34 citations · 52 across the 11 of their papers we have counts for
6 papers · 1 filter
Externalities in queues as stochastic processes: The case of FCFS M/G/1
Royi Jacobovic, Michel Mandjes
Externalities are the costs that a user of a common resource imposes on others. For example, consider a FCFS M/G/1 queue and a customer with service demand of minutes who…
Stability of a Stochastic Ring Network
Jaap Storm, Wouter Kager, Michel Mandjes +1
In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communic…
Estimating customer impatience in a service system with unobserved balking
Yoshiaki Inoue, Liron Ravner, Michel Mandjes
This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait fo…
Markov-modulated Ornstein-Uhlenbeck processes
Gang Huang, Marijn Jansen, Michel Mandjes +2
In this paper we consider an Ornstein-Uhlenbeck (OU) process whose parameters are determined by an external Markov process on a fini…
On the upper bound in Varadhan's Lemma
H. M. Jansen, M. R. H. Mandjes, K. De Turck +1
In this paper, we generalize the upper bound in Varadhan's Lemma. The standard formulation of Varadhan's Lemma contains two important elements, namely an upper semicontinuous integ…
A functional central limit theorem for a Markov-modulated infinite-server queue
D. Anderson, J. Blom, M. Mandjes +2
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distr…