Research Output 1964 2020

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Article
2020

A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates

Ungolo, F., Kleinow, T. & Macdonald, A. S., Mar 2020, In : Insurance: Mathematics and Economics. 91, p. 68-84 17 p.

Research output: Contribution to journalArticleAcademicpeer-review

Missing Covariates
Hierarchical Model
Mortality
Covariates
Missing Data
2019
1 Citation (Scopus)
8 Downloads (Pure)

Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process

Ravner, L., Boxma, O. & Mandjes, M., Nov 2019, In : Bernoulli. 25, 4B, p. 3734-3761 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Workload
Queue
Siméon Denis Poisson
Asymptotic Normality
Estimator

Fluid queues with synchronized output

Boxma, O., Kella, O. & Ravner, L., 1 Nov 2019, In : Operations Research Letters. 47, 6, p. 629-635 7 p.

Research output: Contribution to journalArticleAcademicpeer-review

Fluid Queue
Queue
Optimal systems
Fluids
Output
12 Downloads (Pure)

Infinite-server systems with Coxian arrivals

Boxma, O., Kella, O. & Mandjes, M., 14 Aug 2019, In : Queueing Systems. 92, 3-4, p. 233-255 23 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Infinite Server Queue
Shot Noise Process
Cox Process
Shot noise
Servers
1 Citation (Scopus)

Performance of large-scale polling systems with branching-type and limited service

Meyfroyt, T. M. M., Boon, M. A. A., Borst, S. C. & Boxma, O. J., 1 Sep 2019, In : Performance Evaluation. 133, p. 1-24 24 p.

Research output: Contribution to journalArticleAcademicpeer-review

Polling Systems
Queue Length
Large-scale Systems
Branching
Large scale systems
6 Downloads (Pure)

Redundancy scheduling with scaled Bernoulli service requirements

Raaijmakers, Y., Borst, S. & Boxma, O., 1 Oct 2019, In : Queueing Systems. 93, 1-2, p. 67-82 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Bernoulli
Redundancy
Scheduling
Servers
Requirements
1 Citation (Scopus)

Survival analysis of pension scheme mortality when data are missing

Ungolo, F., Christiansen, M., Kleinow, T. & Macdonald, A., 3 Jul 2019, In : Scandinavian Actuarial Journal. 2019, 6, p. 523-547 25 p.

Research output: Contribution to journalArticleAcademicpeer-review

Survival Analysis
Mortality
Covariates
Survival Model
Identifiability

The (S−1,S) inventory model and its counterparts in queueing theory

Boxma, O. J., Perry, D. & Stadje, W., 1 Nov 2019, In : Operations Research Letters. 47, 6, p. 483-488 6 p.

Research output: Contribution to journalArticleAcademicpeer-review

Queueing theory
Queueing Theory
Inventory Model
Jackson Networks
Loss System
2018

Degree-dependent threshold-based random sequential adsorption on random trees

Meyfroyt, T. M. M., 1 Mar 2018, In : Advances in Applied Probability. 50, 1, p. 302-326 25 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
Random Sequential Adsorption
Random Trees
Chemical activation
Adsorption
Dependent
26 Downloads (Pure)

Revenue maximization in an optical router node using multiple wavelengths

Abidini, M. A., Boxma, O., Hurkens, C., Koonen, T. & Resing, J., 15 Sep 2018, In : arXiv. 2018, 1809.07860 , 6 p., 1809.07860 .

Research output: Contribution to journalArticleAcademic

Open Access
File
Routers
Wavelength
1 Citation (Scopus)

The dual risk model with dividends taken at arrival

Boxma, O. & Frostig, E., 1 Nov 2018, In : Insurance: Mathematics and Economics. 83, p. 83-92 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

Dividend
Tax
Model
Percentage
Dividends
2017
100 Downloads (Pure)

Data-driven online monitoring of wind turbines

Kenbeek, T., Kapodistria, S. & Di Bucchianico, A., 2017, In : arXiv. 1702.05047.

Research output: Contribution to journalArticleAcademic

Open Access
File
Wind turbines
Monitoring
Statistical process control
Sensors
2 Citations (Scopus)
56 Downloads (Pure)

On the modeling of epidemics under the influence of risk perception

De Lillo, S., Fioriti, G. & Prioriello, M. L., 1 Apr 2017, In : International Journal of Modern Physics C. 28, 4, 16 p., 1750051.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Risk perception
Active Particles
Epidemic Spreading
Stochastic Games
Kinetic theory
2016
1 Citation (Scopus)
80 Downloads (Pure)

A coupled processor model with simultaneous arrivals and ordered service requirements

Badila, E. S. & Resing, J. A. C., 1 Feb 2016, In : Queueing Systems: Theory and Applications. 82, 1-2, p. 29-42 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Requirements
Parallel Systems
Queueing System
Higher Dimensions
Workload
7 Citations (Scopus)
29 Downloads (Pure)

Annealed central limit theorems for the ising model on random graphs

Giardinà, C., Giberti, C., van der Hofstad, R. W. & Prioriello, M. L., 2016, In : Alea : Latin American journal of probability and mathematical statistics. 13, 1, p. 121-161 41 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Random Graphs
Central limit theorem
Ising Model
Configuration
One-dimensional Model
42 Downloads (Pure)
Open Access
File
Replacement Policy
Railroad tracks
Optimal Policy
Railroad
Replacement
6 Citations (Scopus)
88 Downloads (Pure)

Hitting time asymptotics for hard-core interactions on grids

Nardi, F. R., Zocca, A. & Borst, S. C., Jan 2016, In : Journal of Statistical Physics. 162, 2, p. 522-576

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
First Hitting Time
Hitting Time
Hard-core Model
Grid Graph
Mixing Time
15 Citations (Scopus)
1 Downloads (Pure)

Linear birth/immigration-death process with binomial catastrophes

Kapodistria, S., Phung-Duc, T. & Resing, J. A. C., Jan 2016, In : Probability in the Engineering and Informational Sciences. 30, 1, p. 79-111

Research output: Contribution to journalArticleAcademicpeer-review

Immigration
Catastrophe
Equilibrium Distribution
Relaxation Time
Relaxation time
1 Citation (Scopus)
34 Downloads (Pure)

On a make-to-stock production/mountain model with hysteretic control

Boxma, O. J., Lopker, A. H. & Perry, D., Jun 2016, In : Annals of Operations Research. 241, 1, p. 53-82 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Buffer
Make-to-stock
Breakdown
Production-inventory
Performance measures
5 Citations (Scopus)
3 Downloads (Pure)

Optimal rate allocation for video streaming in wireless networks with user dynamics

Joseph, V., Borst, S. C. & Reiman, M. I., 14 Apr 2016, In : IEEE/ACM Transactions on Networking. 24, 2, p. 820-835

Research output: Contribution to journalArticleAcademicpeer-review

Video streaming
Wireless networks
Access control
Large scale systems
Experiments
6 Citations (Scopus)
60 Downloads (Pure)

Steady-state analysis of shortest expected delay routing

Selen, J., Adan, I. J. B. F., Kapodistria, S. & van Leeuwaarden, J. S. H., 1 Dec 2016, In : Queueing Systems: Theory and Applications. 84, 3, p. 309–354 46 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Servers
Stretching
Routing
Queue
Random walk
7 Citations (Scopus)
3 Downloads (Pure)

The shorter queue polling model

Adan, I. J. B. F., Boxma, O. J., Kapodistria, S. & Kulkarni, V. G., Jun 2016, In : Annals of Operations Research. 241, p. 167-200

Research output: Contribution to journalArticleAcademicpeer-review

Polling
Queue
Join
Exponential distribution
Poisson process
2015
6 Citations (Scopus)
1 Downloads (Pure)

A bivariate risk model with mutual deficit coverage

Ivanovs, J. & Boxma, O. J., 2015, In : Insurance: Mathematics and Economics. 64, p. 126-134 9 p.

Research output: Contribution to journalArticleAcademicpeer-review

Coverage
Survival Probability
Transform
Insurance
Cover
7 Citations (Scopus)
1 Downloads (Pure)

A data propagation model for wireless gossiping

Meyfroyt, T. M. M., Borst, S. C., Boxma, O. J. & Denteneer, T. J. J., 2015, In : Performance Evaluation. 85-86, p. 19-32 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

Gossiping
End-to-end Delay
Propagation
Network protocols
Communication Protocol
9 Citations (Scopus)
5 Downloads (Pure)

A fluid EOQ model of perishable items with intermittent high and low demand rates

Boxma, O. J., Perry, D. & Zacks, S., 2015, In : Mathematics of Operations Research. 40, 2, p. 390-402

Research output: Contribution to journalArticleAcademicpeer-review

EOQ Model
Fluid Model
Profitability
Fluids
Laplace transforms
1 Citation (Scopus)
5 Downloads (Pure)

A make-to-stock mountain-type inventory model

Boxma, O. J., Parlar, M. & Perry, D., 2015, In : Annals of Operations Research. 231, p. 65-77

Research output: Contribution to journalArticleAcademicpeer-review

Buffer
Inventory model
Make-to-stock
Queue
Markov process
4 Citations (Scopus)
52 Downloads (Pure)

Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

Lambert, A. & Simatos, F., 2015, In : Journal of Theoretical Probability. 28, 1, p. 41-91 51 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Infinite Variance
Compound Poisson Process
Local Time
Asymptotic Behavior
Processor Sharing
2 Citations (Scopus)

BRAVO for many-server QED systems with finite buffers

Daley, D. J., Leeuwaarden, van, J. S. H. & Nazarathy, J., 2015, In : Advances in Applied Probability. 47, 1, p. 231-250 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

Poisson distribution
Finite Buffer
Asymptotic Variance
Random processes
Balancing
3 Citations (Scopus)
transfer functions
Imaging systems
Transfer functions
derivation
polynomials
17 Citations (Scopus)
7 Downloads (Pure)

Dynamic pricing and learning with finite inventories

Boer, den, A. V. & Zwart, B., 2015, In : Operations Research. 63, 4, p. 965-978 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

Sales
Costs
Maximum likelihood estimation
Dynamic programming
Marketing
1 Citation (Scopus)
2 Downloads (Pure)

Dynamic server assignment in an extended machine-repair model

Dorsman, J. L., Bhulai, S. & Vlasiou, M., 2015, In : IIE Transactions. 47, 4, p. 392-413

Research output: Contribution to journalArticleAcademicpeer-review

Queueing networks
Repair
Servers
Queueing theory
Decision theory
5 Citations (Scopus)
6 Downloads (Pure)

Fluid approximation of a call center model with redials and reconnects

Ding, S., Remerova, M., Mei, van der, R. D. & Zwart, B., 2015, In : Performance Evaluation. 92, p. 24-39 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Call Centres
Customers
Fluid Limits
Fluid
Fluids
5 Citations (Scopus)

Giant component sizes in scale-free networks with power-law degrees and cutoffs

Janssen, A. J. E. M. & Van Leeuwaarden, J. S. H., 2015, In : EPL. 112, 6, p. 1-6 68001.

Research output: Contribution to journalArticleAcademicpeer-review

cut-off
exponents
7 Citations (Scopus)
70 Downloads (Pure)

Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds

Dorsman, J. L., Vlasiou, M. & Zwart, B., 2015, In : Queueing Systems: Theory and Applications. 79, 3, p. 293-319 27 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Parallel Queues
Heavy Traffic
Brownian movement
Reflected Brownian Motion
Functional Central Limit Theorem
14 Citations (Scopus)
46 Downloads (Pure)

Joint queue length distribution of multi-class, single-server queues with preemptive priorities

Sleptchenko, A. V., Selen, J., Adan, I. J. B. F. & Houtum, van, G. J. J. A. N., 2015, In : Queueing Systems: Theory and Applications. 81, 4, p. 379-395

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Preemptive Priority
Queue Length Distribution
Single Server Queue
Multi-class
Joint Distribution
55 Downloads (Pure)

Loss rates in the single-server queue with complete rejection

Zwart, B., 2015, In : Mathematical Methods of Operations Research. 81, 3, p. 299-315

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Single Server Queue
Loss Probability
Rejection
Exit Problem
Servers
6 Citations (Scopus)
4 Downloads (Pure)

Markovian polling systems with an application to wireless random-access networks

Dorsman, J. L., Borst, S. C., Boxma, O. J. & Vlasiou, M., 2015, In : Performance Evaluation. 85-86, p. 33-51 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

Polling Systems
Random Access
Queue
Routing
Queue Length
1 Downloads (Pure)

Netwerken

Leeuwaarden, van, J. S. H. & Mandjes, M. R. H., 2015, In : Nieuw Archief voor Wiskunde. 5/16, 3, p. 155-155

Research output: Contribution to journalArticleAcademic

NETWORKS

Leeuwaarden, van, J. S. H. & Mandjes, M. R. H., 2015, In : Nieuw Archief voor Wiskunde. 5/16, 3, p. 161-164

Research output: Contribution to journalArticleAcademic

5 Citations (Scopus)
57 Downloads (Pure)

Novel heavy-traffic regimes for large-scale service systems

Janssen, A. J. E. M., Leeuwaarden, van, J. S. H. & Mathijsen, B. W. J., 2015, In : SIAM Journal on Applied Mathematics. 75, 2, p. 787-812 26 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Queueing theory
Heavy Traffic
Asymptotic analysis
Saddle Point Method
Performance Measures
9 Citations (Scopus)
64 Downloads (Pure)

On the scalability and message count of Trickle-based broadcasting schemes

Meyfroyt, T. M. M., Borst, S. C., Boxma, O. J. & Denteneer, T. J. J., 7 Apr 2015, In : Queueing Systems: Theory and Applications. 81, 2-3, p. 203-230 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Broadcasting
Scalability
Count
Markov processes
Markov chain

Performance analysis of stochastic networks

Boxma, O. J., Kapodistria, S. & Mandjes, M. R. H., 2015, In : Nieuw Archief voor Wiskunde. 5/16, 3, p. 193-200

Research output: Contribution to journalArticleProfessional

Stochastic Networks
Queueing
Operations Research
Probability Theory
Mathematical Analysis
1 Citation (Scopus)
41 Downloads (Pure)

Return probabilities for the reflected random walk on N_0

Essifi, R. & Peigné, M., 2015, In : Journal of Theoretical Probability. 28, 1, p. 231-258

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Random walk
Wiener-Hopf Factorization
Local Limit Theorem
Generating Function
Random variable
24 Citations (Scopus)
2 Downloads (Pure)

Revenue management under customer choice behaviour with cancellations and overbooking

Sierag, D. D., Koole, G. M., Mei, van der, R. D., Zwart, B. & Rest, van der, J. I., 2015, In : European Journal of Operational Research. 246, p. 170-185

Research output: Contribution to journalArticleAcademicpeer-review

Revenue Management
Cancellation
Customers
Parameter Estimation
Parameter estimation
51 Downloads (Pure)

Robust heavy-traffic approximations for service systems facing overdispersed demand

Mathijsen, B. W. J., Janssen, A. J. E. M., van Leeuwaarden, J. S. H., Mandelbaum, A. & Zwart, A. P., 17 Dec 2015, In : arXiv. 31 p., 1512.05581V1.

Research output: Contribution to journalArticleAcademic

Open Access
File
2 Citations (Scopus)

Slow transitions and starvation in dense random-access networks

Zocca, A., Borst, S. C. & Leeuwaarden, van, J. S. H., 2015, In : Stochastic Models. 31, 3, p. 361-402

Research output: Contribution to journalArticleAcademicpeer-review

Random Access
Mixing Time
Hitting Time
Interaction
Throughput
1 Citation (Scopus)
1 Downloads (Pure)

Staffing many-server systems with admission control and retrials

Janssen, A. J. E. M. & Leeuwaarden, van, J. S. H., 2015, In : Advances in Applied Probability. 47, 2, p. 450-475 26 p.

Research output: Contribution to journalArticleAcademicpeer-review

Retrials
Admission Control
Access control
Computer systems
Servers
11 Citations (Scopus)
88 Downloads (Pure)

Sub-Poissonian statistics of jamming limits in ultracold Rydberg gases

Sanders, J., Jonckheere, M. & Kokkelmans, S. J. J. M. F., 23 Jul 2015, In : Physical Review Letters. 115, 4, p. 043002-1/5 5 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
jamming
statistics
gases
excitation
atoms
4 Citations (Scopus)
95 Downloads (Pure)

The impact of scheduling policies on the waiting-time distributions in polling systems

Bekker, R., Vis, P., Dorsman, J. L., Mei, van der, R. D. & Winands, E. M. M., 2015, In : Queueing Systems: Theory and Applications. 79, 2, p. 145-172 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Polling Systems
Waiting Time Distribution
Scheduling Policy
Polling
Sojourn Time
3 Citations (Scopus)
65 Downloads (Pure)

Transient analysis of the Erlang A model

Knessl, C. & Leeuwaarden, van, J. S. H., 2015, In : Mathematical Methods of Operations Research. 82, 2, p. 143-173

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Transient Analysis
Transient analysis
Queue
Laplace transforms
Laplace transform