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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, Michel; Mandjes, M.; Mandjes, M. R. H.; Mandjes, Michael
External Links: MGP · Wikidata · dblp · GND
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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
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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

Publications by Year

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 1125.60103
Mandjes, Michel
31
2007
Queues and Lévy fluctuation theory. Zbl 1337.60004
Dȩbicki, Krzysztof; Mandjes, Michel
27
2015
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
26
2010
Markov-modulated infinite-server queues with general service times. Zbl 1307.60126
Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H.
24
2014
Exact overflow asymptotics for queues with many Gaussian inputs. Zbl 1041.60036
Dȩbicki, Krzysztof; Mandjes, Michel
23
2003
Sample-path large deviations for tandem and priority queues with Gaussian inputs. Zbl 1069.60079
Mandjes, Michel; van Uitert, Miranda
22
2005
Extremes of multidimensional Gaussian processes. Zbl 1214.60010
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T.
19
2010
Tandem Brownian queues. Zbl 1139.60045
Lieshout, P.; Mandjes, M.
19
2007
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.
18
2016
On spectral simulation of fractional Brownian motion. Zbl 1336.60076
Dieker, A. B.; Mandjes, M.
16
2003
Models of network access using feedback fluid queues. Zbl 1030.60089
Mandjes, Michel; Mitra, Debasis; Scheinhardt, Werner
16
2003
Large deviations of infinite intersections of events in Gaussian processes. Zbl 1099.60018
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka; Van Uitert, Miranda
16
2006
Asymptotic analysis of Lévy-driven tandem queues. Zbl 1156.90334
Lieshout, Pascal; Mandjes, Michel
15
2008
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
A Lévy process reflected at a Poisson age process. Zbl 1104.60052
Kella, Offer; Boxma, Onno; Mandjes, Michel
14
2006
Continuous feedback fluid queues. Zbl 1083.60076
Scheinhardt, Werner; van Foreest, Nicky; Mandjes, Michel
14
2005
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. Zbl 1050.60091
Zwart, Bert; Borst, Sem; Mandjes, Michel
13
2004
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, 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 1390.60327
Koops, D. T.; Boxma, O. J.; Mandjes, M. R. H.
13
2017
Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077
Dieker, A. B.; Mandjes, M.
12
2011
Traffic with an fBm limit: convergence of the stationary workload process. Zbl 1061.90019
Dȩbicki, Krzysztof; Mandjes, Michel
11
2004
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
11
2012
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, 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 1197.60074
Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel
10
2010
The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045
Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W.
10
2011
Structural properties of reflected Lévy processes. Zbl 1196.60149
Andersen, Lars Nørvang; Mandjes, Michel
10
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
9
2007
On the correlation structure of a Lévy-driven queue. Zbl 1154.60348
Es-Saghouani, Abdelghafour; Mandjes, Michel
9
2008
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
9
2017
Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096
Blom, J.; Mandjes, M.; Thorsdottir, H.
9
2013
Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160
Blom, Joke; De Turck, Koen; Mandjes, Michel
9
2015
A computational approach to optimized appointment scheduling. Zbl 1312.60112
Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel
9
2015
A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028
Blom, J.; Mandjes, M.
9
2013
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145
Blom, J.; De Turck, K.; Mandjes, M.
8
2016
Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Zbl 1152.68357
Mandjes, Michel; Mannersalo, Petteri; Norros, Ilkka
8
2007
Analysis of a feedback fluid model for heterogeneous TCP sources. Zbl 1024.60040
van Foreest, Nicky; Mandjes, Michel; Scheinhardt, Werner
8
2003
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.
8
2009
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.
8
2005
Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147
Glynn, Peter W.; Mandjes, Michel
8
2011
Overflow behavior in queues with many long-tailed inputs. Zbl 0987.60094
Mandjes, Michel; Borst, Sem
8
2000
Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054
Huang, Gang; Mandjes, Michel; Spreij, Peter
7
2016
On asymptotically efficient simulation of large deviation probabilities. Zbl 1073.60025
Dieker, A. B.; Mandjes, M.
7
2005
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
7
2010
Importance sampling in rare event simulation. Zbl 1165.62027
L’Ecuyer, Pierre; Mandjes, Michel; Tuffin, Bruno
7
2009
Optimized appointment scheduling. Zbl 1339.90159
Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel
7
2014
Large deviations for Small buffers: An insensitivity result. Zbl 1017.90023
Mandjes, Michel; Kim, Jeong Han
7
2001
On a queuing model with service interruptions. Zbl 1155.60038
Boxma, Onno; Mandjes, Michel; Kella, Offer
7
2008
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
7
2012
Ensemble equivalence for dense graphs. Zbl 1387.05240
den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J.
7
2018
A large deviations approach to the transient of the Erlang loss model. Zbl 1053.68016
Mandjes, Michel; Ridder, Ad
6
2001
Large deviations for complex buffer architectures: the short-range dependent case. Zbl 1120.60089
Mandjes, Michel
6
2006
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
6
2003
Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. Zbl 1455.91217
Delsing, 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 1256.60033
Hellings, Ton; Mandjes, Michel; Blom, Joke
6
2012
Tail asymptotics of a Markov-modulated infinite-server queue. Zbl 1307.60125
Blom, J.; De Turck, K.; Kella, O.; Mandjes, M.
5
2014
Finding the conjugate of Markov fluid processes. Zbl 1335.60172
Mandjes, Michel; Ridder, Ad
5
1995
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Zbl 1190.93103
Bekker, R.; Mandjes, M.
5
2009
Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit. Zbl 1284.60159
Blom, Joke; De Turck, Koen; Mandjes, Michel
5
2013
Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037
Blom, Joke; de Turck, Koen; Mandjes, Michel
5
2017
On the infimum attained by a reflected Lévy process. Zbl 1247.60127
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
5
2012
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045
den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel
5
2013
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.
4
2016
Sojourn times in the M/G/1 FB queue with light-tailed service times. Zbl 1072.60079
Mandjes, M.; Nuyens, M.
4
2005
On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029
Mandjes, Michel; Norros, Ilkka; Glynn, Peter
4
2009
Transient characteristics of Gaussian queues. Zbl 1177.60038
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
4
2009
A duopoly model with heterogeneous congestion-sensitive customers. Zbl 1137.91323
Mandjes, Michel; Timmer, Judith
4
2007
Optimal trajectory to overflow in a queue fed by a large number of sources. Zbl 0963.90018
Mandjes, Michel; Ridder, Ad
4
1999
A ruin model with a resampled environment. Zbl 1447.91131
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L.
4
2020
A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320
Blom, Joke; De Turck, Koen; Mandjes, Michel
4
2013
On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121
Boxma, Onno; Mandjes, Michel; Reed, Josh
4
2016
Transient analysis of reflected Lévy processes. Zbl 1287.60061
Kella, Offer; Mandjes, Michel
4
2013
Weak convergence of Markov-modulated diffusion processes with rapid switching. Zbl 1293.60076
Huang, Gang; Mandjes, Michel; Spreij, Peter
4
2014
Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134
Mandjes, Michel; De Turck, Koen
3
2016
Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources. Zbl 1007.65006
Boots, Nam Kyoo; Mandjes, Michel
3
2002
On the dependence structure of Gaussian queues. Zbl 1208.60092
Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2009
Rare event simulation for queues. Zbl 1175.65013
Blanchet, José; Mandjes, Michel
3
2009
Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106
Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2011
Infinite-server systems with Coxian arrivals. Zbl 1439.60084
Boxma, Onno; Kella, Offer; Mandjes, Michel
3
2019
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
3
2020
Transient asymptotics of Lévy-driven queues. Zbl 1190.60087
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2010
Packet models revisited: tandem and priority systems. Zbl 1073.60090
Mandjes, Michel
3
2004
Gaussian queues in light and heavy traffic. Zbl 1275.60040
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
3
2012
Optimal stationary appointment schedules. Zbl 1409.90088
Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen
3
2017
A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139
Frolkova, Maria; Mandjes, Michel
3
2019
Fast simulation of overflow probabilities in a queue with Gaussian input. Zbl 1390.90208
Dieker, A. B.; Mandjes, M.
3
2006
A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638
Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria
3
2017
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
3
2010
State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122
Miretskiy, 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 1244.90066
Kemper, Benjamin; Mandjes, Michel
3
2012
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
A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Zbl 1115.60087
Dȩbicki, Krzysztof; Mandjes, Michel
2
2007
Pricing strategies under heterogeneous service requirements. Zbl 1035.68009
Mandjes, Michel
2
2003
A note on queues with M/G/\(\infty\) input. Zbl 0996.60106
Mandjes, Michel
2
2001
The buffer-bandwidth trade-off curve is convex. Zbl 1024.90026
Kumaran, Krishnan; Mandjes, Michel
2
2001
Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322
Ayesta, Urtzi; Mandjes, Michel
2
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
On a generic class of two-node queueing systems. Zbl 1156.90326
Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena
2
2009
Large deviations for acyclic networks of queues with correlated Gaussian inputs. Zbl 1478.60104
Zubeldia, Martin; Mandjes, Michel
1
2021
Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Zbl 1475.60191
Mandjes, M.; Ravner, L.
1
2021
A diffusion-based analysis of a multiclass road traffic network. Zbl 1460.90063
Mandjes, Michel; Storm, Jaap
1
2021
Parameter estimation for multivariate population processes: a saddlepoint approach. Zbl 1473.62291
de 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 1455.91217
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M.
6
2020
A ruin model with a resampled environment. Zbl 1447.91131
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L.
4
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
3
2020
An infinite-server system with Lévy shot-noise modulation: moments and asymptotics. Zbl 1465.60081
Saxena, M.; Boxma, O. J.; Mandjes, M.
2
2020
The correlation function of a queue with Lévy and Markov additive input. Zbl 1471.60141
Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel
1
2020
Infinite-server systems with Coxian arrivals. Zbl 1439.60084
Boxma, Onno; Kella, Offer; Mandjes, Michel
3
2019
A bitcoin-inspired infinite-server model with a random fluid limit. Zbl 1423.60139
Frolkova, Maria; Mandjes, Michel
3
2019
Parameter estimation for a discretely observed population process under Markov-modulation. Zbl 07132593
de 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 1428.62146
Ravner, Liron; Boxma, Onno; Mandjes, Michel
2
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.
2
2019
Exact asymptotics in an infinite-server system with overdispersed input. Zbl 1476.90085
Heemskerk, Mariska; Mandjes, Michel
1
2019
Linear stochastic fluid networks: rare-event simulation and Markov modulation. Zbl 1411.60136
Boxma, O. J.; Cahen, E. J.; Koops, D.; Mandjes, M.
1
2019
Congestion analysis of unsignalized intersections: the impact of impatience and Markov platooning. Zbl 1403.90223
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.
13
2018
Ensemble equivalence for dense graphs. Zbl 1387.05240
den Hollander, F.; Mandjes, M.; Roccaverde, A.; Starreveld, N. J.
7
2018
Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Zbl 1391.60225
Kuhn, Julia; Mandjes, Michel
2
2018
Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133
Starreveld, Nicos; Bekker, Réne; Mandjes, Michel
2
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.
13
2017
Scaling limits for infinite-server systems in a. Zbl 1367.60112
Heemskerk, Mariska; van Leeuwaarden, Johan; Mandjes, Michel
9
2017
Refined large deviations asymptotics for Markov-modulated infinite-server systems. Zbl 1402.90037
Blom, Joke; de Turck, Koen; Mandjes, Michel
5
2017
Optimal stationary appointment schedules. Zbl 1409.90088
Kuiper, Alex; Mandjes, Michel; de Mast, Jeroen
3
2017
A numerical approach to stability of multiclass queueing networks. Zbl 1390.93638
Leahu, Haralambie; Mandjes, Michel; Oprescu, Ana-Maria
3
2017
Exact asymptotics of sample-mean-related rare-event probabilities. Zbl 1411.60043
Kuhn, Julia; Mandjes, Michel; Taimre, Thomas
1
2017
Detecting Markov chain instability: a Monte Carlo approach. Zbl 1390.60332
Mandjes, M.; Patch, B.; Walton, N. S.
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
Convergence rates of Laplace-transform based estimators. Zbl 1401.62044
Den Boer, Arnoud V.; Mandjes, Michel
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.
18
2016
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K.
10
2016
Functional central limit theorems for Markov-modulated infinite-server systems. Zbl 1400.90145
Blom, J.; De Turck, K.; Mandjes, M.
8
2016
Large deviations for Markov-modulated diffusion processes with rapid switching. Zbl 1336.60054
Huang, Gang; Mandjes, Michel; Spreij, Peter
7
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.
4
2016
On a class of reflected \(\mathrm{AR}(1)\) processes. Zbl 1351.60121
Boxma, Onno; Mandjes, Michel; Reed, Josh
4
2016
Markov-modulated infinite-server queues driven by a common background process. Zbl 1339.60134
Mandjes, Michel; De Turck, Koen
3
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
Transient analysis of one-sided Lévy-driven queues. Zbl 1342.60070
Starreveld, N. J.; Bekker, R.; Mandjes, M.
1
2016
The running maximum of a level-dependent quasi-birth-death process. Zbl 1370.60128
Mandjes, Michel; Taylor, Peter
1
2016
Explicit computations for some Markov modulated counting processes. Zbl 1369.60053
Mandjes, Michel; Spreij, Peter
1
2016
Queues and Lévy fluctuation theory. Zbl 1337.60004
Dȩbicki, Krzysztof; Mandjes, Michel
27
2015
Analysis of Markov-modulated infinite-server queues in the central-limit regime. Zbl 1370.60160
Blom, Joke; De Turck, Koen; Mandjes, Michel
9
2015
A computational approach to optimized appointment scheduling. Zbl 1312.60112
Kuiper, Alex; Kemper, Benjamin; Mandjes, Michel
9
2015
Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Zbl 1321.60048
Kosiński, K. M.; Mandjes, M.
3
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
Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145
Ivanovs, Jevgenijs; Mandjes, Michel
1
2015
Exact tail asymptotics of the supremum attained by a Lévy process. Zbl 1319.60097
Asghari, N. M.; Dȩbicki, K.; Mandjes, M.
1
2015
Markov-modulated infinite-server queues with general service times. Zbl 1307.60126
Blom, J.; Kella, O.; Mandjes, M.; Thorsdottir, H.
24
2014
Optimized appointment scheduling. Zbl 1339.90159
Kemper, Benjamin; Klaassen, Chris A. J.; Mandjes, Michel
7
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
Time-scaling limits for Markov-modulated infinite-server queues. Zbl 1271.60096
Blom, J.; Mandjes, M.; Thorsdottir, H.
9
2013
A large-deviations analysis of Markov-modulated infinite-server queues. Zbl 1286.90028
Blom, J.; Mandjes, M.
9
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
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Zbl 1281.60045
den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel
5
2013
A central limit theorem for Markov-modulated infinite-server queues. Zbl 1390.60320
Blom, Joke; De Turck, Koen; Mandjes, Michel
4
2013
Transient analysis of reflected Lévy processes. Zbl 1287.60061
Kella, Offer; Mandjes, Michel
4
2013
Overlap problems on the circle. Zbl 1279.60020
Juneja, S.; Mandjes, M.
2
2013
Estimation of the workload correlation in a Markov fluid queue. Zbl 1270.60103
Kaynar, B.; Mandjes, M.
1
2013
A probabilistic perspective on re-identifiability. Zbl 1409.91199
Koot, Matthijs; Mandjes, Michel; van’t Noordende, Guidot; de Laat, Cees
1
2013
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
11
2012
Quasi-stationary workload in a Lévy-driven storage system. Zbl 1260.90020
Mandjes, Michel; Palmowski, Zbigniew; Rolski, Tomasz
7
2012
Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Zbl 1256.60033
Hellings, Ton; Mandjes, Michel; Blom, Joke
6
2012
On the infimum attained by a reflected Lévy process. Zbl 1247.60127
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
5
2012
Gaussian queues in light and heavy traffic. Zbl 1275.60040
Dębicki, K.; Kosiński, K. M.; Mandjes, M.
3
2012
Mean sojourn times in two-queue fork-join systems: bounds and approximations. Zbl 1244.90066
Kemper, Benjamin; Mandjes, Michel
3
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.
12
2011
The asymptotic variance of departures in critically loaded queues. Zbl 1279.90045
Hanbali, A. Al; Mandjes, M.; Nazarathy, Y.; Whitt, W.
10
2011
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
Simulation-based computation of the workload correlation function in a Lévy-driven queue. Zbl 1213.60147
Glynn, Peter W.; Mandjes, Michel
8
2011
Transient analysis of Markov-fluid-driven queues. Zbl 1227.60106
Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2011
State-dependent importance sampling for a slowdown tandem queue. Zbl 1233.90122
Miretskiy, D. I.; Scheinhardt, W. R. W.; Mandjes, M. R. H.
3
2011
Open problems in Gaussian fluid queueing theory. Zbl 1275.60039
Dȩbicki, K.; Mandjes, M.
2
2011
Queueing networks with Gaussian inputs. Zbl 1216.60061
Mandjes, Michel
1
2011
Traffic generated by a semi-Markov additive process. Zbl 1213.60139
Blom, Joke; Mandjes, Michel
1
2011
Sample-path large deviations in credit risk. Zbl 1235.91169
Leijdekker, 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 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
26
2010
Extremes of multidimensional Gaussian processes. Zbl 1214.60010
Dȩbicki, 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 1197.60074
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
7
2010
Transient asymptotics of Lévy-driven queues. Zbl 1190.60087
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel
3
2010
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; 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
10
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.
8
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
On convergence to stationarity of fractional Brownian storage. Zbl 1187.60029
Mandjes, Michel; Norros, Ilkka; Glynn, Peter
4
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
Rare event simulation for queues. Zbl 1175.65013
Blanchet, José; Mandjes, Michel
3
2009
Bandwidth-sharing networks under a diffusion scaling. Zbl 1169.90322
Ayesta, Urtzi; Mandjes, Michel
2
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
On a generic class of two-node queueing systems. Zbl 1156.90326
Adan, Ivo; Mandjes, Michel; Scheinhardt, Werner; Tzenova, Elena
2
2009
...and 52 more Documents
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
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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
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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

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