Kimura Toshikazu

Toshikazu Kimura

Information about the author Toshikazu Kimura will soon be added to the site.
Found 13 papers in total
Transient and asymptotic behavior of synchronization processes in assembly-like queues
Transient and asymptotic behavior of synchronization processes in assembly-like queues
2010
This paper analyzes the synchronization process of an assembly-like queueing system in...
Monte Carlo analysis of convertible bonds with reset clauses
Monte Carlo analysis of convertible bonds with reset clauses
2006
This paper analyzes some features of non-callable convertible bonds with reset clauses...
Diffusion approximations for queues with Markovian bases
Diffusion approximations for queues with Markovian bases
2002
Consider a base family of state-dependent queues whose queue-length process can be...
Pricing knockout options with a general boundary
Pricing knockout options with a general boundary
2001
In modern financial markets, various option contracts have been introduced and traded....
A transform-free approximation for the finite capacity M/G/s queue
A transform-free approximation for the finite capacity M/G/s queue
1996
This paper develops a transform-free approximation for the steady-state queue-length...
Optimal buffer design of an M/G/s queue with finite capacity
Optimal buffer design of an M/G/s queue with finite capacity
1996
This paper provides an approximate solution of a buffer design problem in an M / G / s...
An M/M/s-consistent diffusion model for the GI/G/s queue
An M/M/s-consistent diffusion model for the GI/G/s queue
1995
This paper develops a diffusion-approximation model for a stable GI/G/s queue: The...
Optimal buffer design of an M/G/s queue with finite capacity
Optimal buffer design of an M/G/s queue with finite capacity
1996
This paper provides an approximate solution of a buffer design problem in an M/G/s...
Duality between the Erlang loss system and a finite source queue
Duality between the Erlang loss system and a finite source queue
1993
The paper provides a duality relation between an M/G/ s/s queue and a GI/M/1/ s/s...
Interpolation approximations for the mean waiting time in a multi-server queue
Interpolation approximations for the mean waiting time in a multi-server queue
1992
This paper gives numerical validation of a couple of interpolation approximations for...
Approximations for the waiting time in the GI/G/s queue
Approximations for the waiting time in the GI/G/s queue
1991
The paper provides some two-moment approximation formulas for the mean waiting time...
Approximating the mean waiting time in the GI/G/s queue
Approximating the mean waiting time in the GI/G/s queue
1991
The paper provides two distribution-dependent approximations for the mean waiting time...
Refining Cosmetatos’s approximation for the mean waiting time in the M/D/s queue
Refining Cosmetatos’s approximation for the mean waiting time in the M/D/s queue
1991
This paper deals with refining Cosmetatos’s approximation for the mean waiting...
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