313 citations
- University of AmsterdamNL56 papers
- Eindhoven University of TechnologyNL54 papers
- Vrije Universiteit AmsterdamNL14 papers
- Radboud University NijmegenNL13 papers
- Leiden UniversityNL12 papers
- Centre National de la Recherche ScientifiqueFR10 papers
- College of Western IdahoUS10 papers
- University of California, BerkeleyUS7 papers
- University of WaterlooCA7 papers
- Delft University of TechnologyNL6 papers
- Sorbonne UniversitéFR6 papers
- University of CambridgeGB6 papers
Showing 2016 · math.PRShow all
3 papers · 2 filters
math.PR2016★ 3 cited
Heavy traffic analysis of roving server networks
Marko Boon, Rob van der Mei, Erik Winands
This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal proce…
math.PR2016
Importance sampling of heavy-tailed iterated random functions
Bohan Chen, Chang-Han Rhee, Bert Zwart
We consider a stochastic recurrence equation of the form , where , and $\{(A_n,B_n)\}_{n\in\m…
math.PR2016★ 1 cited
Refined large deviations asymptotics for Markov-modulated infinite-server systems
Joke Blom, Koen De Turck, Michel Mandjes
Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Marko…