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Prof. i.R. Dr. rer. nat. Wolfgang Stadje

Institut für Mathematik Albrechtstraße 28a 49076 Osnabrück
Raum:	69/E03
Telefon:	+49 541 969 7239
Fax:	+49 541 969 2770
E-Mail:	wstadje@uni-osnabrueck.de
Homepage:	http://www.mathematik.uni-osnabrueck.de/stadje
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Short CV

Personal Details

Date of Birth:     November 21, 1952
Marital Status:    Married, two children
Citizenship:        German
Telephone:       Germany (0541) 9692530 (office), 65802 (home)
E-Mail:           wstadje@uos.de

Education and Employment

1976 Diploma in mathematics, University of Göttingen
1977-1978 Research in a project on the ''optimization of large systems'', Business School, University of Göttingen
1978 Doctoral degree in mathematics, University of Göttingen
1978-1981 First academic position: "Wissenschaftlicher Assistent" at the Department of Statistics, University of Göttingen
1981 Habilitation in mathematics, University of Göttingen
1982 - present Professor of Applied Mathematics at the University of Osnabrück
Longer stays as Visiting Professor at the University of Hamburg (Germany), the University of Toronto (Canada), Lehigh University (USA), the Hebrew University of Jerusalem (Israel), and the University of Haifa (Israel)

Professional Activities

More than 200 publications in top ranked scientific journals
Referee for virtually all international journals on probability and statistics and for various general mathematics journals
Reviewer of projects for several research foundations in Germany, USA, Canada, Australia, Israel, Hongkong, India, etc.
Former Associate Editor of Queueing Systems
Former Associate Editor of the Journal of Statistical Planning and Inference
Supervisor of nine doctoral dissertations: E. Schulte-Geers (Ph.D.), R. Tenbusch (Ph.D.), S. Mitwalli (Ph.D.), Y. Baryshnikov (habilitation), P. Bruns (Ph.D.), J. Devkota (Ph.D.), W. Laumann (Ph.D.),
A. Löpker (Ph.D.), P. Sendfeld (Ph.D.)
Fellow of the Lady Davis Foundation (Hebrew University of Jerusalem), 1999 and 2006

Main Areas of Research

Applied probability, operations research, sequential analysis.

Current Research Interests

Stochastic processes in operations research: queues, inventory, reliability and maintenance, renewal theory
Renewal theory and it applications
Sequential decision-making, dynamic optimization, optimal stopping
Analytic methods in applied probability theory
Multivariate distribution theory, characterization of distributions
Combinatorial probability theory

Grants

Optimal incentives in stochastic R&D models (with D. Zuckerman (Jerusalem)); Volkswagen Foundation, 1990-1992
Maintenance strategies with general degree of repair for stochastically failing equipment (with D. Zuckerman (Jerusalem)); German-Israeli Foundation for Research and Development (GIF), 1993-1996
Optimal control in repair models; Minerva Foundation, 1993-1994
Optimal selection strategies for risky investments (with Y. Baryshnikov und D. Assaf); Volkswagen Foundation, 1997-1999
Performance measures of queueing systems (with P. R. Parthasarathy (Madras)); German Airospace Society, 1997-1999
Inventory systems for perishable goods (with D. Perry (Haifa)); German Science Foundation (DFG), 1998-1999
Stochastic storage systems in a random environment (with O. Kella (Jerusalem)); Volkswagen Foundation, 2000-2002.
Queueing techniques for inventory models (with D. Perry (Haifa)); German Science Foundation (DFG), 2005-2006
Reflected networks: stability and martingale analysis (with O. Kella (Jerusalem)), Volkswagen Foundation, 2004 - 2006
Queues with workload-dependent controls; German Science Foundation (DFG), 2009 - 2013.
Stochastic models for the inventory management of blood banks (with S. Bar-Lev and D. Perry, Haifa). German-Israeli Foundation for Research and Development (GIF), 2014 - 2016.

Publications

Erneuerungssätze für Prozesse mit stationären und unabhängigen Zuwächsen. Mathematische Zeitschrift 171, 37 - 50 (1979).
Eine Bemerkung zum Zusammenhang von stochastischer und schwacher Konvergenz. Methods of Operations Research 30, 163 - 165 (1979).
Goal-Programming und Nutzenmodelle für Entscheidungssituationen mit mehreren Zielen und stochastischen Informationen. Methods of Operations Research 30, 166 - 183 (1979)
On the relationship of goal programming and utility functions. Zeitschrift für Operations Research 23, 61 - 69 (1979).
Nutzen- und Goal-Programming-Modelle für das Vektormaximumproblem und stochastische Verallgemeinerungen. Methods of Operations Research 34, 289 - 299 (1979).
Eine Erweiterung des Riemann-Lebesgue-Lemmas. Monatshefte für Mathematik 89, 315 - 322 (1980).
Reduzierte Semi-Markov-Prozesse. Methods of Operations Research 37, 467 - 476 (1980).
Efficient stopping of a random series of partially ordered points.
Lecture Notes in Economics and Mathematical Systems 177, 430 - 447 (1980).
The determination of mixing measures for some families of distributions. Methods of Operations Research 39, 179 - 189 (1981).
A property of compact connected spaces. Archiv der Mathematik 36, 275 - 280 (1981).
Some problems of observing and extrapolating Poisson processes. Methods of Operations Research 41, 235 - 238 (1981).
Goal-Programming mit L_p-Metriken. Mathematische Operationsforschung und Statistik, Series Optimization 13, 187 - 200 (1982).
Some remarks on the average sample number of sequential and non-sequential tests. Metrika 29, 79-86 (1982).
On the discretization error for random vectors with applications to a partition problem. Methods of Operations Research 44, 213 - 223 (1982).
Summen von Produkten gemeinsam normalverteilter Zufallsvariablen. Metrika 30, 31 - 36 (1983).
Probabilistic proofs of some formulas for Bessel functions. Indagationes Mathematicae 45, 343 - 359 (1983).
A class of situations where fixed sample Bayes estimates are sequentially asymptotically optimal. Operations Research 46, 133 - 142 (1983).
Asymptotic efficiency of sequential testing using error sums. Sankhya, Series A, 46, 117 - 134 (1984).
A note on sample means and variances of dependent normal variables. Statistics 15, 205 - 218 (1984).
Wrapped distributions and measurement errors. Metrika 31, 303 - 317 (1984).
On the theory of rotationally symmetric random vectors. Statistics & Decisions 2, 175 - 193 (1984).
An inequality for L_p-norms with respect to the multivariate normal distribution. Journal of Mathematical Analysis and Applications 102, 149 - 155 (1984).
The simple ruin problem with side payments. Methods of Operations Research 50, 401 - 410 (1985).
Gleichverteilungseigenschaften von Zufallsvariablen. Mathematische Nachrichten 123, 47 - 53 (1985).
On multiple stopping rules. Optimization 16, 401 - 418 (1985).
The busy period of the queueing system M/G/∞. Journal of Applied Probability 22, 697 - 704 (1985).
Estimation problems for samples with measurement errors. Annals of Statistics 13, 1592 - 1615 (1985).
Bemerkung zu einem Satz von Akcoglu und Krengel. Studia Mathematica 81, 307 - 310 (1985).
On functions with derivative of bounded variation: an analogue of Banach's indicatrix theorem. Proceedings of the Edinburgh Mathematical Society 29, 61 - 69 (1986).
A uniform estimate for Fourier transforms of certain singular measures. Journal of Mathematical Analysis and Applications 118, 157 - 164 (1986).
A note on the Neyman-Pearson fundamental lemma. Methods of Operations Research 53, 661 - 670 (1986).
An estimator for the mean of an exponential distribution with random right-censoring. Statistics and Probability Letters 4, 57 - 59 (1986).
The exact probability distribution of a two-dimensional random walk. Journal of Statistical Physics 46, 207 - 216 (1987).
Asymptotic behavior of a stopping time related to cumulative sum procedures and single server queues. Journal of Applied Probability 24, 200 - 214 (1987).
On the SPRT for the mean of an exponential distribution. Statistics and Probability Letters 5, 389 - 395 (1987).
A characterization and a variational inequality for the multivariate normal distribution. Journal of the Australian Mathematical Society (Series A) 43, 366 - 374 (1987).
An optimal k-stopping problem for the Poisson process. Proceedings of the 6th Pannonian Symposium on Mathematical Statistics (eds. P. Bauer, F. Konecny and W. Wertz) Volume B, 231 - 244 (1987).
Note on the renewal process for truncated exponential variables. Statistics and Probability Letters 6, 61 - 66 (1987).
An extension theorem for convex functions and an application to Teicher's characterization of the normal distribution. Mathematika 34, 155 - 159 (1987).
An optimal stopping problem with finite horizon for sums of i.i.d. random variables. Stochastic Processes and their Applications 26, 107 - 121 (1987).
A general inequality for the rejection probability of the SPRT. Sequential Analysis 6, 289 - 302 (1987).
A generalized maximum likelihood characterization of the normal distribution. Metrika 35, 93 - 97 (1988).
Estimation of the distribution function of a location-scale family. Statistics 19, 537 - 544 (1988).
Some exact expressions for the bulk arrival queue M^X/M/1. Queueing Systems 4, 85 - 92 (1988).
The influence of the initial distribution on a random walk. Proceedings of the American Mathematical Society 103, 602 - 606 (1988).
Asymptotic normality in a two-dimensional random walk model for cell motility. Journal of Statistical Physics 51, 615 - 635 (1988).
On the waiting times for coincidences in a renewal process. Sankhya 50 Series B, 224 - 234 (1988).
(with E. Schulte-Geers) Some results on the joint distribution of the renewal epochs prior to a given time instant. Stochastic Processes and their Applications 30, 85 - 104 (1988).
Some distributions connected with sums of rectangular random variables. Statistics and Probability Letters 8, 137 - 142 (1989).
The asymptotic behavior of the renewal density. Methods of Operations Research 58, 307 - 317 (1989).
Coverage problems for random intervals. SIAM Journal of Applied Mathematics 49, 1538 - 1551 (1989).
On the asymptotic equidistribution of sums of independent identically distributed random variables. Annales de l'Institut Henri Poincaré 25, 195 - 203 (1989).
Exact probability distributions for non-correlated random walk models. Journal of Statistical Physics 56, 415 - 435 (1989).
Die Wartezeitverteilung für ein verallgemeinertes Sammlerproblem. Didaktik der Mathematik 17, 313 - 320 (1989).
A nearly degenerate random variable occurring in an occupancy problem. Monatshefte für Mathematik 108, 201 - 209 (1989).
An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT. Stochastic Processes and their Applications 33, 285 - 297 (1989).
A linear optimization problem and its probabilistic application. Publicationes Mathematicae 37, 15 - 19 (1990).
Two inequalities for probabilitiy densities. International Journal of Mathematical Education in Science and Technology 21, 786 - 789 (1990).
A new approach to the distribution of the duration of the busy period for a G/G/1 queueing system. Journal of the Australian Mathematical Society (Series A) 48, 89 - 100 (1990).
A stochastic model for the circulation of restorable materials. OR-Spektrum 10, 35 - 41 (1990).
A sequential estimation procedure for the parameter of an exponential distribution. Statistics 21, 239 - 250 (1990).
A continuous-time sequential testing problem. Metrika 37, 281 - 290 (1990).
A note on the simple queue with variable intensities and two servers. Operations Research Letters 9, 45 - 49 (1990).
Bin-packing for a renewal process. Annales de l'Institut Henri Poincaré 26, 207 - 217 (1990).
A full information pricing problem for the sale of several identical commodities. Zeitschrift für Operations Research 34, 161 - 181 (1990).
(with D. Zuckerman) Optimal strategies for some repair replacement models. Advances in Applied Probability 22, 641 - 656 (1990).
The collector's problem with group drawings. Advances in Applied Probability 22, 866 - 882 (1990).
Konvergenz von Teilen der harmonischen Reihe. Elemente der Mathematik 46, 51 - 54 (1991).
Optimal stopping in a cumulative damage model. Operations Research Spektrum 13, 31 - 45 (1991).
(with D. Zuckerman) Optimal maintenance strategies for repairable systems with general degree of repair. Journal of Applied Probability 28, 384 - 396 (1991).
A new continuous time search model. Journal of Applied Probability 28, 771 - 778 (1991).
The time until two renewal processes come together. Statistics and Probability Letters 12, 195 - 200 (1991).
Sequential design in an urn model. Optimization 22, 929 - 936 (1991).
A continuous-time search model with several offer streams. Operations Research 40, S 346 - S 352 (1992).
(with D. Zuckerman) Optimal repair policies with general degree of repair. Operations Research Letters 11, 77 - 80 (1992).
An optimal choice problem for a set of checking procedures. Zeitschrift für Operations Research 35, 447 - 457 (1992).
A stochastic model for a researcher's problem. Stochastic Models 8, 73 - 85 (1992).
The expected value of the one-sided cusum stopping time. Advances in Applied Probability 24, 1008 - 1009 (1992).
On a loss system with a given number of customers. Queueing Systems 12, 325 - 332 (1992).
A direct approach to the GI/G/1 queueing system with finite capacity. Operations Research 41, 600 - 607 (1992).
Optimal selection of R&D projects. Applied Mathematics and Optimization 28, 149 - 160 (1993).
A new look at the Moran dam. Journal of Applied Probability 30, 489 - 495 (1993).
A characterization of the Χ^2-statistic. Sankhya A 55, 153 - 158 (1993).
(with Y. Baryshnikov) On sets of integers with prescribed gaps. Monatshefte für Mathematik 116, 83 - 98 (1993).
A model for speculation in a dynamic economy. Optimization 21, 173 - 190 (1993).
Distribution of first-exit times for empirical counting and Poisson processes with moving boundaries. Stochastic Models 9, 91 - 103 (1993).
(with Y. Baryshnikov and B. Eisenberg) Independent variables with independent sum and difference.: S^1-case. Journal of Multivariate Analysis 13, 161 - 170 (1993).
ML characterization of the multivarite normal distribution. Journal of Multivariate Analysis 46, 131 - 138 (1993).
A characterization of the exponential distribution involving absolute differences of i.i.d. random variables. Proceedings of the American Mathematical Society 121, 237 - 243 (1994).
On the behavior of the batch arrival queue M^X/M/1 during a busy period. Naval Research Logistics 41, 153 - 169 (1994).
Maximal wearing-out of a deteriorating system: an optimal stopping approach. European Journal of Operational Research 73, 472 - 479 (1994).
A dynamic allocation rule for the funding of projects and its long-run properties. European Journal of Operational Research 76, 165 -175 (1994).
The exponential multi-server loss system with time varying intensities. Naval Research Logistics 41, 653 - 659 (1994).
(with Y. Baryshnikov) An inverse problem for trigonometric polynomials: Does the distribution of a homogeneous polynomial in a Gaussian random point define the polynomial? Advances in Applied Mathematics 15, 336-359 (1994).
A note on the maximum of a random walk. Statistics & Probability Letters 23, 227-231 (1995).
On the busy periods of some queueing systems. Stochastic Processes and their Applications 55, 159 - 167 (1995).
A stochastic process arising in sequential experimentation. Statistics & Probability Letters 23, 359-365 (1995).
Two asymptotic inequalities for the stochastic traveling salesman problem. Sankhya A 57, 33-40 (1995).
Selecting jobs for scheduling on a machine subject to failure. Applied Discrete Mathematics 63, 257-265 (1995).
(with D. Zuckerman) A generalized maintenance model for stochastically deteriorating equipment. European Journal of Operational Research 89, 285-301 (1996).
A continuous time search model with finite horizon. R.A.I.R.O. Operations Research 30, 233-245 (1996).
Inequalities for first-exit probabilities and expected first-exit times of a random walk. Stochastic Models 12, 103-120 (1996).
Non-stationary waiting times in a closed exponential tandem queue. Queueing Systems 22, 65-77 (1996).
On two combination rules for 0-1-sequences. Bulletin de la Société Mathématique de Belgique 3, 295-299 (1996).
Availability of an operating system over a given time interval: a dynamic programming approach. Naval Research Logistics 43, 589-602 (1996).
A new approach to the Lindley recursion. Statistics & Probability Letters 31, 169-175 (1997).
Asymptotic normality of discounted random series with applications in reliability and queueing. Operations Research Letters 20, 229-235 (1997).
An optimal stopping problem with two levels of incomplete information. Zeitschrift für Operations Research 45, 119-131 (1997).
On a uniform random walk conditioned to stay positive. Sankhya A 59, 323-344 (1997).
Two ergodic sample-path properties of the Poisson process. Journal of Theoretical Probability 11, 197-208 (1998).
Some structural properties of a storage/production system. Queueing Systems 25, 339-350 (1997).
Asymptotic behavior of some interactive population flow models. Annals of Applied Probability 7, 837-854 (1997).
(with Y. Baryshnikov) Asymptotics of damped periodic motions with random initial speed. Mathematische Nachrichten 189, 5-21 (1998).
Level-crossing properties of the risk process. Mathematics of Operations Research 23, 576-584 (1998).
Shift-generated random permutations and the M/D/1 queue. Bulletin of the London Mathematical Society 30, 297-304 (1998).
Asymptotic probabilities in a sequential urn scheme related to the matchbox problem. Advances in Applied Probability 30, 831-849 (1998).
The maximum occupancy number in a simple urn model. Statistics & Probability Letters 42, 193-200 (1999).
Joint distributions of the numbers of visits for finite-state Markov chains. Journal of Multivariate Analysis 70, 157-176 (1999).
(with D. Zuckerman) Optimal surveillance of a failure system. Annals of Operations Research 91, 281-287 (1999).
Stationarity in a stochastic population flow model. Journal of Applied Probability 36, 291-294 (1999).
(with P.R. Parthasarathy) On the convergence to stationarity of the many-server Poisson queue. Journal of Applied Probability 36, 546-557 (1999).
(with D. Perry) Heavy traffic analysis of a queueing system with bounded capacity and two types of customers. Journal of Applied Probability 36, 1155-1166 (1999).
(with D. Perry and S. Zacks) First-exit times for increasing compound processes. Stochastic Models 15, 977-992 (1999).
(with D. Perry) Perishable inventory systems with impatient demands. Mathematical Methods of Operations Research 50, 77-90 (1999).
(with D. Perry and S. Zacks) Contributions to the theory of first-exit times for some compound processes in queueing theory. Queueing Systems 33, 369-379 (1999).
(with D. Perry) Risk analysis for a stochastic cash management model with two types of customers. Insurance: Mathematics and Economics 26, 25-36 (2000).
(with D. Perry) Inventory systems for goods with censored random lifetimes. Operations Research Letters 27, 21-27 (2000).
(with D. Perry) Inventory systems for perishable items with by-products. Mathematical Methods of Operations Research 51, 287-300 (2000).
(with D. Assaf and Y. Baryshnikov) Optimal strategies in a risk selection investment model. Advances in Applied Probability 32, 518-539 (2000).
Asymptotic properties of interactive Markov chains. Stochastic Models 16, 377-390 (2000).
An iterative approximation procedure for the distribution of the maximum of a random walk. Statistics & Probability Letters 50, 375-381 (2000).
(with D. Perry and S. Zacks) Busy period analysis of some queues with restricted accessibility. Operations Research Letters 27, 163-174 (2000).
(with P.R. Parthasarathy) Generating function analysis of some joint distributions for Poisson loss systems. Queueing Systems 34, 183-197 (2000).
First-exit times for integer-valued continuous-time Markov chains. Sequential Analysis 19, 93-114 (2000).
(with D. Perry and S. Zacks) First-exit times for Poisson shot noise. Stochastic Models 17, 25-37 (2001).
(with D. Perry) The busy cycle of the superposition of Brownian motion and a compound Poisson process. Journal of Applied Probability 38, 255-261 (2001).
(with D. Perry) Disasters in a Markovian inventory system for perishable items. Advances in Applied Probability 33, 1-15 (2001).
(with D. Perry) Functional integration for annuities. Insurance: Mathematics and Economics 29, 73-82 (2001).
(with D. Perry and S. Zacks) The M/G/1 queue with finite workload capacity. Queueing Systems 39, 7-22 (2001).
(with O. Boxma and D. Perry) Clearing models for M/G/1 queues. Queueing Systems 38, 287-306 (2001).
(with O. Kella) On hitting times for compound Poisson dams with exponential jumps and linear release. Journal of Applied Probability 38, 781-786 (2001).
(with D. Zuckerman) A random walk model for a multi-component deteriorating system. Operations Research Letters 29, 199-205 (2001).
(with D. Perry) Exact distributions in a jump-diffusion storage model. Probability in the Engineering and Informational Sciences 16, 19-27 (2002).
(with O. Kella) Ergodic path properties of processes with stationary increments and a theorem of Hartman and Wintner. Journal of the Australian Mathematical Society 72, 199-208 (2002).
The residues modulo m of products of random integers. Combinatorics, Probability & Computing 11, 529-540 (2002).
The embedded random walk in the stationary M/M/1 queue. Methodology and Computing in Applied Probability 4, 143-152 (2002).
(with O. Kella) Markov-modulated linear fluid networks with Markov additive input. Journal of Applied Probability 39, 413-420 (2002).
(with D. Perry and S. Zacks) First-exit times for compound Poisson processes for some types of positive and negative jumps. Stochastic Models 18, 139-157 (2002).
(with R.B. Lenin and P.R. Parthasarathy) Transient analysis of a state-dependent queueing network with finite capacity. International Journal of Computer Mathematics 79, 391-401 (2002).
Some constrained optimization problems in elementary statistics. Elemente der Mathematik 57, 66-75 (2002).
(with O. Kella) Exact results for a fluid model with state-dependent flows. Probability in the Engineering and Informational Sciences 16, 389-402 (2002).
First-passage times for some Lindley processes in continuous time. Sequential Analysis 21, 87-97 (2002).
(with D. Perry and S. Zacks) Boundary crossing for the difference of two ordinary or compound Poisson processes. Annals of Operations Research 113, 119-132 (2002).
(with D. Perry and S. Zacks) Hitting and ruin probabilities for compound Poisson processes and the cycle maximum of M/G/1. Stochastic Models 18, 553-564 (2002).
(with O. Kella and D. Perry) A stochastic clearing model with a Brownian and a compound Poisson component. Probability in the Engineering and Informational Sciences 17, 1-22 (2003).
A Markov chain description of a workstation with infinite capacity. Optimization 52, 201-210 (2003).
Renewal analysis of a replacement process. Operations Research Letters 31, 1-6 (2003).
(with S. Bar-Lev and F. van der Duyn Schouten) Hypergeometric group testing with incomplete identification. Probability in the Engineering and Informational Sciences 17, 335-350 (2003).
(with D. Perry and R. Yosef) Annuities with controlled random interest rates. Insurance: Mathematics and Economics 32, 245-253 (2003).
(with S. Zacks) Upper first-exit times of compound Poisson processes revisited. Probability in the Engineering and Informational Sciences 17, 459-465 (2003).
(with D. Perry) Duality of dams via mountain processes. Operations Research Letters 31, 451-458 (2003).
(with A. Bar-Ilan and D. Perry) Two-sided target-trigger impulse control for money holding. Journal of Economic Dynamics and Control 28, 1013-1033 (2004).
(with S. Bar-Lev and F.A. van der Duyn Schouten) Optimal group testing models with processing times and incomplete identification. Methodology and Computing in Applied Probability 6, 55-72 (2004).
(with S. Nahmias and D. Perry) Actuarial valuation of perishable inventory systems. Probability in the Engineering and Informational Sciences 18, 219-232 (2004).
(with S. Zacks) Telegraph processes with random velocities.
Journal of Applied Probability 41, 665-678 (2004).
(with S. Nahmias and D. Perry) Perishable Inventory systems with variable input and demand rates. Mathematical Methods of Operations Research 60, 155-162 (2004).
(with D. Perry and S. Zacks) The first rendezvous time of Brownian motion and compound Poisson type processes. Journal of Applied Probability 41, 1059-1070 (2004).
(with O. Kella) A Brownian motion with two reflecting barriers and Markov modulated speed. Journal of Applied Probability 41, 1237-1242 (2004).
(with D. Perry and S. Zacks) Sporadic and continuous clearing policies for a production/inventory system under an M/G demand process. Mathematics of Operations Research 30, 354-368 (2005).
Asymptotic properties of digit sequences of random numbers. Mathematische Nachrichten 278, 1-21 (2005).
(with D. Perry and S. Zacks) A two-sided first-exit problem for a compound Poisson process with a random upper boundary. Methodology and Computing in Applied Probability 7, 51-62 (2005).
(with S. Bar-Lev and D. Perry) Control policies for inventory systems with perishable items. Probability in the Engineering and Informational Sciences 19, 309-326 (2005).
(with S. Zacks) On the upper first-exit times of compound G/M processes. Probability in the Engineering and Informational Sciences 19, 397-403 (2005).
(with S. Bar-Lev and F. van der Duyn Schouten) Multinomial group testing models with incomplete identification. Journal of Statistical Planning and Inference 135, 384-401 (2005).
The evolution of aggregated Markov chains. Statistics and Probability Letters 74, 303-311 (2005).
Integral representations and convergence of the renewal density.
Journal of Mathematical Analysis and Applications 323, 974-984 (2006).
(with S. Bar-Lev and F. van der Duyn Schouten) Group testing procedures with incomplete identification and unreliable testing results. Applied Stochastic Models in Business and Industry 22, 281-296 (2006).
(with O. Berman and D. Perry) A fluid EOQ model with a two-state random environment. Probability in the Engineering and Informational Sciences 20, 329-349 (2006).
(with O. Boxma, D. Perry and S. Zacks) Markovian growth-collapse processes. Advances in Applied Probability 38, 221-243 (2006).
(with D. Perry) A controlled M/G/1 workload process with an application to perishable inventory systems. Mathematical Methods of Operations Research 14, 415-428 (2006).
(with O. Kella) Superposition of renewal processes and an application to multi-server queues. Statistics and Probability Letters 76, 1914-1924 (2006).
(with O. Berman and D. Perry) Performance analysis of a fluid EOQ model with state-dependence. Methodology and Computing in Applied Probability 9, 465-481 (2007)
Recurrences in an infection model: a medical application of $GI/M/s$ loss systems. Mathematics of Operations Research 32, 303-307 (2007).
(with S. Bar-Lev, M. Parlar, D. Perry and F. van der Duyn Schouten) Applications of bulk queues to group testing models with incomplete information. European Journal of Operational Research 183, 226-237 (2007).
(with D. Perry and S. Zacks) Hysteretic capacity switching for M/G/1 queues. Stochastic Models 23, 277-305 (2007).
(with M. Parlar and D. Perry) Optimal shopping when the sales are on - a Markovian full-information best-choice problem. Stochastic Models 23, 351-371 (2007).
Renewal theory. In: Encyclopedia of Statistics in Quality and Reliability. Ruggeri, F., Kenett, R. and Faltin, F.W. (eds), John Wiley, Chichester, 1612-1616 (2007).
Markov processes. In: Encyclopedia of Statistics in Quality and Reliability, Ruggeri, F., Kenett, R. and Faltin, F.W. (eds), John Wiley, Chichester, 1020-1029 (2007).
A storage system with sporadic and continuous clearings. Probability in the Engineering and Informational Sciences 21, 1-11 (2007).
(with O. Berman and D. Perry) Optimal replenishment in a Brownian motion EOQ model with hysteretic parameter changes. International Journal of Inventory Research 1, 1-19 (2008).
(with O. Berman and D. Perry) An (s,r,S) diffusion inventory model with exponential leadtimes and order cancellations. Stochastic Models 24, 191-211 (2008).
The maximum average gain in a sequence of Bernoulli games. American Mathematical Monthly 115, 902-910 (2008).
(with O. Kella) A coupon collector's problem with renewal arrival processes. Journal of Applied Probability 45, 610-620 (2008).
(with S. Bar-Lev, O. Boxma, F. van der Duyn Schouten and C. Wiesmeyr) Two-stage queueing network models for quality control and testing. European Journal of Operational Research 198, 859-866 (2009).
(with O. Boxma, D. Perry and S. Zacks) The M/G/1 queue with quasi-restricted accessibility. Stochastic Models 25, 1-46 (2009).
A queueing system with two parallel lines, cost-conscious customers and jockeying. Communications in Statistics: Theory & Methods 38, 3158-3169 (2009).
(with M. Parlar and D. Perry) FIFO versus LIFO issuing policies for stochastic perishable inventory systems. Methodology and Computing in Applied Probability 13, 405-419 (2010).
(with O. Boxma, D. Perry and S. Zacks) The busy period of an M/G/1 queue with customer impatience. Journal of Applied Probability 47, 130-145 (2010).
(with S. Bar-Lev, O. Boxma and F. van der Duyn Schouten) A two-stage group testing model for infections with window periods. Methodology and Computing in Applied Probability 12, 309-–322 (2010).
(with O. Boxma, I. David and D. Perry) A new look at organ transplantation models and double matching queues. Probability in the Engineering and Informational Sciences 25, 135-155 (2011).
(with O. Boxma and D. Perry) The M/G/1+G queue revisited. Queueing Systems 67, 207-220 (2011).
(with A. Löpker) Hitting times and the running maximum of Markovian growth-collapse processes. Journal of Applied Probability 48, 295-312 (2011).
(with A. Wübker) Three kinds of geometric convergence for Markov chains and the spectral gap property. Electronic Journal of Probability 16, 1001-1019 (2011).
with S. Bar-Lev and E. Schulte-Geers) Demand pooling in inventory theory and sum anomalies. Statistics and Probability Letters 39, 411-413 (2011).
(with S. Bar-Lev, O. Boxma, A. Löpker and F. van der Duyn Schouten) Group testing procedures with quantitative features and incomplete information. Naval Research Logistics 59, 39 - 51 (2012).
(with S. Bar-Lev and A. Löpker) On the small-time behavior of subordinators. Bernoulli 18, 823 - 835 (2012).
(with R. Kenett) Introduction to the special issue in honor of Shelemyahu Zacks. Quality Technology and Quantitative Management 9, 1-2 (2012)
(with O. Kella) Asymptotic expected number of passages of a random walk through an interval. Journal of Applied Probability 50, 288 - 292 (2013).
(with D. Perry and S. Zacks) Duality techniques for queues with service restrictions and storage systems with state-dependent rates. Journal of Applied Probability 50, 612 - 631 (2013).
(with D. Lücking) The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains. Mathematical Methods of Operations Research 77, 239 - 264 (2013).
(with S. Bar-Lev and E. Schulte-Geers) Conditional limit theorems for the terms of a random walk. Journal of Applied Probability 50, 871 - 882 (2013).
(with Y. Barron and D. Perry) A jump-fluid production-inventory model with a double band control. Probability in the Engineering and Informational Sciences 28, 313-333 (2014).
(with Y. Barron and D. Perry) A make-to-stock inventory model with MAP arrivals and phase-type demands. Annals of Operations Research 241, 373-409 (2014).
(with E. Schulte-Geers) Maximal percentages in Pólya's urn. Journal of Applied Probability 52, 180-190 (2015).
(with O. Kella) A clearing system with impatient passengers: asymptotics and estimation in a bus stop model. Queueing Systems 80, 1-14 (2015).
On the convergence of thinned harmonic series. Elemente der Mathematik 70, 89-94 (2015).
(with M. Kolb and A. Wübker) The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. Stochastic Models 32, 121-135 (2016).
(with O. Boxma, D. Perry and S. Zacks) A compound Poisson EOQ model for perishable items with intermittent high and low demand periods. Annals of Operations Research 1-21 (2016)
(with E. Schulte-Geers) Small-drift limit theorems for random walks. Journal of Applied Probability 54, 199-212 (2017)
(with S. Bar-Lev, O. Boxma, I. Kleiner and D. Perry) Recycled incomplete identification procedures for blood screening. European Journal of Operational Research 259, 330-343 (2017).
(with O. Boxma and D. Perry). The (S-1, S) inventory system and its counterparts in queueing theory. Operation Research Letters 47, 483-488 (2019).
(with O. Boxma and D. Perry) Peer-to-peer lending: a growth-collapse model and its steady-state analysis. Mathematical Methods of Operations Research 96, 233-258 (2022).
(with D. Perry) Perishable inventories and queues with impatience. Queueing Systems 100, 237-239 (2022)
(with D. Perry) Growth-collapse effects applied to cash management and queues. Queueing Systems 100, 257-259 (2022)
(with O. Boxma and D. Perry) Stationary analysis of an (R, Q) Inventory model with normal and emergency orders. Journal of Applied Probability 60, 106-126 (2023).
(with O. Boxma and D. Perry) Perishable inventories with random input: a unifying survey with extensions. Annals of Operations Research 331, 1069-1105 (2024).
(with David Perry and Onno Boxma) Perishable inventory systems with restrictions. To appear in:
Stochastic Models (2025).