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Limit theorems for long memory stochastic volatility models with infinite var...
Advances in Applied Probability, 44(4), 1113-1141, 2012 -
Performance of Multiple TCP Flows: an Analytical Approach
We study the performance of several TCP connections subjected to the bottleneck of a slow network, accessed via a single queue with high but finite capacity. Using the... -
On the survival of a class of subcritical branching processes in random envir...
Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the...
