1

ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY

Anatolii A. Puhalskii
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 210 KB
english, 2011
3

Moderate deviations for queues in critical loading

Anatolii A. Puhalskii
Journal:
Queueing Systems
Year:
1999
Language:
english
File:
PDF, 283 KB
english, 1999
4

On the(M_t/M_t/K_t+M_t)queue in heavy traffic

Anatolii A. Puhalskii
Journal:
Mathematical Methods of Operations Research
Year:
2013
Language:
english
File:
PDF, 345 KB
english, 2013
6

On Large-Deviation Efficiency in Statistical Inference

Anatolii Puhalskii and Vladimir Spokoiny
Journal:
Bernoulli
Year:
1998
Language:
english
File:
PDF, 5.19 MB
english, 1998
10

Non-Markovian State-Dependent Networks in Critical Loading

Lee, Chihoon, Puhalskii, Anatolii A.
Journal:
Stochastic Models
Year:
2015
Language:
english
File:
PDF, 201 KB
english, 2015
11

Discrete Evolutionary Birth-Death Processes and Their Large Population Limits

Puhalskii, Anatolii, Simon, Burton
Journal:
Stochastic Models
Year:
2012
Language:
english
File:
PDF, 620 KB
english, 2012
12

ON MANY-SERVER QUEUES IN HEAVY TRAFFIC

Anatolii A. Puhalskii and Josh E. Reed
Journal:
The Annals of Applied Probability
Year:
2010
Language:
english
File:
PDF, 3.75 MB
english, 2010
14

Stochastic Processes in Random Graphs

Anatolii A. Puhalskii
Journal:
The Annals of Probability
Year:
2005
Language:
english
File:
PDF, 6.41 MB
english, 2005
15

A Large Deviation Principle for Join the Shortest Queue

Puhalskii, Anatolii A., Vladimirov, Alexander A.
Journal:
Mathematics of Operations Research
Year:
2007
Language:
english
File:
PDF, 208 KB
english, 2007
16

On the number of isolated vertices in a growing random graph

Puhalskii, Anatolii A.
Journal:
Rocky Mountain Journal of Mathematics
Year:
2013
Language:
english
File:
PDF, 359 KB
english, 2013
17

On many-server queues in heavy traffic

Puhalskii, Anatolii A., Reed, Josh E.
Journal:
The Annals of Applied Probability
Year:
2010
Language:
english
File:
PDF, 598 KB
english, 2010
18

Stochastic processes in random graphs

Puhalskii, Anatolii A.
Journal:
The Annals of Probability
Year:
2005
Language:
english
File:
PDF, 601 KB
english, 2005
19

On large deviations of coupled diffusions with time scale separation

Puhalskii, Anatolii A.
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 710 KB
english, 2016