46 citations · 46 across the 2 of their papers we have counts for
2 papers
math.PR2025
Markovian multivariate Hawkes population processes: Efficient evaluation of moments
R. S. Karim, R. J. A. Laeven, M +1
We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in…
math.PR2005★ 46 cited
Sample-path large deviations for tandem and priority queues with Gaussian inputs
Michel Mandjes, Miranda van Uitert
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (tw…