- In memoriam: Czeslaw Ryll-Nardzewski's contributions to probability theory. (2016) (with W.A.Woyczynski) pdf-file
- Prediction in a mixed Poisson cluster model
*Stochastic Models*(2016) DOI 10.1080/15326349.2016.1170614 (with M. Matsui) - Service-time ages, residuals, and lengths in an M/GI/∞ service system.
*Queueing Syst.*(2015),**79**, 173--181, DOI 10.1007/s11134-014-9420-z (with Serfozo, R.; Stoyan, D.). - A continuous-time model for claims reserving.
*Appl. Math. (Warsaw)***41**(2014), no. 4, 277–300 (with Tomanek, A.). - M. Mandjes, Z. Palmowski, T. Rolski (2012)
Quasi-stationary workload in a L\'evy-driven storage system.
*Stochastic Models*,**28.3** - Polak, M. and Rolski, T. (2012)
A note on the speed of convergence to the quasi-stationary distribution.
*Demonstratio Mathematica*, tom dedykowany prof. A. Plucinskiej. pdf-file - Rolski, T. and Tomanek, A. (2011) Asymptotics of conditional moments of the summand in Poisson compounds.
*J. Appl. Probab.*{\it J. Appl. Prob.}, Spec. Vol. 48A, 65--76. - Rolski, T. (2011) Comments on: Light tail asymptotics in multidimensional reflecting processes
for queueing networks.
*TOP*, - Debicki, K., Kosinski, K. Mandjes, M. and Rolski, T. (2010)
Extremes of multidimensional Gaussian process.
*Stochastic Processes and Their Applications*,**120**, 2289-2301. - Miyazawa, M. and Rolski, T. (2009)
Tail asymptotics for a L\'{e}vy-driven tandem queue with an intermediate input.
*Queueing Systems*. pdf-file - Asmussem, S., Fiorini, P.,Lipsky, L., Rolski, T. and Sheahan, P. (2008)
Asymptotic Behavior of Total Times of Jobs That Must Start Over If a Failure Occurs.
*Mathematics of Operations Research*,**33**, 932--944. - Daley, D.J., Vesilo, R. and Rolski, T. (2007), Article ID 83852, 15 pages.
Long range dependence in a Cox process directed by a Markov
renewal process.
*Journal of Applied Mathematics and Decision Sciences*, - Puchala, Z. and Rolski, T. (2008)
The exact asymptotic of the collision time tail distribution for independent
Brownian particles with different drifts.
Probability Theory and Related Fields ,
**142**, 595-617. - Debicki, K., Dieker, A.B. and Rolski, T. (2007)
Quasi-product forms for Levy-driven fluid networks.
pdf-file
*Mathematics of Operations Research*,**32**, 629-647. - Palmowski, Z. and Rolski, T. (2006)
On the exact asymptotics of the busy period in GI/G/1 queues.
ps-file
*Advances in Applied Probability*,**38**, 792- 803. - Puchala, Z. and Rolski, T. (2005)
The exact asymptotic of the time to collision. 1
ps-file,
pdf-file
*Electronic Journal of Probability*,**10**, 1359-1380. - Palmowski, Z. and Rolski, T. (2004)
Markov processes conditioned to never exit a subspace of the state space.
ps-file
*Probability and Mathematical Statistics***24**339-353. - Rolski, T. (2004) A note on the increasing directionally concave monotonicity in queues. ps-file
- Miyoshi, N. and Rolski, T. (2004)
Ross type conjectures on monotonicity of queues.
Festschrift for
Daryl Daley, Phil Pollet and Peter Taylor Eds.
*Australian & New Zealand Journal of Statistics,***46**, 121-132. ps-file and pdf-file - Debicki, K., Michna, Z. and Rolski, T. (2003)
Bounds and simulation of generalized
Pickands constants.
*Stochastic Models*. ps-file - Palmowski, N. and Rolski, T. (2002) A technique
for exponential change of measure for Markov processes.
*Bernoulli***8**, 767-785. ps-file , pdf-file - Debicki, K. and Rolski, T. (2002)
A note on transient Gaussian fluid models.
*Queueing Systems*,**41**, 321-342 ps-file -
Aldous, D., Miyazawa, M. and Rolski, T. (2000)
On the stability of a batch clearing system with
Poisson arrivals and subadditive service times.
*J. Appl. Probab.***38**, 621-634. ps-file - Levikson, B., Rolski, T. and Weiss, G. (2001)
Layering of the Poisson process in the quadrant.
*Probability and Mathematical Statistics***21**, 417-440. ps-file - Debicki, K. and Rolski, T. (2000) Gaussian fluid models; a survey. Symposium on Performance Models for Information Communication Networks. Sendai, 23-25.01.2000. ps-file
- Gautam, N, Kulkarni, V.G., Palmowski, Z.
and Rolski, T. (1999)
Bounds for fluid models driven by semi-Markov inputs.
*Probability in the Engineering and Informational Sciences***13**, 429-475. ps-file - Levikson, B., Rolski, T. and Weiss, G. (1999)
On a Poisson hyperbolic staircase.
*Probability in the Engineering and Informational Sciences***13**, 11-31. ps-file - Rolski, T., Schmidt, V. and Schlegel, S. (1999)
Asymptotics of Palm-stationary buffer content distributions
in fluid flow queues.
*Advances in Applied Probability***31.1**, 235-253 ps-file - Debicki, K., Michna, Z. and Rolski, T. (1998)
On the supremum from Gaussian processes over infinite horizon.
*Probability and Mathematical Statistics***18**. ps-file - Bauerle, N. and Rolski, T. (1998)
A monotonicity result for the work-load
in Markov-modulated queues.
*Journal of Applied Probability***35**, 741-747. ps-file - Palmowski, Z. and Rolski, T. (1998)
The superposition of alternating on-off flows and a fluid model.
*The Annals of Applied Probability*,**8**, 1998, 524-540. ps-file - Palmowski, Z. and Rolski, T. (1996)
A note on martingale inequalities
for fluid models.
*Statistics & Probability Letters***31**, 13-21 ps-file -
Blaszczyszyn, B. and Rolski, T. (1996) Expansions for
Markov-modulated systems and approximations of ruin probability.
*J. Appl. Probab.***32**, 57-70. - Daley, D.J., Foley, , RD and Rolski, T. (1996)
A note on convergence rates in the strong law for
strong mixing sequences.
*Probability and Mathematical Statistics***16**, 19-28. - Asmussen, S, Frey, A., Rolski, T. and Schmidt, V. (1995)
Does Markov-modulation increase the risk ?
*ASTIN Bulletin - A Journal of the International Actuarial Association***25**,49-66. - Debicki, K., and Rolski, T. (1995)
A Gaussian fluid model.
*Queueing Systems***20**, 433-452. - Blaszczyszyn, B., Rolski, T. and Schmidt, V. (1995)
Light-traffic approximations in queues and related stochastic
models. In: Dshalalow, J.H. (ed.)
*Frontiers in Queueing: Models, Methods and Problems.*CRC Press, Boca Raton, Florida. - Daley, D.J. and Rolski, T. (1994)
Light traffic approximations in general stationary single-server queues.
*Stochastic Processes and Their Applications***49**, 41-58. - Asmussen, S. and Rolski, T. (1994)
Risk theory in a periodic environment: the Cramer-Lundberg
approximation and Lundberg's inequality.
*Mathematics of Operations Research***19**,410-433. - Kulkarni, V. and Rolski, T. (1994)
Fluid model driven by an Orstein-Uhlenbeck process.
*Probability in the Engineering and Informational Sciences***8**, 403-417. - Daley, D.J., R.D. Foley and Rolski, T. (1994)
Condition for finite moments of waiting times in G/G/1 queues.
*Queueing Systems***17**, 89-106. -
Blaszczyszyn, B. and Rolski, T. (1993)
Queues in series in light traffic.
*Ann. Appl. Probab.***3**, 881--896. ps-file - Daley, D.J. and Rolski, T. (1992)
Finiteness of waiting-time moments in general stationary single-server
queues.
*The Annals of Applied Probability***2**, 987-1008. ps-file - Daley, D.J. and Rolski, T. (1992)
Light traffic approximations in many-server queues.
*Advances in Applied Probability***24**, 285-298. - Rolski, T. (1992) Approximations of performance
characteristics in periodic Poisson queues.
in
*Queueing and Related Models*, Ed. U.N. Bhat and I.V. Basava, Claredon Press, Exford, 285-298. - Asmussen, S. and Rolski, T. (1991)
Computational methods in risk theory:
a matrix-algorithmic approach.
*Insurance; Mathematics and Economics***10**, 259-274. - Rolski, T. and Szekli, R. (1991)
Stochastic ordering and thinning of point processes.
*Stochastic Processes and Their Applications***37**, 299-312. - Daley, D.J. and Rolski, T.
(1991)
Light traffic approximations in queues.
*Mathematics of Operations Research***16** - Rolski, T. (1990)
Ergodic properties of Poisson processes with almost
periodic intensity.
*Probability Theory and Related Fields***84**, 27-37.

Blaszczyszyn Bartlomiej, Rolski Tomasz,
Introduction to Life
Insurance Mathematics
(in Polish: Podstawy matematyki ubezpieczen na zycie)
WNT, Warszawa, 2004 |