110 citations · 164 across the 29 of their papers we have counts for
Showing 2010 · math.PRShow all
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math.PR2010★ 11 cited
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…
math.PR2010
Markov-modulated Brownian motion with two reflecting barriers
Jevgenijs Ivanovs
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions…
math.PR2010★ 2 cited
A new approach to fluctuations of reflected Lévy processes
Jevgenijs Ivanovs
We present a new approach to fluctuation identities for reflected Lévy processes with one-sided jumps. This approach is based on a number of easy to understand observations and doe…