2005
Large
Deviations of Stochastic Dynamical Systems. Theory and Applications,
Fizmatlit (in Russian)
2001
Large
Deviations and Idempotent Probability,
Chapman &
Hall/CRC.
Papers
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2005
Stochastic Processes in Random Graphs
Annals of Probability, v. 33, no. 1, pp. 337-412
2004
On Some Degenerate Large Deviation Problems,
Electronic Journal of Probability, v. 9, pp. 862-886
2003
On Large Deviation Convergence of Invariant Measures,
J. Theoret. Probability, v. 16, no. 3, pp. 689-724
2000
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The Multiclass
GI/PH/N Queue in the Halfin-Whitt Regime.
Adv. Appl. Prob.
32, no. 2, pp. 564--595 (with M.I. Reiman)
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Non-Ergodicity of Queueing Networks when Their Fluid Models are Unstable,
Problemy Peredachi Informatsii, v. 36, no. 1, pp. 26-46 (with A.N. Rybko;
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1999-
Large Deviations of Semimartingales: A Maxingale Problem Approach.
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Moderate Deviations
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1998
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Estimating Functions
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Functional Large Deviation Principles for Waiting and Departure Processes,
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Prob. Engin. Inform. Sciences, v. 12, pp. 479-507 (with W.
Whitt).
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On Large-Deviation Efficiency in Statistical Inference,
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A Critically Loaded Multirate Link With Trunk Reservation,
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Polling Systems in Heavy Traffic: A Bessel Process Limit,
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1997
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Large Deviations of Semimartingales: A Maxingale Problem Approach.
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I. Limits as Solutions to a Maxingale Problem,
Stochastics and Stochastics
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A Heavy-Traffic Analysis of a Closed Queueing System
with a
service
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Functional Large Deviation Principles for First-Passage-Time Processes,
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1996
Large Deviations of the Statistical Empirical Process, In: Frontiers in
Pure and
Applied Probability II, A.N. Shiryaev et al. (eds.), 1996, TVP, pp. 163-170.
1995
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Large Deviation Analysis of the Single Server Queue,
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Polling systems with zero switchover times: a heavy-traffic averaging principle,
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Ann. Appl. Prob., v. 5, no. 3, pp. 681-719 (with E.G. Coffman, Jr., and
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1994
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The method of stochastic exponentials for large deviations,
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Large deviations of semimartingales via convergence of the predictable
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On the invariance principle for the first passage time,
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1993
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On the theory of large deviations,
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Limiting results for multiprocessor systems with breakdowns and repairs,
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Queueing systems, v. 14, no. 3-4, pp. 291-311 (with I. Mitrani).
1992
Limit theorems on large deviations for semimartingales,
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1991
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Storage limited queues in heavy traffic,
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On functional principle of large deviations,
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and statistics'', V.Sazonov and T.Shervashidze, eds.,
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Modelling of a modified Omega network in the regime with the reissuing
of
blocked requests,
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and A.Yu. Zalozhnev).
1990
A multiphase system with blocking in heavy traffic,
Automation and Remote
Control, no. 8.
1989
Asymptotics of a stochastic equation with discontinuous parameters and
a small
martingale part (in Russian),
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A.Shiryaev, ed., Nauka, 1989, 180-183.
1988
Tandem queue with finite intermediate waiting room and blocking in heavy
traffic,
Probl. Contr. Inform. Theory, v. 17, no. 1 (with Ya.A. Kogan).
1988
Diffusion approximation for a system with queue dependent input and arbitrary
service, Th. Prob. Appl., v.33, no.1 (with E.V. Krichagina and R.Sh. Liptser).
1986
Stability of a multiphase queueing system with holding,
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1984
On tandem queues with blocking in heavy traffic,
Performance'84, Paris,
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1982
Some inequalities for a multiphase queueing system,
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1982
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1981
Ergodicity of a multiphase queueing system with blocking,
Bull. USSR
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Tolya Puhalskii
Sun Sep 28 14:48:42 MDT 1997