Rare event simulation for steady-state probabilities via recurrency cycles
Bisewski, Krzysztof, Crommelin, Daan, Mandjes, Michel
Published in Chaos (Woodbury, N.Y.) (01.03.2019)
Published in Chaos (Woodbury, N.Y.) (01.03.2019)
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Journal Article
A multiplicative version of the Lindley recursion
Boxma, Onno, Löpker, Andreas, Mandjes, Michel, Palmowski, Zbigniew
Published in Queueing systems (01.08.2021)
Published in Queueing systems (01.08.2021)
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Journal Article
A Numerical Approach to Stability of Multiclass Queueing Networks
Leahu, Haralambie, Mandjes, Michel, Oprescu, Ana-Maria
Published in IEEE transactions on automatic control (01.10.2017)
Published in IEEE transactions on automatic control (01.10.2017)
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Journal Article
Regime switching affine processes with applications to finance
van Beek, Misha, Mandjes, Michel, Spreij, Peter, Winands, Erik
Published in Finance and stochastics (01.04.2020)
Published in Finance and stochastics (01.04.2020)
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Journal Article
ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME
Blom, Joke, De Turck, Koen, Mandjes, Michel
Published in Probability in the engineering and informational sciences (01.07.2015)
Published in Probability in the engineering and informational sciences (01.07.2015)
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Journal Article
Autonomic Parameter Tuning of Anomaly-Based IDSs: an SSH Case Study
Sperotto, A., Mandjes, M., Sadre, R., de Boer, P., Pras, A.
Published in IEEE eTransactions on network and service management (01.06.2012)
Published in IEEE eTransactions on network and service management (01.06.2012)
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