28 citations · 198 across the 63 of their papers we have counts for
4 papers · 1 filter
Transient analysis of a stationary Lévy-driven queue
Jevgenijs Ivanovs, Michel Mandjes
In this paper we study a queue with Lévy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quan…
Transient analysis of one-sided Lévy-driven queues
Nicos Starreveld, René Bekker, Michel Mandjes
In this paper we analyze the transient behavior of the workload process in a Lévy input queue. We are interested in the value of the workload process at a random epoch; this epoch…
A large deviations principle for infinite-server queues in a random environment
H. M. Jansen, M. R. H. Mandjes, K. De Turck +1
This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general càd…
Large deviations for Markov-modulated diffusion processes with rapid switching
Gang Huang, Michel Mandjes, Peter Spreij
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint samp…