Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 349
Number of items: 349
  • Kuhn, J., Ellens, W., & Mandjes, M. (2014). Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach. In B. Sericola, M. Telek, & G. Horváth (Eds.), Analytical and Stochastic Modeling Techniques and Applications: 21st International Conference, ASMTA 2014, Budapest, Hungary, June 30-July 2, 2014: proceedings (pp. 170-184). (Lecture Notes in Computer Science; Vol. 8499). Springer. https://doi.org/10.1007/978-3-319-08219-6_12
  • Open Access
    Asghari, N. M., den Iseger, P., & Mandjes, M. (2014). Numerical Techniques in Lévy Fluctuation Theory. Methodology and Computing in Applied Probability, 16(1), 31-52. https://doi.org/10.1007/s11009-012-9296-5
  • Open Access
    Mohammad Asghari, N. (2014). Computational techniques in queueing and fluctuation theory. [Thesis, fully internal, Universiteit van Amsterdam].
  • 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
  • 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
  • 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
  • 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
  • Juneja, S., & Mandjes, M. (2013). Overlap problems on the circle. Advances in Applied Probability, 45(3), 773-790. https://doi.org/10.1017/S0001867800006571
  • Koot, M., Mandjes, M., van 't Noordende, G., & de Laat, C. (2013). A probabilistic perspective on re-identifiability. Mathematical Population Studies, 20(3), 155-171. https://doi.org/10.1080/08898480.2013.816222
Page 20 of 35