28 citations · 198 across the 63 of their papers we have counts for
72 papers
Analysis of Triggered Packet Streams: A Matrix-Analytic Method for Exponential Triggering Delays
Mehran Rahnamania, Michel Mandjes, Farid Ashtiani
In many communication networks, the transmission of a packet may automatically trigger the transmission of a subsequent packet from the same source after a (possibly random) delay,…
Sample-path Large deviations for Scheduled Arrival Processes with Unpunctuality
Serena Della Corte, Michel Mandjes
We study a scheduled-arrival process in which deterministic arrival times are perturbed by i.i.d. unpunctuality random variables. For the empirical mean of independent copies of th…
On the area between a Lévy process with secondary jump inputs and its reflected version
Offer Kella, Michel Mandjes
We study the stochastic properties of the area under some function of the difference between (i) a spectrally positive Lévy process that jumps to a level whenever it…
Moments of polynomial functionals of spectrally positive Lévy processes
Peter W. Glynn, Royi Jacobovic, Michel Mandjes
Let be a compound Poisson process with rate and a jumps distribution concentrated on . In addition, let be a random variable which is di…
Bankruptcy probabilities under non-Poisson inspection
Florine Kuipers, Michel Mandjes, Sara Morcy
This paper concerns an insurance firm's surplus process observed at renewal inspection times, with a focus on assessing the probability of the surplus level dropping below zero. Fo…
Delayed Hawkes birth-death processes
Justin Baars, Roger J. A. Laeven, Michel Mandjes
We introduce, and formally establish, a variant of the Hawkes-fed birth-death process -- the delayed Hawkes birth-death process -- in which the conditional intensity does not incre…