1 citations · 3 across the 3 of their papers we have counts for
3 papers
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…