Submitted:
Jacobovic, R., and Solan, E. (2024). Bayesian games with nested information.
Glynn, P. W., Jacobovic, R., and Mandjes, M. (2023). Moments of polynomial functionals in Levy-driven queues with secondary jumps.
Jacobovic, R., and Levering, N. (2023). Minimizing the externalities variance in a LCFS-PR M/G/1 queue under various constraints.
2024
Goldenshluger, A., and Jacobovic, R. (2024). Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data. Annals of Applied Probability, 34, 1224-1270.
Jacobovic, R., and Mandjes, M. (2023). Externalities in queues as stochastic processes: The case of FCFS M/G/1. Stochastic Systems, 14, 1-21.
2023
Jacobovic R., Levering, N., and Boxma, O. (2023). Externalities in the M/G/1 queue: LCFS-PR versus FCFS. Queueing Systems, 104, 239-267.
Jacobovic, R., and Zuk, O. (2023). A phase transition for the probability of being a maximum among random vectors with general iid coordinates. Statistics and Probability Letters, 199, 109847.
2022
Jacobovic, R. (2022). Recursive construction of a Nash equilibrium in a two-player nonzero-sum stopping game with asymmetric information. SIAM Journal on Control and Optimization, 60, 3289-3301.
Jacobovic, R. (2022). Regulation of a single-server queue with customers who dynamically choose their service durations. Queueing Systems, 101, 245-290.
Jacobovic, R. (2022) Internalization of externalities in queues with discretionary services. Queueing Systems, 100, 453–455.
Jacobovic, R. (2022). Simple sufficient condition for inadmissibility of Moran’s single-split test. Electronic Journal of Statistics, 16, 3036-3059.
Jacobovic, R., and Kella, O. (2022). A characterization of normality via convex likelihood ratios. Statistics and Probability Letters, 186, 109455.
2021
Jacobovic, R., and Kella, O. (2021). Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate. Probability in the Engineering and Informational Sciences. 35, 730-744.
2020
Jacobovic, R., and Kella, O. (2020). Minimizing a stochastic convex function subject to stochastic constraints and some applications. Stochastic Processes and their Applications. 130 , 7004-7018.
2019
Jacobovic, R., and Kella, O. (2019). Asymptotic independence of regenerative processes with a special dependence structure. Queueing Systems, 93 , 139-152.
2018
Jacobovic, R. (2018). On the relation between the true and sample correlations under Bayesian modelling of gene expression datasets. Statistical applications in genetics and molecular biology, 17.
2017
Jacobovic, R. and Zuk, O. (2017). On the asymptotic efficiency of selection procedures for independent Gaussian populations. Electronic Journal of Statistics, 11, 5375-5405.
Seminar talks:
M/G/1 queue: introduction and recent research. February 2024. TAU Math Colloquium, Tel-Aviv University, Israel
Existence of an epsilon-equilibrium in Bayesian games with nested information. January 2024. BIU Game and Economic Theory Seminar, Bar-Ilan University, Israel.
Simple sufficient condition for inadmissibility of Moran's single-split test. November 2022. TAU Statistics Seminar, Tel Aviv University, Israel.
Externalities as stochastic processes: The case of M/G/1. November 2022. Faculty of Engineering Seminar, Bar-Ilan University, Israel.
Externalities as stochastic processes: The case of M/G/1. November 2022. Statistics and Data-Science Department Seminar, The Hebrew University of Jerusalem, Israel.
Regulation of a single server queue with customers who dynamically choose their service durations. October 2022. Industrial Engineering Department Seminar, Ariel University, Israel.
Externalities as stochastic processes: The case of M/G/1. October 2022. Industrial Engineering Department Seminar. Tel Aviv University, Israel.
A (relatively) general answer for an old question: Is data-splitting a good idea for hypothesis testing? October 2022. General Mathematics Colloquium, Korteweg-de Vries Institute for Mathematics, University of Amsterdam, The Netherlands.
Regulation of a single server queue with customers who dynamically choose their service durations. September 2022. Stochastic Operations Research Seminar, Eindhoven University of Technology (TU/e), The Netherlands.
Externalities as stochastic processes: The case of M/G/1. 14th Networks -Day. Centrum Wiskunde & Informatica (CWI), Amsterdam, The Netherlands.
Regulation of a single server queue with customers who dynamically choose their service durations. March 2022. Industrial Engineering Department Seminar, Ben-Gurion University, Israel.
Simple sufficient condition for inadmissibility of Moran's single-split test. March 2022. Industrial Engineering Department Seminar, Tel-Aviv University, Israel.
Regulation of a single server queue with customers who dynamically choose their service durations. March 2022. Faculty of engineering seminar, Bar-Ilan University, Israel.
Nash equilibrium in a two-player nonzero-sum stopping game with asymmetric information. March 2022. Statistics and Data-Science Department Seminar, The Hebrew University of Jerusalem, Israel.
Nash equilibrium in a two-player nonzero-sum stopping game with asymmetric information. March 2022. Game theory and mathematical economic research seminar, Tel Aviv University, Israel.
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate. June 2021. Stochastic Models in OR Seminar, Tel Aviv University, Israel.
Simple sufficient condition for inadmissibility of Moran's single-split test. April 2021. Statistics and Data-Science Department Seminar, The Hebrew University of Jerusalem, Israel.
Regulation of a single-server queue with customers who have nonincreasing stochastic concave utility functions. October 2020. Industrial Engineering Department Seminar, Tel-Aviv University, Israel.
Regulation of a single-server queue with customers who have nonincreasing stochastic concave utility functions. October 2020. Haifa University Statistics Seminar, Haifa University, Israel.
Regulation of M/G/1 queue with customers having nonincreasing stochastic marginal utilities. January 2020. Statistics and Data-Science Department Seminar, The Hebrew University of Jerusalem, Israel.
Minimization of a stochastic convex function of a random variable subject to certain stochastic constraints. June 2019. Stochastic Models in OR Seminar, Tel Aviv University, Israel.
On the asymptotic efficiency of selection procedures for independent Gaussian populations. May 2018. Statistics and Data-Science Department Seminar, The Hebrew University of Jerusalem, Israel.
Conference talks:
The moments of polynomial functionals in Levy-driven queues. April 2023. 40 Years of Reflected Brownian Motion and Related Topics, Roscoff, France.
Dynkin games, asymmetric information and existence of subjective prior probabilities. April 2023. 15th NETWORKS Training Week, Asperen, The Netherlands.
Simple sufficient condition for inadmissibility of Moran's single-split test. September 2021. 22nd European Young Statisticians Meeting, (virtually in) Athens, Greece.
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data. August 2021. ORSIS (Operations Research Society Israel) Annual Conference, Technion, Israel.
Regulation of M/G/1 queue with customers having nonincreasing stochastic marginal utilities. February 2020. Applied Probability and Queueing Day, Afeka - Academic College of Engineering, Tel-Aviv, Israel.
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate. July 2019. The 20th INFORMS Applied Probability Society Conference, Brisbane, Australia.
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate. May 2019. Joint Israeli-Canadian queueing workshop, The Hebrew University of Jerusalem, Israel.
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate. May 2019. ORSIS (Operations Research Society Israel) Annual Conference , Shefayim, Israel.
Regenerative processes with special dependency structure. July 2018. European conference on queueing theory, Jerusalem, Israel.
On the asymptotic efficiency of selection procedures for independent Gaussian populations. May 2018. ORSIS (Operations Research Society Israel) Annual Conference, Ben-Gurion University of the Negev, Israel.
Regenerative processes with special dependency structure. February 2018. Applied Probability and Queueing Day, Technion, Israel.
On the asymptotic efficiency of selection procedures for independent Gaussian populations. January 2018. Operations Research Conference In Memory of Professor Uriel G. Rothblum, Tel-Aviv University, Israel.
Real-time status updates with multiple correlated sources. October 2017. Israeli-Dutch Workshop on Applied Probability and Queues, Eindhoven university of technology, The Netherlands.
Other academic activity:
Referee for: Journal of Applied Probability, Indagationes Mathematicae, Mathematics of Operation Research, Queuing Systems, Scandinavian Journal of Statistics, Statistics and Probability Letters, Stochastic Models.