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Exact multivariate workload asymptotics
Es-Saghouani, A.; Mandjes, Michel - In: Mathematical methods of operations research 78 (2013) 3, pp. 405-415
Persistent link: https://www.econbiz.de/10010227444
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Asymptotics of the area under the graph of a Lévy-driven workload process
Blanchet, J.; Mandjes, Michel - In: Operations research letters 41 (2013) 6, pp. 730-736
Persistent link: https://www.econbiz.de/10010236009
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Refined large deviations asymptotics for Markov-modulated infinite-server systems
Blom, Joke; De Turck, Koen; Mandjes, Michel - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1036-1044
Persistent link: https://www.econbiz.de/10011695479
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The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter; Mandjes, Michel - In: Insurance / Mathematics & economics 112 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
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Exact multivariate workload asymptotics
Es-Saghouani, A.; Mandjes, M. - In: Mathematical Methods of Operations Research 78 (2013) 3, pp. 405-415
This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample...
Persistent link: https://www.econbiz.de/10010950097
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Exact multivariate workload asymptotics
Es-Saghouani, A.; Mandjes, M. - In: Computational Statistics 78 (2013) 3, pp. 405-415
This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample...
Persistent link: https://www.econbiz.de/10010759301