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Current ARC research grant
DP0771338 Queueing Systems and Their Application to Telecommunication Systems and Dams (January 3, 2007 - January 2, 2010, AUD $ 246,450)
Publications
1. Monograph
- Abramov, V.M. Investigation of a Queueing System with Service Depending on Queue-Length.
Donish, Dushanbe, Tadzhikistan, 1991, 164pp. (Russian.)
2. PhD Thesis
- Abramov, V.M. Asymptotic Methods for Queueing Systems and Networks with Application to Telecommunications.
Tel Aviv University, 2004. (English).
download.
3. Journal publications since 1991 (inverse order) and Preprints
Preprints
- Abramov, V.M. Asymptotic behavior of
branching populations before extinction. arXiv: math/0610506v3. download. [Submitted to : Statistica Neerlandica]
- Abramov, V.M. Bounds for the loss probabilities in large loss queueing systems. arXiv/0804.2310v1. - download. [Submitted to : Queueing Systems]
- Abramov, V.M. Takacs' asymptotic theorem and its applications: A survey. arXiv/0712.2480. - download. [Submitted to : Acta Applicandae Mathematicae]
- Abramov, V.M. The stability of join-the-shortest-queue models with general input and output processes. arXiv: math/PR 0505040. - download.[Submitted to : Applied Probability Trust]
- Abramov, V.M. Losses in M/GI/m/n queues. arXiv: math/PR 0506033. - download . [Submitted to : Queueing Systems]
- Abramov, V.M. Optimal control of a large dam, taking into account the water costs. arXiv: math/PR 0701458. - download. [Submitted to : Mathematics of Operations Research]
Publications
2008
- Abramov, V.M. The effective bandwidth problem revisited. Stochastic Models (2008, to appear) - download.
- Abramov, V.M. Continuity theorems for the M/M/1/n queueing system. Queueing Systems, 59 (2008), 63-86. doi: 10.1007/s11134-008-9076-7 - download.
- Abramov, V.M. Further analysis of confidence intervals for large client/server computer networks.
Reliability and Risk Analysis: Theory and Applications, 1, (2008), Issue 1 (March), 22-28. - download
- Abramov, V.M. Large closed queueing networks in semi-Markov environment
and their applications. Acta Applicandae Mathematicae, 100 (2008), 201-226. - download.
- Abramov, V.M. and Klebaner, F.C. Prediction of missing observations
by a control method. Advances and Applications in Statistics, 8 (2008), 109-129. - download.
2007
- Abramov, V.M. Confidence intervals associated with performance analysis of symmetric large closed client/server computer networks. Reliability: Theory and Applications, 2, (2007), Issue 2 (June), 35-42. - download
- Abramov, V.M. and Klebaner, F.C. Estimation and prediction of a non-constant
volatility. Asia Pacific Financial Markets, 14 (2007), 1-23 - download.
- Abramov, V.M. Multiserver queueing systems with retrials and losses. ANZIAM Journal [Formerly known as Journal of the Australian Mathematical Society, Ser. B], 48 (2007), 297-314. - download.
- Abramov, V.M. Asymptotic analysis of loss probabilities in GI/M/m/n queueing systems as n increases to infinity. Quality Technology
and Quantitative Management, 4 (2007), 379-393. - download.
- Abramov, V.M. Optimal control of a large dam. Journal of Applied Probability, 44 (2007), 249-258. - download.
2006
- Abramov, V.M. Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution. Annals of Operations Research 141 (2006) 19-50. - download.
- Abramov, V.M. Stochastic inequalities for single-server loss queueing systems. Stochastic Analysis and Applications, 24 (2006), 1205-1221.
- download.
2004
- Abramov, V.M. Asymptotic behavior of the number of lost messages.
SIAM Journal on Applied Mathematics 64 (2004) 746-761. download.
- Abramov, V.M. and Liptser, R. On existence of a limiting stationary distribution for a time-inhomogeneous
birth-and-death process.
Queueing Systems 46 (3-4) (2004) 353-361. download.
- Abramov, V.M. A large closed queueing network containing two types of node and multiple customer classes:
One bottleneck station.
Queueing Systems 48 (1-2) (2004) 45-73. download.
2002
- Abramov, V.M. Asymptotic analysis of the GI/M/1/n loss system as n increases to infinity.
Annals of Operations Research 112 (2002) 35-41. download.
- Altman, E., El-Azouzi R. and Abramov, V.M. Non-cooperative routing in loss networks.
Performance Evaluation 49 (1-4) (2002) 257-272. download.
2001
- Abramov, V.M. Some results for large closed queueing networks with and without bottleneck: Up- and down-crossings
approach.
Queueing Systems 38 (2001) 149-184. download.
- Abramov, V.M. Inequalities for the GI/M/1/n loss system.
Journal of Applied Probability 38 (2001) 232-234. download.
- Abramov, V.M. On losses in MX/GI/1/n queues.
Journal of Applied Probability 38 (2001) 1079-1080. download.
2000
- Abramov, V.M. A large closed queueing network with autonomous service and bottleneck.
Queueing Systems 35 (2000) 23-54. download.
1997
- Abramov, V.M. On a property of a refusals stream.
Journal of Applied Probability 34 (1997) 800-805.download.
1994
- Abramov, V.M. Asymptotic distribution of the maximum number of infectives in epidemic models with immigration.
Journal of Applied Probability 31 (1994) 606-613. download.
1991
- Abramov, V.M. On a property of lost customers for one queueing system with losses. Kibernetika
(Ukrainian Academy of Sciences) (2) (1991) 123-124. (Russian).
4. Selected publications before 1990
- Abramov, V.M. Some limit theorems for a single-channel system the intensity of which depends on queue-length.
(Russian.) Izv. Acad. Nauk SSSR. Techn. Kibernet. (5) (1981), 53-57.
- Abramov, V.M. Limit theorems for certain joint distributions of single-channel system
with intensity of servicing dependent on the queue-length.
Engineering Cybernetics, 20 (2)(1982), 85 (1983). Translated from:
Izv. Acad. Nauk SSSR. Techn. Kibernet. (2) (1982), 135-138 (Russian).
- Abramov, V.M. Limit theorems for certain joint distributions of single-channel system
with intensity of servicing dependent on the queue-length. II
Engineering Cybernetics, 22 (4)(1984) 18-22, (1985). Translated from:
Izv. Acad. Nauk SSSR. Techn. Kibernet. (2) (1984), 115-119 (Russian).
- Abramov, V.M. Certain properties of a stream of lost calls.
Engineering Cybernetics, 22 (4)(1984) 135-137, (1985). Translated from:
Izv. Acad. Nauk SSSR. Techn. Kibernet. (3) (1984), 148-150, 206 (Russian).
- Abramov, V.M. The distribution of the supremum of the queue-length in queueing systems with Poisson
input flow.
Soviet J. Comput. Systems Sci., 25 (4)(1987) 189-193. Translated from:
Izv. Acad. Nauk SSSR. Techn. Kibernet. (6) (1986), 194-197 (Russian).
- Abramov, V.M. Some new applications of an asymptotic theorem on the time of first approach
a rare event in a regenerative process.
(Russian). Izv. Acad. Nauk Tadzhik.SSR Otdel. Fiz.-Mat. Khim. i Geol. Nauk. 102 (4) (1986), 29-33. (1987).
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