Search Results - "Kella, Offer"
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Workload distributions in ASIP queueing networks
Published in Queueing systems (01-02-2021)“…The workload of a generalized n -site asymmetric simple inclusion process (ASIP) is investigated. Three models are analyzed. The first model is a serial…”
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Special volume on ‘Recent Developments in Queueing Theory’ of the third ECQT conference: part 2
Published in Queueing systems (01-02-2020)Get full text
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First Passage of a Markov Additive Process and Generalized Jordan Chains
Published in Journal of applied probability (01-12-2010)“…In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized…”
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4
On independence of time and cause
Published in Statistics & probability letters (01-01-2024)“…For two independent, almost surely finite random variables, independence of their minimum (time) and the events that either one of them is equal to the minimum…”
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Martingales associated with functions of Markov and finite variation processes
Published in Queueing systems (01-04-2022)Get full text
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On the area between a Lévy process with secondary jump inputs and its reflected version
Published in Stochastic models (05-09-2024)Get full text
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A characterization of normality via convex likelihood ratios
Published in Statistics & probability letters (01-07-2022)“…This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function f is Gaussian if…”
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Superposition of renewal processes and an application to multi-server queues
Published in Statistics & probability letters (01-11-2006)“…The aim of this paper is to compare the waiting times of customers in multiple-server queues, where the idle times are removed, with different numbers of…”
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Asymptotic independence of regenerative processes with a special dependence structure
Published in Queueing systems (01-10-2019)“…We identify some conditions under which regenerative processes with a certain dependence structure among them are asymptotically independent. The result is…”
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On fluctuation-theoretic decompositions via Lindley-type recursions
Published in Stochastic processes and their applications (01-11-2023)“…Consider a Lévy process Y(t) over an exponentially distributed time Tβ with mean 1/β. We study the joint distribution of the running maximum Ȳ(Tβ) and the…”
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On binomial thinning and mixing
Published in Indagationes mathematicae (01-09-2023)Get full text
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Lowest priority waiting time distribution in an accumulating priority Lévy queue
Published in Operations research letters (01-01-2017)“…We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal…”
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13
Unifying the Dynkin and Lebesgue–Stieltjes formulae
Published in Journal of applied probability (01-03-2017)“…We establish a local martingale M associate with f(X,Y) under some restrictions on f, where Y is a process of bounded variation (on compact intervals) and…”
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Infinite-server systems with Coxian arrivals
Published in Queueing systems (01-08-2019)“…We consider a network of infinite-server queues where the input process is a Cox process of the following form: The arrival rate is a vector-valued linear…”
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15
Fluid queues with synchronized output
Published in Operations research letters (01-11-2019)“…We present a model of parallel Lévy-driven queues that mix their output into a final product; whatever cannot be mixed is sold on the open market for a lower…”
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The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula
Published in Journal of applied probability (01-09-2012)“…The goal is to identify the class of distributions to which the distribution of the maximum of a Lévy process with no negative jumps and negative mean…”
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A clearing system with impatient passengers: asymptotics and estimation in a bus stop model
Published in Queueing systems (01-06-2015)“…At some location buses stop to pick up the passengers waiting there and leave immediately, empty or occupied. Passenger arrival times as well as bus arrival…”
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18
The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula
Published in Journal of applied probability (01-09-2012)“…The goal is to identify the class of distributions to which the distribution of the maximum of a Lévy process with no negative jumps and negative mean…”
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19
Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
Published in Queueing systems (01-05-2014)“…In this paper we generalize known workload decomposition results for Lévy queues with secondary jump inputs and queues with server vacations or service…”
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20
Dynamic Programming Solution for Detecting Dim Moving Targets Part II: Analysis
Published in IEEE transactions on aerospace and electronic systems (01-11-1987)“…An on-board mosaic sensor is staring down from a satellite to afixed point on the ground while collecting frames that contain targetsignatures and background…”
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