activity
20092024
most citedOn convergence to stationarity of fractional Brownian storage

7 citations · 9 across the 4 of their papers we have counts for

collaborators

5 papers

math.PR2024

A Random-Walk Concentration Principle for Occupancy Processes on Finite Graphs

Davide Sclosa, Michel Mandjes, Christian Bick

This paper concerns discrete-time occupancy processes on a finite graph. Our results can be formulated in two theorems, which are stated for vertex processes, but also applied to e…

math.PR2024

Finite customer-pool queues

Onno Boxma, Offer Kella, Michel Mandjes

In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and…

math.PR2019

Single-server queues under overdispersion in the heavy-traffic regime

Onno Boxma, Mariska Heemskerk, Michel Mandjes

This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the num…

math.PR2017★ 2 cited

Occupation times for the finite buffer fluid queue with phase-type ON-times

N. J. Starreveld, R. Bekker, M. Mandjes

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fr…

math.PR2009★ 7 cited

On convergence to stationarity of fractional Brownian storage

Michel Mandjes, Ilkka Norros, Peter Glynn

With denoting the running maximum of a fractional Brownian motion with negative drift, this paper studies the rate of convergence of $\mat…