In recent years the significance of Gaussian processes to communication networks has
grown considerably. The inherent flexibility of the Gaussian traffic model enables the …

While the (Egalitarian) Processor-Sharing (PS) discipline offers crucial insights in the
performance of fair resource allocation mechanisms, it is inherently limited in analyzing and …

We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT)
and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time …

We analyze tail asymptotics of a two-node tandem queue with spectrally-positive Lévy input.
A first focus lies in the tail probabilities of the type ℙ (Q 1> α x, Q 2>(1− α) x), for α∈(0, 1) and …

This chapter describes state-of-the-art techniques in rare event simulation for queuing
systems, the rare events under consideration being overflow probabilities, probabilities of …

We analyze a two-node tandem queue with Brownian input. We first derive an explicit
expression for the joint distribution function of the workloads of the first and second queue …

Consider events of the form {Zs≥ ζ (s), s∈ S}, where Z is a continuous Gaussian process
with stationary increments, ζ is a function that belongs to the reproducing kernel Hilbert …

Empirical studies have shown that traffic in communication networks exhibits long-range
dependence. Cumulative network traffic is often thought to be well modelled by a fractional …

We consider a discrete-time tree network of polling servers where all packets are routed to
the same node (called node 0), from which they leave the network. All packets have unit size …

We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims.
Each claim of the first input process is at least as large as the corresponding claim of the …