75 citations · 80 across the 7 of their papers we have counts for
7 papers
Exact analysis of transient behavior of finite-capacity MAP-driven queues
Michel Mandjes, Daniël Rutgers, Werner Scheinhardt
This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltj…
A Stochastic Fluid Model Approach to the Stationary Distribution of the Maximum Priority Process
Hiska M. Boelema, Daan J. J. Dams, Malgorzata M. O'Reilly +2
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a…
Path-ZVA: general, efficient and automated importance sampling for highly reliable Markovian systems
Daniel Reijsbergen, Pieter-Tjerk de Boer, Werner Scheinhardt +1
We introduce Path-ZVA: an efficient simulation technique for estimating the probability of reaching a rare goal state before a regeneration state in a (discrete-time) Markov chain.…
Computing the Drift of Random Walks in Dependent Random Environments
Werner R. W. Scheinhardt, Dirk P. Kroese
Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes h…
Diffusion Parameters of Flows in Stable Multi-class Queueing Networks
Sarat Babu Moka, Yoni Nazarathy, Werner Scheinhardt
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under…
In-Degree and PageRank of Web pages: Why do they follow similar power laws?
N. Litvak, W. R. W. Scheinhardt, Y. Volkovich
The PageRank is a popularity measure designed by Google to rank Web pages. Experiments confirm that the PageRank obeys a `power law' with the same exponent as the In-Degree. This p…
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
D. P. Kroese, W. R. W. Scheinhardt, P. G. Taylor
Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node ta…