounding a Random environment for two-dimensional edge-reinforced random walkF. Merkl, S. Rolles
2006-003Polymer pinning at an interfaceN. Petrelis
2006-002Penalized empirical risk minimalizationL. Mohammadi
2006-001Minimax amd adaptive estimation of the Wigner function in quantum homodyne tomography with noisy dataA. Artiles, C. Butucea, M. Guta
2005-061Time-dependent behaviour of an alternating service queueTime-dependent behaviour of an alternating service queueM. Vlasiou, B. Zwart
2005-060Optimal estimation of qubit mixed states with local measurementsR. Gill, O. Romero-Isart, E. Bagan, M.A. Ballester, R. Munoz-Tapia
2005-059Optimal Bell tests do not require maximally entangled statesR. Gill, A. Acín, N. Gisin
2005-058Optimal full estimation of qubit mixed statesR. Gill, E. Bagan, M.A. Ballester, A. Monras, R. Munoz-Tapia
2005-057Asymptotic information bounds in quantum statisticsR. Gill
2005-056An algorithmic and a geometric characterization of coarsening at randomR. Gill, P. Grünwald
2005-055Convergence results and sharp estimates for the voter model interfacesR. Sun, S. Belhaouari, T. Mountford, G. Valle
2005-054Convergence of coalescing nonsimple random walks to the Brownian webR. Sun, C.M. Newman, K. Ravishankar
2005-053Overlap equivalence in the Edwards-Anderson modelC. Giardina, P. Contucci, C. Giberti, C. Vernia
2005-052Relative entropy and waiting time for continous-time Markov processesC. Giardina, J.-R. Chazottes, F. Redig
2005-051A random environment for linearly edge-reinforced walks on infinite graphsS. Rolles, F. Merkl
2005-050Localization transition for a copolymer in an emulsionF. den Hollander, S.G. Whittington
2005-049Asymptotics in empirical risk minimizationL. Mohammadi, S. v.d. Geer
2005-048Design and analysis of a class-aware recursive loop scheduler for class-based schedulingR. Rom, M. Sidi
2005-047Performance analysis of wireless scheduling with ARQ in fast fading channelsH.P. Tan
2005-046Battery open-circuit voltage estimation by a method of statistical analysisI. Snihir, W. Rey, E. Verbitskiy, A. Notten Belfadhel-Ayeb
2005-045Stochastic decomposition of the M/G/∞ queue in a random environmentB. D’Auria
2005-044M/M/∞ queue with on-off service speedsM/M/~ Queue with on-off service speedsB. D’Auria
2005-043Direct evaluation of large deviation functionsC. Giardina, J. Kurchan, L. Peliti
2005-042The Ghirlanda-Guerra identitiesC. Giardina, P. Contucci
2005-041Bayesian estmation for quantification by real-time Polymerase chain reactionN. Lalam, Ch. Jacob
2005-040Bayesian modelling and analysis of spatio-temporal neuronal networksF. Rigat, M. de Gunst, J. van Pelt
2005-039On a thereom of Breiman and a class of random difference equationsD. Denisov, B. Zwart
2005-038Lace expansion for the Ising modelA. Sakai
2005-037A Lévy process reflected at a poison age processO. Boxma, O. Kella, M. Mandjes
2005-036The survical probability for critical spread-out oriented percolation above 4 + 1 dimensions. II ExpansionF. den Hollander, R. v.d. Hofstad, G. Slade
2005-035The survical probability for critical spread-out oriented percolation above 4 + 1 dimensions. I IntroductionF. den Hollander, R. v.d. Hofstad, G. Slade
2005-034Local asymptotics for the cycle maximum of a heavy-tailed random walkD. Denisov, S. Shneer
2005-033A Markovian growth-collapse modelO. Boxma, D. Perry, W. Stadje, S. Zacks
2005-032Exact solution to a Lindley-type equation on a bounded supportM. Vlasiou, I. Adan
2005-031Organized versus self-organized critically in the abelian sandpile modelA. Fey, F. Redig
2005-030Ordinal coding of image microstructureA. Koloydenko, D. Geman
2005-029Adjusted Viterbi training for hidden Markov modelsA. Koloydenko, J. Lember
2005-028Data network models of burstinessB. D’Auria, S.I. Resnick
2005-027Symmetry Studies (Lecture Notes)M. Viana
2005-026Heavy traffic limit for a processor sharing queue with soft deadlinesH. Ch. Gromoll, L. Kruk
2005-025Renormalization of interacting diffusions: a program and four examplesF. den Hollander
2005-024Heavy tailed analysisS. Resnick
2005-023Annealed asymptotics for the parabolic Anderson model with a moving catalystM. Heydenreich, J. Gärtner
2005-022Output analysis of multiclass fluid models with static prioritiesE. Tzenova, I. Adan, V. Kulkarni
2005-021The G/M/1 Queue revisitedI. Adan, O. Boxma, D. Perry
2005-020Testing the irreversibility of a Gibbsian process via hitting and return timesF. Redig, J.-R. Chazottes
2005-019Deviation inequalities via coupling for stochastic processes and random beltsF. Redig, J.-R. Chazottes, P. Collet, C. Külske
2005-018Infinite volume limits of high-dimensional sandpile modelsF. Redig, A. Jarai
2005-017On the equivalence of three estimators for dispersion effects in unreplicated two-level factorial designsP. v.d. Ven
2005-016A two-priority fluid flow modelE. Tzenova, I. Adan, V. Kulkarni
2005-015A non-increasing Lindley-type equationM. Vlasiou
2005-014Empirical Baysian test of the smoothnessF. Enikeeva, E. Belitser
2005-013On approximate pattern matching for a class of Gibbs random fieldsE. Verbitskiy, J.-R. Chazottes, F. Redig
2005-012On the variational principle for generalized Gibbs measuresE. Verbitskiy, van A. Enter
2005-011Random graphs with arbitrary i.i.d. degreesD. Znamenski, R. van der Hofstad, G. Hoohiemstra
2005-010Distances in random graphs with finite mean and infinite variance degreesD. Znamenski, R. van der Hofstad, G. Hooghiemstra
2005-009Comparing downside risk measures for heavy tailed distributionsM. Sarma, J. Danielsson, B. Jorgensen, C. de Vries
2005-008Comparing risk measuresM. Sarma, J. Danielson, B. Jorgensen, C. de Vries
2005-007Random walk in random scenery: A survey of some recent resultsF. den Hollander, J. Steif
2005-006Sub-additivity re-examined: the case for Value-at-RiskM. Sarma, J. Danielsson, B. Jorgensen, C. de Vries
2005-005On the discounted penalty function in a Markov-dependent risk modelO.J. Boxma, H.-J. Albrecher
2005-004Fourier law in a momentum-conserving chainC. Giardinà, J. Kurchan
2005-003Characterisation of the tail behaviour of financial returns: studies from IndiaM. Sarma
2005-002Phase transitions for the long-time behaviour of interacting diffusionsF. den Hollander, A. Greven
2005-001An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimationW. Bergsma, T. Rapcsak
2005-000Adjusted Viterbi Training. A proof of concept.A. Koloidenko, J. Lember
2004-049Decoding aggregated profiles using dynamic calibration of machine vibration dataW. Bergsma, V. Kulikov
2004-048Testing conditional independence for continuous random variablesW. Bergsma
2004-047Risk measures for a combination of quota-share and drop down excess-of-loss reinsurance treatiesS. Ladoucette, J. Teugels
2004-046Random dynamics in spatially extended systemsF. den Hollander
2004-045Joint queue length distribution of multi-class, single-server queues with preemptive prioritiesA. Sleptchenko, I. Adan, G. van Houtem
2004-044Construction of a specification from its singleton partG. Maillard, R. Fernandez
2004-043A note on Edwards’ hypothesis for zero-temperature ising dynamicsF. Camia
2004-042Asymptotic analysis of measures of variationH. Albrecher, J. Teugels
2004-041Loss without recovery of Gibbsianness during diffusion of continuous spinsC. Külske, F. Redig
2004-040On the Ising model with random boundary conditionK. Netocny, A. van Enter, H. Schaap
2004-039Relaxation time for the discrete D/G/1 queueJ. van Leeuwaarden, A. Janssen
2004-038Distances in random graphs with infinite mean degreesD. Znamenski, G. Hooghiemstra, R. van der Hofstad
2004-037Bad configurations for random walk in random scenery and related subshiftsF. den Hollander, J. Stief, P. van der Wal
2004-036Tail asymptotics for exponential functionals of Levy processesK. Maulik, B. Zwart
2004-035The behavior of the NPMLE of a decreasing density near the boundaries of the supportV. Kulikov, H. Lopuhaä
2004-034Weighted approximations of tail copula processes with application to testing the multivariate extreme value conditionJ.H.J. Einmahl, L. de Haan, D. Li
2004-033An alternating service problemM. Vlasiou, I. Adan
2004-032Some time-dependent properties of symmetric M/G/1 queuesB. Zwart, O. Kella, O. Boxma
2004-031Chains and specificationsG. Maillard, R. Fernandez
2004-030A new kind of switching process: the periodic switching processS. Ladoucette, J. Collet
2004-029Asymptotic normality of the Lk-error of the Grenander estimatorV. Kulikov, H. Lopuhaä
2004-028Testing for a monotone density using L-k- distances between the empirical distribution function and its concave majorantV. Kulikov, H. Lopuhaä
2004-027The limit process of the difference between the empirical distribution and its concave majorantV. Kulikov, H. Lopuhaä
2004-026A Lindley-type equation arising from a carousel problemM. Vlasiou, I. Adan, J. Wessels
2004-025Large claims reinsuranceS. Ladoucette, J. Teugels
2004-024An invitation to quantum tomography IIL.M. Artiles, R. Gill, M. Guta
2004-023Multi-layered Round Robin routing for parallel serversD.G. Down, R. Wu
2004-022How non-Gibbsianness helps a metastable Morita minimizer to provide a stable free energyCh. Külske
2004-021Sharp asymptotics for Kawasaki dynamics on a finite box with open boundaryF. den Hollander, A. Bovier, F. Nardi
2004-020Large deviations for quantum spin systemsK. Netocny, F. Redig
2004-019Intermittency in a catalytic random mediumF. den Hollander, J. Gärtner
2004-018Measuring financial contagion: A copula approachJ.-C. Rodriguez
2004-017Adaptive minimax estimation of a fractional derivativeF. Enikeeva
2004-016Fundamental and joint currency crisesC. de Vries, P. Hartmann, S. Straetmans
2004-015The simple economics of bank fragilityC. de Vries
2004-014Downside risk portfolio diversification effectsC.G. de Vries, N. Hyung
2004-013Portfolio selection with heavy tailsC.G. de Vries, N. Hyung
2004-012Symmetric measures via momentsA. Koloidenko
2004-011Exponential behavior in the presence of dependence in risk theoryH-J Albrecher, J. Teugels
2004-010Scaling limit and critical exponents for two-dimensional bootstrap percolationF. Camia
2004-009A particular bit of universality: scaling limits of some dependent percolation modelsF. Camia, Ch. M. Newman, V. Sidoravicius
2004-008Spin glasses: A mystery about to be solvedF. den Hollander, F. Toninelli
2004-007Metastability under stochastic dynamicsF. den Hollander
2004-006A tandem queue with coupled processors: computational issuesJ.S.H. van Leeuwaarden, J.A.C. Resing
2004-005Analytic computation schemes for the discrete-time bulk service queueJ.S.H. van Leeuwaarden, A.J.E.M. Janssen
2004-004Fractal percolation and set-valued substitutionsP. van der Wal
2004-003Replica bounds for diluted non-Poissonian spin systemsF.L. Toninelli, S. Franz, M. Leone
2004-002Gibbs under stochastic dynamics?F. den Hollander
2004-001Critical points for spread-out self-avoiding walk, percolation and the contact process above the upper critical dimensionsA. Sakai, R. v.d. Hofstad
2003-044The KAC limit for finite-range spin glassesF.L. Toninelli, S. Frantz
2003-043Brownian survival among Poissonian traps with random shapes at critical intensityM. van den Berg, E. Bolthausen, F. den Hollander
2003-042Bell’s inequality and the coincidence-time loopholeJ-A. Larssons, R. Gill
2003-041Occurrence, repetition and matching of patterns in the low temperature Ising modelJ. Chazottes, F. Redig
2003-040Limit theorem for maximum of the storage process with fractional Brownian motion as inputJ. Hüsler, V. Piterbarg
2003-039Mean-field behavior for the survival probability and the point-to-surface connectivityA. Sakai
2003-038On/off storage systems with state dependent input, output and switching ratesO. Boxma, H. Kaspi, O. Kella, D. Perry
2003-037Throughput analysis of two carouselsM. Vlasiou, I.J.B.F. Adan, O.J. Boxma, J. Wessels
2003-036Continuum nonsimple loops and 2D critical percolationF. Camia, Ch. Newman
2003-035The infinite volume limit of dissipative Abelian sandpilesF. Redig, C. Maes, E. Saada
2003-034Exponential distribution for the occurrence of rare patterns in Gibbsian random fieldsM. Abadi, J.-R. Chazottes, F. Redig, E. Verbitskiy
2003-033Search for Haplotype-interactions that influence susceptibility to type 1 diabetes using unphased genotype dataJ. Zhang, F. Liang, W. Dassen, A. Doevendans, M. de Gunst
2003-032(Weak) Bernoullicity of random walk in exponentially mixingP. van de Wal
2003-031Time, finite statistics, and Bell’s fifth positionR. Gill
2003-030Stochastic Schrödinger equationsL. Bouten, M. Guta, H. Maassen
2003-029The statistical strength of nonlocality proofsR. Gill, W. van Dam, P. Grünwald
2003-028On an argument of David DeutschR. Gill
2003-027The chaotic chameleonR. Gill
2003-026A discrete-time queueing model with periodaclly scheduled arrival and departure slotsJ. van Leeuwaarden, D. Denteneer, J. Resing
2003-025Some comments on the connection between disordered long range spin glass models and their mean field versionF. Toninelli, F. Guerra
2003-024The high temperature region of the Viana-Bray diluted spin glass modelF. Toninelli, F. Guerra
2003-023A ruin model with dependence between claim sizes and claim intervalsH. Albrecher, O. Boxma
2003-022Gaussian scaling for the critical spread-out contact process above the upper critical processA. Sakai, R. v.d. Hofstad
2003-021High-dimensional graphical networks of self-avoiding walksA. Sakai, M. Holmes, A.A. Jarai, G. Slade
2003-020Characterizations and examples of hidden regular variationK. Maulik, S. Resnick
2003-019BLocal linear estimation of a smooth distribution based on censored dataL. Peng, Shan Sun
2003-019AHazard function estimation by local smoothing techniquesM.-Y. Cheng, L. Peng, S. Sun
2003-018A discrete queue, Fourier sampling on Szego curves, and Spitzer formulasJ. van Leeuwaarden
2003-017Moment series inequalities for the discrete-time bulk service queueJ. van Leeuwaarden, A.J.E.M. Janssen, D. Denteneer
2003-016Multi-class, multi-server queues with non-preemptive prioritiesA. Sleptchenko
2003-015On the power for linkage detection using tests based on scan statisticsS. Hernandez, D.O. Siegmund
2003-014A generalization of Lehmann’s Theorem on the comparison of uniform location experimentsH. Weisshaupt
2003-013A characterization of parallelepipeds related to weak derivativesH. Weisshaupt
2003-012Copulas in QTL MappingB. Basrak, Ch. Klaassen, M. Beekman, N. Martin, D. Boomsma
2003-011Diffusion of a heteropolymer in a multi-interface mediumF. den Hollander, M.V. Wüthrich
2003-010Random subgraphs of finite graphs: III. The phase transition for the n-cubeR. van der Hofstad, Ch. Borgs, J. T. Chayes, G. Slade, J. Spencer
2003-009Random subgraphs of finite graphs: II. The ace expansion and the triangle conditionR. van der Hofstad, Ch. Borgs, J. T. Chayes, G. Slade, J. Spencer
2003-008Random subgraphs of finite graphs: I. The scaling window onder the triangle conditionR. van der Hofstad, Ch. Borgs, J. T. Chayes, G. Slade, J. Spencer
2003-007Diffusion in an annihilating environmentJ. Gärtner, F. den Hollander, S.A. Molchanov
2003-006Reinsurance actuarial aspects (Confidential)J. Teugels
2003-005An invitation to quantum tomographyR. Gill, M. Guta
2003-004Weak Bernoullicity of random walk in random sceneryF. den Hollander, M.S. Keane, J. Serafin, J.E. Steif
2003-003Random walks on FKG-horizontally oriented latticesN. Guillotin-Plantard, A. Le Ny
2003-002Waiting time asymptotics in the single server queue with service in random orderO. Boxma, S.G. Foss, J.-M. Lasgouttes, R. Nunez Queija
2003-001Deratives of Markov kernelsB. Heidergott, A. Hordijk
2002-044Dynamic admission control in a call center with one shared and two dedicated service facilitiesL. Ormeci
2002-043The self-similar and multifractal nature of a network traffic modelK. Maulik, S. Resnick
2002-042Reconstructing a piece of 2-color sceneryJ. Lember, H. Matzinger
2002-041Modeling diapause temination of Rhipicephalus appendiculatus using statistical tools to detect sudden behavioral changes and time dependenciesP. Lindsey
2002-040Multivariate distributions with correlation matrices for nonlinear repeated measurementsP. Lindsey
2002-039Analysis of a longitudinal ordinal response clinical trial using dynamic modelsP. Lindsey, J. Kaufmann
2002-038On one complemented subspaces of MinkowskiB. Lemmens
2002-037On the minimal travel time needed to collect 2 items on a circleN. Litvak, W. Zwet
2002-036Extreme events: dealing with dependenceJ. Segers
2002-035Variational principle for generalized Gibbs measuresA. Le Ny, C. Kuelske, F. Redig
2002-034Generalized pickands estimators for the extreme value indexJ. Segers
2002-033Periods of order-preserving nonexpansive map on strictly convex normed spacesB. Lemmens, O. van Gaans
2002-032Variational principle and almost quasilocality for renormalized measuresA. Le Ny, R. Fernandez, F. Redig
2002-031Large deviation principle at fixed time in Glauber evolutionsA. Le Ny, F. Redig
2002-030Modelling excesses over high thresholds by perturbed generalized Pareto distributionsJ. Segers, J. Beirlant, E. Joossens
2002-029On minimizing sequences for K centresJ. Lember
2002-028Importance sampling simulation for a germ-grain modelZ. Palmowski
2002-027Measure-valued differentiation for stationary Markov chainsH. Weisshaupt
2002-026Adaptive minimax regression on the intervalL. Artiles, B. Levit
2002-025Automatic declustering of extreme values via an estimator for the extremal indexJ. Segers, C. Ferro
2002-024Cyclic queuing networks with subexponential service timesZ. Palmowski, S. Schlegel, H. Ayhan
2002-023On the integral of the workload process of the single server queueA. Borokov, Z. Palmowski, O. Boxma
2002-022Adaptive regression on the real line in classes of smooth functionsL. Artiles, B. Levit
2002-021A characterization of the periods of periodic points of 1-norm non-expansive mapsB. Lemmens, M. Scheutzow
2002-020Asymptotic normality of extreme value estimators on C[0,1]J. Einmahl, T. Lin
2002-019VaR stress tests for highly non-linear portfoliosJ. Einmahl, O.W. Laseroms, de C.G. Vries
2002-018Consumption, the persistence of shocks asset pricing puzzles Rodriguez
2002-017LeCam’s randomization criterion in the setting of locally convex spaces without lattice structureH. Weisshaupt
2002-016Insuring against the shortfall risk associated with real optionH. Weisshaupt
2002-015Extracting information from trading volumeD. Dupont
2002-014A localization test for observationsJ. Lember, H. Matzinger
2002-013Large deviations for the one-dimentional Edwards modelF. den Hollander, R. v.d. Hofstad, W. König
2002-012Weak interaction limits for one-dimentional random polymersF. den Hollander, R. v.d. Hofstad, W. König
2002-011Large deviations and a fluctuation symmetry for chaotic homeomorphismsE. Verbiskiy, C. Maes
2002-010Reconstructing a random scenery in polynomial timeH. Matzinger, S.W.W. Rolles
2002-009Reconstructing a random scenery observed with random errors alonf a random walk path.H. Matzinger, S.W.W. Rolles
2002-008How edge-reinforced random walk arises naturallyS. Rolles
2002-007Uniqueness/nonuniqueness for solutions of second order parabolic equations of the formJ. Englaender, R. Pinsky
2002-006Droplet growth for three-dimensional Kawasaki dynamicsF. Nardi, F. den Hollander, E. Olivieri, E. Scoppola
2002-005Significance analysis of microarrays using rank scoresM. v.d. Wiel
2002-004The Meixner process: theory and applications in financeW. Schoutens
2002-003Periodic points of nonexpansive maps : a surveyB. Lemmens
2002-002A tandem queue with a gate mechanismZ. Palmowski, S. Schlegel, O. Boxma
2002-001Short time conservation of Gibbsianness under local stochastic evolutionsA. Le Ny, F. Redig
2001-037Some models for contention resolution in cable networksO. Boxma, D. Denteneer, J. Resing
2001-036Cross sectional efficient estimation of stochastic volatility short rate modelsD. Danilov, P.K. Mandal
2001-035Construction of the incipient infinite cluster for spread-out oriented percolation above 4+1 dimensionsR. van der Hofstad, F. den Hollander, G. Slade
2001-034On the volume of the intersection of two Wiener sausagesM. van den Berg, E. Bolthausen, F. den Hollander
2001-033The endowment effect, status quo bias and loss aversion: Rational alternative explanationD.Y. Dupont, G.S. Lee
2001-032Accardi contra Bell (cum mundi): The Impossible CouplingR.D. Gill
2001-031Markov Branching diffusions: martingales, Girsanov type theorems and applications to the long term behaviourJ. Englaender, A.E. Kyprianou
2001-030Reconstructing a multicolor random scenery seen along a random walk path with bounded jumpsH. Matzinger, F. Merkl
2001-029Two-queue polling models with a patient serverO.J. Boxma, S. Schlegel, U. Yechiali
2001-028Periods of periodic points of 1-norm non-expensive mapsB. Lemmens
2001-027On large deviations probabilities for random walks with heavy tailsA.A. Borovkov, O.J. Boxma
2001-026On Haplotype reconstruction for diploid populationsJ. Zhang, M. Vingron, M.R. Hoehe
2001-025Routing in queues with delayed informationN. Litvak, U. Yecchiali
2001-024On quantum statistical inferenceO.E. Barndorff-Nielsen, R.D. Gill, P.E. Jupp
2001-023Causal inference for complex longitudinal data: the continuous caseR.D. Gill
2001-022Teleportation into quantum statisticsR.D. Gill
2001-021Asset market linkages in crisis periodsP. Hartmann, S. Straetmans, C.G. de Vries
2001-020Portfolio diversification effects and regular variation in financial dataN. Hyung, C.G. de Vries
2001-019Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovationJ. Danielsson, B.N. Jorgensen, C.G. de Vries, X. Yang
2001-018Shannon-Macmillan theorems for random fields along curves and lower bounds for surface-order large deviationsJ. Brettschneider
2001-017Mixing properties for a class of skew products and uniform convergence in ergodic theoremsJ. Brettschneider
2001-016On a class of order pick strategies in PaternostersN. Litvak, I. Adan
2001-015Convergence of the stochastic mesh estimator for pricing American optionsH. Matzinger, A.N. Avramides
2001-014Tail dependance in independanceG. Draisma, H. Drees, A. Ferreira, L. de Haan
2001-013Extracting risk-neutral probability distributions from option prices using trading volume as a filterD. Dupont
2001-012On trimmed Polya algorithmJ. Lember
2001-011Analysis of information content for biological sequencesJ. Zhang, M. Vingron
2001-010Strong entropy concentration, coding, game theory and randomnessP. Grünwald
2001-009Possible loss and recovery of Gibbsianess during the stochastic evolution of Gibbs measuresA.C.D. van Enter, R. Fernandez F. den Hollander, F. Redig
2001-008Moderate deviations for longest increasing subsequences: The lower tailM. Loewe, F. Merkl, S. Rolles
2001-007On the variational principle for the topological entropy of certain non-compact setsF. Takens, E. Verbitskiy
2001-006Hedging barrier options: Current methods and alternativesD. Dupont
2001-005Stochastic taylor expansions for poisson processes and applications towards risk managementW. Schoutens, M. Studer
2001-004Rényi entropies of aperiodic dynamical systemsF. Takens
2001-003Continuous time vertex-reinforced jump processesB. Davis, S. Volkov
2001-002Meixner processes in financeW. Schoutens
2001-001aUnderstanding aliasing using Groebner basesG. Pistone, E. Riccomagno, H.P. Wynn
2001-001bReplications with Groebner basesA.M. Cohen, A. Di Bucchianico, E. Riccomagno
2000-046Sieve Empirical Likelihood Ratio Tests for Nonparametric FunctionsJ. Fan, J. Zhang
2000-045Moderate Deviations for Longest Increasing Subsequences: The Upper TailF. Merkl, M. Loewe
2000-044Multilevel Clustering of ExtremesS.Y. Novak
2000-043Asymptotics for Random Walks with Dependent Heavy-Tailed IncrementsD. Korshunov, S. Schlegel, V. Schmidt
2000-042On accuracy of multivariate compound Poisson approximationS.Y. Novak
2000-041Computational Commutative Algebra in Discrete StatisticsG. Pistone, E. Riccomagno, H.P. Wynn
2000-040Estimation of the volatility component in two-factor stochastic volatility short rate modelsD. Danilov, P.K. Mandal
2000-039Some Peculiarities of Exponential Random VariablesN. Litvak
2000-038A Note on an M/G/1 Queue with a Waiting Server, Timer and VacationsO. Boxma, S. Schlegel, U. Yechiali
2000-037A Probabilistic (max,+) Approach for Determining Railway Infrastructure CapacityA.F. de Kort, B. Heidergott, H. Ayhan
2000-036A Characterization of Multivariate Regular VariationB. Basrak, R.A. Davis, T. Mikosch
2000-035Recurrence and Transience Criteria for Directed-edge-reinforced Random Walk and Random Walk in Random Environment on Some Tube-like GraphsM.S. Keane, S.W.W. Rolles
2000-034Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environmentZ. Palmowski
2000-033Measure Valued Differentiation for Stochastic Processes: The Finite Horizon CaseB. Heidergott, F.J. Vazquez-Abad
2000-032BSDE’s Clark-Ocone Formula, and Feynman-Kac Formula for Levy ProcessesD. Nualart, W. Schoutens
2000-031Testing the Shape of a Regression CurveC.A.T. Diack
2000-030Model Checks for Regression under a-MixingC.A.T. Diack
2000-029Importance Sampling Techniques for the Multidimensional Ruin Problem and General First Passage ProblemsJ.F. Collamore
2000-028Rekonstruktion zufaelliger LandschaftenM. Loewe
2000-027On double extremes of Gaussian stationary processesA. Ladneva, V. Piterbarg
2000-026Some Extensions of Tukey’s Depth FunctionJ. Zhang
2000-025Local Polynomial Fitting Based on Empirical LikelihoodJ. Zhang, A. Liu
2000-024Estimates for the Distribution of Sums and Maxima of Sums of Random Variables without the Cramer ConditionA.A. Borovkov
2000-023An Intermittent Fluid Systems with Exponential On times and Semi-Markov Input RatesO. Boxma, O. Kella, D. Perry
2000-022Survival asymptotics for branching Brownian motion in a Poissonian trap fieldJ. Englaender, F. den Hollander
2000-021Fluctuations of the Free Energy in the Rem and the P-Spin SK ModelsA. Bovier, I. Kurkova, M. Loewe
2000-020Annealed Survival Asymptotics for Brownian MotionF. Merkl, M. Wuethrich
2000-019Relative entropy in a variational study of branching random walk in random environmentF. den Hollander
2000-018Tension PercolationR. Connelly, K. Rybnikov, S. Volkov
2000-017The Behavior of Fund Managers with BechmarksM. Stutzer
2000-016The Travel Time in Carousel Systems under the Nearest Item HeuristicN. Litvak, I. Adan
2000-015The M/M/1 queue in a heavy-tailed random environmentO.J. Boxma, I.A. Kurkova
2000-014Wavelet-Based Estimation for Seasonal Long-Memory ProcessesB. Whitcher
2000-013Differential Algebra Methods for the Study of the Structural Indentifiability of Biological Rational Polynomial ModelsM.J. Chappell G. Margaria E. Riccomagno H.P. WynnM.J. Chappell, G. Margaria, E. Riccomagno, H.P. Wynn
2000-012Tail Probabilities of Subadditive Functionals Acting on Levy ProcessesM. Braverman, T. Mikosch, G. Samorodnitsky
2000-011Small nonparametric tolerance regionsA. Di Bucchianico, J.H.J. Einmahl, N.A. Mushkudiani
2000-010Order Picking in Carousel Systems under the Nearest Item HeuristicN. Litvak, I. Adan, J. Wessels, W.H.M. Zijm
2000-009Optimal Asymptotic Estimation of Small Exeedance ProbabilitiesA. Ferreira
2000-008Infinite Volume Asymptotics of the Ground State Energy in a Scaled Poissonian PotentialF. Merkl, M. Wuethrich
2000-007Groebner basis methods for structuring and analysing complex industrial experimentsG. Pistone, E. Riccomagno, H.P. Wynn
2000-006Krawtchouk Polynomials and Iterated Stochastic IntegrationN. Privault, W. Schoutens
2000-005A scaling limit theorem for a class of superdiffusionsJ. Englaender, D. Turaev
2000-004Cumulative Sum Control Charts for Covariance MatrixL.K. Chan, J. Zhang
2000-003Reconstructing a 2-color Scenery by Observing it along a Simple Random Walk PathH. Matzinger
2000-002Reconstructing a 2-color Scenery in Polynomial Time by Observing it along a Simple Random Walk Path with HoldingH. Matzinger
2000-001Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time SeriesJ. Geluk, L. Peng, C. de Vries
1999-061Taylor Series Expansions for the Lyapunov Exponent of Stochastic (Max,+)- linear SystemsB. Heidergott
1999-060Right Order Spectral Gap Estimates For Generating Sets of Z4M. Loewe, C. Meise
1999-059The Nearest Item Heuristic for Carousel SystemsN. Litvak, I. Adan, J. Wessels, W.H.M. Zijm
1999-058A load-balanced network with two serversI.A. Kurkova
1999-057The M/G/1 queue with two service speedsO.J. Boxma, I.A. Kurkova
1999-056Workshop on GrostatA. Di Bucchianico
1999-055Phase Transition of the Principal Dirichlet Eigenvalue in a Scaled Poissonian PotentialF. Merkl, M. Wuethrich
1999-054Second Order Tail EffectsC.G. de Vries
1999-053Nucleation in fluids: some rigorous resultsF. den Hollander, E. Olivieri, E. Scoppola
1999-052Admission Policies for a Two Class Loss System with Batch ArrivalsE.L. Ormeci
1999-051Admission Policies for a Two Class Loss System with Random RewardsE.L. Ormeci
1999-050Admission Policies for a Two Class Loss SystemE.L. Ormeci
1999-049Lectures on Probability Theory, Dynamical Systems and Fractal GeometryM. Denker
1999-048Group Extensions of Gibbs-Markov MapsJ. Aaronson, M. Denker
1999-047On Exact Group ExtensionsJ. Aaronson, M. Denker
1999-046The residues modulo m Products of Random IntegersY. Baryshnikov, W. Stadje
1999-045Counting Intervals in the Packaging ProcessY. Baryshnikov, A. Gnedin
1999-044Report on the Workshop Stochastic Models from Statistical Physics
1999-043Inference on heavy tails from dependent dataS.Y. Novak
1999-042Adaptive estimators for the endpoint and high quantiles of a probability distributionA. Ferreira, L. de Haan, L. Peng
1999-041Orthogonal Polynomials in Stein’s MethodW. Schoutens
1999-040Compound Poisson approximation for the distribution of extremesA.D. Barbour, S.Y. Novak, A. Xia
1999-039The sample autocorrelations of financial time series modelsR.A. Davis, T. Mikosch
1999-038The Fan of an Experimental DesignM. Caboara, G. Pistone, E. Riccomagno, H.P. Wynn
1999-037Simulating Gaussian Stationary Processes with Unbounded SpectraB. Whitcher
1999-036Sequential Selection of an Increasing SequenceY. Baryshnikov, A. Gnedin
1999-035Supporting points processesY. Baryshnikov
1999-034On Small Carnot-Caratheodory spheresY. Baryshnikov
1999-033GUEs and QueuesY. Baryshnikov
1999-032Reconstruction of sceneries with correlated colorsH. Matzinger, M. Loewe
1999-031Measures of Deviation for Nonparametric Tests of RegressionC.A.T. Diack
1999-030Analyticity of Transient (Max, +)-linear Stochastic SystemsB. Heidergott
1999-029Bayes Formula for Optimal Filter with n-ple Markov Gaussian ErrorsP.K. Mandal, V. Mandrekar
1999-028A Bayes Formula for Gaussian Noise Processes and Its ApplicationsP.K. Mandal, V. Mandrekar
1999-027Effects of Different Priority Policies on the Capacity Design for Multiclass QueuesE.L. Ormeci
1999-026Sieve likelihood ratio statistics and Wilks phenomenonJ. Fan, C. Zhang, J. Zhang
1999-025Metastability and nucleation for conservative dynamicsF. den Hollander, E. Olivieri, E. Scoppola
1999-024Report on workshop Ergodic Theory
1999-023Workshop NonLineair Models in Finance
1999-022Tandem fluid queues fed by homogeneous on-off sourcesS. Aalto, W. Scheinhardt
1999-021Optimal control of batch service queues with finite service capacity and linear holding costsS. Aalto
1999-020Run lengths of Control Charts for Correlated Output of Feedback ProcessesJ. van Zante-de Fokkert, Th.M.J. Wijnen, A. Di Bucchianico
1999-019Functional Limit Laws for the Increments of Kaplan Meier Product-Limit Processes and ApplicationsP. Deheuvels, J. Einmahl
1999-018Scenery Reconstruction in Two Dimensions with many ColorsH. Matzinger, M. Loewe
1999-017On the Mode of the Unknown Probability DistributionS.Y. Novak
1999-016Sample path large deviations for a class of Markov chains related to disordered mean field modelsA. Bovier, V. Gayrard
1999-015Parameter Estimation for the Supercritical Contact ProcessM. Fiocco, W.R. van Zwet
1999-014Reconstructing a 3-color scenery by observing it along a simple random walk pathH. Matzinger
1999-013Regular Variation, Subexponentiality and Their Applications in Probability TheoryT. Mikosch
1999-012Wavecov: An S-Plus software package for the analysis of univariate and bivariatetime series using wavelets Whitcher
1999-011Asymptotics in Quantum StatisticsR.D. Gill
1999-010State estimation for large ensemblesR.D. Gill, S. Massar
1999-009An Example of Non-Attainability of Expected Quantum InformationO.E. Barndorff-Nielsen, R.D. Gill
1999-008Causal Inference for Complex Longitudinal Data: the continuous caseR.D. Gill, J.M. Robins
1999-007Does Increasing the Sample Size Always Increase the Accuracy of a Consistent EstimatorP. van der Laan, C. van Eden
1999-006Decaying Correlations for the Supercritical Contact Process Conditioned on SurvivalM. Fiocco, W.R. van Zwet
1999-005The storage Capacity of the Hopfield Model and Moderate Deviation PrinciplesM. Loewe
1999-004A remark on Consistent EstimationE.W. van Zwet, W.R. van Zwet
1999-003Two consistent nonparametric tests of the monotonicity of regressionC.A.T. Diack
1999-002On spatial regression models: implementation in MatlabC.A.T. Diack
1999-001A consistent nonparametric test of the convexity of regression based on least squares splinesC.A.T. Diack
1998-003Fluctuations in the Hopfield Model at the Critical TemperatureB. Gentz, M. Loewe
1998-002Note on the Knapsack Markov ChainM. Loewe, C. Meise
1998-001Nonparametric estimation of the spectral measure of an extreme value distributionJ.H.J. Einmahl, L. de Haan, V.I. Piterbarg

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