Items where Author, Editor or other role is "Breuer, Lothar"
Number of items: 40.
B
Breuer, Lothar, Badescu, Andrei (2014) A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Scandinavian Actuarial Journal, 2014 (2). pp. 93-115. ISSN 0346-1238. E-ISSN 1651-2030. (doi:10.1080/03461238.2011.636969) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:31240) |
Breuer, Lothar (2013) The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. Journal of Applied Probability, 50 (2). pp. 430-438. ISSN 0021-9002. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:31239) |
Breuer, Lothar (2012) Exit problems for reflected Markov-modulated Brownian motion. Journal of Applied Probability, 49 (3). pp. 697-709. ISSN 0021-9002. (doi:10.1239/jap/1346955327) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:31237) |
Breuer, Lothar (2012) Occupation times for Markov-modulated Brownian motion. Journal of Applied Probability, 49 (2). pp. 549-565. ISSN 0021-9002. (doi:10.1239/jap/1339878804) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:31236) |
Breuer, Lothar (2010) A quintuple law for Markov--additive processes with phase--type jumps. Journal of Applied Probability, 47 (2). pp. 441-458. ISSN 0021-9002. (doi:10.1239/jap/1276784902) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23880) |
Breuer, Lothar and Kume, Alfred (2010) An EM algorithm for Markovian arrival processes observed at discrete times. In: MMB & DFT 2010, Lecture Notes in Compter Science 5987. Springer, pp. 242-258. (doi:10.1007/978-3-642-12104-3_19) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23879) |
Breuer, Lothar (2010) The total overflow during a busy cycle in a Markov-additive finite buffer system. In: Muller-Clostermann, Bruno and Echtle, Klaus and Rathgeb, Erwin P., eds. Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance. Springer, pp. 198-211. (doi:10.1007/978-3-642-12104-3_16) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23878) |
Breuer, Lothar (2008) First passage times for Markov additive processes with positive jumps of phase-type. Journal of Applied Probability, 45 (3). pp. 779-799. ISSN 0021-9002. (doi:10.1239/jap/1222441829) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4028) |
Breuer, Lothar (2008) Continuity of the M/G/c queue. Queueing Systems, 58 (4). pp. 321-331. ISSN 0257-0130. (doi:10.1007/s11134-008-9073-x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12989) |
Badescu, Andrei, Breuer, Lothar (2008) The use of vector--valued martingales in risk theory. Blatter der DGVFM, . (doi:10.1007/s11857-008-0049-z) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4834) |
Breuer, Lothar, Baum, Dieter (2006) Applying Foster’s criteria to a GI/PH/1 queueing system. Cybernetics and Systems Analysis, 42 (3). pp. 433-439. ISSN 1060-0396. (doi:10.1007/s10559-006-0081-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12990) |
Breuer, Lothar (2006) Numerical results for the transient distribution of the GI/G/1 queue in discrete time. In: 13th GI/ITG Conference - Measuring, Modelling and Evaluation of Computer and Communication Systems. VDE, pp. 209-218. ISBN 978-3-8007-2945-6. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12996) |
Breuer, Lothar, Baum, Dieter (2005) An introduction to queueing theory and matrix-analytic methods. Springer, Heidelberg etc., 271 pp. ISBN 978-1-4020-3630-9. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:17840) |
Badescu, Andrei, Breuer, Lothar, Drekic, Steve, Latouche, Guy (2005) The surplus prior to ruin and the deficit at ruin for a correlated risk process. Scandinavian Actuarial Journal, 2005 (6). pp. 433-445. ISSN 1651-2030. (doi:10.1080/03461230510009835) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12994) |
Breuer, Lothar, Alfa, Attahiru (2005) An EM algorithm for platoon arrival processes in discrete time. Operations Research Letters, 33 (5). pp. 535-543. ISSN 0167-6377. (doi:10.1016/j.orl.2004.11.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4038) |
Breuer, Lothar, Klimenok, Valentina, Birukov, A., Dudin, Alexander, Krieger, U. (2005) Modeling the access to a wireless network at hot spots. European Transactions on Telecommunications, 16 . pp. 309-316. ISSN 1124-318X. (doi:10.1002/ett.1000) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4043) |
Breuer, Lothar, Badescu, Andrei, da Silva Soares, Ana, Latouche, Guy, Remiche, Marie-Ange, Stanford, David (2005) Risk processes analyzed as fluid queues. Scandinavian Actuarial Journal, 2005 (2). pp. 127-141. ISSN 0346-1238. (doi:10.1080/03461230410000565) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:492) |
Breuer, Lothar, Dudin, Alexander, Klimenok, Valentina, Tsarenkov, Gennady (2004) A two-phase BMAP vertical bar G vertical bar 1 vertical bar N -> PH vertical bar 1 vertical bar M-1 system with blocking. Automation and Remote Control, 65 (1). pp. 104-115. ISSN 0005-1179. (doi:10.1023/B:AURC.0000011694.78809.a0) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4042) |
Breuer, Lothar (2003) Transient and stationary distributions for the GI/G/k queue with Lebesgue-dominated inter-arrival time distribution. Queueing Systems, 45 (1). pp. 47-57. ISSN 0257-0130. (doi:10.1023/A:1025643801208) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:839) |
Breuer, Lothar (2003) From Markov Jump Processes to Spatial Queues. Kluwer Academic Publishers, Dordrecht (Netherlands), 156 pp. ISBN 978-1-4020-1104-7. (doi:10.1007/978-94-010-0239-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4029) |
Breuer, Lothar (2003) Algorithmic Solutions for the M/G/k Queue. In: Al--Dabass, David, ed. UKSIM2003, Proc. of the Sixth National Conference of the UK Simulation Society. . pp. 32-36. UK Simulation Society (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4025) |
Breuer, Lothar (2003) A piecewise-deterministic model for Brownian motion. Theory of Stochastic Processes, 8(24) (1-2). pp. 40-46. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4032) |
Breuer, Lothar (2002) On the MAP/G/1 queue with Lebesgue-dominated service time distribution and LCFS preemptive repeat service discipline. Stochastic Models, 18 (4). pp. 589-595. ISSN 1532-6349. (doi:10.1081/STM-120016446) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:488) |
Breuer, Lothar (2002) Two Examples for Computationally Tractable Periodic Queues. International Journal of Simulation, 3 (3--4). pp. 15-24. ISSN 1473-8031. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4031) |
Breuer, Lothar, Dudin, Alexander, Klimenok, Valentina (2002) A Retrial BMAP/PH/N System. Queueing Systems, 40 (4). pp. 433-457. ISSN 0257-0130. (doi:10.1023/A:1015041602946) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4041) |
Breuer, Lothar (2002) An EM algorithm for Batch Markovian Arrival Processes and its comparison to a simpler estimation procedure. Annals of Operations Research, 112 (1-4). pp. 123-138. ISSN 0254-5330. (doi:10.1023/A:1020981005544) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:489) |
Breuer, Lothar (2002) On Markov-additive jump processes. Queueing Systems, 40 (1). pp. 75-91. ISSN 0257-0130. (doi:10.1023/A:1017996413769) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:490) |
Breuer, Lothar (2002) Simple Solutions for a Class of Periodic Queues. In: Modelling and Simulation 2002. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4026) |
Breuer, Lothar (2001) The Periodic BMAP/PH/c Queue. Queueing Systems, 38 (1). pp. 67-76. ISSN 0257-0130. (doi:10.1023/A:1010872128919) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4036) |
Breuer, Lothar, Baum, Dieter (2001) The Inhomogeneous BMAP/G/? Queue. In: Proceedings of the 11th GI/ITG Conference on Measuring, Modelling and Evaluation of Computer and Communication Systems. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4039) |
Breuer, Lothar, Alfa, Attahiru (2001) A Stochastic Model for Mobile Communication Networks. In: Modelling and Simulation 2001. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4037) |
Breuer, Lothar (2000) Parameter Estimation for a Class of BMAPs. In: Latouche, Guy and Taylor, P., eds. Advances in Algorithmic Methods for Stochastic Models: Proceedings of the 3rd International Conference on Matrix Analytic Methods. Notable Publications, Neshanic Station, New Jersey, USA, pp. 87-97. ISBN 0-9665847-1-6. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4027) |
D
Dzial, Tessa, Breuer, Lothar, da Silva Soares, Ana, Latouche, Guy (2005) Fluid queues to solve jump processes. Performance Evaluation, 62 (1-4). pp. 132-146. ISSN 0166-5316. (doi:10.1016/j.peva.2005.07.013) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12993) |
Dudin, Alexander, Kazimirsky, A., Klimenok, Valentina, Breuer, Lothar (2005) The Queueing Model MAP/PH/1/N with Feedback Operating in a Markovian Random Environment. Austrian Journal of Statistics, 34 (2). pp. 101-110. ISSN 1026-597X. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:17841) |
E
Efrosinin, Dmitry, Breuer, Lothar (2006) Threshold Policies for Controlled Retrial Queues with Heterogeneous Servers. Annals of Operations Research, 141 (1). pp. 139-162. ISSN 0254-5330. (doi:10.1007/s10479-006-5297-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12991) |
K
Kim, Che Soong, Klimenok, Valentina, Tsarenkov, Gennady, Breuer, Lothar (2007) The BMAP/G/1 $\to \cdot$/PH/1/M tandem queue with feedback and losses. Performance Evaluation, 64 (7-8). pp. 802-818. ISSN 0166-5316. (doi:10.1016/j.peva.2007.01.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12992) |
Klimenok, Valentina, Breuer, Lothar, Tsarenkov, Gennady, Dudin, Alexander (2005) The BMAP/G/1/N ? ?/PH/1/M tandem queue with losses. Performance Evaluation, 61 (1). pp. 17-40. ISSN 0166-5316. (doi:10.1016/j.peva.2004.09.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:17842) |
Krieger, U., Klimenok, Valentina, Kazimirsky, A., Breuer, Lothar (2005) A BMAP/PH/1 Queue with Feedback Operating in a Random Environment. Mathematical and Computer Modelling, 41 (8-9). pp. 867-882. ISSN 0895-7177. (doi:10.1016/j.mcm.2004.11.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:17843) |
R
Ren, Jiandong, Breuer, Lothar, Stanford, David, Yu, Kaiqi (2009) Perturbed Risk Processes Analyzed as Fluid Flows. Stochastic Models, 25 (3). pp. 522-544. ISSN 1532-6349. (doi:10.1080/15326340903088867) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23450) |
S
Stanford, David, Avram, Florin, Badescu, Andrei, Breuer, Lothar (2005) Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. ASTIN Bulletin, 35 (1). pp. 131-144. ISSN 0515-0361. (doi:10.2143/AST.35.1.583169) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:12995) |