28 citations · 198 across the 63 of their papers we have counts for
4 papers · 1 filter
A diffusion-based analysis of a multi-class road traffic network
Michel Mandjes, Jaap Storm
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models,…
Exact asymptotics in an infinite-server system with overdispersed input
Mariska Heemskerk, Michel Mandjes
This short communication considers an infinite-server system with overdispersed input. The objective is to identify the exact tail asymptotics of the number of customers present at…
The correlation function of a queue with Levy and Markov additive input
Wouter Berkelmans, Agata Cichocka, Michel Mandjes
Let be a stationary workload process, and the correlation coefficient of and . In a series of previous papers (i) the transform of has been der…
Rare Event Simulation for Steady-State Probabilities via Recurrency Cycles
Krzysztof Bisewski, Daan Crommelin, Michel Mandjes
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space …