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Results: 346
Number of items: 346
  • Open Access
    Arendarczyk, M., Dȩbicki, K., & Mandjes, M. (2014). On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli, 20(2), 395-415. https://doi.org/10.3150/12-BEJ491
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf
  • Blom, J., De Turck, K., & Mandjes, M. (2013). Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit. Stochastic Models, 29(4), 463-474. https://doi.org/10.1080/15326349.2013.838511
  • Es-Saghouani, A., & Mandjes, M. (2013). Exact multivariate workload asymptotics. Mathematical Methods of Operations Research, 78(3), 405-415. https://doi.org/10.1007/s00186-013-0450-9
  • Asghari, N. M., Mandjes, M., & Walid, A. (2013). Optimizing energy management in multi-core servers. Performance Evaluation Review, 41(2), 38-40. https://doi.org/10.1145/2518025.2518031
  • Mandjes, M., & Żuraniewski, P. (2013). Changepoint Detection Techniques for VoIP Traffic. In E. Biersack, C. Callegari, & M. Matijasevic (Eds.), Data traffic monitoring and analysis (pp. 184-201). (Lecture Notes in Computer Science; No. 7754). Springer. https://doi.org/10.1007/978-3-642-36784-7_8
  • Callegari, C., Coluccia, A., D'Alconzo, A., Ellens, W., Giordano, S., Mandjes, M., Pagano, P., Pepe, T., Ricciato, F., & Żuraniewski, P. (2013). A Methodological Overview on Anomaly Detection. In E. Biersack, C. Callegari, & M. Matijasevic (Eds.), Data traffic monitoring and analysis: from measurement, classification, and anomaly detection to quality of experience (pp. 148-183). (Lecture Notes in Computer Science; No. 7754). Springer. https://doi.org/10.1007/978-3-642-36784-7_7
  • Blanchet, J., & Mandjes, M. (2013). Asymptotics of the area under the graph of a Lévy-driven workload process. Operations Research Letters, 41(6), 730-736. https://doi.org/10.1016/j.orl.2013.10.004
  • Kaynar, B., & Mandjes, M. (2013). Estimation of the workload correlation in a Markov fluid queue. Queueing Systems, 73(4), 407-424. https://doi.org/10.1007/s11134-013-9352-z
  • Juneja, S., & Mandjes, M. (2013). Overlap problems on the circle. Advances in Applied Probability, 45(3), 773-790. https://doi.org/10.1017/S0001867800006571
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