34 citations · 56 across the 7 of their papers we have counts for
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Refined large deviations asymptotics for Markov-modulated infinite-server systems
Joke Blom, Koen De Turck, Michel Mandjes
Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Marko…
Functional central limit theorems for Markov-modulated infinite-server systems
Joke Blom, Koen de Turck, Michel Mandjes
In this paper we study the Markov-modulated M/M/ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system'…
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…
Analysis of Markov-modulated infinite-server queues in the central-limit regime
Joke Blom, Koen De Turck, Michel Mandjes
This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1…
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…