Edit Profile (opens in new tab) Mandjes, Michel Robertus Hendrikus Compute Distance To: Compute Author ID: mandjes.michel Published as: Mandjes, Michel; Mandjes, M.; Mandjes, M. R. H.; Mandjes, Michael more...less External Links: MGP · Wikidata · dblp · GND Documents Indexed: 195 Publications since 1995, including 2 Books 5 Contributions as Editor Co-Authors: 131 Co-Authors with 185 Joint Publications 1,656 Co-Co-Authors all top 5 Co-Authors 13 single-authored 20 Boxma, Onno Johan 16 Dębicki, Krzysztof 12 Blom, Joke G. 12 Scheinhardt, Werner R. W. 11 De Turck, Koen 10 Kella, Offer 6 Bekker, René 6 Es-Saghouani, Abdelghafour 6 Ivanovs, Jevgeņijs 6 Starreveld, Nicos J. 5 Dieker, A. B. 5 Heemskerk, Mariska 5 Kosiński, Kamil Marcin 5 Spreij, Peter 5 van Uitert, Miranda 4 Koops, David T. 4 Lieshout, Pascal 4 Miretskiy, Denis I. 4 Ridder, Ad 4 Spreij, P. J. C. 4 Winands, Erik M. M. 4 Zwart, Bert P. 3 Blanchet, Jose H. 3 Borst, Sem C. 3 Delsing, G. A. 3 den Hollander, Frank 3 Huang, Gang 3 Jansen, H. M. 3 Kemper, Benjamin 3 Kuhn, Julia 3 Mannersalo, Petteri 3 Norros, Ilkka 3 Roijers, Frank 3 Sollie, Birgit 3 Thorsdottir, H. 3 van den Berg, Hans 3 van Foreest, Nicky D. 3 Żuraniewski, Piotr 2 Bisewski, Krzysztof 2 Boon, Marko A. A. 2 Cahen, Ewan Jacov 2 D’Auria, Bernardo 2 de Gunst, Mathisca C. M. 2 den Boer, Arnoud V. 2 den Iseger, Peter 2 Garlaschelli, Diego 2 Glynn, Peter W. 2 Gruntjes, Paul 2 Juneja, Sandeep 2 Kim, Jeong Han 2 Kuiper, Alex 2 Kumaran, Krishnan 2 Last, Günter 2 Leahu, Haralambie 2 Löpker, Andreas H. 2 Malhotra, Richa 2 Mitra, Debasis 2 Núñez-Queija, Rudesindo 2 Palmowski, Zbigniew 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 Adan, Ivo J. B. F. 1 Andersen, Lars Nørvang 1 Anderson, David Frederick 1 Arendarczyk, Marek 1 Asghari, N. M. 1 Ayesta, Urtzi 1 Berkelmans, Wouter 1 Boots, Nam Kyoo 1 Boucherie, Richard J. 1 Cichocka, Agata 1 Crommelin, Daan T. 1 de Kemp, Madelon A. 1 de Laat, Cees 1 de Mast, Jeroen 1 Delsing, Guusje 1 Dionigi, Pierfrancesco 1 Egorova, Regina 1 Foss, Sergey G. 1 Göbel, Johannes 1 Hautphenne, Sophie 1 Hellings, Ton 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 Lu, Hongyuan 1 M. Asghari, Naser 1 Mathijsen, Britt W. J. 1 Moka, Sarat Babu ...and 31 more Co-Authors all top 5 Serials 37 Queueing Systems 19 Stochastic Models 15 Probability in the Engineering and Informational Sciences 13 Journal of Applied Probability 11 Operations Research Letters 8 Advances in Applied Probability 7 Mathematical Methods of Operations Research 7 Methodology and Computing in Applied Probability 6 Statistics & Probability Letters 6 European Journal of Operational Research 6 Stochastic Processes and their Applications 6 Computer Networks 6 Stochastic Systems 3 The Annals of Applied Probability 3 Bernoulli 3 ACM Transactions on Modeling and Computer Simulation 2 Journal of Statistical Physics 2 Operations Research 2 Insurance Mathematics & Economics 2 Annals of Operations Research 2 Computational Statistics and Data Analysis 1 IEEE Transactions on Automatic Control 1 Mathematics of Operations Research 1 Performance Evaluation 1 Communications in Statistics. Stochastic Models 1 Computers & Operations Research 1 Journal of Applied Mathematics and Stochastic Analysis 1 Communications in Statistics. Simulation and Computation 1 Top 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Mathematical Population Studies 1 Finance and Stochastics 1 Markov Processes and Related Fields 1 Chaos 1 1 Nieuw Archief voor Wiskunde. Vijfde Serie 1 Scandinavian Actuarial Journal 1 Journal of Applied Mathematics 1 Journal of Machine Learning Research (JMLR) 1 OR Spectrum 1 Oberwolfach Reports 1 International Journal of Operational Research 1 Universitext all top 5 Fields 155 Probability theory and stochastic processes (60-XX) 103 Operations research, mathematical programming (90-XX) 28 Computer science (68-XX) 19 Statistics (62-XX) 15 Numerical analysis (65-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Combinatorics (05-XX) 5 General and overarching topics; collections (00-XX) 5 Systems theory; control (93-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 152 Publications have been cited 884 times in 514 Documents Cited by ▼ Year ▼ Large deviations for Gaussian queues: Modelling communication networks. Zbl 1125.60103Mandjes, Michel 31 2007 Queues and Lévy fluctuation theory. Zbl 1337.60004Dȩbicki, Krzysztof; Mandjes, Michel 27 2015 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 26 2010 Markov-modulated infinite-server queues with general service times. Zbl 1307.60126Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H. 24 2014 Exact overflow asymptotics for queues with many Gaussian inputs. Zbl 1041.60036Dȩbicki, Krzysztof; Mandjes, Michel 23 2003 Sample-path large deviations for tandem and priority queues with Gaussian inputs. Zbl 1069.60079Mandjes, Michel; van Uitert, Miranda 22 2005 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. 19 2010 Tandem Brownian queues. Zbl 1139.60045Lieshout, P.; Mandjes, M. 19 2007 A functional central limit theorem for a Markov-modulated infinite-server queue. Zbl 1336.60066Anderson, D.; Blom, J.; Mandjes, M.; Thorsdottir, H.; de Turck, K. 18 2016 On spectral simulation of fractional Brownian motion. Zbl 1336.60076Dieker, A. B.; Mandjes, M. 16 2003 Models of network access using feedback fluid queues. Zbl 1030.60089Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner 16 2003 Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda 16 2006 Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334Lieshout, Pascal; Mandjes, Michel 15 2008 Large deviations of sojourn times in processor sharing queues. Zbl 1094.60062Mandjes, Michel; Zwart, Bert 15 2006 Generalized processor sharing queues with heterogeneous traffic classes. Zbl 1064.60183Borst, Sem; Mandjes, Michel; van Uitert, Miranda 15 2003 A Lévy process reflected at a Poisson age process. Zbl 1104.60052Kella, Offer; Boxma, Onno; Mandjes, Michel 14 2006 Continuous feedback fluid queues. Zbl 1083.60076Scheinhardt, Werner; van Foreest, Nicky; Mandjes, Michel 14 2005 Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. Zbl 1050.60091Zwart, Bert; Borst, Sem; Mandjes, Michel 13 2004 Infinite-server queues with Hawkes input. Zbl 1402.60120Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M. 13 2018 Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities. Zbl 1390.60327Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H. 13 2017 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077Dieker, A. B.; Mandjes, M. 12 2011 Traffic with an fBm limit: convergence of the stationary workload process. Zbl 1061.90019Dȩbicki, Krzysztof; Mandjes, Michel 11 2004 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 11 2012 Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K. 10 2016 Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 10 2010 The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W. 10 2011 Structural properties of reflected Lévy processes. Zbl 1196.60149Andersen, Lars Nørvang; Mandjes, Michel 10 2009 A tandem queue with Lévy input: a new representation of the downstream queue length. Zbl 1114.60074Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda 9 2007 On the correlation structure of a Lévy-driven queue. Zbl 1154.60348Es-Saghouani, Abdelghafour; Mandjes, Michel 9 2008 Scaling limits for infinite-server systems in a. Zbl 1367.60112Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel 9 2017 Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096Blom, J.; Mandjes, M.; Thorsdottir, H. 9 2013 Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160Blom, Joke; De Turck, Koen; Mandjes, Michel 9 2015 A computational approach to optimized appointment scheduling. Zbl 1312.60112Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel 9 2015 A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028Blom, J.; Mandjes, M. 9 2013 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 9 2011 Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145Blom, J.; De Turck, K.; Mandjes, M. 8 2016 Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka 8 2007 Analysis of a feedback fluid model for heterogeneous TCP sources. Zbl 1024.60040van Foreest, Nicky; Mandjes, Michel; Scheinhardt, Werner 8 2003 A feedback fluid queue with two congestion control thresholds. Zbl 1171.60386Malhotra, R.; Mandjes, M. R. H.; Scheinhardt, W. R. W.; van den Berg, J. L. 8 2009 A tandem queue with server slow-down and blocking. Zbl 1090.90045van Foreest, N. D.; Van Ommeren, J. C. W.; Mandjes, M. R. H.; Scheinhardt, W. R. W. 8 2005 Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147Glynn, Peter W.; Mandjes, Michel 8 2011 Overflow behavior in queues with many long-tailed inputs. Zbl 0987.60094Mandjes, Michel; Borst, Sem 8 2000 Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054Huang, Gang; Mandjes, Michel; Spreij, Peter 7 2016 On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025Dieker, A. B.; Mandjes, M. 7 2005 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201Ivanovs, Jevgenijs; Mandjes, Michel 7 2010 Importance sampling in rare event simulation. Zbl 1165.62027L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno 7 2009 Optimized appointment scheduling. Zbl 1339.90159Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel 7 2014 Large deviations for Small buffers: An insensitivity result. Zbl 1017.90023Mandjes, Michel; Kim, Jeong Han 7 2001 On a queuing model with service interruptions. Zbl 1155.60038Boxma, Onno; Mandjes, Michel; Kella, Offer 7 2008 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 7 2012 Ensemble equivalence for dense graphs. Zbl 1387.05240den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J. 7 2018 A large deviations approach to the transient of the Erlang loss model. Zbl 1053.68016Mandjes, Michel; Ridder, Ad 6 2001 Large deviations for complex buffer architectures: the short-range dependent case. Zbl 1120.60089Mandjes, Michel 6 2006 Simple models of network access, with applications to the design of joint rate and admission control. Zbl 1035.68010Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner 6 2003 Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. Zbl 1455.91217Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. 6 2020 Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033Hellings, Ton; Mandjes, Michel; Blom, Joke 6 2012 Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125Blom, J.; De Turck, K.; Kella, O.; Mandjes, M. 5 2014 Finding the conjugate of Markov fluid processes. Zbl 1335.60172Mandjes, Michel; Ridder, Ad 5 1995 A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Zbl 1190.93103Bekker, R.; Mandjes, M. 5 2009 Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159Blom, Joke; De Turck, Koen; Mandjes, Michel 5 2013 Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037Blom, Joke; de Turck, Koen; Mandjes, Michel 5 2017 On the infimum attained by a reflected Lévy process. Zbl 1247.60127Dębicki, K.; Kosiński, K. M.; Mandjes, M. 5 2012 A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel 5 2013 A large deviations principle for infinite-server queues in a random environment. Zbl 1334.60198Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S. 4 2016 Sojourn times in the M/G/1 FB queue with light-tailed service times. Zbl 1072.60079Mandjes, M.; Nuyens, M. 4 2005 On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029Mandjes, Michel; Norros, Ilkka; Glynn, Peter 4 2009 Transient characteristics of Gaussian queues. Zbl 1177.60038Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 4 2009 A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323Mandjes, Michel; Timmer, Judith 4 2007 Optimal trajectory to overflow in a queue fed by a large number of sources. Zbl 0963.90018Mandjes, Michel; Ridder, Ad 4 1999 A ruin model with a resampled environment. Zbl 1447.91131Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. 4 2020 A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320Blom, Joke; De Turck, Koen; Mandjes, Michel 4 2013 On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121Boxma, Onno; Mandjes, Michel; Reed, Josh 4 2016 Transient analysis of reflected Lévy processes. Zbl 1287.60061Kella, Offer; Mandjes, Michel 4 2013 Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076Huang, Gang; Mandjes, Michel; Spreij, Peter 4 2014 Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134Mandjes, Michel; De Turck, Koen 3 2016 Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources. Zbl 1007.65006Boots, Nam Kyoo; Mandjes, Michel 3 2002 On the dependence structure of Gaussian queues. Zbl 1208.60092Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2009 Rare event simulation for queues. Zbl 1175.65013Blanchet, José; Mandjes, Michel 3 2009 Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2011 Infinite-server systems with Coxian arrivals. Zbl 1439.60084Boxma, Onno; Kella, Offer; Mandjes, Michel 3 2019 On two classes of reflected autoregressive processes. Zbl 1444.62098Boxma, Onno; Löpker, Andreas; Mandjes, Michel 3 2020 Transient asymptotics of Lévy-driven queues. Zbl 1190.60087Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2010 Packet models revisited: tandem and priority systems. Zbl 1073.60090Mandjes, Michel 3 2004 Gaussian queues in light and heavy traffic. Zbl 1275.60040Dębicki, K.; Kosiński, K. M.; Mandjes, M. 3 2012 Optimal stationary appointment schedules. Zbl 1409.90088Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen 3 2017 A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139Frolkova, Maria; Mandjes, Michel 3 2019 Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208Dieker, A. B.; Mandjes, M. 3 2006 A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria 3 2017 State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 3 2010 State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H. 3 2011 Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066Kemper, Benjamin; Mandjes, Michel 3 2012 Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048Kosiński, K. M.; Mandjes, M. 3 2015 Numerical techniques in Lévy fluctuation theory. Zbl 1291.60096M. Asghari, Naser; den Iseger, Peter; Mandjes, Michael 3 2014 A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087Dȩbicki, Krzysztof; Mandjes, Michel 2 2007 Pricing strategies under heterogeneous service requirements. Zbl 1035.68009Mandjes, Michel 2 2003 A note on queues with M/G/\(\infty\) input. Zbl 0996.60106Mandjes, Michel 2 2001 The buffer-bandwidth trade-off curve is convex. Zbl 1024.90026Kumaran, Krishnan; Mandjes, Michel 2 2001 Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322Ayesta, Urtzi; Mandjes, Michel 2 2009 Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 2 2009 On a generic class of two-node queueing systems. Zbl 1156.90326Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena 2 2009 Large deviations for acyclic networks of queues with correlated Gaussian inputs. Zbl 1478.60104Zubeldia, Martin; Mandjes, Michel 1 2021 Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Zbl 1475.60191Mandjes, M.; Ravner, L. 1 2021 A diffusion-based analysis of a multiclass road traffic network. Zbl 1460.90063Mandjes, Michel; Storm, Jaap 1 2021 Parameter estimation for multivariate population processes: a saddlepoint approach. Zbl 1473.62291de Gunst, Mathisca; Hautphenne, Sophie; Mandjes, Michel; Sollie, Birgit 1 2021 Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. Zbl 1455.91217Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. 6 2020 A ruin model with a resampled environment. Zbl 1447.91131Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. 4 2020 On two classes of reflected autoregressive processes. Zbl 1444.62098Boxma, Onno; Löpker, Andreas; Mandjes, Michel 3 2020 An infinite-server system with Lévy shot-noise modulation: moments and asymptotics. Zbl 1465.60081Saxena, M.; Boxma, O. J.; Mandjes, M. 2 2020 The correlation function of a queue with Lévy and Markov additive input. Zbl 1471.60141Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel 1 2020 Infinite-server systems with Coxian arrivals. Zbl 1439.60084Boxma, Onno; Kella, Offer; Mandjes, Michel 3 2019 A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139Frolkova, Maria; Mandjes, Michel 3 2019 Parameter estimation for a discretely observed population process under Markov-modulation. Zbl 07132593de Gunst, Mathisca; Knapik, Bartek; Mandjes, Michel; Sollie, Birgit 2 2019 Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process. Zbl 1428.62146Ravner, Liron; Boxma, Onno; Mandjes, Michel 2 2019 An optimization approach to adaptive multi-dimensional capital management. Zbl 1419.91355Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. 2 2019 Exact asymptotics in an infinite-server system with overdispersed input. Zbl 1476.90085Heemskerk, Mariska; Mandjes, Michel 1 2019 Linear stochastic fluid networks: rare-event simulation and Markov modulation. Zbl 1411.60136Boxma, O. J.; Cahen, E. J.; Koops, D.; Mandjes, M. 1 2019 Congestion analysis of unsignalized intersections: the impact of impatience and Markov platooning. Zbl 1403.90223Abhishek; Boon, Marko A. A.; Mandjes, Michel; Núñez-Queija, Rudesindo 1 2019 Infinite-server queues with Hawkes input. Zbl 1402.60120Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M. 13 2018 Ensemble equivalence for dense graphs. Zbl 1387.05240den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J. 7 2018 Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Zbl 1391.60225Kuhn, Julia; Mandjes, Michel 2 2018 Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133Starreveld, Nicos; Bekker, Réne; Mandjes, Michel 2 2018 Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities. Zbl 1390.60327Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H. 13 2017 Scaling limits for infinite-server systems in a. Zbl 1367.60112Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel 9 2017 Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037Blom, Joke; de Turck, Koen; Mandjes, Michel 5 2017 Optimal stationary appointment schedules. Zbl 1409.90088Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen 3 2017 A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria 3 2017 Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043Kuhn, Julia; Mandjes, Michel; Taimre, Thomas 1 2017 Detecting Markov chain instability: a Monte Carlo approach. Zbl 1390.60332Mandjes, M.; Patch, B.; Walton, N. S. 1 2017 Dimension estimation using random connection models. Zbl 1442.62133Serra, Paulo; Mandjes, Michel 1 2017 Rare event analysis and efficient simulation for a multi-dimensional ruin problem. Zbl 1370.60047Cahen, Ewan Jacov; Mandjes, Michel; Zwart, Bert 1 2017 Convergence rates of Laplace-transform based estimators. Zbl 1401.62044Den Boer, Arnoud V.; Mandjes, Michel 1 2017 A functional central limit theorem for a Markov-modulated infinite-server queue. Zbl 1336.60066Anderson, D.; Blom, J.; Mandjes, M.; Thorsdottir, H.; de Turck, K. 18 2016 Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K. 10 2016 Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145Blom, J.; De Turck, K.; Mandjes, M. 8 2016 Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054Huang, Gang; Mandjes, Michel; Spreij, Peter 7 2016 A large deviations principle for infinite-server queues in a random environment. Zbl 1334.60198Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S. 4 2016 On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121Boxma, Onno; Mandjes, Michel; Reed, Josh 4 2016 Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134Mandjes, Michel; De Turck, Koen 3 2016 A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Zbl 1386.60123Lu, Hongyuan; Pang, Guodong; Mandjes, Michel 2 2016 Transient analysis of one-sided Lévy-driven queues. Zbl 1342.60070Starreveld, N. J.; Bekker, R.; Mandjes, M. 1 2016 The running maximum of a level-dependent quasi-birth-death process. Zbl 1370.60128Mandjes, Michel; Taylor, Peter 1 2016 Explicit computations for some Markov modulated counting processes. Zbl 1369.60053Mandjes, Michel; Spreij, Peter 1 2016 Queues and Lévy fluctuation theory. Zbl 1337.60004Dȩbicki, Krzysztof; Mandjes, Michel 27 2015 Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160Blom, Joke; De Turck, Koen; Mandjes, Michel 9 2015 A computational approach to optimized appointment scheduling. Zbl 1312.60112Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel 9 2015 Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048Kosiński, K. M.; Mandjes, M. 3 2015 On the upper bound in Varadhan’s lemma. Zbl 1328.60077Jansen, H. M.; Mandjes, M. R. H.; De Turck, K.; Wittevrongel, S. 1 2015 Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145Ivanovs, Jevgenijs; Mandjes, Michel 1 2015 Exact tail asymptotics of the supremum attained by a Lévy process. Zbl 1319.60097Asghari, N. M.; Dȩbicki, K.; Mandjes, M. 1 2015 Markov-modulated infinite-server queues with general service times. Zbl 1307.60126Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H. 24 2014 Optimized appointment scheduling. Zbl 1339.90159Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel 7 2014 Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125Blom, J.; De Turck, K.; Kella, O.; Mandjes, M. 5 2014 Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076Huang, Gang; Mandjes, Michel; Spreij, Peter 4 2014 Numerical techniques in Lévy fluctuation theory. Zbl 1291.60096M. Asghari, Naser; den Iseger, Peter; Mandjes, Michael 3 2014 Generalized birthday problems in the large-deviations regime. Zbl 1304.60036Mandjes, M. 2 2014 On the tail asymptotics of the area swept under the Brownian storage graph. Zbl 1314.60148Arendarczyk, Marek; Dȩbicki, Krzysztof; Mandjes, Michel 1 2014 Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096Blom, J.; Mandjes, M.; Thorsdottir, H. 9 2013 A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028Blom, J.; Mandjes, M. 9 2013 Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159Blom, Joke; De Turck, Koen; Mandjes, Michel 5 2013 A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel 5 2013 A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320Blom, Joke; De Turck, Koen; Mandjes, Michel 4 2013 Transient analysis of reflected Lévy processes. Zbl 1287.60061Kella, Offer; Mandjes, Michel 4 2013 Overlap problems on the circle. Zbl 1279.60020Juneja, S.; Mandjes, M. 2 2013 Estimation of the workload correlation in a Markov fluid queue. Zbl 1270.60103Kaynar, B.; Mandjes, M. 1 2013 A probabilistic perspective on re-identifiability. Zbl 1409.91199Koot, Matthijs; Mandjes, Michel; van’t Noordende, Guidot; de Laat, Cees 1 2013 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 11 2012 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 7 2012 Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033Hellings, Ton; Mandjes, Michel; Blom, Joke 6 2012 On the infimum attained by a reflected Lévy process. Zbl 1247.60127Dębicki, K.; Kosiński, K. M.; Mandjes, M. 5 2012 Gaussian queues in light and heavy traffic. Zbl 1275.60040Dębicki, K.; Kosiński, K. M.; Mandjes, M. 3 2012 Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066Kemper, Benjamin; Mandjes, Michel 3 2012 On efficiency of multilevel splitting. Zbl 1279.65016Miretskiy, 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 1218.60077Dieker, A. B.; Mandjes, M. 12 2011 The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W. 10 2011 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 9 2011 Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147Glynn, Peter W.; Mandjes, Michel 8 2011 Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2011 State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H. 3 2011 Open problems in Gaussian fluid queueing theory. Zbl 1275.60039Dȩbicki, K.; Mandjes, M. 2 2011 Queueing networks with Gaussian inputs. Zbl 1216.60061Mandjes, Michel 1 2011 Traffic generated by a semi-Markov additive process. Zbl 1213.60139Blom, Joke; Mandjes, Michel 1 2011 Sample-path large deviations in credit risk. Zbl 1235.91169Leijdekker, V. J. G.; Mandjes, M. R. H.; Spreij, P. J. C. 1 2011 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 26 2010 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. 19 2010 Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 10 2010 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201Ivanovs, Jevgenijs; Mandjes, Michel 7 2010 Transient asymptotics of Lévy-driven queues. Zbl 1190.60087Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2010 State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 3 2010 On a generic class of Lévy-driven vacation models. Zbl 1187.60072Boxma, Onno; Kella, Offer; Mandjes, Michel 2 2010 Structural properties of reflected Lévy processes. Zbl 1196.60149Andersen, Lars Nørvang; Mandjes, Michel 10 2009 A feedback fluid queue with two congestion control thresholds. Zbl 1171.60386Malhotra, R.; Mandjes, M. R. H.; Scheinhardt, W. R. W.; van den Berg, J. L. 8 2009 Importance sampling in rare event simulation. Zbl 1165.62027L’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 1190.93103Bekker, R.; Mandjes, M. 5 2009 On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029Mandjes, Michel; Norros, Ilkka; Glynn, Peter 4 2009 Transient characteristics of Gaussian queues. Zbl 1177.60038Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 4 2009 On the dependence structure of Gaussian queues. Zbl 1208.60092Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2009 Rare event simulation for queues. Zbl 1175.65013Blanchet, José; Mandjes, Michel 3 2009 Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322Ayesta, Urtzi; Mandjes, Michel 2 2009 Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 2 2009 On a generic class of two-node queueing systems. Zbl 1156.90326Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena 2 2009 ...and 52 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 588 Authors 124 Mandjes, Michel Robertus Hendrikus 37 Dębicki, Krzysztof 34 Boxma, Onno Johan 20 Ivanovs, Jevgeņijs 18 Hashorva, Enkelejd 18 Kella, Offer 18 Palmowski, Zbigniew 17 Zwart, Bert P. 12 Ji, Lanpeng 11 De Turck, Koen 11 Glynn, Peter W. 9 Blom, Joke G. 8 Borst, Sem C. 8 Rolski, Tomasz 7 Blanchet, Jose H. 7 Miyazawa, Masakiyo 7 Pang, Guodong 7 Zhao, Yiqiang Q. 6 Albrecher, Hansjörg 6 Asmussen, Søren 6 Bekker, René 6 Dieker, A. B. 6 Es-Saghouani, Abdelghafour 6 Fralix, Brian H. 6 Kosiński, Kamil Marcin 6 Scheinhardt, Werner R. W. 5 Bai, Long 5 Bruneel, Herwig 5 Latouche, Guy 5 Majewski, Kurt 5 Nazarathy, Yoni 5 Perry, David 5 van Uitert, Miranda 5 Whitt, Ward 4 Andersen, Lars Nørvang 4 Avram, Florin 4 Boucherie, Richard J. 4 Cheung, Eric C. K. 4 D’Auria, Bernardo 4 Daw, Andrew 4 Delgado, Rosario 4 Fiems, Dieter 4 Foss, Sergey G. 4 Honnappa, Harsha 4 Juneja, Sandeep 4 Koops, David T. 4 Lieshout, Pascal 4 Löpker, Andreas H. 4 Nguyen, Giang Thu 4 Norros, Ilkka 4 Pender, Jamol 4 Ravner, Liron 4 Starreveld, Nicos J. 4 Thorsdottir, H. 4 Vlasiou, Maria 4 Walraevens, Joris 3 Adan, Ivo J. B. F. 3 Akar, Nail 3 Boon, Marko A. A. 3 Czarna, Irmina 3 den Hollander, Frank 3 Dupuis, Paul G. 3 Egorova, Regina 3 Heemskerk, Mariska 3 Horváth, Gábor 3 Jansen, H. M. 3 Jin, Xiaolong 3 Kemper, Benjamin 3 Korshunov, Dmitry Alekseevich 3 Kuiper, Alex 3 Kulkarni, Vidyadhar G. 3 Li, Hui 3 Liu, Zaiming 3 Macci, Claudio 3 Maertens, Tom 3 Michna, Zbigniew 3 Min, Geyong 3 O’Reilly, Małgorzata M. 3 Pacchiarotti, Barbara 3 Pihlsgård, Mats 3 Pistorius, Martijn R. 3 Sollie, Birgit 3 Spreij, Peter 3 Tabiś, Kamil 3 Telek, Miklós 3 Vasylyk, Ol’ga I. 3 Wang, Longmin 3 Wittevrongel, Sabine 3 Woo, Jae-Kyung 3 Yu, Senlin 3 Zheng, Yi 2 Ahn, Soohan 2 Altman, Eitan 2 Araman, Victor F. 2 Arapostathis, Aristotle 2 Ayesta, Urtzi 2 Bean, Nigel G. 2 Behme, Anita Diana 2 Bhulai, Sandjai 2 Brandt, Andreas ...and 488 more Authors all top 5 Cited in 95 Serials 92 Queueing Systems 39 Journal of Applied Probability 38 Stochastic Models 29 Stochastic Processes and their Applications 26 Advances in Applied Probability 17 European Journal of Operational Research 17 Methodology and Computing in Applied Probability 16 Stochastic Systems 15 Operations Research Letters 13 Statistics & Probability Letters 13 The Annals of Applied Probability 13 Mathematical Methods of Operations Research 12 Annals of Operations Research 12 Probability in the Engineering and Informational Sciences 10 Scandinavian Actuarial Journal 7 Insurance Mathematics & Economics 6 Journal of Statistical Physics 6 Mathematics of Operations Research 5 Probability and Mathematical Statistics 5 Top 5 Bernoulli 4 Computers & Operations Research 4 Theory of Probability and Mathematical Statistics 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Extremes 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 Electronic Communications in Probability 3 Stochastics 2 Lithuanian Mathematical Journal 2 Journal of Computer and System Sciences 2 Operations Research 2 Discrete Event Dynamic Systems 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Computational Statistics and Data Analysis 2 Electronic Journal of Probability 2 Annals of Finance 1 Computers & Mathematics with Applications 1 Journal of Mathematical Physics 1 Physica A 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 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 Quaestiones Mathematicae 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Statistical Science 1 Journal of Scientific Computing 1 Journal of Applied Mathematics and Stochastic Analysis 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 INFORMS Journal on Computing 1 Mathematical Population Studies 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Mathematical Physics, Analysis and Geometry 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 Journal of Industrial and Management Optimization 1 AStA. Advances in Statistical Analysis 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 1 Annales Henri Lebesgue all top 5 Cited in 28 Fields 432 Probability theory and stochastic processes (60-XX) 220 Operations research, mathematical programming (90-XX) 61 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 52 Computer science (68-XX) 38 Statistics (62-XX) 31 Numerical analysis (65-XX) 15 Systems theory; control (93-XX) 10 Combinatorics (05-XX) 9 Statistical mechanics, structure of matter (82-XX) 5 Partial differential equations (35-XX) 4 Functions of a complex variable (30-XX) 4 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 3 Information and communication theory, circuits (94-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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