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Results: 348
Number of items: 348
  • Malsagov, A., & Mandjes, M. (2019). Approximations for reflected fractional Brownian motion. Physical Review E, 100(3), Article 032120. https://doi.org/10.1103/PhysRevE.100.032120
  • Heemskerk, M., & Mandjes, M. (2019). Exact asymptotics in an infinite-server system with overdispersed input. Operations Research Letters, 47(6), 513-520. https://doi.org/10.1016/j.orl.2019.09.003
  • Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001
  • Frolkova, M., & Mandjes, M. (2019). A Bitcoin-inspired infinite-server model with a random fluid limit. Stochastic Models, 35(1), 1-32. https://doi.org/10.1080/15326349.2018.1559739
  • Mandjes, M., & Robert, P. (2019). Introduction to special issue: The IFIP Performance 2018 conference. Queueing Systems, 91(3-4), 205-206. https://doi.org/10.1007/s11134-019-09607-0
  • Bisewski, K., Crommelin, D., & Mandjes, M. (2019). Rare event simulation for steady-state probabilities via recurrency cycles. Chaos, 29(3), Article 033131. https://doi.org/10.1063/1.5080296
  • Jansen, H. M., Mandjes, M., De Turck, K., & Wittevrongel, S. (2019). Diffusion limits for networks of Markov-modulated infinite-server queues. Performance Evaluation, 135, 18. Article 102039. https://doi.org/10.1016/j.peva.2019.102039
  • Open Access
    Boxma, O. J., Cahen, E. J., Koops, D., & Mandjes, M. (2019). Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation. Methodology and Computing in Applied Probability, 21(1), 125–153. https://doi.org/10.1007/s11009-018-9644-1
  • Open Access
    Bisewski, K. L. (2019). Rare event simulation and time discretization. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Ravner, L., Boxma, O., & Mandjes, M. (2019). Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process. Bernoulli, 25(4B), 3734–3761. https://doi.org/10.3150/19-BEJ1109
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