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Michel Mandjes

Identifiers

  • name variant Michel Mandjes 0.60 · backfill

Papers (44)

  1. General perturbative framework for kinetics of rare transitions in 1-dimensional active particle systems cond-mat.stat-mech · 2026 · author #5
  2. A ruin model with a resampled environment math.PR · 2019 · author #3
  3. The correlation function of a queue with Levy and Markov additive input math.PR · 2019 · author #3
  4. Rare Event Simulation for Steady-State Probabilities via Recurrency Cycles math.PR · 2019 · author #3
  5. Estimating the input of a L\'evy-driven queue by Poisson sampling of the workload process math.PR · 2018 · author #3
  6. Estimation of Local Degree Distributions via Local Weighted Averaging and Monte Carlo Cross-Validation stat.ME · 2018 · author #2
  7. Generalized gap acceptance models for unsignalized intersections math.PR · 2018 · author #3
  8. Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning math.OC · 2018 · author #3
  9. Congestion analysis of unsignalized intersections math.OC · 2018 · author #3
  10. Exact asymptotics for a multi-timescale model, with applications in modeling overdispersed customer streams math.PR · 2018 · author #2
  11. Networks of infinite-server queues with multiplicative transitions math.PR · 2017 · author #2
  12. Dimension Estimation Using Random Connection Models stat.ML · 2017 · author #2
  13. Infinite-server queues with Hawkes input math.PR · 2017 · author #4
  14. Linear Stochastic Fluid Networks: Rare-Event Simulation and Markov Modulation math.PR · 2017 · author #4
  15. Controlling the time discretization bias for the supremum of Brownian Motion math.PR · 2017 · author #3
  16. A Bitcoin-inspired infinite-server model with a random fluid limit math.PR · 2017 · author #2
  17. Rare-event analysis of mixed Poisson random variables, and applications in staffing math.PR · 2017 · author #3
  18. Stochastic Monotonicity of Markovian Multi-class Queueing Networks math.PR · 2016 · author #2
  19. Networks of $\cdot/G/\infty$ Server Queues with Shot-Noise-Driven Arrival Intensities math.PR · 2016 · author #2
  20. Refined large deviations asymptotics for Markov-modulated infinite-server systems math.PR · 2016 · author #3
  21. Detecting Markov Chain Instability: A Monte Carlo Approach math.PR · 2016 · author #1
  22. A Numerical Approach to Stability of Multiclass Queueing Networks math.PR · 2016 · author #2
  23. L\'evy-driven GPS queues with heavy-tailed input math.PR · 2016 · author #3
  24. Scaling limits for infinite-server systems in a random environment math.PR · 2016 · author #3
  25. Functional central limit theorems for Markov-modulated infinite-server systems math.PR · 2016 · author #3
  26. Transient analysis of a stationary L\'evy-driven queue math.PR · 2015 · author #2
  27. Transient analysis of one-sided L\'evy-driven queues math.PR · 2015 · author #3
  28. Convergence rates of Laplace-transform based estimators stat.ME · 2014 · author #2
  29. On the tail asymptotics of the area swept under the Brownian storage graph math.ST · 2014 · author #3
  30. Analysis of Markov-modulated infinite-server queues in the central-limit regime math.PR · 2014 · author #3
  31. Limit theorems for reflected Ornstein-Uhlenbeck processes math.PR · 2013 · author #2
  32. Logarithmic asymptotics for multidimensional extremes under non-linear scalings math.PR · 2012 · author #2
  33. Gaussian queues in light and heavy traffic math.PR · 2011 · author #3
  34. Quasi-stationary workload in a L\'evy-driven storage system math.PR · 2010 · author #1
  35. On the infimum attained by a reflected L\'evy process math.PR · 2010 · author #3
  36. First passage process of a Markov additive process, with applications to reflection problems math.PR · 2010 · author #4
  37. L\'evy-driven polling systems and continuous-state branching processes math.PR · 2010 · author #4
  38. Extremes of multidimensional Gaussian processes math.PR · 2010 · author #3
  39. Flow-level models for multipath routing math.OC · 2009 · author #2
  40. Sample-path Large Deviations in Credit Risk math.PR · 2009 · author #2
  41. On convergence to stationarity of fractional Brownian storage math.PR · 2009 · author #1
  42. Sample-path large deviations for tandem and priority queues with Gaussian inputs math.PR · 2005 · author #1
  43. Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows math.PR · 2004 · author #3
  44. Sojourn times in the M/G/1 FB queue with light-tailed service times math.PR · 2003 · author #1

Mentions

  • 1506.05341 #2 · backfill · confidence 0.70 Michel Mandjes
  • 1503.04984 #3 · backfill · confidence 0.70 Michel Mandjes
  • 1409.7187 #2 · backfill · confidence 0.70 Michel Mandjes
  • 1403.1665 #3 · backfill · confidence 0.70 Michel Mandjes
  • 1402.5290 #3 · backfill · confidence 0.70 Michel Mandjes
  • 1304.0332 #2 · backfill · confidence 0.70 Michel Mandjes
  • 1211.1318 #2 · backfill · confidence 0.70 Michel Mandjes
  • 1104.0167 #3 · backfill · confidence 0.70 Michel Mandjes
  • 1012.2664 #1 · backfill · confidence 0.70 Michel Mandjes
  • 1012.0936 #3 · backfill · confidence 0.70 Michel Mandjes
  • 1006.2965 #4 · backfill · confidence 0.70 Michel Mandjes
  • 1006.0384 #4 · backfill · confidence 0.70 Michel Mandjes
  • 1006.0029 #3 · backfill · confidence 0.70 Michel Mandjes
  • 0910.4834 #2 · backfill · confidence 0.70 Michel Mandjes
  • 0909.5610 #2 · backfill · confidence 0.70 Michel Mandjes
  • 0908.4472 #1 · backfill · confidence 0.70 Michel Mandjes

Frequent Coauthors