Prof. dr. M.R.H. (Michel) Mandjes
Hoogleraar FNWI / Gasthoogleraar FEB
Faculteit Economie en Bedrijfskunde
Faculteit der Natuurwetenschappen, Wiskunde en Informatica
Bezoekadres
- Science Park 105
- Kamernummer: F3.37
Postadres
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Postbus 94248
1090 GE Amsterdam
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Postbus 94248
1090 GE Amsterdam
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Publicaties
- refereed (278)
- wetenschappelijk (2)
- vakpublicatie (4)
- populair wetenschappelijk (1)
- congresbijdragen (1)
- erkenning (3)
- supervised theses (2)
- working papers / preprints (3)
2024
Chan, K. M. D., Duivenvoorden, R., Flache, A., & Mandjes, M. (2024). A relative approach to opinion formation. Journal of Mathematical Sociology, 48(1), 1-41. Advance online publication. https://doi.org/10.1080/0022250X.2022.2036142 [details]- Mahes, R., Mandjes, M., & Boon, M. (2024). Adaptive appointment scheduling with periodic updates. Computers and Operations Research, 161, Article 106437. https://doi.org/10.1016/j.cor.2023.106437 [details]
- Mahes, R., Mandjes, M., Boon, M., & Taylor, P. (2024). Adaptive scheduling in service systems: A Dynamic programming approach. European Journal of Operational Research, 312(2), 605-626. https://doi.org/10.1016/j.ejor.2023.06.026 [details]
- Meylahn, B. V., den Boer, A. V., & Mandjes, M. R. H. (2024). Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning. Chaos, 34(6), Article 063119. https://doi.org/10.1063/5.0205136
- Meylahn, B. V., den Boer, A. V., & Mandjes, M. R. H. (2024). Trusting: Alone and together. Journal of Mathematical Sociology, 48(4), 424-478. https://www.tandfonline.com/doi/full/10.1080/0022250X.2024.2340135#abstract
- Schiphorst, B., Mandjes, M., Spreij, P., & Winands, E. (2024). A Structural Credit Risk Model with Default Contagion. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, & V. Touzé (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 280-285). Springer. https://doi.org/10.1007/978-3-031-64273-9_46
2023
- Boxma, O., Kella, O., & Mandjes, M. (2023). On fluctuation-theoretic decompositions via Lindley-type recursions. Stochastic Processes and their Applications, 165, 316-336. https://doi.org/10.1016/J.SPA.2023.09.004 [details]
- Braunsteins, P., & Mandjes, M. (2023). The Cramér-Lundberg model with a fluctuating number of clients. Insurance: Mathematics and Economics, 112, 1-22. https://doi.org/10.1016/J.INSMATHECO.2023.05.007 [details]
- Braunsteins, P., den Hollander, F., & Mandjes, M. (2023). A sample-path large deviation principle for dynamic Erdős–Rényi random graphs. The Annals of Applied Probability, 33(4), 3278-3320. https://doi.org/10.1214/22-AAP1892 [details]
- Chan, K. M. D., & Mandjes, M. R. H. (2023). A Versatile Stochastic Dissemination Model. Methodology and Computing in Applied Probability, 25(3), Article 69. https://doi.org/10.1007/s11009-023-10041-2 [details]
- Dionigi, P., Garlaschelli, D., Subhra Hazra, R., den Hollander, F., & Mandjes, M. (2023). Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphs. Journal of Physics: Complexity, 4(1), Article 015008. https://doi.org/10.1088/2632-072X/ACB8F7 [details]
- Inoue, Y., Ravner, L., & Mandjes, M. (2023). Estimating Customer Impatience in a Service System With Unobserved Balking. Stochastic Systems, 13(2), 181-210. https://doi.org/10.1287/stsy.2022.0101 [details]
- Kella, O., & Mandjes, M. (2023). From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. Journal of Applied Probability, 60(1), 68-84. https://doi.org/10.1017/jpr.2022.24 [details]
- Kuiper, A., Mandjes, M., de Mast, J., & Brokkelkamp, R. (2023). A flexible and optimal approach for appointment scheduling in healthcare. Decision Sciences, 54(1), 85-100. Advance online publication. https://doi.org/10.1111/deci.12517 [details]
- Levering, N., Boon, M., & Mandjes, M. (2023). Estimating Probability Distributions of Travel Times by Fitting a Markovian Velocity Model. IEEE Transactions on Intelligent Transportation Systems, 24(11), 12372-12392. https://doi.org/10.1109/TITS.2023.3288359 [details]
- Pokhrel, S. R., & Mandjes, M. (2023). Internet of Drones: Improving Multipath TCP over WiFi with Federated Multi-Armed Bandits for Limitless Connectivity. Drones, 7(1), Article 30. https://doi.org/10.3390/drones7010030 [details]
- Storm, P. J., Kager, W., Mandjes, M., & Borst, S. (2023). Stability of a stochastic ring network. Performance Evaluation, 162, Article 102355. https://doi.org/10.1016/j.peva.2023.102355 [details]
- Zhou, H., Dorsman, J. L., Mandjes, M., & Snelder, M. (2023). On the use of common random numbers in activity-based travel demand modeling for scenario comparison. Transportation Planning and Technology, 46(3), 359-379. https://doi.org/10.1080/03081060.2023.2182784 [details]
- Zhou, H., Dorsman, J. L., Mandjes, M., & Snelder, M. (2023). Sustainable mobility strategies and their impact: a case study using a multimodal activity based model. Case Studies on Transport Policy, 11, Article 100945. https://doi.org/10.1016/j.cstp.2022.100945 [details]
2022
- Boxma, O. J., & Mandjes, M. R. H. (2022). Queueing and risk models with dependencies. Queueing Systems, 102(1-2), 69-86. https://doi.org/10.1007/s11134-022-09863-7 [details]
- Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76-98. https://doi.org/10.1016/j.insmatheco.2022.02.001 [details]
- Heemskerk, M., Mandjes, M., & Mathijsen, B. (2022). Staffing for many-server systems facing non-standard arrival processes. European Journal of Operational Research, 296(3), 900-913. https://doi.org/10.1016/j.ejor.2021.07.046 [details]
- Levering, N., Boon, M., Mandjes, M., & Núñez Queija, R. (2022). A framework for efficient dynamic routing under stochastically varying conditions. Transportation Research. Part B: Methodological, 160, 97-124. https://doi.org/10.1016/j.trb.2022.04.001 [details]
- Mandjes, M., & Sollie, B. (2022). A numerical approach to evaluating the transient distribution of a quasi birth-death process. Methodology and Computing in Applied Probability, 24(3), 1693-1715. Advance online publication. https://doi.org/10.1007/s11009-021-09882-6 [details]
- Peeters, Y., den Boer, A. V., & Mandjes, M. (2022). Continuous assortment optimization with logit choice probabilities under incomplete information. Operations Research, 70(3), 1613-1628. Advance online publication. https://doi.org/10.1287/opre.2021.2235 [details]
- van Kreveld, L., Mandjes, M., & Dorsman, J. L. (2022). Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain. Stochastic Systems, 12(3), 293-317. Advance online publication. https://doi.org/10.1287/stsy.2021.0086 [details]
2021
- Bisewski, K. L., Dębicki, K., & Mandjes, M. R. H. (2021). Bounds for expected supremum of fractional Brownian motion with drift. Journal of Applied Probability, 58(2), 411-427. https://doi.org/10.1017/jpr.2020.98 [details]
- Boxma, O., & Mandjes, M. (2021). Affine storage and insurance risk models. Mathematics of operations research, 46(4), 1282-1302. https://doi.org/10.1287/moor.2020.1097 [details]
- Boxma, O., & Mandjes, M. (2021). Shot-noise queueing models. Queueing Systems, 99(1-2), 121-159. https://doi.org/10.1007/s11134-021-09708-9 [details]
- Boxma, O., Heemskerk, M., & Mandjes, M. (2021). Single-server queues under overdispersion in the heavy-traffic regime. Stochastic Models, 37(1), Article 197-230. Advance online publication. https://doi.org/10.1080/15326349.2020.1840394 [details]
- Boxma, O., Löpker, A., Mandjes, M., & Palmowski, Z. (2021). A multiplicative version of the Lindley recursion. Queueing Systems, 98(3-4), 225-245. https://doi.org/10.1007/s11134-021-09698-8 [details]
- Delsing, G., & Mandjes, M. (2021). A transient Cramér-Lundberg model with applications to credit risk. Journal of Applied Probability, 58(3), 721-745. https://doi.org/10.1017/jpr.2020.114 [details]
- Dionigi, P., Garlaschelli, D., den Hollander, F., & Mandjes, M. (2021). A spectral signature of breaking of ensemble equivalence for constrained random graphs. Electronic Communications in Probability, 26, Article 67. https://doi.org/10.1214/21-ECP432 [details]
- Kuiper, A., de Mast, J., & Mandjes, M. (2021). The problem of appointment scheduling in outpatient clinics: A multiple case study of clinical practice. Omega, 98, Article 102122. Advance online publication. https://doi.org/10.1016/j.omega.2019.102122 [details]
- Mandjes, M., & Ravner, L. (2021). Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Stochastic Processes and their Applications, 133, 41-73. https://doi.org/10.1016/j.spa.2020.11.005 [details]
- Moka, S., Juneja, S., & Mandjes, M. (2021). Rejection and importance sampling based perfect simulation for Gibbs processes with a focus on hard-sphere models. Advances in Applied Probability, 53(3), 839-885. https://doi.org/10.1017/apr.2021.1 [details]
- Zhou, H., Dorsman, J. L., Snelder, M., Mandjes, M., & Romph, E. D. (2021). Effective determination of MaaS trip modes in activity-based demand modelling. In P. Bonnel, & G. Monchambert (Eds.), hEART 2020: 9th European Association for Research in Transportation, February 3-4 2021 hEART. https://transp-or.epfl.ch/heart/2020.php [details]
- Zubeldia, M., & Mandjes, M. (2021). Large deviations for acyclic networks of queues with correlated Gaussian inputs. Queueing Systems, 98, 333-371. https://doi.org/10.1007/s11134-021-09689-9 [details]
- Zubeldia, M., & Mandjes, M. (2021). Learning traffic correlations in multi-class queueing systems by sampling queue lengths, with routing applications. Performance Evaluation, 152, Article 102243. https://doi.org/10.1016/j.peva.2021.102243 [details]
- de Gunst, M., Hautphenne, S., Mandjes, M., & Sollie, B. (2021). Parameter estimation for multivariate population processes: a saddlepoint approach. Stochastic Models, 37(1), Article 168-196. https://doi.org/10.1080/15326349.2020.1832895 [details]
- de Kemp, M. A., Mandjes, M., & Olver, N. (2021). Performance of the smallest-variance-first rule in appointment sequencing. Operations Research, 69(6), 1909-1935. Advance online publication. https://doi.org/10.1287/opre.2020.2025 [details]
- van Kreveld, L. R., Boxma, O. J., Dorsman, J. L., & Mandjes, M. R. H. (2021). Scaling limits for closed product-form queueing networks. Performance Evaluation, 151, Article 102220. Advance online publication. https://doi.org/10.1016/j.peva.2021.102220 [details]
2020
- Berkelmans, W., Cichocka, A., & Mandjes, M. (2020). The correlation function of a queue with Lévy and Markov additive input. Stochastic Processes and their Applications, 130(3), 1713-1734. https://doi.org/10.1016/j.spa.2019.05.015 [details]
- Boxma, O., Löpker, A., & Mandjes, M. (2020). On two classes of reflected autoregressive processes. Journal of Applied Probability, 57(2), 657-678. https://doi.org/10.1017/jpr.2020.6 [details]
- Constantinescu, C., Delsing, G., Mandjes, M., & Rojas Nandayapa, L. (2020). A ruin model with a resampled environment. Scandinavian Actuarial Journal, 2020(4), 323-341. https://doi.org/10.1080/03461238.2019.1667424 [details]
- Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4 [details]
- Kella, O., & Mandjes, M. R. H. (in press). Monotonicity properties for bivariate supermodular functions of coordinates of stochastically monotone Markov processes. Journal of Applied Probability. https://www.researchgate.net/publication/343568515_Monotonicity_properties_for_bivariate_supermodular_functions_of_coordinates_of_stochastically_monotone_Markov_processes
- Saxena, M., Boxma, O. J., & Mandjes, M. (2020). An Infinite-Server System with Lévy Shot-Noise Modulation: Moments and Asymptotics. Markov Processes and Related Fields, 26(4), 757-778. http://math-mprf.org/journal/articles/id1595/ [details]
- Serra, P., & Mandjes, M. (2020). Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. Computational Statistics and Data Analysis, 144, Article 106886. https://doi.org/10.1016/j.csda.2019.106886 [details]
- Storm, P. J., Bhulai, S., Kager, W., & Mandjes, M. (2020). Roundabout model with on-ramp queues: Exact results and scaling approximations. Physical Review E, 101(1), Article 012311. https://doi.org/10.1103/PhysRevE.101.012311 [details]
- van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2 [details]
- van Kreveld, L. R., Boxma, O. J., Dorsman, J. L., & Mandjes, M. R. H. (2020). Scaling analysis of an extended machine-repair model. In Proceedings of the 13th EAI International Conference on Performance Evaluation Methodologies and Tools: VALUETOOLS 2020 : May 18-20, 2020, Tsukuba, Japan (pp. 172-179). The Association for Computing Machinery. https://doi.org/10.1145/3388831.3388835 [details]
2019
- Abhishek, A., Boon, M. A. A., & Mandjes, M. (2019). Generalized gap acceptance models for unsignalized intersections. Mathematical Methods of Operations Research, 89(3), 385-409. https://doi.org/10.1007/s00186-019-00662-0 [details]
- Abhishek, A., Boon, M. A. A., Mandjes, M., & Núñez-Queija, R. (2019). Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. European Journal of Operational Research, 273(3), 1026-1035. https://doi.org/10.1016/j.ejor.2018.09.049 [details]
- Bisewski, K., Crommelin, D., & Mandjes, M. (2019). Rare event simulation for steady-state probabilities via recurrency cycles. Chaos, 29(3), Article 033131. https://doi.org/10.1063/1.5080296 [details]
- Boxma, O. J., Cahen, E. J., Koops, D., & Mandjes, M. (2019). Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation. Methodology and Computing in Applied Probability, 21(1), 125–153. https://doi.org/10.1007/s11009-018-9644-1 [details]
- Boxma, O., Kella, O., & Mandjes, M. (2019). Infinite-server systems with Coxian arrivals. Queueing Systems, 92(3-4), 233-255. https://doi.org/10.1007/s11134-019-09613-2 [details]
- Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001 [details]
- Frolkova, M., & Mandjes, M. (2019). A Bitcoin-inspired infinite-server model with a random fluid limit. Stochastic Models, 35(1), 1-32. https://doi.org/10.1080/15326349.2018.1559739 [details]
- Heemskerk, M., & Mandjes, M. (2019). Exact asymptotics in an infinite-server system with overdispersed input. Operations Research Letters, 47(6), 513-520. https://doi.org/10.1016/j.orl.2019.09.003 [details]
- Jansen, H. M., Mandjes, M., De Turck, K., & Wittevrongel, S. (2019). Diffusion limits for networks of Markov-modulated infinite-server queues. Performance Evaluation, 135, 18. Article 102039. https://doi.org/10.1016/j.peva.2019.102039 [details]
- Kuhn, J., Mandjes, M., & Taimre, T. (2019). Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length. Methodology and Computing in Applied Probability, 21(1), 25-42. https://doi.org/10.1007/s11009-018-9636-1 [details]
- Malsagov, A., & Mandjes, M. (2019). Approximations for reflected fractional Brownian motion. Physical Review E, 100(3), Article 032120. https://doi.org/10.1103/PhysRevE.100.032120 [details]
- Mandjes, M., & Robert, P. (2019). Introduction to special issue: The IFIP Performance 2018 conference. Queueing Systems, 91(3-4), 205-206. https://doi.org/10.1007/s11134-019-09607-0 [details]
- Mandjes, M., Starreveld, N., Bekker, R., & Spreij, P. (2019). Dynamic Erdős-Rényi Graphs. In B. Steffen, & G. Woeginger (Eds.), Computing and Software Science : State of the Art and Perspectives (pp. 123-140). (Lecture Notes in Computer Science; Vol. 10000). Springer. https://doi.org/10.48550/arXiv.1703.05505, https://doi.org/10.1007/978-3-319-91908-9_8 [details]
- Ravner, L., Boxma, O., & Mandjes, M. (2019). Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process. Bernoulli, 25(4B), 3734–3761. https://doi.org/10.3150/19-BEJ1109 [details]
- Zhou, H., Dorsman, J. L., Snelder, M., Romph, de, E., & Mandjes, M. R. H. (2019). GPU-based Parallel Computing for Activity-based Travel Demand Models. In E. Shakshuki (Ed.), The 10th International Conference on Ambient Systems, Networks and Technologies (ANT 2019) / The 2nd International Conference on Emerging Data and Industry 4.0 (EDI40 2019) / Affiliated Workshops (Vol. 151, pp. 726-732). (Procedia Computer Science). Elsevier. https://doi.org/10.1016/j.procs.2019.04.097 [details]
- de Gunst, M., Knapik, B., Mandjes, M., & Sollie, B. (2019). Parameter estimation for a discretely observed population process under Markov-modulation. Computational Statistics and Data Analysis, 140, 88-103. https://doi.org/10.1016/j.csda.2019.06.008 [details]
2018
- Bisewski, K., Crommelin, D., & Mandjes, M. (2018). Controlling the time discretization bias for the supremum of brownian motion. ACM Transactions on Modeling and Computer Simulation, 28(3), Article 24. https://doi.org/10.1145/3177775 [details]
- Bisewski, K., Crommelin, D., & Mandjes, M. (2018). Simulation-based assessment of the stationary tail distribution of a stochastic differential equation. In M. Rabe, A. A. Juan, N. Mustafee, A. Skoogh, S. Jain, & B. Johansson (Eds.), WSC'18: proceedings of the 2018 Winter Simulation Conference, December 9-12, 2018, Gothenburg, Sweden : Simulation for a noble cause (pp. 1742-1753). (Proceedings of the Winter Simulation Conference; Vol. 2018). IEEE. https://doi.org/10.1109/WSC.2018.8632197 [details]
- Cahen, E. J., Mandjes, M., & Zwart, B. (2018). Estimating Large Delay Probabilities in Two Correlated Queues. ACM Transactions on Modeling and Computer Simulation, 28(1), Article 2. https://doi.org/10.1145/3158667 [details]
- Fiems, D., Mandjes, M., & Patch, B. (2018). Networks of infinite-server queues with multiplicative transitions. Performance Evaluation, 123-124, 35-49. https://doi.org/10.1016/j.peva.2018.03.003 [details]
- Garlaschelli, D. (Guest ed.), van der Hofstad, R. (Guest ed.), den Hollander, F. (Guest ed.), & Mandjes, M. (Guest ed.) (2018). Special Issue on Complex Networks. Journal of Statistical Physics, 173(3-4), 439-1320. https://link.springer.com/journal/10955/173/3
- Garlaschelli, D., van der Hofstad, R., den Hollander, F., & Mandjes, M. (2018). Special Issue of Journal of Statistical Physics Devoted to Complex Networks. Journal of Statistical Physics, 173(3-4), 439-447. https://doi.org/10.1007/s10955-018-2166-y [details]
- Koops, D. T., Saxena, M., Boxma, O. J., & Mandjes, M. (2018). Infinite-server queues with Hawkes input. Journal of Applied Probability, 55(3), 920-943. https://doi.org/10.1017/jpr.2018.58 [details]
- Kuhn, J., & Mandjes, M. (2018). Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Stochastic Models, 34(2), 239-267. https://doi.org/10.1080/15326349.2018.1458629 [details]
- Kuhn, J., Mandjes, M., & Taimre, T. (2018). Exact asymptotics of sample-mean related rare-event probabilities. Probability in the Engineering and Informational Sciences, 32(2), 207-228. https://doi.org/10.1017/S0269964816000541 [details]
- Mandjes, M., Starreveld, N. J., & Bekker, R. (2018). Queues on a Dynamically Evolving Graph. Journal of Statistical Physics, 173(3-4), 1124-1148. https://doi.org/10.1007/s10955-018-2036-7 [details]
- Starreveld, N. J., Bekker, R., & Mandjes, M. (2018). Occupation times for the finite buffer fluid queue with phase-type ON-times. Operations Research Letters, 46(1), 27-32. https://doi.org/10.1016/j.orl.2017.10.012 [details]
- Starreveld, N., Bekker, R., & Mandjes, M. (2018). Occupation times of alternating renewal processes with Lévy applications. Journal of Applied Probability, 55(4), 1287-1308. https://doi.org/10.1017/jpr.2018.86 [details]
- den Hollander, F., Mandjes, M., Roccaverde, A., & Starreveld, N. J. (2018). Ensemble equivalence for dense graphs. Electronic Journal Of Probability, 23, Article 12. https://doi.org/10.1214/18-EJP135 [details]
2017
- Blom, J., De Turck, K., & Mandjes, M. (2017). Refined large deviations asymptotics for Markov-modulated infinite-server systems. European Journal of Operational Research, 259(3), 1036-1044. Advance online publication. https://doi.org/10.1016/j.ejor.2016.10.050 [details]
- Cahen, E. J., Mandjes, M., & Zwart, B. (2017). Rare event analysis and efficient simulation for a multidimensional ruin problem. Probability in the Engineering and Informational Sciences, 31(3), 265-283. https://doi.org/10.1017/S0269964816000553 [details]
- Dȩbicki, K., Liu, P., Mandjes, M., & Sierpińska-Tułacz, I. (2017). Lévy-driven GPS queues with heavy-tailed input. Queueing Systems, 85(3-4), 249-267. https://doi.org/10.1007/s11134-016-9510-1 [details]
- Heemskerk, M., Kuhn, J., & Mandjes, M. (2017). Rare-event analysis of mixed Poisson random variables, and applications in staffing. Performance Evaluation, 114, 56-77. https://doi.org/10.1016/j.peva.2017.03.006 [details]
- Heemskerk, M., van Leeuwaarden, J., & Mandjes, M. (2017). Scaling Limits for Infinite-server Systems in a Random Environment. Stochastic Systems, 7(1), 1-31. https://doi.org/10.1214/16-SSY214 [details]
- Jansen, H. M., Mandjes, M., De Turck, K., & Wittevrongel, S. (2017). Rare-event analysis of modulated Ornstein-Uhlenbeck processes. Performance Evaluation, 112, 1-14. Advance online publication. https://doi.org/10.1016/j.peva.2017.02.002 [details]
- Koops, D. T., Boxma, O. J., & Mandjes, M. R. H. (2017). Networks of · / G/ ∞ queues with shot-noise-driven arrival intensities. Queueing Systems, 86(3-4), 301-325. https://doi.org/10.1007/s11134-017-9520-7 [details]
- Kuiper, A., Mandjes, M., & de Mast, J. (2017). Optimal stationary appointment schedules. Operations Research Letters, 45(6), 549-555. https://doi.org/10.1016/j.orl.2017.08.002 [details]
- Leahu, H., Mandjes, M., & Oprescu, A.-M. (2017). A Numerical Approach to Stability of Multiclass Queueing Networks. IEEE Transactions on Automatic Control, 62(10), 5478-5484. https://doi.org/10.1109/TAC.2017.2699126 [details]
- Mandjes, M., & Spreij, P. (2017). A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein–Uhlenbeck model. Statistica Neerlandica, 71(3), 225-235. https://doi.org/10.1111/stan.12108 [details]
- Mandjes, M., Patch, B., & Walton, N. S. (2017). Detecting Markov Chain Instability: a Monto Carlo approach. Stochastic Systems, 7(2), 289-314. https://doi.org/10.1287/stsy.2017.0003 [details]
- Mandjes, M., Taylor, P. G., & De Turck, K. (2017). The Markov-modulated Erlang loss system. Performance Evaluation, 116, 53-69. https://doi.org/10.1016/j.peva.2017.08.005 [details]
- Moka, S. B., Juneja, S., & Mandjes, M. R. H. (2017). Analysis of perfect sampling methods for hard-sphere models. Performance Evaluation Review, 45(3), 69-75. https://doi.org/10.1145/3199524.3199536 [details]
- Serra, P., & Mandjes, M. (2017). Dimension estimation using random connection models. Journal of Machine Learning Research, 18, Article 138. https://www.jmlr.org/papers/volume18/16-232/16-232.pdf [details]
- den Boer, A. V., & Mandjes, M. (2017). Convergence rates of Laplace-transform based estimators. Bernoulli, 23(4A), 2533-2557. https://doi.org/10.3150/16-BEJ818 [details]
2016
- Abhishek, Mandjes, M., Boon, M., & Núñez-Queija , R. (2016). Congestion analysis of unsignalized intersections. In 2016 8th International Conference on Communication Systems and Networks (COMSNETS) IEEE. https://doi.org/10.1109/COMSNETS.2016.7439951 [details]
- Anderson, D., Blom, J., Mandjes, M., Thorsdottir, H., & de Turck, K. (2016). A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. Methodology and Computing in Applied Probability, 18(1), 153-168. Advance online publication. https://doi.org/10.1007/s11009-014-9405-8 [details]
- Asghari, N. M., & Mandjes, M. (2016). Transform-based evaluation of prices and Greeks of lookback options driven by Lévy processes. Journal of Computational Finance, 20(2), 67-100. https://doi.org/10.21314/JCF.2016.315 [details]
- Blom, J., De Turck, K., & Mandjes, M. (2016). Functional central limit theorems for Markov-modulated infinite-server systems. Mathematical Methods of Operations Research, 83(3), 351-372. https://doi.org/10.1007/s00186-016-0531-7 [details]
- Boxma, O., Mandjes, M., & Reed, J. (2016). On a class of reflected AR(1) processes. Journal of Applied Probability, 53(3), 818-832. https://doi.org/10.1017/jpr.2016.42 [details]
- Huang, G., Jansen, H. M., Mandjes, M., Spreij, P., & De Turck, K. (2016). Markov-modulated Ornstein-Uhlenbeck processes. Advances in Applied Probability, 48(1), 235-254. https://doi.org/10.1017/apr.2015.15 [details]
- Huang, G., Mandjes, M., & Spreij, P. (2016). Large deviations for Markov-modulated diffusion processes with rapid switching. Stochastic Processes and their Applications, 126(6), 1785-1818. https://doi.org/10.1016/j.spa.2015.12.005 [details]
- Jansen, H. M., Mandjes, M. R. H., De Turck, K., & Wittevrongel, S. (2016). A large deviations principle for infinite-server queues in a random environment. Queueing Systems, 82(1), 199-235. https://doi.org/10.1007/s11134-015-9470-x [details]
- Koops, D. T., Boxma, O. J., & Mandjes, M. R. H. (2016). A tandem fluid network with Lévy input in heavy traffic. Queueing Systems, 84(3), 355-379. https://doi.org/10.1007/s11134-016-9500-3 [details]
- Kuhn, J., Mandjes, M., & Taimre, T. (2016). Anomaly identification with limited sampling budget. In 2016 IEEE Information Theory Workshop (ITW 2016): Cambridge, United Kingdom, 11-14 September 2016 (pp. 216-220). (IEEE Conference Proceedings). IEEE. https://doi.org/10.1109/ITW.2016.7606827 [details]
- Lu, H., Pang, G., & Mandjes, M. (2016). A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Queueing Systems, 84(3), 381-406. https://doi.org/10.1007/s11134-016-9496-8 [details]
- Mandjes, M., & De Turck, K. (2016). Markov-modulated infinite-server queues driven by a common background process. Stochastic Models, 32(2), 206-232. https://doi.org/10.1080/15326349.2015.1100085 [details]
- Mandjes, M., & Spreij, P. (2016). Explicit Computations for Some Markov Modulated Counting Processes. In J. Kallsen, & A. Papapantoleon (Eds.), Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (pp. 63-89). (Springer Proceedings in Mathematics & Statistics; Vol. 189). Springer. https://doi.org/10.1007/978-3-319-45875-5_3 [details]
- Mandjes, M., & Taylor, P. (2016). The Running Maximum of a Level-Dependent Quasi-Birth-Death Process. Probability in the Engineering and Informational Sciences, 30(2), 212-223. https://doi.org/10.1017/S026996481500039X [details]
- Pokhrel, S. R., Panda, M., Vu, H. L., & Mandjes, M. (2016). TCP Performance over Wi-Fi: Joint Impact of Buffer and Channel Losses. IEEE Transactions on Mobile Computing, 15(5), 1279-1291. https://doi.org/10.1109/TMC.2015.2456883 [details]
- Starreveld, N. J., Bekker, R., & Mandjes, M. (2016). Transient analysis of one-sided Lévy-driven queues. Stochastic Models, 32(3), 481-512. https://doi.org/10.1080/15326349.2016.1170615 [details]
2015
- Asghari, N. M., Dębicki, K., & Mandjes, M. (2015). Exact tail asymptotics of the supremum attained by a Lévy process. Statistics & Probability Letters, 96(2015), 180-184. https://doi.org/10.1016/j.spl.2014.09.005 [details]
- Blom, J., De Turck, K., & Mandjes, M. (2015). Analysis of Markov-modulated Infinite-server Queues in the Central-limit Regime. Probability in the Engineering and Informational Sciences, 29(3), 433-459. https://doi.org/10.1017/S026996481500008X [details]
- Botev, Z. I., Mandjes, M., & Ridder, A. (2015). Tail distribution of the maximum of correlated Gaussian random variables. In L. Yilmaz, W. K. V. Chan, I. Moon, T. M. K. Roeder, C. Macal, & M. D. Rossetti (Eds.), Proceedings of the 2015 Winter Simulation Conference: December 6-9, 2015, Huntington Beach, CA (pp. 633-642). IEEE. https://doi.org/10.1109/WSC.2015.7408202 [details]
- Dębicki, K., & Mandjes, M. (2015). Queues and Lévy Fluctuation Theory. (Universitext). Springer. https://doi.org/10.1007/978-3-319-20693-6 [details]
- Ellens, W., Mandjes, M., van den Berg, H., Worm, D., & Błaszczuk, S. (2015). Performance evaluation using periodic system-state measurements. Performance Evaluation, 93, 27-46. https://doi.org/10.1016/j.peva.2015.07.004 [details]
- Foss, S., Juneja, S., Mandjes, M. R. H., & Moka, S. B. (2015). Spatial Loss Systems: Exact Simulation and Rare Event Behavior. Performance Evaluation Review, 43(2), 3-6. https://doi.org/10.1145/2825236.2825238 [details]
- Gruntjes, P., & Mandjes, M. (2015). A correlated overflow model with a view towards applications in credit risk. International Journal of Operational Research, 24(2), 121-131. https://doi.org/10.1504/IJOR.2015.071490 [details]
- Ivanovs, J., & Mandjes, M. (2015). Transient analysis of a stationary Lévy-driven queue. Statistics & Probability Letters, 107, 341-347. https://doi.org/10.1016/j.spl.2015.09.010 [details]
- Jansen, H. M., Mandjes, M. R. H., De Turck, K., & Wittevrongel, S. (2015). On the upper bound in Varadhan’s Lemma. Statistics & Probability Letters, 103, 24-29. https://doi.org/10.1016/j.spl.2015.04.005 [details]
- Kosiński, K. M., & Mandjes, M. (2015). Logarithmic asymptotics for multidimensional extremes under nonlinear scalings. Journal of Applied Probability, 52(1), 68-81. https://doi.org/10.1239/jap/1429282607 [details]
- Kuhn, J., Mandjes, M., & Nazarathy, Y. (2015). Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms. EAI Endorsed Transactions on Self-Adaptive Systems, 15(4), Article e5. https://doi.org/10.4108/icst.valuetools.2014.258207 [details]
- Kuhn, J., Mandjes, M., & Taimre, T. (2015). Mean Shift Detection for State Space Models. In T. Weber, M. J. McPhee, & R. S. Anderssen (Eds.), 21st International Congress on Modelling and Simulation: Broadbeach, Queensland, Australia from 29 November to 5 December 2015 (pp. 1703-1709). Australian National University : Modelling & Simulation Society of Australia & New Zealand. http://www.mssanz.org.au/modsim2015/J2/kuhn.pdf [details]
- Kuiper, A., & Mandjes, M. (2015). Appointment scheduling in tandem-type service systems. Omega, 57(B), 145-156. https://doi.org/10.1016/j.omega.2015.04.009 [details]
- Kuiper, A., & Mandjes, M. (2015). Practical principles in appointment scheduling. Quality and Reliability Engineering International, 31(7), 1127-1135. Advance online publication. https://doi.org/10.1002/qre.1863 [details]
- Kuiper, A., Kemper, B., & Mandjes, M. (2015). A computational approach to optimized appointment scheduling. Queueing Systems, 79(1), 5-36. https://doi.org/10.1007/s11134-014-9398-6 [details]
- Panda, M., Vu, H. L., Mandjes, M., & Pokhrel, S. R. (2015). Performance Analysis of TCP NewReno over a Cellular Last-Mile: Buffer and Channel Losses. IEEE Transactions on Mobile Computing, 14(8), 1629-1643. https://doi.org/10.1109/TMC.2014.2354040 [details]
2014
- Arendarczyk, M., Dȩbicki, K., & Mandjes, M. (2014). On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli, 20(2), 395-415. https://doi.org/10.3150/12-BEJ491 [details]
- Asghari, N. M., Mandjes, M., & Walid, A. (2014). Energy-ecient scheduling in multi-core servers. Computer Networks, 59, 33-43. https://doi.org/10.1016/j.bjp.2013.12.009 [details]
- Asghari, N. M., den Iseger, P., & Mandjes, M. (2014). Numerical Techniques in Lévy Fluctuation Theory. Methodology and Computing in Applied Probability, 16(1), 31-52. https://doi.org/10.1007/s11009-012-9296-5 [details]
- Blom, J., De Turck, K., Kella, O., & Mandjes, M. (2014). Tail asymptotics of a Markov-modulated infinite-server queue. Queueing Systems, 78(4), 337-357. https://doi.org/10.1007/s11134-014-9412-z [details]
- Blom, J., Kella, O., Mandjes, M., & Thorsdottir, H. (2014). Markov-modulated infinite-server queues with general service times. Queueing Systems, 76(4), 403-424. https://doi.org/10.1007/s11134-013-9368-4 [details]
- Ellens, W., Mandjes, M., Worm, D., & van den Berg, H. (2014). The effectiveness of throughput sampling for capacity management: a queueing approach. In A. Jamalipour, & D-J. Deng (Eds.), 2014 IEEE International Conference on Communications (ICC) (pp. 1197-1203). IEEE. https://doi.org/10.1109/ICC.2014.6883484 [details]
- Huang, G., Mandjes, M., & Spreij, P. (2014). Limit theorems for reflected Ornstein-Uhlenbeck processes. Statistica Neerlandica, 68(1), 25-42. https://doi.org/10.1111/stan.12021 [details]
- Huang, G., Mandjes, M., & Spreij, P. (2014). Weak convergence of Markov-modulated diffusion processes with rapid switching. Statistics & Probability Letters, 86, 74-79. https://doi.org/10.1016/j.spl.2013.12.013 [details]
- Kemper, B., Klaassen, C. A. J., & Mandjes, M. (2014). Optimized appointment scheduling. European Journal of Operational Research, 239(1), 243-255. https://doi.org/10.1016/j.ejor.2014.05.027 [details]
- Kuhn, J., Ellens, W., & Mandjes, M. (2014). Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach. In B. Sericola, M. Telek, & G. Horváth (Eds.), Analytical and Stochastic Modeling Techniques and Applications: 21st International Conference, ASMTA 2014, Budapest, Hungary, June 30-July 2, 2014: proceedings (pp. 170-184). (Lecture Notes in Computer Science; Vol. 8499). Springer. https://doi.org/10.1007/978-3-319-08219-6_12 [details]
- Mandjes, M. (2014). Generalized birthday problems in the large-deviations regime. Probability in the Engineering and Informational Sciences, 28(1), 83-99. https://doi.org/10.1017/S026996481300034X [details]
- Mata, F., Żuraniewski, P., Mandjes, M., & Mellia, M. (2014). Anomaly detection in diurnal data. Computer Networks, 60, 187-200. Advance online publication. https://doi.org/10.1016/j.bjp.2013.11.011 [details]
- de Turck, K. E. E. S., & Mandjes, M. R. H. (2014). Large deviations of an infinite-server system with a linearly scaled background process. Performance Evaluation, 75-76, 36-49. https://doi.org/10.1016/j.peva.2014.01.001 [details]
- van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf [details]
2013
- Asghari, N. M., Mandjes, M., & Walid, A. (2013). Optimizing energy management in multi-core servers. Performance Evaluation Review, 41(2), 38-40. https://doi.org/10.1145/2518025.2518031 [details]
- Blanchet, J., & Mandjes, M. (2013). Asymptotics of the area under the graph of a Lévy-driven workload process. Operations Research Letters, 41(6), 730-736. https://doi.org/10.1016/j.orl.2013.10.004 [details]
- Blom, J., & Mandjes, M. (2013). A large-deviations analysis of Markov-modulated infinite-server queues. Operations Research Letters, 41(3), 220-225. https://doi.org/10.1016/j.orl.2013.01.009 [details]
- Blom, J., De Turck, K., & Mandjes, M. (2013). A Central Limit Theorem for Markov-Modulated Infinite-Server Queues. In A. Dudin, & K. De Turck (Eds.), Analytical and Stochastic Modeling Techniques and Applications: 20th International Conference, ASMTA 2013, Ghent, Belgium, July 8-10, 2013 : proceedings (pp. 81-95). (Lecture Notes in Computer Science; Vol. 7984). Springer. https://doi.org/10.1007/978-3-642-39408-9_7 [details]
- Blom, J., De Turck, K., & Mandjes, M. (2013). Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit. Stochastic Models, 29(4), 463-474. https://doi.org/10.1080/15326349.2013.838511 [details]
- Blom, J., Mandjes, M., & Thorsdottir, H. (2013). Time-Scaling Limits for Markov-Modulated Infinite-Server Queues. Stochastic Models, 29(1), 112-127. https://doi.org/10.1080/15326349.2013.750536 [details]
- Callegari, C., Coluccia, A., D'Alconzo, A., Ellens, W., Giordano, S., Mandjes, M., Pagano, P., Pepe, T., Ricciato, F., & Żuraniewski, P. (2013). A Methodological Overview on Anomaly Detection. In E. Biersack, C. Callegari, & M. Matijasevic (Eds.), Data traffic monitoring and analysis: from measurement, classification, and anomaly detection to quality of experience (pp. 148-183). (Lecture Notes in Computer Science; No. 7754). Springer. https://doi.org/10.1007/978-3-642-36784-7_7 [details]
- Dȩbicki, K., Mandjes, M., & Sierpińska-Tułacza, I. (2013). Transient analysis of Lévy-driven tandem queues. Statistics & Probability Letters, 83(7), 1776-1781. https://doi.org/10.1016/j.spl.2013.03.028 [details]
- Ellens, W., Żuraniewski, P., Sperotto, A., Schotanus, H., Mandjes, M., & Meeuwissen, E. (2013). Flow-Based Detection of DNS Tunnels. In G. Doyen, M. Waldburger, P. Čeleda, A. Sperotto, & B. Stiller (Eds.), Emerging Management Mechanisms for the Future Internet: 7th IFIP WG 6.6 international conference on autonomous infrastructure management, and security, AIMS 2013, Barcelona, Spain, June 25-28, 2013, proceedings (pp. 124-135). (Lecture Notes in Computer Science; Vol. 7943). Springer. https://doi.org/10.1007/978-3-642-38998-6_16 [details]
- Es-Saghouani, A., & Mandjes, M. (2013). Exact multivariate workload asymptotics. Mathematical Methods of Operations Research, 78(3), 405-415. https://doi.org/10.1007/s00186-013-0450-9 [details]
- Juneja, S., & Mandjes, M. (2013). Overlap problems on the circle. Advances in Applied Probability, 45(3), 773-790. https://doi.org/10.1017/S0001867800006571 [details]
- Kaynar, B., & Mandjes, M. (2013). Estimation of the workload correlation in a Markov fluid queue. Queueing Systems, 73(4), 407-424. https://doi.org/10.1007/s11134-013-9352-z [details]
- Kella, O., & Mandjes, M. (2013). Transient analysis of reflected Lévy processes. Statistics & Probability Letters, 83(10), 2308-2315. https://doi.org/10.1016/j.spl.2013.06.008 [details]
- Koot, M., Mandjes, M., van 't Noordende, G., & de Laat, C. (2013). A probabilistic perspective on re-identifiability. Mathematical Population Studies, 20(3), 155-171. Advance online publication. https://doi.org/10.1080/08898480.2013.816222 [details]
- Mandjes, M., & Żuraniewski, P. (2013). Changepoint Detection Techniques for VoIP Traffic. In E. Biersack, C. Callegari, & M. Matijasevic (Eds.), Data traffic monitoring and analysis (pp. 184-201). (Lecture Notes in Computer Science; No. 7754). Springer. https://doi.org/10.1007/978-3-642-36784-7_8 [details]
- den Iseger, P., Gruntjes, P., & Mandjes, M. (2013). A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Mathematical Methods of Operations Research, 78(1), 101-118. https://doi.org/10.1007/s00186-013-0434-9 [details]
- Żuraniewski, P., Mandjes, M., van den Berg, H., & Malhotra, R. (2013). Resource Allocation in a Multiple-Priority Buffered Link. In A. Dudin, & K. De Turck (Eds.), Analytical and Stochastic Modeling Techniques and Applications: 20th International Conference, ASMTA 2013, Ghent, Belgium, July 8-10, 2013 : proceedings (pp. 457-471). (Lecture Notes in Computer Science; Vol. 7984). Springer. https://doi.org/10.1007/978-3-642-39408-9_32 [details]
2012
- D'Auria, B., Ivanovs, J., Kella, O., & Mandjes, M. (2012). Two-sided reflection of Markov-modulated Brownian motion. Stochastic Models, 28(2), 316-332. https://doi.org/10.1080/15326349.2012.672285 [details]
- Dębicki, K., & Mandjes, M. (2012). Lévy-driven queues. Surveys in Operations Research and Management Science, 17(1), 15-37. https://doi.org/10.1016/j.sorms.2011.08.001 [details]
- Dębicki, K., Kosiński, K. M., & Mandjes, M. (2012). Gaussian queues in light and heavy traffic. Queueing Systems, 71(1-2), 137-149. https://doi.org/10.1007/s11134-011-9270-x [details]
- Dębicki, K., Kosiński, K. M., & Mandjes, M. (2012). On the infimum attained by a reflected Lévy process. Queueing Systems, 70(1), 23-35. https://doi.org/10.1007/s11134-011-9257-7 [details]
- Hellings, T., Mandjes, M., & Blom, J. (2012). Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Stochastic Models, 28(3), 452-477. https://doi.org/10.1080/15326349.2012.699759 [details]
- Kemper, B., & Mandjes, M. (2012). Mean sojourn time in two-queue fork-join systems: bounds and approximations. OR Spectrum, 34(3), 723-742. Advance online publication. https://doi.org/10.1007/s00291-010-0235-y [details]
- Koot, M. R., & Mandjes, M. R. H. (2012). The analysis of singletons in generalized birthday problems. Probability in the Engineering and Informational Sciences, 26(2), 245-262. https://doi.org/10.1017/S0269964811000350 [details]
- Mandjes, M., Palmowski, Z., & Rolski, T. (2012). Quasi-stationary workload in a Lévy-driven storage system. Stochastic Models, 28(3), 413-432. Advance online publication. https://doi.org/10.1080/15326349.2012.699753 [details]
- Mata, F., Zuraniewski, P., Mandjes, M., & Mellia, M. (2012). Anomaly detection in VoIP traffic with trends. In A. Jajszczyk, & Z. Papir (Eds.), 2012 24th International Teletraffic Congress (ITC 24): 4-7 September, Kraków, Poland: final program (pp. 9-16). IEEE. http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=6324498 [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2012). On Efficiency of Multilevel Splitting. Communications in Statistics: Simulation and Computation, 41(6), 890-904. https://doi.org/10.1080/03610918.2012.625337 [details]
- Sperotto, A., Mandjes, M., Sadre, R., de Boer, P-T., & Pras, A. (2012). Autonomic parameter tuning of anomaly-based IDSs: an SSH case study. IEEE Transactions on Network and Service Management, 9(2), 128-141. https://doi.org/10.1109/TNSM.2012.031512.110146 [details]
2011
- Al Hanbali, A., Mandjes, M., Nazarathy, Y., & Whitt, W. (2011). The asymptotic variance of departures in critically loaded queues. Advances in Applied Probability, 43(1), 243-263. https://doi.org/10.1239/aap/1300198521 [details]
- Blom, J., & Mandjes, M. (2011). Traffic generated by a semi-Markov additive process. Probability in the Engineering and Informational Sciences, 25(01), 21-27. https://doi.org/10.1017/S0269964810000227 [details]
- Boxma, O., Ivanovs, J., Kosiński, K. M., & Mandjes, M. (2011). Lévy-driven polling systems and continuous-state branching processes. Stochastic Systems, 1(2), 411-436. https://doi.org/10.1214/10-SSY008 [details]
- Dȩbicki, K., & Mandjes, M. (2011). Open problems in Gaussian fluid queueing theory. Queueing Systems, 68(3-4), 267-273. https://doi.org/10.1007/s11134-011-9237-y [details]
- Dieker, A. B., & Mandjes, M. (2011). Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Methodology and Computing in Applied Probability, 13(2), 221-267. https://doi.org/10.1007/s11009-009-9140-8 [details]
- Es-Saghouani, A., & Mandjes, M. (2011). Transient analysis of Markov-fluid-driven queues. Top : An Official Journal of the Spanish Society of Statistics and Operations Research, 19(1), 35-53. https://doi.org/10.1007/s11750-009-0078-3 [details]
- Glynn, P. W., & Mandjes, M. (2011). Simulation-based computation of the workload correlation function in a Lévy-driven queue. Journal of Applied Probability, 48(1), 114-130. https://doi.org/10.1239/jap/1300198139 [details]
- Koot, M. R., Mandjes, M., van 't Noordende, G., & de Laat, C. (2011). Efficient probabilistic estimation of quasi-identifier uniqueness. In Proceedings of ICT.OPEN 2011: 14-15 November 2011, Veldhoven, The Netherlands (pp. 119-126). STW Technology Foundation. [details]
- Leijdekker, V. J. G., Mandjes, M. R. H., & Spreij, P. J. C. (2011). Sample-path large deviations in credit risk. Journal of applied mathematics, 2011. https://doi.org/10.1155/2011/354171 [details]
- Lilienthal, S., & Mandjes, M. (2011). Flow-level models for multipath routing. Performance Evaluation, 68(7), 551-574. https://doi.org/10.1016/j.peva.2010.10.002 [details]
- Mandjes, M. (2011). Queueing Networks with Gaussian Inputs. In R. J. Boucherie, & N. M. van Dijk (Eds.), Queueing networks: a fundamental approach (pp. 531-560). (International series in operations research & management science; No. 154). Springer. https://doi.org/10.1007/978-1-4419-6472-4_12 [details]
- Mandjes, M., & Żuraniewski, P. (2011). M/G/∞ transience, and its applications to overload detection. Performance Evaluation, 68(6), 507-527. https://doi.org/10.1016/j.peva.2011.01.008 [details]
- Mandjes, M., & Żuraniewski, P. (2011). Tail asymptotics of the M/G/∞ model. Stochastic Models, 27(1), 77-93. https://doi.org/10.1080/15326349.2011.542730 [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2011). State-dependent importance sampling for a slowdown tandem queue. Annals of Operations Research, 189(1), 299-329. https://doi.org/10.1007/s10479-010-0823-x [details]
- Walton, N. S., & Mandjes, M. R. H. (2011). A stability conjecture on bandwidth sharing networks. Queueing Systems, 68(3-4), 237-250. https://doi.org/10.1007/s11134-011-9233-2 [details]
- de Mast, J., Kemper, B., Does, R. J. M. M., Mandjes, M., & van der Bijl, Y. (2011). Process improvement in healthcare: Overall resource efficiency. Quality and Reliability Engineering International, 27(8), 1095-1106. https://doi.org/10.1002/qre.1198 [details]
2010
- Boxma, O., Kella, O., & Mandjes, M. (2010). On a generic class of Lévy-driven vacation models. Probability in the Engineering and Informational Sciences, 24(01), 1-12. https://doi.org/10.1017/S0269964809990106 [details]
- Dębicki, K., Es-Saghouani, A., & Mandjes, M. (2010). Transient asymptotics of Lévy-driven queues. Journal of Applied Probability, 47(1), 109-129. https://doi.org/10.1239/jap/1269610820 [details]
- Dębicki, K., Kosiński, K. M., Mandjes, M., & Rolski, T. (2010). Extremes of multidimensional Gaussian processes. Stochastic Processes and their Applications, 120(12), 2289-2301. https://doi.org/10.1016/j.spa.2010.08.010 [details]
- Ivanovs, J., & Mandjes, M. (2010). First passage of time-reversible spectrally negative Markov additive processes. Operations Research Letters, 38(2), 77-81. https://doi.org/10.1016/j.orl.2009.10.014 [details]
- Ivanovs, J., Boxma, O., & Mandjes, M. (2010). Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Stochastic Processes and their Applications, 120(9), 1776-1794. https://doi.org/10.1016/j.spa.2010.05.007 [details]
- Kella, O., Boxma, O., & Mandjes, M. (2010). On Lévy-driven vacation models with correlated busy periods and service interruptions. Queueing Systems, 64(4), 359-382. https://doi.org/10.1007/s11134-010-9166-1 [details]
- Kemper, B., de Mast, J., & Mandjes, M. (2010). Modeling process flow using diagrams. Quality and Reliability Engineering International, 26(4), 341-349. https://doi.org/10.1002/qre.1061 [details]
- Malhotra, R., Mandjes, M., Scheinhardt, W., & van den Berg, H. (2010). Design issues of a back-pressure-based congestion control mechanism. AEÜ International Journal of Electronics and Communications, 64(8), 717-728. https://doi.org/10.1016/j.aeue.2009.05.003 [details]
- Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2010). State-dependent importance sampling for a Jackson tandem network. ACM Transactions on Modeling and Computer Simulation, 20(3), 15. https://doi.org/10.1145/1842713.1842718 [details]
- Roijers, F., van den Berg, H., & Mandjes, M. (2010). Performance analysis of differentiated resource-sharing in a wireless ad-hoc network. Performance Evaluation, 67(7), 528-547. https://doi.org/10.1016/j.peva.2010.01.005 [details]
- Żuraniewski, P., Mandjes, M., & Mellia, M. (2010). Empirical assessment of VoIP overload detection tests. In 6th EURO-NF Conference on Next Generation Internet (NGI 2010), Paris, France IEEE. https://doi.org/10.1109/NGI.2010.5534457 [details]
2009
- Adan, I., Mandjes, M., Scheinhardt, W., & Tzenova, E. (2009). On a generic class of two-node queueing systems. Queueing Systems, 61(1), 37-63. https://doi.org/10.1007/s11134-008-9099-0 [details]
- Andersen, L. N., & Mandjes, M. (2009). Structural properties of reflected Lévy processes. Queueing Systems, 63(1-4), 301-322. https://doi.org/10.1007/s11134-009-9116-y [details]
- Ayesta, U., & Mandjes, M. (2009). Bandwidth-sharing networks under a diffusion scaling. Annals of Operations Research, 170(1), 41-58. https://doi.org/10.1007/s10479-008-0426-y [details]
- Bekker, R., & Mandjes, M. (2009). A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Mathematical Methods of Operations Research, 70(2), 357-384. https://doi.org/10.1007/s00186-008-0272-3 [details]
- Blanchet, J., & Mandjes, M. (2009). Rare event simulation for queues. In G. Rubino, & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 87-124). Wiley. https://doi.org/10.1002/9780470745403.ch5 [details]
- Dębicki, K., Es-Saghouani, A., & Mandjes, M. (2009). Transient characteristics of Gaussian queues. Queueing Systems, 62(4), 383-409. https://doi.org/10.1007/s11134-009-9120-2 [details]
- Es-Saghouani, A., & Mandjes, M. (2009). On the dependence structure of Gaussian queues. Stochastic Models, 25(2), 221-247. https://doi.org/10.1080/15326340902869887 [details]
- Glynn, P. W., & Mandjes, M. (2009). Simulation-based computation of the workload correlation function in a Lévy-driven queue. In M. D. Rosseni, R. R. Hill, B. Johansson, A. Dunkin, & R. G. Ingalls (Eds.), Proceedings of the 2009 Winter Simulation Conference (WSC 2009) (pp. 1155-1166). IEEE. https://doi.org/10.1109/WSC.2009.5429414 [details]
- Göbel, J., Krzesinski, A., & Mandjes, M. (2009). Incentive-based control of ad hoc networks: A performance study. Computer Networks, 53(14), 2427-2443. https://doi.org/10.1016/j.comnet.2009.04.010 [details]
- L'Ecuyer, P., Mandjes, M., & Tuffin, B. (2009). Importance sampling in rare event simulation. In G. Rubino, & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 17-38). Wiley. https://doi.org/10.1002/9780470745403.ch2 [details]
- Malhotra, R., Mandjes, M. R. H., Scheinhardt, W. R. W., & van den Berg, J. L. (2009). A feedback fluid queue with two congestion control thresholds. Mathematical Methods of Operations Research, 70(1), 149-169. https://doi.org/10.1007/s00186-008-0235-8 [details]
- Mandjes, M., & Roijers, F. (2009). M/M/∞ transience: Tail asymptotics of congestion periods. Stochastic Models, 25(4), 614-647. https://doi.org/10.1080/15326340903291289 [details]
- Mandjes, M., & van de Meent, R. (2009). Resource dimensioning through buffer sampling. IEEE/ACM Transactions on Networking, 17(5), 1631-1644. https://doi.org/10.1109/TNET.2008.2009989 [details]
- Mandjes, M., & Żuraniewski, P. (2009). A queueing-based approach to overload detection. In R. Núñez-Queija, & J. Resing (Eds.), Network Control and Optimization: Third Euro-NF Conference, NET-COOP 2009 Eindhoven, The Netherlands, November 23-25, 2009 : proceedings (pp. 91-106). (Lecture Notes in Computer Science; Vol. 5894). Springer. https://doi.org/10.1007/978-3-642-10406-0_7 [details]
- Mandjes, M., Norros, I., & Glynn, P. (2009). On convergence to stationarity of fractional Brownian storage. The Annals of Applied Probability, 19(4), 1385-1403. https://doi.org/10.1214/08-AAP578 [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2009). Backpressure-based control protocols: Design and computational aspects. In 21st International Teletraffic Congress : ITC 21 : traffic and performance issues in networks of the future : final programme : September 15-17, 2009, Paris, France (IEEE Conference Proceedings). IEEE. https://ieeexplore.ieee.org/document/5300276 [details]
- Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2009). An efficient multilevel splitting scheme. In S. M. Ermakov, V. B. Melas, & A. N. Pepelyshev (Eds.), Proceedings of the 6th St. Petersburg Workshop on Simulation: St. Petersburg, June 28-July 4, 2009: Volume II (pp. 909-914). VVM com. http://pws.math.spbu.ru/proceeding_2.pdf [details]
- Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2009). Rare-event simulation for tandem queues: A simple and efficient importance sampling scheme. In R. Núñez-Queija, & J. Resing (Eds.), Network Control and Optimization: Third Euro-NF Conference, NET-COOP 2009 Eindhoven, The Netherlands, November 23-25, 2009 : proceedings (pp. 107-120). (Lecture Notes in Computer Science; Vol. 5894). Springer. https://doi.org/10.1007/978-3-642-10406-0_8 [details]
- Pras, A., Nieuwenhuis, L., van de Meent, R., & Mandjes, M. (2009). Dimensioning network links: A new look at equivalent bandwidth. IEEE Network, 23(2), 5-10. https://doi.org/10.1109/MNET.2009.4804330 [details]
- Timmer, J., & Mandjes, M. (2009). Efficiency of repeated network interactions. AEÜ International Journal of Electronics and Communications, 63(4), 271-278. https://doi.org/10.1016/j.aeue.2008.01.014 [details]
2008
- Boxma, O., Mandjes, M., & Kella, O. (2008). On a queuing model with service interruptions. Probability in the Engineering and Informational Sciences, 22(04), 537-555. https://doi.org/10.1017/S0269964808000326 [details]
- Es-Saghouani, A., & Mandjes, M. (2008). On the correlation structure of a Lévy-driven queue. Journal of Applied Probability, 45(4), 940-952. https://doi.org/10.1239/jap/1231340225 [details]
- Lieshout, P., & Mandjes, M. (2008). A note on the delay distribution in GPS. Operations Research Letters, 36(1), 117-122. https://doi.org/10.1016/j.orl.2007.04.012 [details]
- Lieshout, P., & Mandjes, M. (2008). Asymptotic analysis of Lévy-driven tandem queues. Queueing Systems, 60(3-4), 203-226. https://doi.org/10.1007/s11134-008-9094-5 [details]
- Lieshout, P., & Mandjes, M. (2008). Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Computers & Operations Research, 35(8), 2497-2519. https://doi.org/10.1016/j.cor.2006.12.028 [details]
- Lieshout, P., & Mandjes, M. (2008). Importance sampling in rate-sharing networks. In Proceedings of the 1st International Conference on Simulation Tools and Techniques for Communications, Networks and Systems & workshops (pp. 24). Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering (ICST). http://portal.acm.org/citation.cfm?id=1416222.1416251&coll=portal&dl=GUIDE&CFID=17064468&CFTOKEN=16174425 [details]
- Mandjes, M. R. H., & Scheinhardt, W. (2008). A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Journal of Applied Mathematics and Stochastic Analysis, 2008, 518214. https://doi.org/10.1155/2008/518214 [details]
- Mandjes, M., & Ramakrishnan, M. (2008). Bandwidth trading under misaligned objectives: decentralized, measurement-based control. Computer Networks, 52(3), 475-492. https://doi.org/10.1016/j.comnet.2007.08.009 [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2008). Simple and efficient importance sampling scheme for a tandem queue with server slow-down. In Proceedings of the seventh International Workshop on Rare Event Simulation (RESIM 2008) (pp. 38-50). INRIA. [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2008). Simulation of a Jackson tandem network using state-dependent importance sampling. In Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools (pp. 14). ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering). https://doi.org/10.4108/ICST.VALUETOOLS2008.4370 [details]
2007
- Blanchet, J., & Mandjes, M. R. H. (2007). Rare-event simulation for queues (Editorial). Queueing Systems, 57(2-3), 57-59. https://doi.org/10.1007/s11134-007-9053-6 [details]
- Dębicki, K., & Mandjes, M. (2007). A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Queueing Systems, 55(4), 251-254. https://doi.org/10.1007/s11134-007-9021-1 [details]
- Dębicki, K., Mandjes, M., & van Uitert, M. (2007). A tandem queue with Lévy input: a new representation of the downstream queue length. Probability in the Engineering and Informational Sciences, 21(1), 83-107. https://doi.org/10.1017/S0269964807070064 [details]
- Egorova, R., Mandjes, M. R. H., & Zwart, B. (2007). Sojourn time asymptotics in Processor Sharing queues with varying service rate. Queueing Systems, 56(3-4), 169-181. https://doi.org/10.1007/s11134-007-9026-9 [details]
- Goebel, J., Krzesinski, A., & Mandjes, M. R. H. (2007). Analysis of an ad hoc network with autonomously moving nodes. In Proceedings of the Australasian Telecommunication Networks and Applications Conference "ATNAC" 2007 (pp. 41-46) [details]
- Lieshout, P. M. D., & Mandjes, M. R. H. (2007). Tandem Brownian queues. Mathematical Methods of Operations Research, 66(2), 275-298. https://doi.org/10.1007/s00186-007-0149-x [details]
- Mandjes, M. R. H. (2007). Large Deviations for Gaussian Queues (Modelling Communication Networks). Wiley. http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470015233.html [details]
- Mandjes, M. R. H. (2007). Communication Networks - Analysis of jitter due to call-level fluctuations. European Transactions on Telecommunications, 18(1), 97-108. https://doi.org/10.1002/ett.1109 [details]
- Mandjes, M. R. H., & Roijers, F. (2007). A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Queueing Systems, 56(2), 79-92. https://doi.org/10.1007/s11134-007-9034-9 [details]
- Mandjes, M. R. H., & Timmer, J. (2007). A duopoly model with heterogeneous congestion-sensitive customers. European Journal of Operational Research, 176(1), 445-467. https://doi.org/10.1016/j.ejor.2005.08.010 [details]
- Mandjes, M. R. H., Mannersalo, P., & Norros, I. (2007). Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Computer Networks, 51(3), 781-797. https://doi.org/10.1016/j.comnet.2006.06.006 [details]
- Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2007). Tandem queue with server slow-down. Performance Evaluation Review, 35(3), 51-52. https://doi.org/10.1145/1328690.1328712 [details]
- Roijers, F., Mandjes, M. R. H., & van den Berg, H. (2007). Analysis of congestion periods of an M/M/infinity-queue. Performance Evaluation, 64(7-8), 737-754. https://doi.org/10.1016/j.peva.2006.12.001 [details]
- Roijers, F., van den Berg, H., & Mandjes, M. (2007). Fluid-Flow Modeling of a Relay Node in an IEEE 802.11 Wireless Ad-Hoc Network. In L. Mason, T. Drwiega, & J. Yan (Eds.), Managing Traffic Performance in Converged Networks: 20th International Teletraffic Congress, ITC20 2007, Ottawa, Canada, June 17-21, 2007 : proceedings (pp. 321-334). (Lecture Notes in Computer Science; Vol. 4516). Springer. https://doi.org/10.1007/978-3-540-72990-7_31 [details]
- van de Meent, R., Mandjes, M., & Pras, A. (2007). Smart Dimensioning of IP Network Links. In A. Clemm, L. Zambenedetti Granville, & R. Stadler (Eds.), Managing Virtualization of Networks and Services: 18th IFIP/IEEE International Workshop on Distributed Systems: Operations and Management, DSOM 2007, San José, CA, USA, October 29-31, 2007 : proceedings (pp. 86-97). (Lecture Notes in Computer Science; Vol. 4785). Springer. https://doi.org/10.1007/978-3-540-75694-1_8 [details]
- van den Berg, H., Mandjes, M., & Núñez-Queija, R. (2007). Pricing and distributed QoS control for elastic network traffic. Operations Research Letters, 35(3), 297-307. https://doi.org/10.1016/j.orl.2006.03.018 [details]
2006
- Abendroth, D., van den Berg, H., & Mandjes, M. R. H. (2006). A versatile model for TCP bandwidth sharing in networks with heterogeneous users. AEÜ International Journal of Electronics and Communications, 60, 267-278. https://doi.org/10.1016/j.aeue.2005.03.009 [details]
- Degrande, N., de Vleeschauwer, D., Kooij, R. E., & Mandjes, M. R. H. (2006). Modeling ping times in first person shooter games. In C. Diot, & e.a. (Eds.), Proceedings ACM CoNEXT '06, Lisbon, Portugal ACM. http://adetti.iscte.pt/events/CONEXT06/Conext06_Proceedings/Proceedings.html [details]
- Kella, O., Boxma, O., & Mandjes, M. R. H. (2006). A Levy process reflected at a Poisson age process. Journal of Applied Probability, 43, 221-230. https://doi.org/10.1239/jap/1143936255 [details]
- Lieshout, P. M. D., Borst, S., & Mandjes, M. R. H. (2006). Heavy-traffic approximations for linear networks operating under alpha-fair bandwidth-sharing policies. In Proceedings Value Tools ACM Digital Library. http://portal.acm.org/dl.cfm [details]
- Lieshout, P. M. D., Mandjes, M. R. H., & Borst, S. (2006). GPS scheduling: Selection of optimal weights and comparison with strict priorities. Performance Evaluation, 34, 75-86. http://www.acm.org/pubs/ [details]
- Mandjes, M. R. H. (2006). Large deviations for complex buffer architectures: the short-range dependent case. Stochastic Models, 22(1), 99-128. https://doi.org/10.1080/15326340500481762 [details]
- Mandjes, M. R. H., & Mannersalo, P. (2006). Queueing systems fed by many exponential on-off sources: an infinite-intersection approach. Queueing Systems, 54, 5-20. https://doi.org/10.1007/s11134-006-7781-7 [details]
- Mandjes, M. R. H., & Zwart, B. (2006). Large deviations for sojourn times in processor sharing queues. Queueing Systems, 52(4), 237-250. https://doi.org/10.1007/s11134-006-5567-6 [details]
- Mandjes, M. R. H., Mannersalo, P., Norros, I., & van Uitert, M. (2006). Large deviations of infinite intersections of events in Gaussian processes. Stochastic Processes and their Applications, 116(9), 1269-1293. https://doi.org/10.1016/j.spa.2006.02.003 [details]
- Miretskiy, D., Mandjes, M. R. H., & Scheinhardt, W. (2006). Efficient simulation of a tandem queue with server slowdown. In Proceedings of the 6th International Workshop on Rare Event Simulation (RESIM 2006) (pp. 132-143). Bamberg, Germany. [details]
- van de Meent, R., Mandjes, M. R. H., & Pras, A. (2006). Gaussian traffic everywhere? Proceedings of the IEEE. http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=5 [details]
- van den Berg, H., Mandjes, M. R. H., van de Meent, R., Pras, A., Roijers, F., & Venemans, P. H. A. (2006). QoS-aware bandwidth provisioning for IP network links. Computer Networks, 50(5), 631-647. https://doi.org/10.1016/j.comnet.2005.05.028 [details]
2005
- Abendroth, D., van den Berg, H., & Mandjes, M. R. H. (2005). A multiple time-scale model for TCP bandwidth sharing under user heterogeneity. Lecture Notes in Computer Science, 3462, 561-573. [details]
- Abendroth, D., van den Berg, J. L., & Mandjes, M. R. H. (2005). A versatile model for TCP bandwidth sharing in networks with user heterogeneity. In B. D. Choi (Ed.), Proceedings Korea-Netherlands Joint Conference on Queueing Theory and its Applications to Telecommunication Systems, , Seoul, South Korea. (pp. 173-188). Centrum voor Wiskunde en Informatica. http://ftp.cwi.nl/CWIreports/PNA/PNA-E0417.pdf [details]
- Dieker, A. B., & Mandjes, M. R. H. (2005). On asymptotically efficient simulation of large deviation probabilities. Advances in Applied Probability, 37(2), 539-552. https://doi.org/10.1239/aap/1118858638 [details]
- Malhotra, R., van Haalen, R., Mandjes, M. R. H., & Núñez-Queija, R. (2005). Modeling the interaction of IEEE 802.3x hop-by-hop flow control with TCP end-to-end flow control. In Proceedings 1st EuroNGI Conference on Next Generation Internet Networks - Traffic Engineering, Rome, Italy Centrum voor Wiskunde en Informatica. http://ftp.cwi.nl/CWIreports/PNA/PNA-E0518.pdf [details]
- Mandjes, M. R. H., & Nuijens, M. F. M. (2005). Sojourn times in the M/G/1 FB queue with light-tailed service times. Probability in the Engineering and Informational Sciences, 19(3), 351-361. http://ftp.cwi.nl/CWIreports/PNA/PNA-E0411.pdf [details]
- Mandjes, M. R. H., & van Uitert, M. J. G. (2005). Sample-path large deviations for generalized processor sharing queues with Gaussian inputs. Performance Evaluation, 61(2-3), 225-256. https://doi.org/10.1016/j.peva.2004.11.009 [details]
- Mandjes, M. R. H., & van Uitert, M. J. G. (2005). Sample-path large deviations for tandem and priority queues with Gaussian inputs. The Annals of Applied Probability, 15, 1193-1226. https://doi.org/10.1214/105051605000000133 [details]
- Mandjes, M. R. H., & van de Meent, R. (2005). Inferring traffic burstiness by sampling the buffer occupancy. Lecture Notes in Computer Science, 3462, 303-315. [details]
- Mandjes, M. R. H., Mannersalo, P., & Norros, I. (2005). Priority queues with Gaussian input: a path-space approach to loss and delay asymptotics. In Proceedings ITC 19 (pp. 1135-1144). http://www.vtt.fi/inf/julkaisut/muut/2005/prioritc.pdf [details]
- Mandjes, M. R. H., Saniee, I., & Stolyar, A. L. (2005). Load characterization, overload prediction, and load anomaly detection for voice over IP traffic. IEEE Transactions on Neural Networks, 16(5), 1019-1028. https://doi.org/10.1109/TNN.2005.853427 [details]
- Pras, A., van de Meent, R., & Mandjes, M. (2005). QoS in hybrid networks: an operator's perspective. Lecture Notes in Computer Science, 3552, 388-391. http://www.springer.com/sgw/cda/frontpage/0,11855,5-164-0-0-0,00.html?referer=www.springer.de%2Fcomp%2Flncs%2F [details]
- Scheinhardt, W., van Foreest, N., & Mandjes, M. R. H. (2005). Continuous feedback fluid queues. Operations Research Letters, 33(6), 551-559. https://doi.org/10.1016/j.orl.2004.11.008 [details]
- van Foreest, N., van Ommeren, J. C., Mandjes, M. R. H., & Scheinhardt, W. (2005). A tandem queue with server slow-down and blocking. Stochastic Models, 21(2/3), 695-724. https://doi.org/10.1081/STM-200056037 [details]
- van de Meent, R., & Mandjes, M. R. H. (2005). Evaluation of 'user-oriented' and 'black-box' traffic models for link provisioning. In Proceedings 1st EuroNGI Conference on Next Generation Internet Networks - Traffic Engineering, Rome, Italy. Centrum voor Wiskunde en Informatica. http://(niet beschikbaar) [details]
2004
- Dębicki, K., & Mandjes, M. (2004). Traffic with an fBM limit: convergence of the stationary workload process. Queueing Systems, 46(1-2), 113-127. https://doi.org/10.1023/B:QUES.0000021144.61749.aa [details]
- Mandjes, M. R. H. (2004). A note on the benefits of buffering. Stochastic Models, 20, 43-54. https://doi.org/10.1081/STM-120028390 [details]
- Mandjes, M. R. H. (2004). Packet models revisited: tandem and priority systems. Queueing Systems, 47(4), 363-377. https://doi.org/10.1023/B:QUES.0000036397.20364.70 [details]
- Mandjes, M. R. H. (2004). Pricing strategies and service differentiation. Netnomics, 6, 59-81. [details]
- Mandjes, M. R. H., & Boots, N. K. (2004). The shape of the loss curve, and the impact of long-range dependence on network performance. AEÜ International Journal of Electronics and Communications, 58, 101-117. https://doi.org/10.1078/1434-8411-54100215 [details]
- Mandjes, M. R. H., & Lasilla, P. (2004). A multi-level TCP model with heterogeneous RTTs. Lecture Notes in Computer Science, 3042, 52-63. [details]
- Zwart, A. P., Borst, S., & Mandjes, M. R. H. (2004). Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off sources. The Annals of Applied Probability, 14, 903-957. [details]
- van de Meent, R., Pras, A., Mandjes, M. R. H., van den Berg, J. L., Roijers, F., Nieuwenhuis, L. J. M., & Venemans, P. H. A. (2004). Burstiness predictions based on rough network traffic measurements. In Proceedings of the 19th World Telecommunications Congress (WTC/ISS 2004), Seoul, Korea [details]
2000
- Boucherie, R. J., Verwijmeren, S. C. J., & Mandjes, M. (2000). Asymptotic evaluation of blocking probablities in a hierarchical cellular mobile network. Probability in the Engineering and Informational Sciences, 14, 81-99. [details]
1997
- Boucherie, R. J., Verwijmeren, S. C. J., & Mandjes, M. (1997). Asymptotic evaluation of blocking probabilities in a hierarchical cellular mobile network. AE-report, 97(10). [details]
1996
- Boucherie, R. J., & Mandjes, M. (1996). Computation of performance measures for product form cellular mobile communications networks. Report AE, 96(6). [details]
2015
- Boxma, O., Kapodistria, S., & Mandjes, M. (2015). Performance analysis of stochastic networks. Nieuw Archief voor Wiskunde, 5/16(3), 193-200. http://www.nieuwarchief.nl/serie5/toonnummer.php?deel=16&nummer=3&taal=0 [details]
- van Leeuwaarden, J., & Mandjes, M. (2015). NETWORKS. Nieuw Archief voor Wiskunde, 5/16(3), 161-164. http://www.nieuwarchief.nl/serie5/pdf/naw5-2015-16-3-161.pdf [details]
2007
- Mandjes, M. (2007). Nieuwe kansen. (Oratiereeks). Vossiuspers UvA. [details]
- Mandjes, M. (2007). Nieuwe kansen (2). Nieuw Archief voor Wiskunde, 5/8(3), 164-170. http://www.math.leidenuniv.nl/~naw/serie5/index.php?deel=8&nummer=3&taal=0 [details]
2007
- van Praag, J., & Mandjes, M. R. H. (2007). Kansen en overlapgetallen. Pythagoras, 47. [details]
2020
- Mandjes, M. R. H., & Storm, P. J. (2020). Road traffic network design and control using a multi-class diffusion model. Paper presented at Informs TSL Second Triennial Conference, Arlington, VA, Virginia, United States.
Tijdschriftredactie
- Mandjes, M. R. H. (editor) (2011-2019). Journal of Applied Probability (Journal). http://appliedprobability.org/content.aspx?Group=journals&Page=EditorialBoard
- Mandjes, M. R. H. (editor) (2011-2019). Advances in Applied Probability (Journal). http://appliedprobability.org/content.aspx?Group=journals&Page=EditorialBoard
Andere
- Mandjes, M. (organiser) (21-9-2021 - 23-9-2021). Data-driven Queueing Challenges (organising a conference, workshop, ...).
2017
2009
- Kemper, B. P. H., & Mandjes, M. R. H. (2009). Approximations for the mean sojourn time in a parallel qeue. (Report PNA; No. E0901). Centrum Wiskunde & Informatica. http://www1.feb.uva.nl/pp/bin/1022fulltext.pdf [details]
2008
- Adan, I., Mandjes, M., Scheinhardt, W., & Tzenova, E. (2008). On a generic class of two-node queueing systems. (CWI research report; No. PNA-R0802). Stichting Centrum voor Wiskunde en Informatica. http://ftp.cwi.nl/CWIreports/PNA/PNA-R0802.pdf [details]
- Adan, I., Mandjes, M., Scheinhardt, W., & Tzenova, E. (2008). On a generic class of two-node queueing systems. (Eurandom report series; No. 2008-010). Eurandom. http://alexandria.tue.nl/repository/books/634486.pdf [details]
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Werknemer
Chan, K. M. D., Duivenvoorden, R., Flache, A., & Mandjes, M. (2024). A relative approach to opinion formation. Journal of Mathematical Sociology, 48(1), 1-41. Advance online publication.