Description of impact
We develop algorithms for the performance evaluation of stochastic systems, as for example networks of queues. We provide error bounds for these algorithms. The algorithms yield provably accurate performance estimates for the performance of a wide class of systems, including systems with heavy tails, queuing networks, and financial models.Related content
-
Research output
-
Corrected phase-type approximations for heavy-tailed queueing models in a Markovian environment
Research output: Contribution to conference › Poster
-
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Research output: Book/Report › Report › Academic
-
On the accuracy of phase-type approximations of heavy-tailed risk models
Research output: Book/Report › Report › Academic
-
Asymptotic error bounds for truncated buffer approximations of a 2-node tandem queue
Research output: Contribution to conference › Paper › Academic
-
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times
Research output: Contribution to conference › Poster
-
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times
Research output: Contribution to conference › Poster
-
Error analysis of structured Markov chains
Research output: Thesis › Phd Thesis 1 (Research TU/e / Graduation TU/e)
-
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Research output: Contribution to journal › Article › Academic › peer-review
-
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review
-
On the accuracy of phase-type approximations of heavy-tailed risk models
Research output: Contribution to journal › Article › Academic › peer-review
-
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review
-
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Research output: Book/Report › Report › Academic
-
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Research output: Contribution to journal › Article › Academic › peer-review
-
Prizes
-
Third prize
Prize: Other › Career, activity or publication related prizes (lifetime, best paper, poster etc.) › Scientific
-
MAM8 Marcel Neuts Best Student paper Award
Prize: Other › Career, activity or publication related prizes (lifetime, best paper, poster etc.) › Scientific
-
Student theses
-
Comparison of ruin probability approximations in case of real data
Student thesis: Master
-
Projects
-
Meervoud Vlasiou: Layered queueing networks
Project: Research direct
-
Error Bounds for Structured Markov Chains
Project: Research direct
-
Activities
-
Error bounds and approximations for heavy-tailed stochastic systems
Activity: Talk or presentation types › Invited talk › Scientific
-
53th ANZIAM conference (Australia and New Zealand Industrial and Applied Mathematics)
Activity: Participating in or organising an event types › Conference › Scientific
-
Asymptotic error bounds for truncated buffer approximations of a 2-node tandem queue
Activity: Talk or presentation types › Keynote talk › Scientific
-
Australian Mathematical Sciences Institute (AMSI)
Activity: Visiting an external institution types › Visiting an external academic institution › Scientific
-
Error bounds and approximations for heavy-tailed stochastic systems
Activity: Talk or presentation types › Keynote talk › Scientific