A random walk is a sequence {Sn, n≥ 0} of random variables with independent, identically
distributed (iid) increments {Xk, k≥ 1} and S0= 0. A Bernoulli random walk (also called a …

The present book offers a detailed treatment of perturbed random walks, perpetuities, and
random processes with immigration. These objects are of major importance in modern …

In this paper we consider a Poisson cluster process N as a generating process for the
arrivals of packets to a server. This process generalizes in a more realistic way the infinite …

Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …

Infinite sums of iid random variables discounted by a multiplicative random walk are called
perpetuities and have been studied by many authors. The present paper provides a log-type …

Necessary and sufficient conditions for the existence of moments of the first passage time of
a random walk S n into [x,∞) for fixed x≧ 0, and the last exit time of the walk from (−∞, x] …

Let {Sn} be the sequence of partial sums of independent identically distributed random
variables with negative mean. Necessary and sufficient conditions are obtained for Eφ (M∞) …

We study different scaling behavior of very general telecommunications cumulative input
processes. The activities of a telecommunication system are described by a marked-point …

We consider the asymptotic variance of the departure counting process D (t) of the GI/G/1
queue; D (t) denotes the number of departures up to time t. We focus on the case where the …

This article deals with two “antagonistic random processes” that are intended to model
classes of completely noncooperative games occurring in economics, engineering, natural …