large deviations 1queueing theory 1scheduled arrival processes 1stochastic processes 1workload analysis 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.PR2026
Sample-path Large deviations for Scheduled Arrival Processes with Unpunctuality
Serena Della Corte, Michel Mandjes
The paper analyzes a counting process where scheduled arrival times are randomly perturbed, proving a sample‑path large deviations principle for its empirical mean and applying the…
math.PR2025
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…
math.PR2025
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 d…