29 citations · 60 across the 22 of their papers we have counts for
5 papers · 1 filter
Asymptotic irrelevance of initial conditions for Skorohod reflection mapping on the nonnegative orthant
Offer Kella, Sundareswaran Ramasubramanian
A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to an valued function on and then to , w…
Useful martingales for stochastic storage processes with Lévy-type input and decomposition results
Offer Kella, Onno Boxma
This paper has been withdrawn by the author as it has been divided into two separate papers.
The class of distributions associated with the generalized Pollaczek-Khinchine formula
Offer Kella
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 (equivalently, the stationary…
Queue lengths and workloads in polling systems
Onno Boxma, Offer Kella, Kamil Marcin Kosinski
We consider a polling system: a queueing system of queues with Poisson arrivals visited in a cyclic order (with or without switchover times) by a single serv…
Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
Bernardo D'Auria, Offer Kella
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modul…