activity
20152022
most citedA large deviations principle for infinite-server queues in a random environment

1 citations · 3 across the 4 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

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…