19 citations · 40 across the 20 of their papers we have counts for
Showing 2016Show all
3 papers · 1 filter
math.PR2016★ 2 cited
Functional limit theorems for the number of busy servers in a queue
Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour
We discuss weak convergence of the number of busy servers in a queue in the -topology on the Skorokhod space. We prove two functional limit theorems, with random…
math.PR2016
Windings of planar processes, Exponential Functionals and Asian options
Wissem Jedidi, Stavros Vakeroudis
Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functio…
math.PR2016
A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour
The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform sample over an infinite collection of intervals made up by successive pos…