38 citations · 61 across the 10 of their papers we have counts for
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math.PR2010★ 1 cited
Quasi-stationary workload in a Lévy-driven storage system
Michel Mandjes, Zbigniew Palmowski, Tomasz Rolski
In this paper we analyze the quasi-stationary workload of a Lévy-driven storage system. More precisely, assuming the system is in stationarity, we study its behavior conditional on…
math.PR2010★ 38 cited
Extremes of multidimensional Gaussian processes
Krzysztof Dębicki, Kamil Marcin Kosiński, Michel Mandjes +1
This paper considers extreme values attained by a centered, multidimensional Gaussian process minus drift , on an arbitr…