Schmidt Volker

Volker Schmidt

Information about the author Volker Schmidt will soon be added to the site.
Found 7 papers in total
Skorohod–Loynes characterizations of queueing, fluid, and inventory processes
Skorohod–Loynes characterizations of queueing, fluid, and inventory processes
2001
We consider queueing, fluid and inventory processes whose dynamics are determined by...
Asymptotics of stochastic networks with subexponential service times
Asymptotics of stochastic networks with subexponential service times
1999
We analyse the tail behaviour of stationary response times in the class of open...
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
1999
A well-known result on the distribution tail of the maximum of a random walk with...
Campbell’s formula and applications to queueing
Campbell’s formula and applications to queueing
1995
Campbell’s formula for Palm probabilities is a basic tool for deriving...
Light-traffic approximation in queues and related stochastic models
Light-traffic approximation in queues and related stochastic models
1995
Light-traffic approximations in queues refer to results on the asymptotic behaviour of...
Conditional intensities and coincidence properties of stochastic processes with embedded point processes
Conditional intensities and coincidence properties of stochastic processes with embedded point processes
1993
The aim of the present paper is to discuss three types of coincidence properties...
An insensitivity property of ladder height distributions
An insensitivity property of ladder height distributions
1992
This paper considers the undershoot of a general continuous-time risk process with...
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