Research Papers after 1990

  1. Miyazawa, M. and Rolski, T. (2009) Tail asymptotics for a L\'{e}vy-driven tandem queue with an intermediate input. Queueing Systems . pdf-file
  2. 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.
  3. 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 ,
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Rolski, T. (2004) A note on the increasing directionally concave monotonicity in queues. ps-file
  10. 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
  11. Debicki, K., Michna, Z. and Rolski, T. (2003) Bounds and simulation of generalized Pickands constants. Stochastic Models . ps-file
  12. Palmowski, N. and Rolski, T. (2002) A technique for exponential change of measure for Markov processes. Bernoulli 8 , 767-785. ps-file , pdf-file
  13. Debicki, K. and Rolski, T. (2002) A note on transient Gaussian fluid models. Queueing Systems , 41 , 321-342 ps-file
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. Debicki, K., Michna, Z. and Rolski, T. (1998) On the supremum from Gaussian processes over infinite horizon. Probability and Mathematical Statistics 18. ps-file
  21. 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
  22. 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
  23. Palmowski, Z. and Rolski, T. (1996) A note on martingale inequalities for fluid models. Statistics & Probability Letters 31, 13-21 ps-file
  24. Blaszczyszyn, B. and Rolski, T. (1996) Expansions for Markov-modulated systems and approximations of ruin probability. J. Appl. Probab. 32, 57-70.
  25. 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.
  26. 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.
  27. Debicki, K., and Rolski, T. (1995) A Gaussian fluid model. Queueing Systems 20, 433-452.
  28. 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.
  29. Daley, D.J. and Rolski, T. (1994) Light traffic approximations in general stationary single-server queues. Stochastic Processes and Their Applications 49, 41-58.
  30. 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.
  31. Kulkarni, V. and Rolski, T. (1994) Fluid model driven by an Orstein-Uhlenbeck process. Probability in the Engineering and Informational Sciences 8, 403-417.
  32. 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.
  33. Blaszczyszyn, B. and Rolski, T. (1993) Queues in series in light traffic. Ann. Appl. Probab. 3, 881--896. ps-file
  34. 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
  35. Daley, D.J. and Rolski, T. (1992) Light traffic approximations in many-server queues. Advances in Applied Probability 24, 285-298.
  36. 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.
  37. Asmussen, S. and Rolski, T. (1991) Computational methods in risk theory: a matrix-algorithmic approach. Insurance; Mathematics and Economics 10, 259-274.
  38. Rolski, T. and Szekli, R. (1991) Stochastic ordering and thinning of point processes. Stochastic Processes and Their Applications 37, 299-312.
  39. Daley, D.J. and Rolski, T. (1991) Light traffic approximations in queues. Mathematics of Operations Research 16
  40. Rolski, T. (1990) Ergodic properties of Poisson processes with almost periodic intensity. Probability Theory and Related Fields 84, 27-37.

Books

  • BBTR book Blaszczyszyn Bartlomiej, Rolski Tomasz,
    Introduction to Life Insurance Mathematics
    (in Polish: Podstawy matematyki ubezpieczen na zycie)
    WNT, Warszawa, 2004
  • Rolski, T., Schmidli, H., Schmidt, V. and Teugels, J.L. (1999) Stochastic Processes for Insurance and Finance. Wiley Series in Probability and Statistics; for the contents and chapter 1 download here ps-file
  • Rolski, T., Schmidli, H., Schmidt, V. and Teugels, J.L. (2000) Teacher's Manual. ; for the unfinished draft download here pdf-file , pdf-file

    Some less accesible papers; before 1990

  • Rolski, T. (1972) Some inequalities for GI/M/n queues. Applicationes Mathematicae XIII, 43--47. pdf-file
  • Rolski, T. (1976) Mean residual life. Proceddings of the 40th Sessions of the nternational Statistical Institute (Warsaw, 1975), vol. 4. Contributed papers. Bull. Inst. Internat. Statist. , 46, 266-270. pdf-file
  • Rolski, T. (1977) On some classes of distribution functions determined by an order relation. Proceddings of the Symposium to honour Jerzy Neyman (Warsaw, 1974), pp. 293-302. PWN, Warsaw pdf-file

    Lecture notes

  • Lecture notes of the course given in the fall semester of 1999 at the Tokyo Institute of Technology in the series of Advanced Lectures on Mathematical Sciences and Information Science II. The course and lecture notes were prepared on the base of the book Stochastic Processes for Insurance and Finance, written by Tomasz Rolski, Hanspeter Schmidli, Volker Schmidt and Jozef Teugels, published by John Wiley, Chichester in 1999. ps-file
  • TWISTING IN APPLIED PROBABILITY - Lecture notes of the course given at the Department of Actuarial Sciences and Statistics, Heriot-Watt University, Edinburgh (May 2004). ps-file

    Other articles

  • Point processes an article written for EoAS ps-file
  • Change of measure an article written for EoAS ps-file