Edit Profile Mandjes, Michel Robertus Hendrikus Compute Distance To: Compute Author ID: mandjes.michel 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 all top 5 Serials 33 Queueing Systems 17 Stochastic Models 15 Probability in the Engineering and Informational Sciences 11 Journal of Applied Probability 11 Operations Research Letters 7 Advances in Applied Probability 7 Mathematical Methods of Operations Research 6 Statistics & Probability Letters 6 Stochastic Processes and their Applications 6 Methodology and Computing in Applied Probability 6 Computer Networks 5 European Journal of Operational Research 5 Stochastic Systems 3 The Annals of Applied Probability 3 Bernoulli 3 ACM Transactions on Modeling and Computer Simulation 2 Journal of Statistical Physics 2 Annals of Operations Research 2 Computational Statistics and Data Analysis 1 IEEE Transactions on Automatic Control 1 Performance Evaluation 1 Insurance Mathematics & Economics 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 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 141 Probability theory and stochastic processes (60-XX) 94 Operations research, mathematical programming (90-XX) 26 Computer science (68-XX) 15 Statistics (62-XX) 13 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 4 General and overarching topics; collections (00-XX) 4 Combinatorics (05-XX) 2 Information and communication theory, circuits (94-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1125.60103Mandjes, Michel 28 2007 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 23 2010 Markov-modulated infinite-server queues with general service times. Zbl 1307.60126Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H. 22 2014 Sample-path large deviations for tandem and priority queues with Gaussian inputs. Zbl 1069.60079Mandjes, Michel; van Uitert, Miranda 18 2005 Exact overflow asymptotics for queues with many Gaussian inputs. Zbl 1041.60036Dȩbicki, Krzysztof; Mandjes, Michel 18 2003 Queues and Lévy fluctuation theory. Zbl 1337.60004Dȩbicki, Krzysztof; Mandjes, Michel 16 2015 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. 15 2016 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 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. 14 2010 Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda 14 2006 A Lévy process reflected at a Poisson age process. Zbl 1104.60052Kella, Offer; Boxma, Onno; Mandjes, Michel 14 2006 Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. Zbl 1050.60091Zwart, Bert; Borst, Sem; Mandjes, Michel 13 2004 On spectral simulation of fractional Brownian motion. Zbl 1336.60076Dieker, A. B.; Mandjes, M. 12 2003 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077Dieker, A. B.; Mandjes, M. 11 2011 Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334Lieshout, Pascal; Mandjes, Michel 11 2008 Tandem Brownian queues. Zbl 1139.60045Lieshout, P.; Mandjes, M. 11 2007 Continuous feedback fluid queues. Zbl 1083.60076Scheinhardt, Werner; van Foreest, Nicky; Mandjes, Michel 11 2005 Models of network access using feedback fluid queues. Zbl 1030.60089Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner 11 2003 Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 10 2010 Traffic with an fBm limit: convergence of the stationary workload process. Zbl 1061.90019Dȩbicki, Krzysztof; Mandjes, Michel 10 2004 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 9 2012 The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W. 9 2011 Structural properties of reflected Lévy processes. Zbl 1196.60149Andersen, Lars Nørvang; Mandjes, Michel 9 2009 On the correlation structure of a Lévy-driven queue. Zbl 1154.60348Es-Saghouani, Abdelghafour; Mandjes, Michel 9 2008 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. 8 2017 A computational approach to optimized appointment scheduling. Zbl 1312.60112Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel 8 2015 A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028Blom, J.; Mandjes, M. 8 2013 Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096Blom, J.; Mandjes, M.; Thorsdottir, H. 8 2013 Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K. 7 2016 Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054Huang, Gang; Mandjes, Michel; Spreij, Peter 7 2016 Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160Blom, Joke; De Turck, Koen; Mandjes, Michel 7 2015 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 7 2011 Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147Glynn, Peter W.; Mandjes, Michel 7 2011 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. 7 2009 Importance sampling in rare event simulation. Zbl 1165.62027L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno 7 2009 A tandem queue with Lévy input: a new representation of the downstream queue length. Zbl 1114.60074Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda 7 2007 On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025Dieker, A. B.; Mandjes, M. 7 2005 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. 7 2005 Simple models of network access, with applications to the design of joint rate and admission control. Zbl 1035.68010Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner 7 2003 Analysis of a feedback fluid model for heterogeneous TCP sources. Zbl 1024.60040van Foreest, Nicky; Mandjes, Michel; Scheinhardt, Werner 7 2003 Large deviations for Small buffers: An insensitivity result. Zbl 1017.90023Mandjes, Michel; Kim, Jeong Han 7 2001 Overflow behavior in queues with many long-tailed inputs. Zbl 0987.60094Mandjes, Michel; Borst, Sem 7 2000 Optimized appointment scheduling. Zbl 1339.90159Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel 6 2014 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 6 2012 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201Ivanovs, Jevgenijs; Mandjes, Michel 6 2010 On a queuing model with service interruptions. Zbl 1155.60038Boxma, Onno; Mandjes, Michel; Kella, Offer 6 2008 Large deviations for complex buffer architectures: the short-range dependent case. Zbl 1120.60089Mandjes, Michel 6 2006 A large deviations approach to the transient of the Erlang loss model. Zbl 1053.68016Mandjes, Michel; Ridder, Ad 6 2001 Infinite-server queues with Hawkes input. Zbl 1402.60120Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M. 5 2018 Ensemble equivalence for dense graphs. Zbl 1387.05240den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J. 5 2018 Scaling limits for infinite-server systems in a. Zbl 1367.60112Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel 5 2017 Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125Blom, J.; De Turck, K.; Kella, O.; Mandjes, M. 5 2014 Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159Blom, Joke; De Turck, Koen; Mandjes, Michel 5 2013 Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033Hellings, Ton; Mandjes, Michel; Blom, Joke 5 2012 On the infimum attained by a reflected Lévy process. Zbl 1247.60127Dębicki, 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 1190.93103Bekker, R.; Mandjes, M. 5 2009 Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka 5 2007 Finding the conjugate of Markov fluid processes. Zbl 1335.60172Mandjes, Michel; Ridder, Ad 5 1995 Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145Blom, J.; De Turck, K.; Mandjes, M. 4 2016 Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076Huang, Gang; Mandjes, Michel; Spreij, Peter 4 2014 Transient analysis of reflected Lévy processes. Zbl 1287.60061Kella, Offer; Mandjes, Michel 4 2013 A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320Blom, Joke; De Turck, Koen; Mandjes, Michel 4 2013 A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel 4 2013 Transient characteristics of Gaussian queues. Zbl 1177.60038Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 4 2009 Sojourn times in the M/G/1 FB queue with light-tailed service times. Zbl 1072.60079Mandjes, M.; Nuyens, M. 4 2005 Optimal trajectory to overflow in a queue fed by a large number of sources. Zbl 0963.90018Mandjes, Michel; Ridder, Ad 4 1999 Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037Blom, Joke; de Turck, Koen; Mandjes, Michel 3 2017 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 Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066Kemper, Benjamin; Mandjes, Michel 3 2012 Open problems in Gaussian fluid queueing theory. Zbl 1275.60039Dȩbicki, K.; Mandjes, M. 3 2011 State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 3 2010 Transient asymptotics of Lévy-driven queues. Zbl 1190.60087Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2010 On the dependence structure of Gaussian queues. Zbl 1208.60092Es-Saghouani, Abdelghafour; Mandjes, Michel 3 2009 On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029Mandjes, Michel; Norros, Ilkka; Glynn, Peter 3 2009 Rare event simulation for queues. Zbl 1175.65013Blanchet, José; Mandjes, Michel 3 2009 A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323Mandjes, Michel; Timmer, Judith 3 2007 Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208Dieker, A. B.; Mandjes, M. 3 2006 Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources. Zbl 1007.65006Boots, Nam Kyoo; Mandjes, Michel 3 2002 A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139Frolkova, Maria; Mandjes, Michel 2 2019 Optimal stationary appointment schedules. Zbl 1409.90088Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen 2 2017 A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638Leahu, 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 1386.60123Lu, Hongyuan; Pang, Guodong; Mandjes, Michel 2 2016 Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134Mandjes, Michel; De Turck, Koen 2 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. 2 2016 Generalized birthday problems in the large-deviations regime. Zbl 1304.60036Mandjes, M. 2 2014 Gaussian queues in light and heavy traffic. Zbl 1275.60040Dębicki, K.; Kosiński, K. M.; Mandjes, M. 2 2012 Sample-path large deviations in credit risk. Zbl 1235.91169Leijdekker, V. J. G.; Mandjes, M. R. H.; Spreij, P. J. C. 2 2011 State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H. 2 2011 Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106Es-Saghouani, Abdelghafour; Mandjes, Michel 2 2011 On a generic class of Lévy-driven vacation models. Zbl 1187.60072Boxma, Onno; Kella, Offer; Mandjes, Michel 2 2010 Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 2 2009 Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322Ayesta, Urtzi; Mandjes, Michel 2 2009 A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Zbl 1147.68366Mandjes, Michel; Scheinhardt, Werner 2 2008 Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Zbl 1173.68410Lieshout, P.; Mandjes, M. 2 2008 A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Zbl 1121.60099Mandjes, Michel; Roijers, Frank 2 2007 A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087Dȩbicki, Krzysztof; Mandjes, Michel 2 2007 Queueing systems fed by many exponential on-off sources: an infinite-intersection approach. Zbl 1137.90425Mandjes, Michel; Mannersalo, Petteri 2 2006 QoS-aware bandwidth provisioning for IP network links. Zbl 1095.68535van 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 07173251Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel 1 2020 A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139Frolkova, Maria; Mandjes, Michel 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 1 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. 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. 5 2018 Ensemble equivalence for dense graphs. Zbl 1387.05240den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J. 5 2018 Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133Starreveld, Nicos; Bekker, Réne; Mandjes, Michel 1 2018 Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Zbl 1391.60225Kuhn, Julia; Mandjes, Michel 1 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. 8 2017 Scaling limits for infinite-server systems in a. Zbl 1367.60112Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel 5 2017 Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037Blom, Joke; de Turck, Koen; Mandjes, Michel 3 2017 Optimal stationary appointment schedules. Zbl 1409.90088Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen 2 2017 A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria 2 2017 Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043Kuhn, Julia; Mandjes, Michel; Taimre, Thomas 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 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. 15 2016 Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K. 7 2016 Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054Huang, Gang; Mandjes, Michel; Spreij, Peter 7 2016 Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145Blom, 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 1386.60123Lu, Hongyuan; Pang, Guodong; Mandjes, Michel 2 2016 Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134Mandjes, Michel; De Turck, Koen 2 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. 2 2016 Explicit computations for some Markov modulated counting processes. Zbl 1369.60053Mandjes, Michel; Spreij, Peter 1 2016 On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121Boxma, Onno; Mandjes, Michel; Reed, Josh 1 2016 Transient analysis of one-sided Lévy-driven queues. Zbl 1342.60070Starreveld, N. J.; Bekker, R.; Mandjes, M. 1 2016 Queues and Lévy fluctuation theory. Zbl 1337.60004Dȩbicki, Krzysztof; Mandjes, Michel 16 2015 A computational approach to optimized appointment scheduling. Zbl 1312.60112Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel 8 2015 Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160Blom, Joke; De Turck, Koen; Mandjes, Michel 7 2015 Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048Kosiński, K. M.; Mandjes, M. 3 2015 Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145Ivanovs, Jevgenijs; Mandjes, Michel 1 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 Markov-modulated infinite-server queues with general service times. Zbl 1307.60126Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H. 22 2014 Optimized appointment scheduling. Zbl 1339.90159Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel 6 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 A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028Blom, J.; Mandjes, M. 8 2013 Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096Blom, J.; Mandjes, M.; Thorsdottir, H. 8 2013 Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159Blom, Joke; De Turck, Koen; Mandjes, Michel 5 2013 Transient analysis of reflected Lévy processes. Zbl 1287.60061Kella, Offer; Mandjes, Michel 4 2013 A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320Blom, Joke; De Turck, Koen; Mandjes, Michel 4 2013 A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel 4 2013 A probabilistic perspective on re-identifiability. Zbl 1409.91199Koot, Matthijs; Mandjes, Michel; van’t Noordende, Guidot; de Laat, Cees 1 2013 Overlap problems on the circle. Zbl 1279.60020Juneja, S.; Mandjes, M. 1 2013 Estimation of the workload correlation in a Markov fluid queue. Zbl 1270.60103Kaynar, B.; Mandjes, M. 1 2013 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 9 2012 Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz 6 2012 Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033Hellings, Ton; Mandjes, Michel; Blom, Joke 5 2012 On the infimum attained by a reflected Lévy process. Zbl 1247.60127Dębicki, K.; Kosiński, K. M.; Mandjes, M. 5 2012 Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066Kemper, Benjamin; Mandjes, Michel 3 2012 Gaussian queues in light and heavy traffic. Zbl 1275.60040Dębicki, K.; Kosiński, K. M.; Mandjes, M. 2 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. 11 2011 The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W. 9 2011 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 7 2011 Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147Glynn, Peter W.; Mandjes, Michel 7 2011 Open problems in Gaussian fluid queueing theory. Zbl 1275.60039Dȩbicki, K.; Mandjes, M. 3 2011 Sample-path large deviations in credit risk. Zbl 1235.91169Leijdekker, V. J. G.; Mandjes, M. R. H.; Spreij, P. J. C. 2 2011 State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H. 2 2011 Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106Es-Saghouani, Abdelghafour; Mandjes, Michel 2 2011 Traffic generated by a semi-Markov additive process. Zbl 1213.60139Blom, Joke; Mandjes, Michel 1 2011 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 23 2010 Extremes of multidimensional Gaussian processes. Zbl 1214.60010Dȩbicki, 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 1197.60074Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 10 2010 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201Ivanovs, Jevgenijs; Mandjes, Michel 6 2010 State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 3 2010 Transient asymptotics of Lévy-driven queues. Zbl 1190.60087Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; 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 9 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. 7 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 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 On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029Mandjes, Michel; Norros, Ilkka; Glynn, Peter 3 2009 Rare event simulation for queues. Zbl 1175.65013Blanchet, José; Mandjes, Michel 3 2009 Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. Zbl 1266.90080Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel 2 2009 Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322Ayesta, Urtzi; Mandjes, Michel 2 2009 A queueing-based approach to overload detection. Zbl 1266.90061Mandjes, Michel; Żuraniewski, Piotr 1 2009 On a generic class of two-node queueing systems. Zbl 1156.90326Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena 1 2009 Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334Lieshout, Pascal; Mandjes, Michel 11 2008 On the correlation structure of a Lévy-driven queue. Zbl 1154.60348Es-Saghouani, Abdelghafour; Mandjes, Michel 9 2008 On a queuing model with service interruptions. Zbl 1155.60038Boxma, 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 1147.68366Mandjes, Michel; Scheinhardt, Werner 2 2008 Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Zbl 1173.68410Lieshout, P.; Mandjes, M. 2 2008 Large deviations for Gaussian queues: Modelling communication networks. Zbl 1125.60103Mandjes, Michel 28 2007 Tandem Brownian queues. Zbl 1139.60045Lieshout, P.; Mandjes, M. 11 2007 A tandem queue with Lévy input: a new representation of the downstream queue length. Zbl 1114.60074Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda 7 2007 Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka 5 2007 A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323Mandjes, Michel; Timmer, Judith 3 2007 A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Zbl 1121.60099Mandjes, Michel; Roijers, Frank 2 2007 A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087Dȩbicki, Krzysztof; Mandjes, Michel 2 2007 Editorial: rare-event simulation for queues. Zbl 1171.90367Blanchet, Jose; Mandjes, Michel 1 2007 Sojourn time asymptotics in processor sharing queues with varying service rate. Zbl 1125.60097Egorova, Regina; Mandjes, Michel; Zwart, Bert 1 2007 Large deviations of sojourn times in processor sharing queues. Zbl 1094.60062Mandjes, Michel; Zwart, Bert 15 2006 Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda 14 2006 ...and 35 more Documents all cited Publications top 5 cited Publications 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. 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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 all top 5 Cited in 27 Fields 356 Probability theory and stochastic processes (60-XX) 185 Operations research, mathematical programming (90-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Computer science (68-XX) 30 Statistics (62-XX) 27 Numerical analysis (65-XX) 14 Systems theory; control (93-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Combinatorics (05-XX) 3 Ordinary differential equations (34-XX) 3 Information and communication theory, circuits (94-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-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 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-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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