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Mandjes, Michel Robertus Hendrikus

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Author ID: mandjes.michel Recent zbMATH articles by "Mandjes, Michel Robertus Hendrikus"
Published as: Mandjes, M.; Mandjes, M. R. H.; Mandjes, Michael; Mandjes, Michel
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 182 Publications since 1995, including 3 Books
all top 5

Co-Authors

12 single-authored
16 Boxma, Onno Johan
15 Dębicki, Krzysztof
12 Blom, Joke G.
12 Scheinhardt, Werner R. W.
11 De Turck, Koen
10 Kella, Offer
6 Es-Saghouani, Abdelghafour
6 Ivanovs, Jevgeņijs
5 Bekker, René
5 Dieker, A. B.
5 Kosiński, Kamil Marcin
5 Spreij, Peter
5 Starreveld, Nicos J.
5 van Uitert, Miranda
4 Koops, David T.
4 Lieshout, Pascal
4 Miretskiy, Denis I.
4 Ridder, Ad
4 Zwart, Bert P.
3 Blanchet, Jose H.
3 Borst, Sem C.
3 Delsing, G. A.
3 Heemskerk, Mariska
3 Huang, Gang
3 Jansen, H. M.
3 Kemper, Benjamin
3 Kuhn, Julia
3 Mannersalo, Petteri
3 Norros, Ilkka
3 Roijers, Frank
3 Spreij, P. J. C.
3 Thorsdottir, H.
3 van den Berg, Hans
3 van Foreest, Nicky D.
3 Winands, Erik M. M.
3 Żuraniewski, Piotr
2 Boon, Marko A. A.
2 Cahen, Ewan Jacov
2 D’Auria, Bernardo
2 den Hollander, Frank
2 den Iseger, Peter
2 Glynn, Peter W.
2 Gruntjes, Paul
2 Kim, Jeong Han
2 Kuiper, Alex
2 Kumaran, Krishnan
2 Last, Günter
2 Leahu, Haralambie
2 Malhotra, Richa
2 Mitra, Debasis
2 Núñez-Queija, Rudesindo
2 Ravner, Liron
2 Rolski, Tomasz
2 Saksena, Mayank
2 Serra, Paulo
2 Sierpińska-Tułacz, Iwona
2 Taimre, Thomas
2 Walton, Neil S.
2 Wittevrongel, Sabine
1 Abhishek, Aakash
1 Abhishek, Kumar
1 Adan, Ivo J. B. F.
1 Al Hanbali, A.
1 Andersen, Lars Nørvang
1 Anderson, David Frederick
1 Arendarczyk, Marek
1 Asghari, N. M.
1 Ayesta, Urtzi
1 Berkelmans, Wouter
1 Bisewski, Krzysztof
1 Boots, Nam Kyoo
1 Boucherie, Richard J.
1 Cichocka, Agata
1 Constantinescu, Cristian-George
1 Crommelin, Daan T.
1 de Gunst, Mathisca C. M.
1 de Laat, Cees
1 de Mast, Jeroen
1 den Boer, Arnoud V.
1 Egorova, Regina
1 Foss, Sergey G.
1 Garlaschelli, Diego
1 Göbel, Johannes
1 Hellings, Ton
1 Juneja, Sandeep
1 Kapodistria, Stella
1 Kaynar, Bahar
1 Klaassen, Chris A. J.
1 Knapik, Bartek
1 Koot, Matthijs R.
1 Krzesinski, Anthony E.
1 L’Ecuyer, Pierre
1 Leijdekker, V. J. G.
1 Liu, Peng
1 Löpker, Andreas H.
1 Lu, Hongyuan
1 M. Asghari, Naser
1 Nazarathy, Yoni
1 Nuyens, M. F. M.
1 Oprescu, Ana-Maria
...and 28 more Co-Authors

Publications by Year

Citations contained in zbMATH

135 Publications have been cited 714 times in 430 Documents Cited by Year
Large deviations for Gaussian queues: Modelling communication networks. Zbl 1125.60103
Mandjes, Michel
28
2007
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
23
2010
Markov-modulated infinite-server queues with general service times. Zbl 1307.60126
Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H.
22
2014
Sample-path large deviations for tandem and priority queues with Gaussian inputs. Zbl 1069.60079
Mandjes, Michel; van Uitert, Miranda
18
2005
Exact overflow asymptotics for queues with many Gaussian inputs. Zbl 1041.60036
Dȩbicki, Krzysztof; Mandjes, Michel
18
2003
Queues and Lévy fluctuation theory. Zbl 1337.60004
Dȩbicki, Krzysztof; Mandjes, Michel
16
2015
A functional central limit theorem for a Markov-modulated infinite-server queue. Zbl 1336.60066
Anderson, D.; Blom, J.; Mandjes, M.; Thorsdottir, H.; de Turck, K.
15
2016
Large deviations of sojourn times in processor sharing queues. Zbl 1094.60062
Mandjes, Michel; Zwart, Bert
15
2006
Generalized processor sharing queues with heterogeneous traffic classes. Zbl 1064.60183
Borst, Sem; Mandjes, Michel; van Uitert, Miranda
15
2003
Extremes of multidimensional Gaussian processes. Zbl 1214.60010
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T.
14
2010
Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda
14
2006
A Lévy process reflected at a Poisson age process. Zbl 1104.60052
Kella, Offer; Boxma, Onno; Mandjes, Michel
14
2006
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. Zbl 1050.60091
Zwart, Bert; Borst, Sem; Mandjes, Michel
13
2004
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
12
2003
Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077
Dieker, A. B.; Mandjes, M.
11
2011
Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334
Lieshout, Pascal; Mandjes, Michel
11
2008
Tandem Brownian queues. Zbl 1139.60045
Lieshout, P.; Mandjes, M.
11
2007
Continuous feedback fluid queues. Zbl 1083.60076
Scheinhardt, Werner; van Foreest, Nicky; Mandjes, Michel
11
2005
Models of network access using feedback fluid queues. Zbl 1030.60089
Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner
11
2003
Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074
Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel
10
2010
Traffic with an fBm limit: convergence of the stationary workload process. Zbl 1061.90019
Dȩbicki, Krzysztof; Mandjes, Michel
10
2004
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
9
2012
The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045
Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W.
9
2011
Structural properties of reflected Lévy processes. Zbl 1196.60149
Andersen, Lars Nørvang; Mandjes, Michel
9
2009
On the correlation structure of a Lévy-driven queue. Zbl 1154.60348
Es-Saghouani, Abdelghafour; Mandjes, Michel
9
2008
Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities. Zbl 1390.60327
Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H.
8
2017
A computational approach to optimized appointment scheduling. Zbl 1312.60112
Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel
8
2015
A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028
Blom, J.; Mandjes, M.
8
2013
Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096
Blom, J.; Mandjes, M.; Thorsdottir, H.
8
2013
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K.
7
2016
Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054
Huang, Gang; Mandjes, Michel; Spreij, Peter
7
2016
Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160
Blom, Joke; De Turck, Koen; Mandjes, Michel
7
2015
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
7
2011
Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147
Glynn, Peter W.; Mandjes, Michel
7
2011
A feedback fluid queue with two congestion control thresholds. Zbl 1171.60386
Malhotra, R.; Mandjes, M. R. H.; Scheinhardt, W. R. W.; van den Berg, J. L.
7
2009
Importance sampling in rare event simulation. Zbl 1165.62027
L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno
7
2009
A tandem queue with Lévy input: a new representation of the downstream queue length. Zbl 1114.60074
Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda
7
2007
On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025
Dieker, A. B.; Mandjes, M.
7
2005
A tandem queue with server slow-down and blocking. Zbl 1090.90045
van Foreest, N. D.; Van Ommeren, J. C. W.; Mandjes, M. R. H.; Scheinhardt, W. R. W.
7
2005
Simple models of network access, with applications to the design of joint rate and admission control. Zbl 1035.68010
Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner
7
2003
Analysis of a feedback fluid model for heterogeneous TCP sources. Zbl 1024.60040
van Foreest, Nicky; Mandjes, Michel; Scheinhardt, Werner
7
2003
Large deviations for Small buffers: An insensitivity result. Zbl 1017.90023
Mandjes, Michel; Kim, Jeong Han
7
2001
Overflow behavior in queues with many long-tailed inputs. Zbl 0987.60094
Mandjes, Michel; Borst, Sem
7
2000
Optimized appointment scheduling. Zbl 1339.90159
Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel
6
2014
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
6
2012
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
6
2010
On a queuing model with service interruptions. Zbl 1155.60038
Boxma, Onno; Mandjes, Michel; Kella, Offer
6
2008
Large deviations for complex buffer architectures: the short-range dependent case. Zbl 1120.60089
Mandjes, Michel
6
2006
A large deviations approach to the transient of the Erlang loss model. Zbl 1053.68016
Mandjes, Michel; Ridder, Ad
6
2001
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
5
2018
Ensemble equivalence for dense graphs. Zbl 1387.05240
den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J.
5
2018
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
5
2017
Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125
Blom, J.; De Turck, K.; Kella, O.; Mandjes, M.
5
2014
Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159
Blom, Joke; De Turck, Koen; Mandjes, Michel
5
2013
Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033
Hellings, Ton; Mandjes, Michel; Blom, Joke
5
2012
On the infimum attained by a reflected Lévy process. Zbl 1247.60127
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
5
2012
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Zbl 1190.93103
Bekker, R.; Mandjes, M.
5
2009
Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka
5
2007
Finding the conjugate of Markov fluid processes. Zbl 1335.60172
Mandjes, Michel; Ridder, Ad
5
1995
Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145
Blom, J.; De Turck, K.; Mandjes, M.
4
2016
Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076
Huang, Gang; Mandjes, Michel; Spreij, Peter
4
2014
Transient analysis of reflected Lévy processes. Zbl 1287.60061
Kella, Offer; Mandjes, Michel
4
2013
A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320
Blom, Joke; De Turck, Koen; Mandjes, Michel
4
2013
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045
den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel
4
2013
Transient characteristics of Gaussian queues. Zbl 1177.60038
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
4
2009
Sojourn times in the M/G/1 FB queue with light-tailed service times. Zbl 1072.60079
Mandjes, M.; Nuyens, M.
4
2005
Optimal trajectory to overflow in a queue fed by a large number of sources. Zbl 0963.90018
Mandjes, Michel; Ridder, Ad
4
1999
Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037
Blom, Joke; de Turck, Koen; Mandjes, Michel
3
2017
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048
Kosiński, K. M.; Mandjes, M.
3
2015
Numerical techniques in Lévy fluctuation theory. Zbl 1291.60096
M. Asghari, Naser; den Iseger, Peter; Mandjes, Michael
3
2014
Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066
Kemper, Benjamin; Mandjes, Michel
3
2012
Open problems in Gaussian fluid queueing theory. Zbl 1275.60039
Dȩbicki, K.; Mandjes, M.
3
2011
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
3
2010
Transient asymptotics of Lévy-driven queues. Zbl 1190.60087
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2010
On the dependence structure of Gaussian queues. Zbl 1208.60092
Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2009
On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029
Mandjes, Michel; Norros, Ilkka; Glynn, Peter
3
2009
Rare event simulation for queues. Zbl 1175.65013
Blanchet, José; Mandjes, Michel
3
2009
A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323
Mandjes, Michel; Timmer, Judith
3
2007
Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208
Dieker, A. B.; Mandjes, M.
3
2006
Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources. Zbl 1007.65006
Boots, Nam Kyoo; Mandjes, Michel
3
2002
A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139
Frolkova, Maria; Mandjes, Michel
2
2019
Optimal stationary appointment schedules. Zbl 1409.90088
Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen
2
2017
A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638
Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria
2
2017
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Zbl 1386.60123
Lu, Hongyuan; Pang, Guodong; Mandjes, Michel
2
2016
Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134
Mandjes, Michel; De Turck, Koen
2
2016
A large deviations principle for infinite-server queues in a random environment. Zbl 1334.60198
Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S.
2
2016
Generalized birthday problems in the large-deviations regime. Zbl 1304.60036
Mandjes, M.
2
2014
Gaussian queues in light and heavy traffic. Zbl 1275.60040
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
2
2012
Sample-path large deviations in credit risk. Zbl 1235.91169
Leijdekker, V. J. G.; Mandjes, M. R. H.; Spreij, P. J. C.
2
2011
State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122
Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H.
2
2011
Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106
Es-Saghouani, Abdelghafour; Mandjes, Michel
2
2011
On a generic class of Lévy-driven vacation models. Zbl 1187.60072
Boxma, Onno; Kella, Offer; Mandjes, Michel
2
2010
Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
2
2009
Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322
Ayesta, Urtzi; Mandjes, Michel
2
2009
A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Zbl 1147.68366
Mandjes, Michel; Scheinhardt, Werner
2
2008
Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Zbl 1173.68410
Lieshout, P.; Mandjes, M.
2
2008
A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Zbl 1121.60099
Mandjes, Michel; Roijers, Frank
2
2007
A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087
Dȩbicki, Krzysztof; Mandjes, Michel
2
2007
Queueing systems fed by many exponential on-off sources: an infinite-intersection approach. Zbl 1137.90425
Mandjes, Michel; Mannersalo, Petteri
2
2006
QoS-aware bandwidth provisioning for IP network links. Zbl 1095.68535
van den Berg, Hans; Mandjes, Michel; van de Meent, Remco; Pras, Aiko; Roijers, Frank; Venemans, Pieter
2
2006
The correlation function of a queue with Lévy and Markov additive input. Zbl 07173251
Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel
1
2020
A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139
Frolkova, Maria; Mandjes, Michel
2
2019
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process. Zbl 1428.62146
Ravner, Liron; Boxma, Onno; Mandjes, Michel
1
2019
An optimization approach to adaptive multi-dimensional capital management. Zbl 1419.91355
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M.
1
2019
Congestion analysis of unsignalized intersections: the impact of impatience and Markov platooning. Zbl 1403.90223
Abhishek; Boon, Marko A. A.; Mandjes, Michel; Núñez-Queija, Rudesindo
1
2019
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
5
2018
Ensemble equivalence for dense graphs. Zbl 1387.05240
den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J.
5
2018
Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133
Starreveld, Nicos; Bekker, Réne; Mandjes, Michel
1
2018
Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Zbl 1391.60225
Kuhn, Julia; Mandjes, Michel
1
2018
Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities. Zbl 1390.60327
Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H.
8
2017
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
5
2017
Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037
Blom, Joke; de Turck, Koen; Mandjes, Michel
3
2017
Optimal stationary appointment schedules. Zbl 1409.90088
Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen
2
2017
A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638
Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria
2
2017
Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043
Kuhn, Julia; Mandjes, Michel; Taimre, Thomas
1
2017
Dimension estimation using random connection models. Zbl 1442.62133
Serra, Paulo; Mandjes, Michel
1
2017
Rare event analysis and efficient simulation for a multi-dimensional ruin problem. Zbl 1370.60047
Cahen, Ewan Jacov; Mandjes, Michel; Zwart, Bert
1
2017
A functional central limit theorem for a Markov-modulated infinite-server queue. Zbl 1336.60066
Anderson, D.; Blom, J.; Mandjes, M.; Thorsdottir, H.; de Turck, K.
15
2016
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K.
7
2016
Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054
Huang, Gang; Mandjes, Michel; Spreij, Peter
7
2016
Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145
Blom, J.; De Turck, K.; Mandjes, M.
4
2016
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Zbl 1386.60123
Lu, Hongyuan; Pang, Guodong; Mandjes, Michel
2
2016
Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134
Mandjes, Michel; De Turck, Koen
2
2016
A large deviations principle for infinite-server queues in a random environment. Zbl 1334.60198
Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S.
2
2016
Explicit computations for some Markov modulated counting processes. Zbl 1369.60053
Mandjes, Michel; Spreij, Peter
1
2016
On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121
Boxma, Onno; Mandjes, Michel; Reed, Josh
1
2016
Transient analysis of one-sided Lévy-driven queues. Zbl 1342.60070
Starreveld, N. J.; Bekker, R.; Mandjes, M.
1
2016
Queues and Lévy fluctuation theory. Zbl 1337.60004
Dȩbicki, Krzysztof; Mandjes, Michel
16
2015
A computational approach to optimized appointment scheduling. Zbl 1312.60112
Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel
8
2015
Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160
Blom, Joke; De Turck, Koen; Mandjes, Michel
7
2015
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048
Kosiński, K. M.; Mandjes, M.
3
2015
Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145
Ivanovs, Jevgenijs; Mandjes, Michel
1
2015
On the upper bound in Varadhan’s lemma. Zbl 1328.60077
Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S.
1
2015
Markov-modulated infinite-server queues with general service times. Zbl 1307.60126
Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H.
22
2014
Optimized appointment scheduling. Zbl 1339.90159
Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel
6
2014
Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125
Blom, J.; De Turck, K.; Kella, O.; Mandjes, M.
5
2014
Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076
Huang, Gang; Mandjes, Michel; Spreij, Peter
4
2014
Numerical techniques in Lévy fluctuation theory. Zbl 1291.60096
M. Asghari, Naser; den Iseger, Peter; Mandjes, Michael
3
2014
Generalized birthday problems in the large-deviations regime. Zbl 1304.60036
Mandjes, M.
2
2014
On the tail asymptotics of the area swept under the Brownian storage graph. Zbl 1314.60148
Arendarczyk, Marek; Dȩbicki, Krzysztof; Mandjes, Michel
1
2014
A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028
Blom, J.; Mandjes, M.
8
2013
Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096
Blom, J.; Mandjes, M.; Thorsdottir, H.
8
2013
Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159
Blom, Joke; De Turck, Koen; Mandjes, Michel
5
2013
Transient analysis of reflected Lévy processes. Zbl 1287.60061
Kella, Offer; Mandjes, Michel
4
2013
A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320
Blom, Joke; De Turck, Koen; Mandjes, Michel
4
2013
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045
den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel
4
2013
A probabilistic perspective on re-identifiability. Zbl 1409.91199
Koot, Matthijs; Mandjes, Michel; van’t Noordende, Guidot; de Laat, Cees
1
2013
Overlap problems on the circle. Zbl 1279.60020
Juneja, S.; Mandjes, M.
1
2013
Estimation of the workload correlation in a Markov fluid queue. Zbl 1270.60103
Kaynar, B.; Mandjes, M.
1
2013
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
9
2012
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
6
2012
Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033
Hellings, Ton; Mandjes, Michel; Blom, Joke
5
2012
On the infimum attained by a reflected Lévy process. Zbl 1247.60127
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
5
2012
Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066
Kemper, Benjamin; Mandjes, Michel
3
2012
Gaussian queues in light and heavy traffic. Zbl 1275.60040
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
2
2012
On efficiency of multilevel splitting. Zbl 1279.65016
Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H.
1
2012
Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077
Dieker, A. B.; Mandjes, M.
11
2011
The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045
Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W.
9
2011
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
7
2011
Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147
Glynn, Peter W.; Mandjes, Michel
7
2011
Open problems in Gaussian fluid queueing theory. Zbl 1275.60039
Dȩbicki, K.; Mandjes, M.
3
2011
Sample-path large deviations in credit risk. Zbl 1235.91169
Leijdekker, V. J. G.; Mandjes, M. R. H.; Spreij, P. J. C.
2
2011
State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122
Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H.
2
2011
Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106
Es-Saghouani, Abdelghafour; Mandjes, Michel
2
2011
Traffic generated by a semi-Markov additive process. Zbl 1213.60139
Blom, Joke; Mandjes, Michel
1
2011
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
23
2010
Extremes of multidimensional Gaussian processes. Zbl 1214.60010
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T.
14
2010
Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074
Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel
10
2010
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
6
2010
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
3
2010
Transient asymptotics of Lévy-driven queues. Zbl 1190.60087
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2010
On a generic class of Lévy-driven vacation models. Zbl 1187.60072
Boxma, Onno; Kella, Offer; Mandjes, Michel
2
2010
Structural properties of reflected Lévy processes. Zbl 1196.60149
Andersen, Lars Nørvang; Mandjes, Michel
9
2009
A feedback fluid queue with two congestion control thresholds. Zbl 1171.60386
Malhotra, R.; Mandjes, M. R. H.; Scheinhardt, W. R. W.; van den Berg, J. L.
7
2009
Importance sampling in rare event simulation. Zbl 1165.62027
L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno
7
2009
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Zbl 1190.93103
Bekker, R.; Mandjes, M.
5
2009
Transient characteristics of Gaussian queues. Zbl 1177.60038
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
4
2009
On the dependence structure of Gaussian queues. Zbl 1208.60092
Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2009
On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029
Mandjes, Michel; Norros, Ilkka; Glynn, Peter
3
2009
Rare event simulation for queues. Zbl 1175.65013
Blanchet, José; Mandjes, Michel
3
2009
Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
2
2009
Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322
Ayesta, Urtzi; Mandjes, Michel
2
2009
A queueing-based approach to overload detection. Zbl 1266.90061
Mandjes, Michel; Żuraniewski, Piotr
1
2009
On a generic class of two-node queueing systems. Zbl 1156.90326
Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena
1
2009
Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334
Lieshout, Pascal; Mandjes, Michel
11
2008
On the correlation structure of a Lévy-driven queue. Zbl 1154.60348
Es-Saghouani, Abdelghafour; Mandjes, Michel
9
2008
On a queuing model with service interruptions. Zbl 1155.60038
Boxma, Onno; Mandjes, Michel; Kella, Offer
6
2008
A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Zbl 1147.68366
Mandjes, Michel; Scheinhardt, Werner
2
2008
Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Zbl 1173.68410
Lieshout, P.; Mandjes, M.
2
2008
Large deviations for Gaussian queues: Modelling communication networks. Zbl 1125.60103
Mandjes, Michel
28
2007
Tandem Brownian queues. Zbl 1139.60045
Lieshout, P.; Mandjes, M.
11
2007
A tandem queue with Lévy input: a new representation of the downstream queue length. Zbl 1114.60074
Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda
7
2007
Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka
5
2007
A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323
Mandjes, Michel; Timmer, Judith
3
2007
A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Zbl 1121.60099
Mandjes, Michel; Roijers, Frank
2
2007
A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087
Dȩbicki, Krzysztof; Mandjes, Michel
2
2007
Editorial: rare-event simulation for queues. Zbl 1171.90367
Blanchet, Jose; Mandjes, Michel
1
2007
Sojourn time asymptotics in processor sharing queues with varying service rate. Zbl 1125.60097
Egorova, Regina; Mandjes, Michel; Zwart, Bert
1
2007
Large deviations of sojourn times in processor sharing queues. Zbl 1094.60062
Mandjes, Michel; Zwart, Bert
15
2006
Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda
14
2006
...and 35 more Documents
all top 5

Cited by 513 Authors

110 Mandjes, Michel Robertus Hendrikus
31 Dębicki, Krzysztof
28 Boxma, Onno Johan
18 Ivanovs, Jevgeņijs
17 Kella, Offer
17 Zwart, Bert P.
16 Hashorva, Enkelejd
14 Palmowski, Zbigniew
11 De Turck, Koen
10 Ji, Lanpeng
9 Blom, Joke G.
9 Glynn, Peter W.
8 Borst, Sem C.
8 Liu, Peng
7 Blanchet, Jose H.
7 Kosiński, Kamil Marcin
7 Rolski, Tomasz
6 Asmussen, Søren
6 Dieker, A. B.
6 Es-Saghouani, Abdelghafour
6 Fralix, Brian H.
6 Miyazawa, Masakiyo
6 Scheinhardt, Werner R. W.
5 Albrecher, Hansjörg
5 Bai, Long
5 Bekker, René
5 Bruneel, Herwig
5 Majewski, Kurt
5 Pang, Guodong
5 Perry, David
5 van Uitert, Miranda
5 Zhao, Yiqiang Q.
4 Andersen, Lars Nørvang
4 Avram, Florin
4 Delgado, Rosario
4 Fiems, Dieter
4 Koops, David T.
4 Latouche, Guy
4 Lieshout, Pascal
4 Nazarathy, Yoni
4 Norros, Ilkka
4 Ravner, Liron
4 Spreij, Peter
4 Starreveld, Nicos J.
4 Thorsdottir, H.
4 Vlasiou, Maria
4 Walraevens, Joris
3 Boon, Marko A. A.
3 Boucherie, Richard J.
3 Cheung, Eric C. K.
3 D’Auria, Bernardo
3 Daw, Andrew
3 Dupuis, Paul G.
3 Egorova, Regina
3 Foss, Sergey G.
3 Jansen, H. M.
3 Jin, Xiaolong
3 Juneja, Sandeep
3 Kemper, Benjamin
3 Korshunov, Dmitry
3 Kuiper, Alex
3 Li, Hui
3 Liu, Zaiming
3 Löpker, Andreas H.
3 Macci, Claudio
3 Maertens, Tom
3 Michna, Zbigniew
3 Min, Geyong
3 Nguyen, Giang Thu
3 Pacchiarotti, Barbara
3 Pender, Jamol
3 Pihlsgård, Mats
3 Pistorius, Martijn R.
3 Wang, Longmin
3 Whitt, Ward
3 Wittevrongel, Sabine
3 Yu, Senlin
2 Adan, Ivo J. B. F.
2 Ahn, Soohan
2 Akar, Nail
2 Altman, Eitan
2 Ayesta, Urtzi
2 Bhulai, Sandjai
2 Brandt, Andreas
2 Brandt, Manfred
2 Breuer, Lothar
2 Cahen, Ewan Jacov
2 Caramellino, Lucia
2 Czarna, Irmina
2 Daley, Daryl John
2 De Vuyst, Stijn
2 Delsing, G. A.
2 den Iseger, Peter
2 Lodewijk Dorsman, Jan-Pieter
2 Feng, Runhuan
2 Guyader, Arnaud
2 Honnappa, Harsha
2 Huang, Gang
2 Kherani, Arzad A.
2 Knessl, Charles
...and 413 more Authors
all top 5

Cited in 84 Serials

73 Queueing Systems
35 Journal of Applied Probability
31 Stochastic Models
27 Stochastic Processes and their Applications
20 Advances in Applied Probability
15 Operations Research Letters
15 European Journal of Operational Research
14 Stochastic Systems
13 Mathematical Methods of Operations Research
12 Statistics & Probability Letters
12 Methodology and Computing in Applied Probability
11 The Annals of Applied Probability
11 Probability in the Engineering and Informational Sciences
10 Annals of Operations Research
8 Scandinavian Actuarial Journal
6 Journal of Statistical Physics
6 Insurance Mathematics & Economics
5 Top
4 Mathematics of Operations Research
4 Probability and Mathematical Statistics
4 Computers & Operations Research
3 Journal of Mathematical Analysis and Applications
3 The Annals of Probability
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal of Theoretical Probability
3 Applied Mathematical Modelling
3 Theory of Probability and Mathematical Statistics
3 Bernoulli
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Lithuanian Mathematical Journal
2 Journal of Computer and System Sciences
2 Communications in Statistics. Simulation and Computation
2 Computational Statistics and Data Analysis
2 Electronic Journal of Probability
2 Electronic Communications in Probability
2 Extremes
2 Annals of Finance
1 Computers & Mathematics with Applications
1 Journal of Mathematical Physics
1 Scandinavian Journal of Statistics
1 Theory of Probability and its Applications
1 Automatica
1 Demonstratio Mathematica
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Journal of Econometrics
1 Naval Research Logistics
1 Numerische Mathematik
1 Opsearch
1 Transactions of the American Mathematical Society
1 Stochastic Analysis and Applications
1 Statistical Science
1 Journal of Applied Mathematics and Stochastic Analysis
1 Discrete Event Dynamic Systems
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Mathematical Programming. Series A. Series B
1 Indagationes Mathematicae. New Series
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Numerical Linear Algebra with Applications
1 Monte Carlo Methods and Applications
1 ACM Transactions on Modeling and Computer Simulation
1 Mathematical Population Studies
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Chaos
1 International Journal of Theoretical and Applied Finance
1 RAIRO. Operations Research
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Communications on Pure and Applied Analysis
1 Journal of Applied Mathematics and Computing
1 4OR
1 North American Actuarial Journal
1 Advances in Difference Equations
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 Electronic Journal of Statistics
1 Advances in Operations Research
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Frontiers of Computer Science
1 International Journal of Systems Science. Principles and Applications of Systems and Integration

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