activity
20142022
most citedMarkov-modulated Ornstein-Uhlenbeck processes

34 citations · 39 across the 8 of their papers we have counts for

collaborators

8 papers

math.ST2022

Nonparametric testing via partial sorting

Krzysztof Bisewski, H. M. Jansen, Yoni Nazarathy

In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlyi…

math.OC2021★ 1 cited

Combining Optimisation and Simulation Using Logic-Based Benders Decomposition

Michael Forbes, Mitchell Harris, Marijn Jansen +2

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is t…

math.OC2020

Traffic Equations for Fluid Networks with Overflows

S. Fleuren, H. M. Jansen, E. Lefeber +1

Many real life queueing networks have finite buffers with overflows. To understand the behavior of such networks, we consider traffic equations that generalize the traffic equation…

math.PR2017★ 1 cited

Diffusion limits for networks of Markov-modulated infinite-server queues

H. M. Jansen, M. Mandjes, K. De Turck +1

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evo…

math.PR2017★ 1 cited

Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain

H. M. Jansen

Our aim is to find sufficient conditions for weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain. First, we study properties of…

math.PR2015★ 1 cited

A large deviations principle for infinite-server queues in a random environment

H. M. Jansen, M. R. H. Mandjes, K. De Turck +1

This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general càd…