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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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Transient analysis of Markov-fluid-driven queues
Es-Saghouani, Abdelghafour; Mandjes, Michel - In: Top : transactions in operations research 19 (2011) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10009271636
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Fast simulation of Markov modulated fluid models
Ridder, Ad - 1995
Persistent link: https://www.econbiz.de/10000905138
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Finding the conjugate of Markov fluid processes
Mandjes, Michel - 1995
Persistent link: https://www.econbiz.de/10000905140
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Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources
Boots, Nam Kyoo; Mandjes, Michel - 2001
Persistent link: https://www.econbiz.de/10001585023
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The shape of the loss curve and the impact of long-range dependence on network performance
Mandjes, Michel; Boots, Nam Kyoo - 2001
Persistent link: https://www.econbiz.de/10001585028
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Tail Distribution of the Maximum of Correlated Gaussian Random Variables
Botev, Zdravko - 2015
In this article we consider the efficient estimation of the tail distribution of the maximum of correlated normal random variables. We show that the currently recommended Monte Carlo estimator has difficulties in quantifying its precision, because its sample variance estimator is an inefficient...
Persistent link: https://www.econbiz.de/10013010233
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Affine storage and insurance risk models
Boxma, Onno; Mandjes, Michel - In: Mathematics of operations research 46 (2021) 4, pp. 1282-1302
Persistent link: https://www.econbiz.de/10012796641