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Department of Pure Mathematics and Mathematical Statistics

Research Interests: Functional limit theorems in probability and statistics, queueing theory, insurance

Publications

Bayesian network management
A Ganesh, P Green, N O'Connell, SM Pitts
– Queueing Systems: Theory and Applications
(1998)
28,
267
Confidence bounds for the adjustment coefficient
SM Pitts, R Grubel, Embrechts P
– Advances in applied probability
(1996)
28,
802
Nonparametric estimation for quantities of interest in queues
SM Pitts
(1996)
181
Nonparametric estimation of the stationary waiting time distribution function for the GI/G/1 queue
SM Pitts
– Annals of Statistics
(1994)
22,
1428
Nonparametric estimation of compound distributions with applications in insurance
SM Pitts
– Annals of the Institute of Statistical Mathematics
(1994)
46,
537
Some applications of the fast Fourier transform algorithm in insurance mathematics
P Embrechts, R Grubel, SM Pitts
– Statistica Neerlandica
(1993)
47,
59
Nonparametric estimation in renewal theory I: the empirical renewal function
R Grubel, SM Pitts
– Annals of Statistics
(1993)
21,
1431
A functional approach to the stationary waiting time and the idle period distributions of the GI/G/1 queue
R Grubel, SM Pitts
– Annals of Probability
(1992)
20,
1754
Perturbation and rearrangement aspects of renewal and harmonic renewal sequences
R Grubel, SM Pitts
– Journal of the London Mathematical Society
(1989)
s2-40,
563
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Room

D1.12

Telephone

01223 337954