Search - CentraleSupélec Access content directly

Filter your results

7 Results
authFullName_s : Michel Mandjes
Image document

On the upper bound in Varadhan’s Lemma

H.M. Jansen , Michel Mandjes , Koen de Turck , S Wittevrongel
Statistics and Probability Letters, 2015, 103, pp.24-29. ⟨10.1016/j.spl.2015.04.005⟩
Journal articles hal-01327058v1
Image document

Refined large deviations asymptotics for Markov-modulated infinite-server systems

Joke Blom , Koen de Turck , Michel Mandjes
European Journal of Operational Research, 2016, ⟨10.1016/j.ejor.2016.10.050⟩
Journal articles hal-01426125v1

A functional central limit theorem for a modulated network of infinite-server queues

H M Jansen , Michel Mandjes , Koen de Turck , Sabine Wittevrongel
European Conference on Queueing Theory 2016, Jul 2016, Toulouse, France
Conference papers hal-01580937v1
Image document

Analysis of Markov-modulated infinite-server queues in the central-limit regime

Joke Blom , Koen de Turck , Michel Mandjes
Probability in the Engineering and Informational Sciences, 2015, ⟨10.1017/S026996481500008X⟩
Journal articles hal-01327062v1
Image document

Markov-modulated infinite-server queues driven by a common background process

Michel Mandjes , Koen de Turck
Stochastic Models, 2016, 32 (2), pp.206 - 232. ⟨10.1080/15326349.2015.1100085⟩
Journal articles hal-01432500v1

Importance Sampling and Rare Event Simulation

Pierre L'Ecuyer , Michel Mandjes , Bruno Tuffin
Rubino, Gerardo and Tuffin, Bruno. Rare Event Simulation using Monte Carlo Methods, John Wiley & Sons, pp.17-38, 2009
Book sections hal-00792997v1
Image document

A large deviations principle for infinite-server queues in a random environment

H.M. Jansen , Michel Mandjes , Koen de Turck , S Wittevrongel
Queueing Systems, 2016, 82 (1-2), pp.199-235. ⟨10.1007/s11134-015-9470-x⟩
Journal articles hal-01256755v1