125 citations · 759 across the 31 of their papers we have counts for
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math.PR2008★ 35 cited
Exponential functionals of Brownian motion and class-one Whittaker functions
Fabrice Baudoin, Neil O'Connell
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace tra…
math.PR2008
The M/M/1 queue is Bernoulli
Michael Keane, Neil O'Connell
The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arri…
math.PR2008
Interlaced processes on the circle
Anthony P. Metcalfe, Neil O'Connell, Jon Warren
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a…