Preprint No. | Author(s) | Title and publication details |
---|---|---|

IP09234 | P Morters, N Gantert and V Wachtel |
Trap models with vanishing drift: scaling limits and ageing regimes |

IP09238 | I Norros |
A poset approach to consistent routings |

IP09239 | A Vladimirov, S Shlosman and A Rybko |
Absence of breakdown of the Poisson hypothesis II: Open networks |

IP09240 | A Vladimirov |
Non-stationary processes in queueing networks |

IP10007 | K Debicki, K Kosinski and M Mandjes |
Extremes of multidimensional Gaussian processes |

IP10008 | K Debicki, K Kosinki and M Mandjes |
On the infimum attained by a reflected Levy process |

IP10009 | A Ganesh |
Large deviations in queueing systems |

IP10017 | A Vladimirov |
Continuous products of matrices |

IP10025 | F Baccelli and V Anantharam |
Information theoretic capacity and error exponents of stationary point processes under random additive displacements |

IP10026 | F Baccelli and S Foss |
Poisson hail on a hot ground |

IP10027 | G Weiss, I Adan and C Hurkens |
A reversible multi-class multi-server loss system Accepted to appear in Probability in Engineering and Informational Sciences |

IP10028 | G Weiss and I Adan |
Exact FCFS matching rates for two inﬁnite multi-type sequences |

IP10029 | G Weiss, J Visschers and I Adan |
A product form solution to a system with multi-type customers and multi-type servers |

IP10030 | M Kelbert and Y Suhov |
Probability and statistics by example, volume II - Markov chains: a primer in random processes and their applications Moscow Independent University Press, 2010, 559p. ISBN-978-5-94057 |

IP10031 | M Kelbert and Y Suhov |
Continuity of mutual entropy in the large signal-to-noise ratio limit |

IP10032 | M Kelbert, I Sazonov and M Gravenor |
Travelling waves in a lattice of SIR nodes in approximation of small coupling Accepted to appear in Mathematics for Biology and Medicine |

IP10037 | I Ziedins, H Afimeimounga and W Solomon |
User equilibria for two parallel queues with state dependent routing: batch infinite server and FIFO single server |

IP10065 | YQ Zhao and H Li |
Tail asymptotics for a generalised two-dimensional queuing model - a kernel method |

IP10066 | YQ Zhao and H Li |
A kernel method for exact tail asymptotics - random walks in the quarter plane |

IP10067 | YQ Zhao, A Khachi and M Miyazawa |
On the geometric decay of a GI/G/1 network |

IP10222 | I Adan and G Weiss |
Exact FCFS matching rates for two infinite multi-type sequences |

IP10223 | H Amini, M Draief and M Lelarge |
Flooding and diameter in weighted random graphs |

IP10224 | LN Andersen, S Asmussen and PW Glynn |
Levy processes with two-sided reflection |

IP10225 | D Anderson and TG Kurtz |
Continuous-time Markov chain models for chemical reaction networks |

IP10226 | S Assmussen and P Glynn |
A simple proof of MCMC convergence via the ergodic theorem |

IP10227 | KE Avrachenkov, U Ayesta and N Osipova |
Conditional sojourn time of optimal scheduling policy in a multi-class single-server queue Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010), pp 284-303 |

IP10228 | F Baccelli, A Rybko and S Shlosman |
Stability of infinite mobile networks |

IP10229 | A Bejan, R Gibbens and D Evans |
Statistical modelling and analysis of sparse bus probe data in urban areas Proceedings of the 13th IEEE conference on Intelligent Transportation Systems, Sep 2010, pp 1256 - 1263 |

IP10230 | C Bordenave, M Lelarge and J Salez |
The rank of diluted random graphs |

IP10231 | O Boxma and H Daduna |
The cyclic queue |

IP10232 | D Crisan, TG Kurtz and Y Lee |
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations |

IP10234 | J Dai and T Dieker |
Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes |

IP10235 | J Dai, TG Kurtz and S Guettes |
Characterisation of the stationary distribution for a reflecting diffusion process |

IP10236 | J Dai and M Miyazawa |
Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution |

IP10237 | K Debicki, K Kosieski and M Mandjes |
On the infimum attained by a reflected Levy process |

IP10238 | K Debicki and M Mandjes |
Open problems in Gaussian fluid theory |

IP10239 | K Debicki and K Tabi |
Extremes of integral mean of stationary Gaussian processes |

IP10240 | D Denisov, S Foss and T Konstantopoulos |
Limit theorems for a random directed slab graph |

IP10241 | S Dey and S Juneja |
Multidimensional Fourier inversion using importance sampling with applications to options pricing Proceedings of Winter Simulation Conference, IEEE Press |

IP10242 | S Dereich, C Moench and P Marters |
Typical distances in ultrasmall preferential attachment models |

IP10243 | F Dufour and A Piunovskiy |
Convex analytic approach to the optimal stopping of a Markov chain Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010) pp 23-43 |

IP10244 | S Foss, J Martin and P Schmidt |
Last passage percolation in one dimension |

IP10245 | S Foss and PH Robert |
Random walk in a Poisson rain |

IP10246 | S Foss, V Shneer and A Tulikov |
Stability of a Markov-modulate Markov chain, with application to a wireless network governed by two protocols |

IP10247 | N Gantert, P Marters and V Wachtel |
Trap models with vanishing drift: scaling limits and aging regimes |

IP10248 | P Glynn and X Zhang |
On the dynamics of a finite buffer queue conditioned on the amount of loss Submitted to the QUESTA |

IP10249 | C Graham and P Robert |
Self-adaptive congestion control for multi-class intermittent connections in a communication network Submitted to the QUESTA |

IP10250 | HW Kang, TG Kurtz and L Popovic |
Central limit theorems and diffusion approximations for multiscale Markov chain models |

IP10251 | HW Kang and TG Kurtz |
Separation of time-scales and model reduction for stochastic reaction models Submitted to Annals of Applied Probability |

IP10252 | H Kaspi and K Ramani |
SPDE limits for many server queues |

IP10253 | M Kelbert and Y Suhov |
Continuity of mutual entropy in the large signal-to-noise ratio limit Stochastic Analysis 2010, Berlin: Springer, 2010 |

IP10254 | TG Kurtz and G Nappo |
The filtered martingale problem Tp appear in the Oxford Handbook of Nonlinear Filtering (D Crisan and B Rozovskii) |

IP10255 | G Last and M Penrose |
Percolation and limit theory for the Poisson lilypond model |

IP10256 | M Lelarge |
Diffusion and cascading behaviour in random networks |

IP10257 | M Miyazawa |
Light tail asymptotics in multidimensional reflecting processes for queueing networks |

IP10258 | A Piunovskiy and Y Zhang |
Continuous-time Markov decision processes in Borel space Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010), pp 65-83 |

IP10259 | M Roughan, Y Zhang and W Willinger |
Compressive-sensing algorithms for interpolation of spatio-temporal data |

IP10261 | A Rybko and S Shlosman |
Poisson hypothesis for infinite networks of the Jackson type |

IP10262 | A Rybko and Y Sinai |
Qualitive properties of trajectories of one special dynamical system |

IP10263 | I Sazonov, N Kelbert and M Gravenor |
Travelling waves in a lattice of SIR nodes with an approximation of small coupling Mathematical Medicine and Biology V. 27, 2010, N.4 |

IP10264 | D Shah and DJ Wischik |
Fluid models of switched networks in overload Submitted to Queueing Systems (QUESTA) for publication, March 2010 |

IP10265 | D Shah and DJ Wischik |
Log-weight scheduling in switched networks Submitted to the Annals of Applied Probability for publication, June 2010 |

IP10266 | O Stenzel, H Hassfeld and R Thiedmann |
Spatial modelling of the 3D morphology of a hybrid polymer-ZnO solar cells, based on electron tomography data |

IP10267 | R Thiedmann, V Schmidt and I Manke |
Random geometric graphs for modelling the pore space of fibre-based materials |

IP10268 | R Thiedmann, O Stenzel and A Spettl |
Stochastic simulation model for the 3D morphology of composite materials in li-ion batteries |

IP10269 | NS Walton |
Insensitive, maximum stable allocations converge to proportional fairness |

IP10270 | S Foss, D Korshunov and S Zachary |
An introduction to heavy-tailed and subexponential distributions Springer, NY (to appear 2010 - 2011) |

IP10271 | M Kelbert and Y Suhov |
Information theory and coding by example |

IP10272 | DP Kroese, T Taimre and ZI Botev |
Handbook of Monte Carlo simulations Wiley Series in Probability and Statistics, John Wiley and Sons, New York, 2011 |