34 citations · 223 across the 37 of their papers we have counts for
4 papers · 1 filter
Queues and risk models with simultaneous arrivals
E. S. Badila, O. J. Boxma, J. A. C. Resing +1
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel…
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…
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…
Waiting time asymptotics in the single server queue with service in random order
Onno Boxma, Sergey Foss, Jean-Marc Lasgouttes +1
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting…