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2007, ISBN 0470015233, x, 326
Michel Mandjes, Centre for Mathematics and Computer Science (CWI) Amsterdam, The Netherlands, and Professor, Faculty of Engineering, University of Twente... 
Telecommunication | Mathematical models | Gaussian processes | Traffic
Book
Queueing systems, ISSN 0257-0130, 2019, Volume 91, Issue 3-4, pp. 205 - 206
Journal Article
Journal of machine learning research, ISSN 1532-4435, 11/2017, Volume 18
Journal Article
Stochastic Models, ISSN 1532-6349, 01/2019, Volume 35, Issue 1, pp. 1 - 32
The synchronization process inherent to the Bitcoin network gives rise to an infinite-server model with the unusual feature that customers interact. Among the... 
Fluid limit | growth-collapse process | stochastic-process limit | Statistics and Probability | Modelling and Simulation | Applied Mathematics | STATISTICS & PROBABILITY | BEHAVIOR
Journal Article
Stochastic Models, ISSN 1532-6349, 04/2018, Volume 34, Issue 2, pp. 239 - 267
This paper considers a multi-server queue with Markov-modulated Poisson input and server-dependent phase-type service times. We develop an efficient rare-event... 
multi-server queues | overdispersion | rare events | Importance sampling | Statistics and Probability | Modelling and Simulation | Applied Mathematics | QUEUES | STATISTICS & PROBABILITY | LARGE DEVIATIONS
Journal Article
Queueing systems, ISSN 1572-9443, 2019, Volume 92, Issue 3-4, pp. 233 - 255
Journal Article
Journal of applied probability, ISSN 0021-9002, 12/2018, Volume 55, Issue 4, pp. 1287 - 1308
... APPLICATIONS NICOS STARREVELD,∗ ∗∗ University of Amsterdam RENÉ BEKKER,∗∗∗ Vrije Universiteit Amsterdam MICHEL MANDJES,∗ ∗∗∗∗ University of Amsterdam Abstract... 
Research Papers | large deviations | alternating renewal process | reflected Brownian motion | central limit theorem | Occupation time | Lévy process | PASSAGE TIMES | Levy process | STATISTICS & PROBABILITY | QUEUE | SCALE FUNCTIONS | PROBABILITIES | Occupation | Infimum | Random variables
Journal Article
Operations Research Letters, ISSN 0167-6377, 11/2019, Volume 47, Issue 6, pp. 513 - 520
This short communication considers an infinite-server system with overdispersed input. The objective is to identify the exact tail asymptotics of the number of... 
Exact asymptotics | Service systems | Overdispersion | Staffing | Multi-timescale model | Management Science and Operations Research | Industrial and Manufacturing Engineering | Software | Applied Mathematics | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Mathematics - Probability
Journal Article
Omega, ISSN 0305-0483, 12/2015, Volume 57, Issue B, pp. 145 - 156
Appointment-based service systems arise in a broad variety of healthcare settings (for example an outpatient clinic or a dentist). Where most existing... 
Tandem queue | Appointment scheduling | Healthcare | Phase-type distribution | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MANAGEMENT | TIMES | MODEL | ARRIVALS | Services | Health care industry | Planning | Human resource management | Medical appointments and schedules
Journal Article
Journal of statistical physics, ISSN 0022-4715, 11/2018, Volume 173, Issue 3-4, pp. 439 - 447
... Networks Diego Garlaschelli 1,2 · Remco van der Hofstad 3 · Frank den Hollander 4 · Michel Mandjes 5 Published online: 1 November 2018 © Springer Science+Business... 
Statistical and Nonlinear Physics | Mathematical Physics | Quantum Physics | Physical Chemistry | Theoretical, Mathematical and Computational Physics | Physics | Statistical Physics and Dynamical Systems | PHYSICS, MATHEMATICAL | Computer science | Social networks
Journal Article
Journal of statistical physics, ISSN 0022-4715, 2018, Volume 173, Issue 3-4, pp. 1124 - 1148
Journal Article
Mathematical methods of operations research (Heidelberg, Germany), ISSN 1432-5217, 2019, Volume 89, Issue 3, pp. 385 - 409
Journal Article
2015, 1st ed. 2015, Universitext, ISBN 9783319206929, 256
The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-driven... 
Probability Theory and Stochastic Processes | Mathematics | Applications of Mathematics
eBook
Journal of applied probability, ISSN 0021-9002, 12/2010, Volume 47, Issue 4, pp. 1048 - 1057
In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized... 
Markov additive process | Fluctuation theory | Lévy process | fluctuation theory | 60K37 | 60K25
Journal Article
European journal of operational research, ISSN 0377-2217, 06/2017, Volume 259, Issue 3, pp. 1036 - 1044
Journal Article
Chaos (Woodbury, N.Y.), ISSN 1089-7682, 2019, Volume 29, Issue 3, p. 033131
... , a) Daan Crommelin , 1,2 and Michel Mandjes 2 AFFILIATIONS 1 2 Centrum Wiskunde and Informatica, Science Park 123, 1098 XG Amsterdam, The Netherlands Korteweg-de Vries... 
Operations research | Monte Carlo methods | Computational methods | Statistical and Nonlinear Physics | Mathematical Physics | Stochastic processes | Physics and Astronomy(all) | Markov processes | Applied Mathematics | MATHEMATICS, APPLIED | PHYSICS, MATHEMATICAL | STOCHASTIC-SYSTEMS | REGENERATIVE METHOD
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 03/2020, Volume 130, Issue 3, pp. 1713 - 1734
Let (Qt)t∈R be a stationary workload process, and r(t) the correlation coefficient of Q0 and Qt. In a series of previous papers (i) the transform of r(⋅) has... 
Reflection | Lévy processes | Markov additive processes | Workload | Statistics and Probability | Modelling and Simulation | Applied Mathematics | Levy processes | STATISTICS & PROBABILITY | WORKLOAD CORRELATION | JUMPS
Journal Article
Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, ISSN 1350-7265, 11/2019, Volume 25, Issue 4B, pp. 3734 - 3761
This paper aims at semi-parametrically estimating the input process to a Lévy-driven queue by sampling the workload process at Poisson times. We construct a... 
Queue input estimation | Transient queueing | Poisson probing | Lévy-driven queue | Levy-driven queue | Nonparametric estimation | Statistics and Probability | transient queueing | SERVICE TIME DISTRIBUTION | NONPARAMETRIC-ESTIMATION | nonparametric estimation | queue input estimation | STATISTICS & PROBABILITY | INFERENCE
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