29 citations · 60 across the 22 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012
Weak Convergence of Subordinators to Extremal Processes
Offer Kella, Andreas Löpker
For certain subordinators it is shown that the process tends to an extremal process in the sense of convergence of the fi…
math.PR2012★ 2 cited
Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
Onno Boxma, Offer Kella
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases…
math.PR2012
Useful martingales for stochastic storage processes with Lévy-type input
Offer Kella, Onno Boxma
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes and show that the (local) martingales obtained are in fact square integrable mar…