11 citations · 25 across the 5 of their papers we have counts for
5 papers
Sample path properties of reflected Gaussian processes
Kamil Marcin Kosiński, Peng Liu
We consider a stationary queueing process fed by a centered Gaussian process with stationary increments and variance function satisfying classical regularity conditions.…
On the functional limits for partial sums under stable law
Khurelbaatar Gonchigdanzan, Kamil Marcin Kosiński
For the partial sums of independent random variables we define a stochastic process and prove that $$(1/{\log N})\sum_{n\le…
On the functional limits for sums of a function of partial sums
Kamil Marcin Kosiński
We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular…
Asymptotics for sums of a function of normalized independent sums
Kamil Marcin Kosiński
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously know…
Lévy-driven polling systems and continuous-state branching processes
Onno Boxma, Jevgenijs Ivanovs, Kamil Marcin Kosiński +1
In this paper we consider a ring of queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from q…