2 citations · 2 across the 7 of their papers we have counts for
11 papers · 1 filter
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…
A decomposition for Levy processes inspected at Poisson moments
Onno Boxma, Michel Mandjes
We consider a Lévy process that is not permanently observed, but rather inspected at Poisson() moments only, over an exponentially distributed time with parameter $…
Fork-join and redundancy systems with heavy-tailed job sizes
Youri Raaijmakers, Sem Borst, Onno Boxma
We investigate the tail asymptotics of the response time distribution for the cancel-on-start (c.o.s.) and cancel-on-completion (c.o.c.) variants of redundancy- scheduling and t…
A dual risk model with additive and proportional gains: ruin probability and dividends
Onno Boxma, Esther Frostig, Zbigniew Palmowski
We consider a dual risk model with constant expense rate and i.i.d. exponentially distributed gains () that arrive according to a renewal process with general in…
A Multiplicative Version of the Lindley Recursion
Onno Boxma, Andreas Löpker, Michel Mandjes +1
This paper presents an analysis of the stochastic recursion that can be interpreted as an autoregressive process of order 1, reflected at 0. We start our…
Stability of Redundancy Systems with Processor Sharing
Youri Raaijmakers, Sem Borst, Onno Boxma
We investigate the stability condition for redundancy-d systems where each of the servers follows a processor-sharing (PS) discipline. We allow for generally distributed job sizes,…