| 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 |