prof. dr. M.R.H. (Michel) Mandjes

List

Faculty of Economics and Business
Faculty of Science
POSTBUS 94248
1090 GE Amsterdam
Plantage Muidergracht 12
1018 TV Amsterdam
Room number: F337
M.R.H.Mandjes@uva.nl
T: 0205255164
T: 0205255217

Publications
Ancillary activities

refereed(154)
academic(2)
professional(2)
popular scientific(1)
working papers / preprints(3)

2014

J. Blom, K. De Turck, O. Kella & M. Mandjes (2014). Tail asymptotics of a Markov-modulated infinite-server queue. Queueing Systems, 78 (4), 337-357. doi: 10.1007/s11134-014-9412-z
B. Kemper, C.A.J. Klaassen & M. Mandjes (2014). Optimized appointment scheduling. European Journal of Operational Research, 239 (1), 243-255. doi: 10.1016/j.ejor.2014.05.027
J. Kuhn, W. Ellens & M. Mandjes (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 modelling techniques and applications: 21st International Conference, ASMTA 2014, Budapest, Hungary, June 30-July 2, 2014: proceedings Vol. 8499. Lecture Notes in Computer Science (pp. 170-184). Cham: Springer.
K.E.E.S. de Turck & M.R.H. Mandjes (2014). Large deviations of an infinite-server system with a linearly scaled background process. Performance Evaluation, 75-76, 36-49. doi: 10.1016/j.peva.2014.01.001
F. Mata, P. Żuraniewski, M. Mandjes & M. Mellia (2014). Anomaly detection in diurnal data. Computer Networks, 60, 187-200. doi: 10.1016/j.bjp.2013.11.011
W. Ellens, M. Mandjes, D. Worm & H. van den Berg (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). Piscataway, NJ: IEEE.
R. Nunez Queija, A.V. den Boer, M.R.H. Mandjes & P.W. Zuraniewski (2014). Efficient model-based estimation of network load. In ECQT 2014: First European Conference on Queueing Theory. Gent, België.
M. Arendarczyk, K. Dȩbicki & M. Mandjes (2014). On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli, 20 (2), 395-415. doi: 10.3150/12-bej491[go to publisher's site]
M. Mandjes (2014). Generalized birthday problems in the large-deviations regime. Probability in the Engineering and Informational Sciences, 28 (1), 83-99. doi: 10.1017/S026996481300034X
N.M. Asghari, P. den Iseger & M. Mandjes (2014). Numerical Techniques in Lévy Fluctuation Theory. Methodology and Computing in Applied Probability, 16 (1), 31-52. doi: 10.1007/s11009-012-9296-5[go to publisher's site]
G. Huang, M. Mandjes & P. Spreij (2014). Limit theorems for reflected Ornstein-Uhlenbeck processes. Statistica Neerlandica, 68 (1), 25-42. doi: 10.1111/stan.12021
G. Huang, M. Mandjes & P. Spreij (2014). Weak convergence of Markov-modulated diffusion processes with rapid switching. Statistics and Probability Letters, 86, 74-79. doi: 10.1016/j.spl.2013.12.013
M. van Beek, M.R.H. Mandjes, P.J.C. Spreij & E.M.M. Winands (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 (pp. 97-102). Brussel, België: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten.
N.M. Asghari, M. Mandjes & A. Walid (2014). Energy-ecient scheduling in multi-core servers. Computer Networks, 59, 33-43. doi: 10.1016/j.bjp.2013.12.009
J. Blom, O. Kella, M. Mandjes & H. Thorsdottir (2014). Markov-modulated infinite-server queues with general service times. Queueing Systems, 76 (4), 403-424. doi: 10.1007/s11134-013-9368-4

2013

C. Callegari, A. Coluccia, A. D'Alconzo, W. Ellens, S. Giordano, M. Mandjes, P. Pagano, T. Pepe, F. Ricciato & P. Żuraniewski (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 (Lecture Notes in Computer Science, 7754) (pp. 148-183). Berlin: Springer.
P. Żuraniewski, M. Mandjes, H. van den Berg & R. Malhotra (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 Vol. 7984. Lecture Notes in Computer Science (pp. 457-471). Berlin: Springer.
J. Blom, K. De Turck & M. Mandjes (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 Vol. 7984. Lecture Notes in Computer Science (pp. 81-95). Berlin: Springer.
W. Ellens, P. Żuraniewski, A. Sperotto, H. Schotanus, M. Mandjes & E. Meeuwissen (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 Vol. 7943. Lecture Notes in Computer Science (pp. 124-135). Berlin: Springer.
J. Blanchet & M. Mandjes (2013). Asymptotics of the area under the graph of a Lévy-driven workload process. Operations Research Letters, 41 (6), 730-736. doi: 10.1016/j.orl.2013.10.004
P. den Iseger, P. Gruntjes & M. Mandjes (2013). A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Mathematical Methods of Operations Research, 78 (1), 101-118. doi: 10.1007/s00186-013-0434-9
O. Kella & M. Mandjes (2013). Transient analysis of reflected Levy processes. Statistics and Probability Letters, 83 (10), 2308-2315. doi: 10.1016/j.spl.2013.06.008
M. Mandjes & P. Żuraniewski (2013). Changepoint Detection Techniques for VoIP Traffic. In E. Biersack, C. Callegari & M. Matijasevic (Eds.), Data traffic monitoring and analysis (Lecture Notes in Computer Science, 7754) (pp. 184-201). Berlin: Springer.
M. Koot, M. Mandjes, G. van 't Noordende & C. de Laat (2013). A probabilistic perspective on re-identifiability. Mathematical Population Studies, 20 (3), 155-171. doi: 10.1080/08898480.2013.816222
B. Kaynar & M. Mandjes (2013). Estimation of the workload correlation in a Markov fluid queue. Queueing Systems, 73 (4), 407-424. doi: 10.1007/s11134-013-9352-z
J. Blom, M. Mandjes & H. Thorsdottir (2013). Time-Scaling Limits for Markov-Modulated Infinite-Server Queues. Stochastic Models, 29 (1), 112-127. doi: 10.1080/15326349.2013.750536
J. Blom & M. Mandjes (2013). A large-deviations analysis of Markov-modulated infinite-server queues. Operations Research Letters, 41 (3), 220-225. doi: 10.1016/j.orl.2013.01.009
K. Dȩbicki, M. Mandjes & I. Sierpińska-Tułacza (2013). Transient analysis of Lévy-driven tandem queues. Statistics & Probability Letters, 83 (7), 1776-1781. doi: 10.1016/j.spl.2013.03.028
P. Den Isger, P. Gruntjes & M. Mandjes (2013). A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Mathematical Methods of Operations Research, 78 (1), 101-118. doi: 10.1007/s00186-013-0434-9
S. Juneja & M. Mandjes (2013). Overlap problems on the circle. Advances in Applied Probability, 45 (3), 773-790. doi: 10.1239/aap/1377868538
O. Kella & M. Mandjes (2013). Transient analysis of reflected Lévy processes. Statistics & Probability Letters, 83 (10), 2308-2315. doi: 10.1016/j.spl.2013.06.008
J. Blom, K. De Turck & M. Mandjes (2013). Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit. Stochastic Models, 29 (4), 463-474. doi: 10.1080/15326349.2013.838511
A. Es-Saghouani & M. Mandjes (2013). Exact multivariate workload asymptotics. Mathematical Methods of Operations Research, 78 (3), 405-415. doi: 10.1007/s00186-013-0450-9
N.M. Asghari, M. Mandjes & A. Walid (2013). Optimizing energy management in multi-core servers. Performance Evaluation Review, 41 (2), 38-40. doi: 10.1145/2518025.2518031

2012

A. Sperotto, M. Mandjes, R. Sadre, P.-T. de Boer & A. Pras (2012). Autonomic parameter tuning of anomaly-based IDSs: an SSH case study. IEEE Transactions on Network and Service Management, 9 (2), 128-141. doi: 10.1109/TNSM.2012.031512.110146
B. D'Auria, J. Ivanovs, O. Kella & M. Mandjes (2012). Two-sided reflection of Markov-modulated Brownian motion. Stochastic Models, 28 (2), 316-332. doi: 10.1080/15326349.2012.672285[go to publisher's site]
T. Hellings, M. Mandjes & J. Blom (2012). Semi-Markov-modulated infinite-server queues: approximations by time-scaling. Stochastic Models, 28 (3), 452-477. doi: 10.1080/15326349.2012.699759[go to publisher's site]
K. Dębicki & M. Mandjes (2012). Lévy-driven queues. Surveys in Operations Research and Management Science, 17 (1), 15-37. doi: 10.1016/j.sorms.2011.08.001
M. Mandjes, Z. Palmowski & T. Rolski (2012). Quasi-stationary workload in a Lévy-driven storage system. Stochastic Models, 28 (3), 413-432. doi: 10.1080/15326349.2012.699753[go to publisher's site]
B. Kemper & M. Mandjes (2012). Mean sojourn time in two-queue fork-join systems: bounds and approximations. OR Spectrum, 34 (3), 723-742. doi: 10.1007/s00291-010-0235-y[go to publisher's site]
F. Mata, P. Zuraniewski, M. Mandjes & M. Mellia (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). Piscataway, NJ: IEEE.
M.R. Koot & M.R.H. Mandjes (2012). The analysis of singletons in generalized birthday problems. Probability in the Engineering and Informational Sciences, 26 (2), 245-262. doi: 10.1017/S0269964811000350
K. Dębicki, K.M. Kosiński & M. Mandjes (2012). On the infimum attained by a reflected Lévy process. Queueing Systems, 70 (1), 23-35. doi: 10.1007/s11134-011-9257-7[go to publisher's site]
D.I. Miretskiy, W.R.W. Scheinhardt & M.R.H. Mandjes (2012). On Efficiency of Multilevel Splitting. Communications in Statistics: Simulation and Computation, 41 (6), 890-904. doi: 10.1080/03610918.2012.625337
K. Dębicki, K.M. Kosiński & M. Mandjes (2012). Gaussian queues in light and heavy traffic. Queueing Systems, 71 (1-2), 137-149. doi: 10.1007/s11134-011-9270-x

2011

M.R. Koot, M. Mandjes, G. van 't Noordende & C. de Laat (2011). Efficient probabilistic estimation of quasi-identifier uniqueness. In Proceedings of ICT.OPEN 2011: 14-15 November 2011, Veldhoven, The Netherlands (pp. 119-126). Utrecht: STW Technology Foundation.
N.S. Walton & M.R.H. Mandjes (2011). A stability conjecture on bandwidth sharing networks. Queueing Systems, 68 (3-4), 237-250. doi: 10.1007/s11134-011-9233-2[go to publisher's site]
S. Lilienthal & M. Mandjes (2011). Flow-level models for multipath routing. Performance Evaluation, 68 (7), 551-574. doi: 10.1016/j.peva.2010.10.002
A. Al Hanbali, M. Mandjes, Y. Nazarathy & W. Whitt (2011). The asymptotic variance of departures in critically loaded queues. Advances in Applied Probability, 43 (1), 243-263. doi: 10.1239/aap/1300198521
P.W. Glynn & M. Mandjes (2011). Simulation-based computation of the workload correlation function in a Lévy-driven queue. Journal of Applied Probability, 48 (1), 114-130. doi: 10.1239/jap/1300198139
M. Mandjes & P. Żuraniewski (2011). Tail asymptotics of the M/G/∞ model. Stochastic Models, 27 (1), 77-93. doi: 10.1080/15326349.2011.542730[go to publisher's site]
D.I. Miretskiy, W.R.W. Scheinhardt & M.R.H. Mandjes (2011). State-dependent importance sampling for a slowdown tandem queue. Annals of Operations Research, 189 (1), 299-329. doi: 10.1007/s10479-010-0823-x
M. Mandjes & P. Żuraniewski (2011). M/G/∞ transience, and its applications to overload detection. Performance Evaluation, 68 (6), 507-527. doi: 10.1016/j.peva.2011.01.008
O. Boxma, J. Ivanovs, K.M. Kosiński & M. Mandjes (2011). Lévy-driven polling systems and continuous-state branching processes. Stochastic Systems, 1 (2), 411-436. doi: 10.1214/10-SSY008
V.J.G. Leijdekker, M.R.H. Mandjes & P.J.C. Spreij (2011). Sample-path large deviations in credit risk. Journal of applied mathematics, 2011. doi: 10.1155/2011/354171[go to publisher's site]
K. Dȩbicki & M. Mandjes (2011). Open problems in Gaussian fluid queueing theory. Queueing Systems, 68 (3-4), 267-273. doi: 10.1007/s11134-011-9237-y
J. de Mast, B. Kemper, R.J.M.M. Does, M. Mandjes & Y. van der Bijl (2011). Process improvement in healthcare: Overall resource efficiency. Quality and Reliability Engineering International, 27 (8), 1095-1106. doi: 10.1002/qre.1198[go to publisher's site]
A.B. Dieker & M. Mandjes (2011). Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Methodology and Computing in Applied Probability, 13 (2), 221-267. doi: 10.1007/s11009-009-9140-8[go to publisher's site]
A. Es-Saghouani & M. Mandjes (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. doi: 10.1007/s11750-009-0078-3
M. Mandjes (2011). Queueing Networks with Gaussian Inputs. In R.J. Boucherie & N.M. van Dijk (Eds.), Queueing networks: a fundamental approach (International series in operations research & management science, 154) (pp. 531-560). New York: Springer.
J. Blom & M. Mandjes (2011). Traffic generated by a semi-Markov additive process. Probability in the Engineering and Informational Sciences, 25 (01), 21-27. doi: 10.1017/S0269964810000227

2010

O. Boxma, O. Kella & M. Mandjes (2010). On a generic class of Lévy-driven vacation models. Probability in the Engineering and Informational Sciences, 24 (01), 1-12. doi: 10.1017/S0269964809990106[go to publisher's site]
J. Ivanovs & M. Mandjes (2010). First passage of time-reversible spectrally negative Markov additive processes. Operations Research Letters, 38 (2), 77-81. doi: 10.1016/j.orl.2009.10.014
K. Dębicki, A. Es-Saghouani & M. Mandjes (2010). Transient asymptotics of Lévy-driven queues. Journal of Applied Probability, 47 (1), 109-129. doi: 10.1239/jap/1269610820
F. Roijers, H. van den Berg & M. Mandjes (2010). Performance analysis of differentiated resource-sharing in a wireless ad-hoc network. Performance Evaluation, 67 (7), 528-547. doi: 10.1016/j.peva.2010.01.005
B. Kemper, J. de Mast & M. Mandjes (2010). Modeling process flow using diagrams. Quality and Reliability Engineering International, 26 (4), 341-349. doi: 10.1002/qre.1061[go to publisher's site]
D. Miretskiy, W. Scheinhardt & M. Mandjes (2010). State-dependent importance sampling for a Jackson tandem network. ACM Transactions on Modeling and Computer Simulation, 20 (3), 15. doi: 10.1145/1842713.1842718
J. Ivanovs, O. Boxma & M. Mandjes (2010). Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Stochastic Processes and their Applications, 120 (9), 1776-1794. doi: 10.1016/j.spa.2010.05.007[go to publisher's site]
K. Dębicki, K.M. Kosiński, M. Mandjes & T. Rolski (2010). Extremes of multidimensional Gaussian processes. Stochastic Processes and their Applications, 120 (12), 2289-2301.[go to publisher's site]
P. Żuraniewski, M. Mandjes & M. Mellia (2010). Empirical assessment of VoIP overload detection tests. In 6th EURO-NF Conference on Next Generation Internet (NGI 2010), Paris, France. Piscataway, NJ: IEEE.
O. Kella, O. Boxma & M. Mandjes (2010). On Lévy-driven vacation models with correlated busy periods and service interruptions. Queueing Systems, 64 (4), 359-382. doi: 10.1007/s11134-010-9166-1
R. Malhotra, M. Mandjes, W. Scheinhardt & H. van den Berg (2010). Design issues of a back-pressure-based congestion control mechanism. AEÜ International Journal of Electronics and Communications, 64 (8), 717-728. doi: 10.1016/j.aeue.2009.05.003

2009

M. Mandjes & F. Roijers (2009). M/M/∞ transience: Tail asymptotics of congestion periods. Stochastic Models, 25 (4), 614-647. doi: 10.1080/15326340903291289[go to publisher's site]
J. Göbel, A. Krzesinski & M. Mandjes (2009). Incentive-based control of ad hoc networks: A performance study. Computer Networks, 53 (14), 2427-2443. doi: 10.1016/j.comnet.2009.04.010[go to publisher's site]
R. Bekker & M. Mandjes (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. doi: 10.1007/s00186-008-0272-3
I. Adan, M. Mandjes, W. Scheinhardt & E. Tzenova (2009). On a generic class of two-node queueing systems. Queueing Systems, 61 (1), 37-63.
M. Mandjes & R. van de Meent (2009). Resource dimensioning through buffer sampling. IEEE/ACM Transactions on Networking, 17 (5), 1631-1644.[go to publisher's site]
L.N. Andersen & M. Mandjes (2009). Structural properties of reflected Lévy processes. Queueing Systems, 63 (1-4), 301-322.
M. Mandjes & P. Żuraniewski (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 Vol. 5894. Lecture Notes in Computer Science (pp. 91-106). Berlin: Springer.
D. Miretskiy, W. Scheinhardt & M. Mandjes (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 Vol. 5894. Lecture Notes in Computer Science (pp. 107-120). Berlin: Springer.
P.W. Glynn & M. Mandjes (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.
D.I. Miretskiy, W.R.W. Scheinhardt & M.R.H. Mandjes (2009). Backpressure-based control protocols: Design and computational aspects. In Proceedings of the 21st International Teletraffic Congress (ITC 21) IEEE Conference Proceedings. IEEE.
D. Miretskiy, W. Scheinhardt & M. Mandjes (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). St. Petersburg: VVM com.
A. Pras, L. Nieuwenhuis, R. van de Meent & M. Mandjes (2009). Dimensioning network links: A new look at equivalent bandwidth. IEEE Network, 23 (2), 5-10.[go to publisher's site]
P. L'Ecuyer, M. Mandjes & B. Tuffin (2009). Importance sampling in rare event simulation. In G. Rubino & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 17-38). Chichester: Wiley.
J. Blanchet & M. Mandjes (2009). Rare event simulation for queues. In G. Rubino & B. Tuffin (Eds.), Rare event simulation using Monte Carlo methods (pp. 87-124). Chichester: Wiley.
M. Mandjes, I. Norros & P. Glynn (2009). On convergence to stationarity of fractional Brownian storage. The Annals of Applied Probability, 19 (4), 1385-1403.[go to publisher's site]
J. Timmer & M. Mandjes (2009). Efficiency of repeated network interactions. AEÜ International Journal of Electronics and Communications, 63 (4), 271-278.
U. Ayesta & M. Mandjes (2009). Bandwidth-sharing networks under a diffusion scaling. Annals of Operations Research, 170 (1), 41-58.
A. Es-Saghouani & M. Mandjes (2009). On the dependence structure of Gaussian queues. Stochastic Models, 25 (2), 221-247.[go to publisher's site]
K. Dębicki, A. Es-Saghouani & M. Mandjes (2009). Transient characteristics of Gaussian queues. Queueing Systems, 62 (4), 383-409.[go to publisher's site]
R. Malhotra, M.R.H. Mandjes, W.R.W. Scheinhardt & J.L. van den Berg (2009). A feedback fluid queue with two congestion control thresholds. Mathematical Methods of Operations Research, 70 (1), 149-169.[go to publisher's site]
I. Adan, M. Mandjes, W. Scheinhardt & E. Tzenova (2009). On a generic class of two-node queueing systems. Queueing Systems, 61 (1), 37-63. doi: 10.1007/s11134-008-9099-0[go to publisher's site]

2008

P. Lieshout & M. Mandjes (2008). Generalized processor sharing: Characterization of the admissible region and selection of optimal weights. Computers & Operations Research, 35 (8), 2497-2519.
D.I. Miretskiy, W.R.W. Scheinhardt & M.R.H. Mandjes (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). Rennes: INRIA.
A. Es-Saghouani & M. Mandjes (2008). On the correlation structure of a Lévy-driven queue. Journal of Applied Probability, 45 (4), 940-952.
P. Lieshout & M. Mandjes (2008). Asymptotic analysis of Lévy-driven tandem queues. Queueing Systems, 60 (3-4), 203-226.
P. Lieshout & M. Mandjes (2008). A note on the delay distribution in GPS. Operations Research Letters, 36 (1), 117-122.[go to publisher's site]
M.R.H. Mandjes & W. Scheinhardt (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.[go to publisher's site]
P. Lieshout & M. Mandjes (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). Brussels: Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering (ICST).[go to publisher's site]
D.I. Miretskiy, W.R.W. Scheinhardt & M.R.H. Mandjes (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). Brussels: ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering).
M. Mandjes & M. Ramakrishnan (2008). Bandwidth trading under misaligned objectives: decentralized, measurement-based control. Computer Networks, 52 (3), 475-492.
O. Boxma, M. Mandjes & O. Kella (2008). On a queuing model with service interruptions. Probability in the Engineering and Informational Sciences, 22 (04), 537-555.

2007

R. Egorova, M.R.H. Mandjes & B. Zwart (2007). Sojourn time asymptotics in Processor Sharing queues with varying service rate. Queueing Systems, 56 (3-4), 169-181.
J. Blanchet & M.R.H. Mandjes (2007). Rare-event simulation for queues (Editorial). Queueing Systems, 57 (2-3), 57-59.
D. Miretskiy, W. Scheinhardt & M.R.H. Mandjes (2007). Tandem queue with server slow-down. Performance Evaluation Review, 35 (3), 51-52.
M.R.H. Mandjes & F. Roijers (2007). A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks. Queueing Systems, 56 (2), 79-92.
K. Dębicki, M. Mandjes & M. van Uitert (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. doi: 10.1017/S0269964807070064
K. Dębicki & M. Mandjes (2007). A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs. Queueing Systems, 55 (4), 251-254.
M.R.H. Mandjes, P. Mannersalo & I. Norros (2007). Gaussian tandem queues with an application to dimensioning of switch fabric interfaces. Computer Networks, 51 (3), 781-797.
P.M.D. Lieshout & M.R.H. Mandjes (2007). Tandem Brownian queues. Mathematical Methods of Operations Research, 66 (2), 275-298.
M.R.H. Mandjes (2007). Communication Networks - Analysis of jitter due to call-level fluctuations. European Transactions on Telecommunications, 18 (1), 97-108.
R. van de Meent, M. Mandjes & A. Pras (2007). Smart Dimensioning of IP Network Links. In A. Clemm, G. Zambenedetti & R. Stadler (Eds.), Managing Virtualization of Networks and Services Vol. 4785. Lecture Notes in Computer Science (pp. 86-97). Berlin / Heidelberg: Springer.
H van den Berg, M.R.H. Mandjes & R. Núñez-Queija (2007). Pricing and distributed QoS control for elastic network traffic. Operations Research Letters, 35 (3), 297-307.
F. Roijers, H van den Berg & M.R.H. Mandjes (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 Vol. 4516. Lecture Notes in Computer Science (pp. 321-334). Berlin/Heidelberg: Springer.
M.R.H. Mandjes (2007). Large Deviations for Gaussian Queues (Modelling Communication Networks). Chichester, UK: Wiley Publishers.
J. Goebel, A. Krzesinski & M.R.H. Mandjes (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).
M.R.H. Mandjes & J. Timmer (2007). A duopoly model with heterogeneous congestion-sensitive customers. European Journal of Operational Research, 176 (1), 445-467.
F. Roijers, M.R.H. Mandjes & H van den Berg (2007). Analysis of congestion periods of an M/M/infinity-queue. Performance Evaluation, 64 (7-8), 737-754.

2006

P.M.D. Lieshout, S. Borst & M.R.H. Mandjes (2006). Heavy-traffic approximations for linear networks operating under alpha-fair bandwidth-sharing policies. In Proceedings Value Tools. Pisa, Italy: ACM Digital Library.
H van den Berg, M.R.H. Mandjes, R. van de Meent, A. Pras, F. Roijers & P.H.A. Venemans (2006). QoS-aware bandwidth provisioning for IP network links. Computer Networks, 50 (5), 631-647. doi: 10.1016/j.comnet.2005.05.028[go to publisher's site]
R. van de Meent, M.R.H. Mandjes & A. Pras (2006). Gaussian traffic everywhere? In Proceedings IEEE International Conference on Communications, Istanbul, Turkey Proceedings of the IEEE. IEEE Computer Society.[go to publisher's site]
N. Degrande, D. de Vleeschauwer, R.E. Kooij & M.R.H. Mandjes (2006). Modeling ping times in first person shooter games. In C. Diot & e.a. (Eds.), Proceedings ACM CoNEXT '06, Lisbon, Portugal. ACM.
D. Abendroth, H van den Berg & M.R.H. Mandjes (2006). A versatile model for TCP bandwidth sharing in networks with heterogeneous users. AEÜ International Journal of Electronics and Communications, 60, 267-278.
O. Kella, O. Boxma & M.R.H. Mandjes (2006). A Levy process reflected at a Poisson age process. Journal of Applied Probability, 43, 221-230.[go to publisher's site]
M.R.H. Mandjes & P. Mannersalo (2006). Queueing systems fed by many exponential on-off sources: an infinite-intersection approach. Queueing Systems, 54, 5-20.
D. Miretskiy, M.R.H. Mandjes & W. Scheinhardt (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.
M.R.H. Mandjes & B. Zwart (2006). Large deviations for sojourn times in processor sharing queues. Queueing Systems, 52 (4), 237-250.
P.M.D. Lieshout, M.R.H. Mandjes & S. Borst (2006). GPS scheduling: Selection of optimal weights and comparison with strict priorities. In Proceedings of the joint international conference on Measurement and modeling of computer systems Vol. 34. Performance Evaluation (pp. 75-86). ACM.
M.R.H. Mandjes, P. Mannersalo, I. Norros & M. van Uitert (2006). Large deviations of infinite intersections of events in Gaussian processes. Stochastic Processes and their Applications, 116 (9), 1269-1293.
M.R.H. Mandjes (2006). Large deviations for complex buffer architectures: the short-range dependent case. Stochastic Models, 22 (1), 99-128.

2005

A. Pras, R. van de Meent & M. Mandjes (2005). QoS in hybrid networks: an operator's perspective. In H. de Meer & N. Bhatti (Eds.), Quality of Service - IWQoS 2005: 13th International Workshop, IWQoS 2005, Passau, Germany, June 21-23, 2005: proceedings Vol. 3552. Lecture Notes in Computer Science (pp. 388-391). Springer.
M.R.H. Mandjes, I. Saniee & A.L. Stolyar (2005). Load characterization, overload prediction, and load anomaly detection for voice over IP traffic. IEEE Transactions on Neural Networks, 16 (5), 1019-1028.[go to publisher's site]
M.R.H. Mandjes & M.J.G. van Uitert (2005). Sample-path large deviations for tandem and priority queues with Gaussian inputs. The Annals of Applied Probability, 15, 1193-1226.[go to publisher's site]
M.R.H. Mandjes & M.J.G. van Uitert (2005). Sample-path large deviations for generalized processor sharing queues with Gaussian inputs. Performance Evaluation, 61 (2-3), 225-256.
M.R.H. Mandjes & R. van de Meent (2005). Inferring traffic burstiness by sampling the buffer occupancy. In R. Boutaba, K. Almeroth, R. Puigjaner, S. Shen & J. Black (Eds.), Networking Technologies, Services, and Protocols; Performance of Computer and Communication Networks; Mobile and Wireless Communication Systems. Fourth International IFIP-TC6 Networking Conference (Networking 2005), Waterloo, Canada. Vol. 3462. Lecture Notes in Computer Science (pp. 303-315).
D. Abendroth, H van den Berg & M.R.H. Mandjes (2005). A multiple time-scale model for TCP bandwidth sharing under user heterogeneity. In R. Boutaba, K. Almeroth, R. Puigjaner, S. Shen & J. Black (Eds.), Networking Technologies, Services, and Protocols; Performance of Computer and Communication Networks; Mobile and Wireless Communication Systems. Vol. 3462. Lecture Notes in Computer Science (pp. 561-573).
N. van Foreest, J.C. van Ommeren, M.R.H. Mandjes & W. Scheinhardt (2005). A tandem queue with server slow-down and blocking. Stochastic Models, 21 (2/3), 695-724.[go to publisher's site]
W. Scheinhardt, N. van Foreest & M.R.H. Mandjes (2005). Continuous feedback fluid queues. Operations Research Letters, 33 (6), 551-559.[go to publisher's site]
A.B. Dieker & M.R.H. Mandjes (2005). On asymptotically efficient simulation of large deviation probabilities. Advances in Applied Probability, 37 (2), 539-552.[go to publisher's site]
M.R.H. Mandjes & M.F.M. Nuijens (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.[go to publisher's site]
R. van de Meent & M.R.H. Mandjes (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.. Amsterdam: Centrum voor Wiskunde en Informatica.[go to publisher's site]
D. Abendroth, J.L. van den Berg & M.R.H. Mandjes (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). Amsterdam: Centrum voor Wiskunde en Informatica.
R. Malhotra, R. van Haalen, M.R.H. Mandjes & R. Núñez-Queija (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.. Amsterdam: Centrum voor Wiskunde en Informatica.
M.R.H. Mandjes, P. Mannersalo & I. Norros (2005). Priority queues with Gaussian input: a path-space approach to loss and delay asymptotics. In Proceedings ITC 19 (pp. 1135-1144). Beijing, China.

2004

M.R.H. Mandjes (2004). Packet models revisited: tandem and priority systems. Queueing Systems, 47 (4), 363-377.
M.R.H. Mandjes (2004). A note on the benefits of buffering. Stochastic Models, 20, 43-54.
K. Dębicki & M. Mandjes (2004). Traffic with an fBM limit: convergence of the stationary workload process. Queueing Systems, 46 (1-2), 113-127. doi: 10.1023/B:QUES.0000021144.61749.aa
R. van de Meent, A. Pras, M.R.H. Mandjes, J.L. van den Berg, F. Roijers, L.J.M. Nieuwenhuis & P.H.A. Venemans (2004). Burstiness predictions based on rough network traffic measurements. In Proceedings of the 19th World Telecommunications Congress (WTC/ISS 2004), Seoul, Korea.
A.P. Zwart, S. Borst & M.R.H. Mandjes (2004). Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off sources. The Annals of Applied Probability, 14, 903-957.
M.R.H. Mandjes & P. Lasilla (2004). A multi-level TCP model with heterogeneous RTTs. In N. Mitrou, K. Kontovasilis, G. Rouskas, I. Iliadis & L. Merakos (Eds.), Networking Technologies, Services, and Protocols; Performance of Computer and Communication Networks; Mobile and Wireless Communications. Vol. 3042. Lecture Notes in Computer Science (pp. 52-63).
M.R.H. Mandjes & N.K. Boots (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.
M.R.H. Mandjes (2004). Pricing strategies and service differentiation. Netnomics, 6, 59-81.

2000

R.J. Boucherie, S.C.J. Verwijmeren & M. Mandjes (2000). Asymptotic evaluation of blocking probablities in a hierarchical cellular mobile network. Probability in the Engineering and Informational Sciences, 14, 81-99.

1997

R.J. Boucherie, S.C.J. Verwijmeren & M. Mandjes (1997). Asymptotic evaluation of blocking probabilities in a hierarchical cellular mobile network. AE-report, 97 (10).

1996

R.J. Boucherie & M. Mandjes (1996). Computation of performance measures for product form cellular mobile communications networks. Report AE, 96 (6).

2007

M.R.H. Mandjes (2007). Nieuwe kansen (1). Aanvaarding ambt hoogleraar in de Toegepaste Kansrekening UvA (2007, February 2). Amsterdam: Vossiuspers.
M.R.H. Mandjes (2007). Nieuwe kansen (2). Nieuw Archief voor Wiskunde, 8 (september), 164-170.

2007

J. van Praag & M.R.H. Mandjes (2007). Kansen en overlapgetallen. Pythagoras, 47.

2009

B.P.H. Kemper & M.R.H. Mandjes (2009). Approximations for the mean sojourn time in a parallel qeue. (Preprints, Report PNA, no E0901). Amsterdam: Centrum Wiskunde & Informatica.[go to publisher's site]

2008

I. Adan, M. Mandjes, W. Scheinhardt & E. Tzenova (2008). On a generic class of two-node queueing systems. (extern rapport, Eurandom report series, no 2008-010). Eindhoven: Eurandom.[go to publisher's site]
I. Adan, M. Mandjes, W. Scheinhardt & E. Tzenova (2008). On a generic class of two-node queueing systems. (extern rapport, CWI research report, no PNA-R0802). Amsterdam: Stichting Centrum voor Wiskunde en Informatica.[go to publisher's site]

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