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Results: 349
Number of items: 349
  • Bisewski, K., Crommelin, D., & Mandjes, M. (2018). Simulation-based assessment of the stationary tail distribution of a stochastic differential equation. In M. Rabe, A. A. Juan, N. Mustafee, A. Skoogh, S. Jain, & B. Johansson (Eds.), WSC'18: proceedings of the 2018 Winter Simulation Conference, December 9-12, 2018, Gothenburg, Sweden : Simulation for a noble cause (pp. 1742-1753). (Proceedings of the Winter Simulation Conference; Vol. 2018). IEEE. https://doi.org/10.1109/WSC.2018.8632197
  • Open Access
    Kuhn, J., & Mandjes, M. (2018). Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Stochastic Models, 34(2), 239-267. https://doi.org/10.1080/15326349.2018.1458629
  • Open Access
    Mandjes, M., Starreveld, N. J., & Bekker, R. (2018). Queues on a Dynamically Evolving Graph. Journal of Statistical Physics, 173(3-4), 1124-1148. https://doi.org/10.1007/s10955-018-2036-7
  • Open Access
    den Hollander, F., Mandjes, M., Roccaverde, A., & Starreveld, N. J. (2018). Ensemble equivalence for dense graphs. Electronic Journal Of Probability, 23, Article 12. https://doi.org/10.1214/18-EJP135
  • Mandjes, M., & Spreij, P. (2017). A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein–Uhlenbeck model. Statistica Neerlandica, 71(3), 225-235. https://doi.org/10.1111/stan.12108
  • Heemskerk, M., Kuhn, J., & Mandjes, M. (2017). Rare-event analysis of mixed Poisson random variables, and applications in staffing. Performance Evaluation, 114, 56-77. https://doi.org/10.1016/j.peva.2017.03.006
  • Dȩbicki, K., Liu, P., Mandjes, M., & Sierpińska-Tułacz, I. (2017). Lévy-driven GPS queues with heavy-tailed input. Queueing Systems, 85(3-4), 249-267. https://doi.org/10.1007/s11134-016-9510-1
  • Open Access
    den Boer, A. V., & Mandjes, M. (2017). Convergence rates of Laplace-transform based estimators. Bernoulli, 23(4A), 2533-2557. https://doi.org/10.3150/16-BEJ818
  • Cahen, E. J., Mandjes, M., & Zwart, B. (2017). Rare event analysis and efficient simulation for a multidimensional ruin problem. Probability in the Engineering and Informational Sciences, 31(3), 265-283. https://doi.org/10.1017/S0269964816000553
  • Blom, J., De Turck, K., & Mandjes, M. (2017). Refined large deviations asymptotics for Markov-modulated infinite-server systems. European Journal of Operational Research, 259(3), 1036-1044. https://doi.org/10.1016/j.ejor.2016.10.050
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