Search results
Results: 5
Number of items: 5
-
Jansen, H. M., Mandjes, M., De Turck, K., & Wittevrongel, S. (2017). Rare-event analysis of modulated Ornstein-Uhlenbeck processes. Performance Evaluation, 112, 1-14. https://doi.org/10.1016/j.peva.2017.02.002
-
Huang, G., Jansen, H. M., Mandjes, M., Spreij, P., & De Turck, K. (2016). Markov-modulated Ornstein-Uhlenbeck processes. Advances in Applied Probability, 48(1), 235-254. https://doi.org/10.1017/apr.2015.15
-
Jansen, H. M., Mandjes, M. R. H., De Turck, K., & Wittevrongel, S. (2016). A large deviations principle for infinite-server queues in a random environment. Queueing Systems, 82(1), 199-235. https://doi.org/10.1007/s11134-015-9470-x -
Jansen, H. M., Mandjes, M. R. H., De Turck, K., & Wittevrongel, S. (2015). On the upper bound in Varadhan’s Lemma. Statistics & Probability Letters, 103, 24-29. https://doi.org/10.1016/j.spl.2015.04.005
Page of