29 citations · 60 across the 22 of their papers we have counts for
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math.PR2022
On fluctuation-theoretic decompositions via Lindley-type recursions
Onno Boxma, Offer Kella, Michel Mandjes
Consider a Lévy process over an exponentially distributed time with mean . We study the joint distribution of the running maximum and the time epoc…
math.PR2022
On independence of time and cause
Offer Kella
For two independent, almost surely finite random variables, independence of their minimum (time) and the event that one of them is either greater, equal or less than the other (cau…
math.PR2022
On binomial thinning and mixing
Offer Kella, Andreas Löpker
In this paper we consider the notions of binomial thinning, binomial mixing, their generalizations, certain interplay between them, associated limit theorems and provide various ex…