Publikacje
Publications
* BOOK:
* Szekli, R. (1995) Stochastic Ordering and Dependence in Applied Probability. Lecture Notes in Statistics 97, Springer Verlag, New York
Papers:
* Rolski, T. and Szekli, R. (1982) Networks of work conserving-normal queues. In: Disney, R. L. Ott, T. J. (ed.) Applied Probability-Computer Science: the Interface Volume II 477-497
* Szekli, R. (1984) Little's formula for work conserving-normal G/G/1 queues in series. Appl. Math. (Warsaw) 18, 343-350
* Szekli, R. (1986) On the concavity of the waiting time distribution in some GI/G/1 queues. Journal of Applied Prob. 23, 555-561
* Szekli, R. (1987) A note on moment inequalities for order statistics from starshaped distributions. Appl. Math. (Warsaw) 19, 65-68
* Szekli, R. (1987) On the complete monotonicity of the waiting time density in some GI/G/k queues. Queueing Systems 1, 401-406
* Szekli, R. (1988) A note on preservation of self-decomposability under geometric compouding. Statist. Probab. Lett. 6, 231-236
* Szekli, R. (1990) On the concavity of the infinitesimal renewal function. Statist. Probab. Lett. 10, 181-184
* with Kwiecinski, A. (1991) Compensator conditions for stochastic ordering of point processes. Journal of Applied Prob. 28, 751-761
* with Rolski, T. (1991) Stochastic ordering and thinning of point processes. Stochastic Process and their Appl. 37, 299-312
* with Disney, R. L., Hur, S. (1994) MR/GI/1 queues with positively correlated arrival stream. Journals of Applied Prob. 31, 497-514
* with Disney, R. L., Hur, S. (1994) Note on performance comparison of MR/GI/1 queues. Queueing Systems 17, 451-470
* with Daduna, H. (1995) Dependencies in Markovian networks. Advances in Applied Prob. 25, 226-254
* with Shaked, M. (1995) Comparison of replacement policies via point processes. Advances in Applied. Prob. 27, 1079-1103
* with Daduna, H.(1996) A queueing theoretical proof of increasing property of Polya frequency functions. Statist. Probab. Lett. 26, 233-242
* with Kwiecinski, A. (1996) Some monotonicity and dependence properties of self exciting point processes. Annals of Applied Prob. 6, 1211-1231
* with Last, G. (1998) Stochastic comparison of repairable systems by coupling. Journal of Applied Prob. 35, 348-370
* with Last, G. (1998) Asymptotic and monotonicity properties of repairable systems. Advances in Applied Prob. 30, 1089-1110
* with Disney, R. L., Morais, P. McNickle, D. Sun, H. (1998) A queue with correlated arrivals. Investigacion Operativa 2-1998
* with Daduna, H. (2000) On the correlation of sojourn times in queueing networks of exponential multiserver queues. Queueing Systems 34, 169-181.
* with Last, G. (1999) Time and Palm stationarity of repairable systems. Stochastic Processes and their Appl. 79, 17-43
* with Last G. (2001) Moments and Blackwell's convergence for repairable systems with heavy tailed lifetimes, Markov Processes and Related Fields 7, 469-491.
* with Kulik R. (2001) A sufficient condition for long range dependance of stationary point processes , Journal of Applied Prob. 38, 570-581.
* with Daduna, H. (2002) Conditional job observer properties in multitype closed queueing networks, Journal of Applied Prob. 39, 865-881
* with Daduna, H.(2003) Dependence structure of sojourn times via partition separated ordering, Operations Research Letters 31, 462-472
* with Daduna, H. (2004) On the correlation structure of closed queueing networks, Stochastic Models 20, 1-29
* with Kulik, R. (2005) Dependence orderings for some functionals of marked point processes, Journal of Multivariate Analysis, 92,145-173 pdf
* with H. Daduna, M. Schwarz, C. Sauer, R. Kulik, (2006) M/M/1 systems with different inventory management policies and lost sales, Queueing Systems, 54, 55-78
* with H. Daduna, C. Sauer, R.Kulik, , (2006) Isotone differences ordering of networks with unreliable servers, Probability in Engineering and Informational Sciences, 20, 575-594
* with H. Daduna (2006) Dependence ordering of Markov Processes, Journal of Applied Prob. 43, 1-22, pdf
* (2010) Stochastic ordering for queueing networks, Chapter in for "Queueing networks: A fundamental approach" VanDijk, Boucherie, ed. pdf
* (2008) with Hans Daduna, Christian Malchin, Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions, pdf, J. Appl. Probab. Volume 45, Number 2 (2008), 333-346.
*with H. Daduna (2008) Impact of routing on correlation strength in stationary queueing network processes, Journal of Applied Prob. Volume 45, Number 4
* with G. Last (2011) Comparisons and asymptotics for empty space hazard functions of germ-grain models. Adv. in Appl. Probab., Vol. 43, Number 4, 899-1194
* with P. Lorek . Strong stationary duality for Möbius monotone Markov chains, Queueing Systems June 2012, Volume 71, pp 79-95,
* with P. Lorek, (2013) Computable bounds on the spectral gap for unreliable Jackson networks arXiv:1101.0332 to appear in Adv in Appl. Prob.
* with P. Lorek , (2014) Strong Stationary Duality for Möbius monotone Markov chains: examples . submitted
with H. Daduna, (2014) Correlation formulas for Markovian network processes in a random environment. Preprintreihe Bereichs Statistik und Stochastische Prozesse. 2013-05. Submitted
preprints
*with R. Kulik , Comparison of sequences of dependent random variables using supermodular order with applications pdf
*with R. Kulik, Long Range Dependence of continuous-time processes associated with stationary point processes pdf