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Stochastic Models, Volume 18 Issue 1 2002

An affiliated publication of the Institute for Operations Research and the Management Sciences
View Winners of the Marcel F. Neuts Prize
ISSN: 1532-4214 (electronic) 1532-6349 (paper)
Publication Frequency: 4 issues per year
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Original Articles
A proof of the steepest increase conjecture of a phase-type density
Renhai Yao
Pages 1 – 6
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Salary cost evaluation by means of non-homogeneous semi-Markov processes
Jacques Janssen; Raimondo Manca
Pages 7 – 23
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Numerical method for discrete-time finite-buffer queues with some regenerative structure
Fumio Ishizaki
Pages 25 – 39
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On asymptotics of multivariate integrals with applications to records
Enkelejd Hashorva; Jürg Hüsler
Pages 41 – 69
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Explicit formulae and convergence rate for the system M α/G/1/N as N→∞
Mykola Bratiychuk; Barbara Borowska
Pages 71 – 84
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The severity of ruin in a discrete semi-Markov risk model
J. M. Reinhard; M. Snoussi
Pages 85 – 107
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The move-to-partner rule for self-organizing task allocation on a linear array
Walter J. Gutjahr
Pages 109 – 137
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First-exit times for compound poisson processes for some types of positive and negative jumps
D. Perry;  W. Stadje; S. Zacks
Pages 139 – 157
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The group inverse of finite homogeneous QBD processes
Ana da Silva Soares; Guy Latouche
Pages 159 – 171
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Non-ergodic Markov decision processes with a constraint on the asymptotic failure rate: general class of policies
M. Boussemart;  N. Limnios; J. C. Fillion
Pages 173 – 191
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