Boxma, Onno; Mandjes, Michel A decomposition for Lévy processes inspected at Poisson moments. (English) Zbl 1516.60029 J. Appl. Probab. 60, No. 2, 557-569 (2023). MSC: 60G51 60K25 91G05 PDFBibTeX XMLCite \textit{O. Boxma} and \textit{M. Mandjes}, J. Appl. Probab. 60, No. 2, 557--569 (2023; Zbl 1516.60029) Full Text: DOI arXiv
Boxma, Onno; Mandjes, Michel Affine storage and insurance risk models. (English) Zbl 1493.60138 Math. Oper. Res. 46, No. 4, 1282-1302 (2021). MSC: 60K30 90B15 91G05 PDFBibTeX XMLCite \textit{O. Boxma} and \textit{M. Mandjes}, Math. Oper. Res. 46, No. 4, 1282--1302 (2021; Zbl 1493.60138) Full Text: DOI
Boxma, Onno; Mandjes, Michel Shot-noise queueing models. (English) Zbl 1483.60133 Queueing Syst. 99, No. 1-2, 121-159 (2021). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{O. Boxma} and \textit{M. Mandjes}, Queueing Syst. 99, No. 1--2, 121--159 (2021; Zbl 1483.60133) Full Text: DOI
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDFBibTeX XMLCite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M. Infinite-server queues with Hawkes input. (English) Zbl 1402.60120 J. Appl. Probab. 55, No. 3, 920-943 (2018). MSC: 60K25 60G55 60J80 PDFBibTeX XMLCite \textit{D. T. Koops} et al., J. Appl. Probab. 55, No. 3, 920--943 (2018; Zbl 1402.60120) Full Text: DOI arXiv
Dębicki, Krzysztof; Liu, Peng; Mandjes, Michel; Sierpińska-Tułacz, Iwona Lévy-driven GPS queues with heavy-tailed input. (English) Zbl 1370.60163 Queueing Syst. 85, No. 3-4, 249-267 (2017). MSC: 60K25 60G51 90B22 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Queueing Syst. 85, No. 3--4, 249--267 (2017; Zbl 1370.60163) Full Text: DOI arXiv
Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H. A tandem fluid network with Lévy input in heavy traffic. (English) Zbl 1386.60307 Queueing Syst. 84, No. 3-4, 355-379 (2016). MSC: 60K25 PDFBibTeX XMLCite \textit{D. T. Koops} et al., Queueing Syst. 84, No. 3--4, 355--379 (2016; Zbl 1386.60307) Full Text: DOI arXiv
Kosiński, K. M.; Mandjes, M. Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. (English) Zbl 1321.60048 J. Appl. Probab. 52, No. 1, 68-81 (2015). MSC: 60F10 60G70 PDFBibTeX XMLCite \textit{K. M. Kosiński} and \textit{M. Mandjes}, J. Appl. Probab. 52, No. 1, 68--81 (2015; Zbl 1321.60048) Full Text: DOI arXiv Euclid
Arendarczyk, Marek; Dȩbicki, Krzysztof; Mandjes, Michel On the tail asymptotics of the area swept under the Brownian storage graph. (English) Zbl 1314.60148 Bernoulli 20, No. 2, 395-415 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., Bernoulli 20, No. 2, 395--415 (2014; Zbl 1314.60148) Full Text: DOI arXiv Euclid
Dębicki, K.; Kosiński, K. M.; Mandjes, M. Gaussian queues in light and heavy traffic. (English) Zbl 1275.60040 Queueing Syst. 71, No. 1-2, 137-149 (2012). MSC: 60G15 60F17 60K25 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Queueing Syst. 71, No. 1--2, 137--149 (2012; Zbl 1275.60040) Full Text: DOI arXiv
Mandjes, M.; Żuraniewski, P. Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model. (English) Zbl 1311.60106 Stoch. Models 27, No. 1, 77-93 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60F10 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{P. Żuraniewski}, Stoch. Models 27, No. 1, 77--93 (2011; Zbl 1311.60106) Full Text: DOI
Lieshout, Pascal; Mandjes, Michel Asymptotic analysis of Lévy-driven tandem queues. (English) Zbl 1156.90334 Queueing Syst. 60, No. 3-4, 203-226 (2008). MSC: 90B22 PDFBibTeX XMLCite \textit{P. Lieshout} and \textit{M. Mandjes}, Queueing Syst. 60, No. 3--4, 203--226 (2008; Zbl 1156.90334) Full Text: DOI
Es-Saghouani, Abdelghafour; Mandjes, Michel On the correlation structure of a Lévy-driven queue. (English) Zbl 1154.60348 J. Appl. Probab. 45, No. 4, 940-952 (2008). MSC: 60K25 60G51 90B05 PDFBibTeX XMLCite \textit{A. Es-Saghouani} and \textit{M. Mandjes}, J. Appl. Probab. 45, No. 4, 940--952 (2008; Zbl 1154.60348) Full Text: DOI
Mandjes, Michel; Zwart, Bert Large deviations of sojourn times in processor sharing queues. (English) Zbl 1094.60062 Queueing Syst. 52, No. 4, 237-250 (2006). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{B. Zwart}, Queueing Syst. 52, No. 4, 237--250 (2006; Zbl 1094.60062) Full Text: DOI Link
Mandjes, M.; Nuyens, M. Sojourn times in the M/G/1 FB queue with light-tailed service times. (English) Zbl 1072.60079 Probab. Eng. Inf. Sci. 19, No. 3, 351-361 (2005). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{M. Nuyens}, Probab. Eng. Inf. Sci. 19, No. 3, 351--361 (2005; Zbl 1072.60079) Full Text: DOI arXiv
Zwart, Bert; Borst, Sem; Mandjes, Michel Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. (English) Zbl 1050.60091 Ann. Appl. Probab. 14, No. 2, 903-957 (2004). Reviewer: O. K. Zakusilo (Kyïv) MSC: 60K25 60F10 90B22 PDFBibTeX XMLCite \textit{B. Zwart} et al., Ann. Appl. Probab. 14, No. 2, 903--957 (2004; Zbl 1050.60091) Full Text: DOI arXiv
Mandjes, Michel A note on queues with M/G/\(\infty\) input. (English) Zbl 0996.60106 Oper. Res. Lett. 28, No. 5, 233-242 (2001). Reviewer: W.Stadje (Osnabrück) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{M. Mandjes}, Oper. Res. Lett. 28, No. 5, 233--242 (2001; Zbl 0996.60106) Full Text: DOI