Royi Jacobovic

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math.PR2025

Moments of polynomial functionals of spectrally positive LÃ©vy processes

Peter W. Glynn, Royi Jacobovic, Michel Mandjes

Let $J (\cdot)$ be a compound Poisson process with rate $I^» > 0$ and a jumps distribution $G (\cdot)$ concentrated on $(0, \infty)$ . In addition, let $V$ be a random variable which is d…

math.PR2025

Useful stochastic bounds in time-varying queues with service and patience times having general joint distribution

Shreehari Anand Bodas, Royi Jacobovic

Consider a first-come, first-served single server queue with an initial workload $x > 0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $Î»…

math.PR2025

Bayesian games with nested information

Royi Jacobovic, John Yehuda Levy, Eilon Solan

A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multi…