David T. Koops

activity

20152017

\cdot / G /\infty

Server Queues with Shot-Noise-Driven Arrival Intensities

26 citations · 26 across the 1 of their papers we have counts for

collaborators

3 papers

math.PR2017

Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation

Onno Boxma, Ewan Cahen, David Koops +1

We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point i…

math.PR2016★ 26 cited

Networks of $\cdot / G /\infty$ Server Queues with Shot-Noise-Driven Arrival Intensities

David Koops, Michel Mandjes, Onno Boxma

We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise…

math.PR2015

A Tandem Fluid Network with Lévy Input in Heavy Traffic

David T. Koops, Onno J. Boxma, Michel R. H. Mandjes

In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of Lévy input, covering compound Poisson, $α$ -stab…

Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation

Networks of ⋅/G/∞ Server Queues with Shot-Noise-Driven Arrival Intensities

A Tandem Fluid Network with Lévy Input in Heavy Traffic

Networks of $\cdot / G /\infty$ Server Queues with Shot-Noise-Driven Arrival Intensities