Search Results - "Mandjes, Michel"

Introductory editorial: December 2021 by Mandjes, Michel

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Statistical inference for a quasi birth-death model of RNA transcription by de Gunst, Mathisca, Mandjes, Michel, Sollie, Birgit

“…A birth-death process of which the births follow a hypoexponential distribution with L phases and are controlled by an on/off mechanism, is a population…”
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Shot-noise queueing models by Boxma, Onno, Mandjes, Michel

“…We provide a survey of so-called shot-noise queues: queueing models with the special feature that the server speed is proportional to the amount of work it…”
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Large deviations for acyclic networks of queues with correlated Gaussian inputs by Zubeldia, Martin, Mandjes, Michel

“…We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a…”
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A multiplicative version of the Lindley recursion by Boxma, Onno, Löpker, Andreas, Mandjes, Michel, Palmowski, Zbigniew

“…This paper presents an analysis of the stochastic recursion W i + 1 = [ V i W i + Y i ] + that can be interpreted as an autoregressive process of order 1,…”
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Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process by Boxma, Onno, Hinze, Fabian, Mandjes, Michel

“…We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the…”
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Internet of Drones: Improving Multipath TCP over WiFi with Federated Multi-Armed Bandits for Limitless Connectivity by Pokhrel, Shiva, Mandjes, Michel

“…We consider multipath TCP (MPTCP) flows over the data networking dynamics of IEEE 802.11ay for drone surveillance of areas using high-definition video…”
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A Numerical Approach to Stability of Multiclass Queueing Networks by Leahu, Haralambie, Mandjes, Michel, Oprescu, Ana-Maria

“…The multiclass queueing network (McQN) arises as a natural multiclass extension of the traditional (single-class) Jackson network. In a single-class network,…”
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Regime switching affine processes with applications to finance by van Beek, Misha, Mandjes, Michel, Spreij, Peter, Winands, Erik

“…We introduce the notion of a regime switching affine process. Informally this is a Markov process that behaves conditionally on each regime as an affine…”
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Central limit theorem for the principal eigenvalue and eigenvector of Chung–Lu random graphs by Dionigi, Pierfrancesco, Garlaschelli, Diego, Subhra Hazra, Rajat, den Hollander, Frank, Mandjes, Michel

“…Abstract A Chung–Lu random graph is an inhomogeneous Erdős–Rényi random graph in which vertices are assigned average degrees, and pairs of vertices are…”
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First Passage of a Markov Additive Process and Generalized Jordan Chains by D‘Auria, Bernardo, Ivanovs, Jevgenijs, Kella, Offer, Mandjes, Michel

“…In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized…”
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Asymptotic analysis of Lévy-driven tandem queues by Lieshout, Pascal, Mandjes, Michel

“…We analyze tail asymptotics of a two-node tandem queue with spectrally-positive Lévy input. A first focus lies in the tail probabilities of the type ℙ( Q 1 > α…”
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Editorial by Mandjes, Michel

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Editorial by Mandjes, Michel

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Editorial by Mandjes, Michel

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Multivariate M/G/1 systems with coupled input and parallel service by Mandjes, Michel

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Autonomic Parameter Tuning of Anomaly-Based IDSs: an SSH Case Study by Sperotto, A., Mandjes, M., Sadre, R., de Boer, P., Pras, A.

“…Anomaly-based intrusion detection systems classify network traffic instances by comparing them with a model of the normal network behavior. To be effective,…”
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The Cramér-Lundberg model with a fluctuating number of clients by Braunsteins, Peter, Mandjes, Michel

“…This paper considers the Cramér-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a…”
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On the area between a Lévy process with secondary jump inputs and its reflected version by Kella, Offer, Mandjes, Michel

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Obituary Narahari Umanath (‘Uma’) Prabhu (April 25th, 1924–October 14th, 2022) by Kulkarni, Vidyadhar, Mandjes, Michel

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