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of 62
pro vyhledávání: '"Jacobovic, Royi"'
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 $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some $\lambda_h>0$. For
Externí odkaz:
http://arxiv.org/abs/2406.12745
Autor:
Jacobovic, Royi, Solan, Eilon
We prove that any Bayesian game (\'a la Aumann) with a general state space, compact metric action spaces, and nested information admits a Harsanyi $\varepsilon$-equilibrium for every $\varepsilon> 0$. When, in addition, the action spaces and the payo
Externí odkaz:
http://arxiv.org/abs/2402.14450
Let $J(\cdot)$ be a compound Poisson process with rate $\lambda>0$ and a jumps distribution $G(\cdot)$ concentrated on $(0,\infty)$. In addition, let $V$ be a random variable which is distributed according to $G(\cdot)$ and independent from $J(\cdot)
Externí odkaz:
http://arxiv.org/abs/2310.11137
Autor:
Jacobovic, Royi, Levering, Nikki
Consider a LCFS-PR $M/G/1$ queue and assume that at time $t = 0$, there are $n+2$ customers $c_1,c_2,...,c_{n+1},c$ who arrived in that order such that $t = 0$ is the arrival time of $c$. Then, the externalities which are generated by $c$ is the tota
Externí odkaz:
http://arxiv.org/abs/2308.08189
Autor:
Jacobovic, Royi, Zuk, Or
Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$ that $\prec$-
Externí odkaz:
http://arxiv.org/abs/2209.00346
Autor:
Jacobovic, Royi, Mandjes, Michel
Externalities are the costs that a user of a common resource imposes on others. For example, consider a FCFS M/G/1 queue and a customer with service demand of $x\geq0$ minutes who arrived into the system when the workload level was $v\geq0$ minutes.
Externí odkaz:
http://arxiv.org/abs/2207.02599
Autor:
Jacobovic, Royi, Zuk, Or
Consider $n$ iid real-valued random vectors of size $k$ having iid coordinates with a general distribution function $F$. A vector is a maximum if and only if there is no other vector in the sample which weakly dominates it in all coordinates. Let $p_
Externí odkaz:
http://arxiv.org/abs/2112.15534
Autor:
Jacobovic, Royi
We study a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may not know wh
Externí odkaz:
http://arxiv.org/abs/2112.06527
Autor:
Jacobovic, Royi, Kella, Offer
This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function $f$ is Gaussian if and only if the $f(x+ y)/f(x)$ is convex in $x$ for every $y$. This result has implicati
Externí odkaz:
http://arxiv.org/abs/2110.14173
Autor:
Jacobovic, Royi
Suppose that a statistician observes two independent variates $X_1$ and $X_2$ having densities $f_i(\cdot;\theta)\equiv f_i(\cdot-\theta)\ ,\ i=1,2$ , $\theta\in\mathbb{R}$. His purpose is to conduct a test for \begin{equation*} H:\theta=0 \ \ \text{
Externí odkaz:
http://arxiv.org/abs/2103.11205