The following pages link to M. R. H. Mandjes (Q257071):
Displayed 50 items.
- Rare event simulation for steady-state probabilities via recurrency cycles (Q4631851) (← links)
- State-dependent importance sampling for a Jackson tandem network (Q4635153) (← links)
- Dimension Estimation Using Random Connection Models (Q4637068) (← links)
- Efficient simulation of tail probabilities in a queueing model with heterogeneous servers (Q4643641) (← links)
- A large deviations approach to the transient of the Erlang loss model (Q4779301) (← links)
- On Efficiency of Multilevel Splitting (Q4905889) (← links)
- Tail Asymptotics of the M/G/∞ Model (Q4906408) (← links)
- Time-Scaling Limits for Markov-Modulated Infinite-Server Queues (Q4929149) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- Parameter estimation for multivariate population processes: a saddlepoint approach (Q4994068) (← links)
- Single-server queues under overdispersion in the heavy-traffic regime (Q4994069) (← links)
- Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Performance of the Smallest-Variance-First Rule in Appointment Sequencing (Q5031672) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information (Q5095163) (← links)
- Stochastic Monotonicity of Markovian Multiclass Queueing Networks (Q5113894) (← links)
- Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams (Q5113898) (← links)
- (Q5133300) (← links)
- A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
- Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models (Q5156805) (← links)
- L\'evy-driven polling systems and continuous-state branching processes (Q5168849) (← links)
- Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings (Q5252237) (← links)
- ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS (Q5305591) (← links)
- ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME (Q5358050) (← links)
- THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS (Q5358075) (← links)
- RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM (Q5358115) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
- TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS (Q5392601) (← links)
- GENERALIZED BIRTHDAY PROBLEMS IN THE LARGE-DEVIATIONS REGIME (Q5413456) (← links)
- Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary (Q5446503) (← links)
- A Tandem Queue with Server Slow-Down and Blocking (Q5462813) (← links)
- Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources (Q5485384) (← links)
- A Lévy Process Reflected at a Poisson Age Process (Q5489001) (← links)
- On the Correlation Structure of a Lévy-Driven Queue (Q5504151) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Scaling limits for infinite-server systems in a random environment (Q5738842) (← links)
- A Bitcoin-inspired infinite-server model with a random fluid limit (Q5742573) (← links)
- Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit (Q5745543) (← links)
- A Diffusion-Based Analysis of a Multiclass Road Traffic Network (Q5856673) (← links)
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← links)
- Large deviations for Small buffers: An insensitivity result (Q5938452) (← links)
- A note on queues with M/G/\(\infty\) input (Q5945394) (← links)
- The buffer-bandwidth trade-off curve is convex (Q5948162) (← links)
- On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
- Obituary Narahari Umanath (`Uma') Prabhu (April 25th, 1924 -- October 14th, 2022) (Q6063265) (← links)
- Adaptive appointment scheduling with periodic updates (Q6065633) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model (Q6088218) (← links)
- Adaptive scheduling in service systems: a dynamic programming approach (Q6090162) (← links)