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Faculty of Mathematics

 

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
Nonparametric estimation for quantities of interest in queues
SM Pitts
(1996)
181
Confidence bounds for the adjustment coefficient
SM Pitts, R Grubel, Embrechts P
– Advances in applied probability
(1996)
28,
802
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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Research Groups

DPMMS retired
Statistical Laboratory
Statistics

Room

D1.12

Telephone

01223 337954