Individual producers exhibit enormous heterogeneity in many dimensions. This paper
develops a theory in which the network structure of production—who buys inputs from whom …

We consider a generalized Mandelbrot's martingale {Yn} and the associated Mandelbrot's
measure μω on marked trees. If the limit variable Z= lim Y n is not degenerate, we study the …

Our aim here is to give a survey of that part of continuous-time fluctuation theory which can
be approached in terms of functionals of Lévy processes, our principal tools being Wiener …

Results on the behaviour of Markov branching processes as time goes to infinity, hitherto
obtained for models which assume a discrete state-space or discrete time or both, are here …

This paper surveys the M/G/1 queue with regularly varying service requirement distribution.
It studies the effect of the service discipline on the tail behavior of the waiting-time and/or …

After having worked in the domain of Gaussian queues for about a decade, we got the idea
to look at similar problems, but now in the context of Lévy-driven queues. That step felt as …

Let {Ai: i≥ 1} be a sequence of non-negative random variables and let M be the class of all
probability measures on [0,∞]. Define a transformation T on M by letting Tμ be the …

We consider the standard GI/G/1 queue with unlimited waiting room and the first-in first-out
service discipline. We investigate the steady-state waiting-time tail probabilities P (W> x) …

Consider a finite list of items $ n= 1, 2,\dots, N $, that are requested according to an iid
process. Each time an item is requested it is moved to the front of the list. The associated …

Over the past few decades, the Processor-Sharing (PS) discipline has attracted a great deal
of attention in the queueing literature. While the PS paradigm emerged in the sixties as an …