Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Algorithmic Methods in Queues and in the Exploration of Point Processes

This is a review of methodology for the algorithmic study of some useful models in point process and queueing theory, as discussed in three lectures at the Summer Institute at Sozopol, Bulgaria. We provide references to sources where the extensive details of this work are found. For future investigation, some open problems and new methodological approaches are proposed.

Single-Server Queueing System with Markov-Modulated Arrivals and Service Times

Key words: Markov-modulated queues, waiting time, heavy traffic.

Early Detection of Emergent Events Based on an Extremal Process Approach

2000 Mathematics Subject Classification: Primary 60G70, 62F03.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.