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Stochastic simulation

, and . Stochastic modelling and applied probability ; 57 Springer, New York, NY, (2007)

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Queueing Simulation in Heavy Traffic.. Math. Oper. Res., 17 (1): 84-111 (1992)Obituary: Marcel F. Neuts 1935-2014., and . J. Appl. Probab., 51 (4): 895-897 (2014)On preemptive-repeat LIFO queues., and . Queueing Syst. Theory Appl., 87 (1-2): 1-22 (2017)On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue., and . Operations Research, 50 (3): 559-565 (2002)Stability and busy periods in a multiclass queue with state-dependent arrival rates., , and . Queueing Syst. Theory Appl., 90 (3-4): 207-224 (2018)Loss Rates for Lévy Processes with Two Reflecting Barriers., and . Math. Oper. Res., 32 (2): 308-321 (2007)Sampling at subexponential times, with queueing applications, , and . Stochastic Processes and their Applications, 79 (2): 265--286 (Feb 1, 1999)A Note on Skewness in Regenerative Simulation., and . Communications in Statistics - Simulation and Computation, 40 (1): 45-57 (2011)Applied probability and queues, Second Edition.. Applications of mathematics Springer, (2003)From PH/MAP to ME/RAP., and . Queueing Syst. Theory Appl., 100 (3-4): 173-175 (2022)