Volume 11 [42 articles]

• Moment estimation of customer loss rates from transactional data, D. J. Daley and L. D. Servi
  Volume 11 (1998), Issue 3, Pages 301-310
• Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre, S. G. Kou
  Volume 11 (1998), Issue 1, Pages 103-105
• Elementary methods for failure due to a sequence of Markovian events, J. Gani
  Volume 11 (1998), Issue 3, Pages 311-318
• Verifying cell loss requirements in high-speed communication networks, Kerry W. Fendick and Ward Whitt
  Volume 11 (1998), Issue 3, Pages 319-338
• Analysis of a multi-server queueing model of ABR, R. Núñez-Queija and O. J. Boxma
  Volume 11 (1998), Issue 3, Pages 339-354
• Some reflections on the Renewal-theory paradox in queueing theory, Robert B. Cooper, Shun-Chen Niu, and Mandyam M. Srinivasan
  Volume 11 (1998), Issue 3, Pages 355-368
• On certain random polygons of large areas, Igor N. Kovalenko
  Volume 11 (1998), Issue 3, Pages 369-376
• Multiserver queueing networks and the tandem queue model, Pierre Le Gall
  Volume 11 (1998), Issue 3, Pages 377-390
• Covariance and relaxation time in finite Markov chains, Julian Keilson
  Volume 11 (1998), Issue 3, Pages 391-396
• Performance limitations of parallel simulations, Liang Chen and Richard F. Serfozo
  Volume 11 (1998), Issue 3, Pages 397-409