Author Publications

2012

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2012) On efficiency of multilevel splitting. Communications in Statistics - Theory and Methods, 41 (6). pp. 890-904. ISSN 0361-0926

Reijsbergen, Daniël and Boer de, Pieter-Tjerk and Scheinhardt, Werner and Haverkort, Boudewijn (2012) Fast simulation for slow paths in Markov models. In: Ninth International Workshop on Rare Event Simulation, RESIM 2012, 25-27 June 2012, Trondheim, Norway.

Reijsbergen, Daniël and Boer de, Pieter-Tjerk and Scheinhardt, Werner and Haverkort, Boudewijn (2012) Rare event simulation for highly dependable systems with fast repairs. Performance evaluation, 69 (7–8). pp. 336-355. ISSN 0166-5316

Reijsbergen, Daniël and Boer de, Pieter-Tjerk and Scheinhardt, Werner and Juneja, Sandeep (2012) Some advances in importance sampling of reliability models based on zero variance approximation. In: Ninth International Workshop on Rare Event Simulation, RESIM 2012, 25-27 June 2012, Trondheim, Norway.

Timmer, J.B. and Scheinhardt, W.R.W. (2012) Cost sharing of cooperating queues in a Jackson network. Queueing systems . ISSN 0257-0130

2011

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2011) State-dependent importance sampling for a slowdown tandem queue. Annals of Operations Research, 189 (1). pp. 299-329. ISSN 0254-5330

Timmer, Judith and Scheinhardt, Werner (2011) Cost sharing of cooperating queues in a Jackson network. [Report]

2010

Boer de, Pieter-Tjerk and Scheinhardt, Werner R.W. (2010) A new, analysis-based, change of measure for tandem queues. In: Eighth International Workshop on Rare-Event Simulation, RESIM 2010, 21-23 June 2010, Cambridge, UK.

Malhotra, Richa and Mandjes, Michel and Scheinhardt, Werner and Berg van den, Hans (2010) Design issues of a back-pressure-based congestion control mechanism. AEU - International Journal of Electronics and Communications, 64 (8). pp. 717-728. ISSN 1434-8411

Miretskiy, Denis and Scheinhardt, Werner and Mandjes, Michel (2010) State-dependent importance sampling for a Jackson tandem network. ACM Transactions on Modeling and Computer Simulation, 20 (3). p. 15. ISSN 1049-3301

Reijsbergen, Daniël and Boer de, Pieter-Tjerk and Scheinhardt, Werner (2010) Transient Behaviour in Highly Dependable Markovian Systems: New Regimes, Multiple Paths. In: Eighth International Workshop on Rare-Event Simulation, RESIM, 21-23 June 2010, Cambridge, UK.

Reijsbergen, Daniël and Boer de, Pieter-Tjerk and Scheinhardt, Werner and Haverkort, Boudewijn (2010) Rare event simulation for highly dependable systems with fast repairs. In: Seventh International Conference on Quantitative Evaluation of SysTems, QEST 2010, 15-18 Sep 2010, Williamsburg, Virginia. (In Press)

Timmer, Judith and Scheinhardt, Werner (2010) How to share the cost of cooperating queues in a tandem network? In: 22nd International Teletraffic Congress, ITC 2010, 7-9 Sept 2010, Amsterdam, The Netherlands.

2009

Adan, Ivo and Mandjes, Michel and Scheinhardt, Werner and Tzenova, Elena (2009) On a generic class of two-node queueing systems. Queueing Systems, 61 (1). pp. 37-63. ISSN 0257-0130

Litvak, N. and Scheinhardt, W.R.W. and Volkovich, Y.V. (2009) In-Degree and PageRank of web pages: why do they follow similar power laws? Internet Mathematics, 4 (2-3). pp. 175-198. ISSN 1542-7951

Litvak, Nelly and Scheinhardt, Werner and Volkovich, Yana and Zwart, Bert (2009) Characterization of tail dependence for in-degree and PageRank. In: 6th International Workshop on Algorithms and Models for the Web-Graph, WAW 2009, 12-13 February 2009, Barcelona, Spain.

Malhotra, R. and Mandjes, M.R.H. and Scheinhardt, W.R.W. and Berg van den, J.L. (2009) A feedback fluid queue with two congestion control thresholds. Mathematical methods of operations research, 70 (1). pp. 149-169. ISSN 1432-2994

Miretskiy, Denis and Scheinhardt, Werner and Mandjes, Michel (2009) Rare-event similation for tandem queues: a simple and efficient importance sampling scheme. In: Third Euro-NF Conference on Network Control and Optimization, NET-COOP, November 23-25, 2009, Eindhoven, The Netherlands.

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) An efficient multilevel splitting scheme. In: 6th St. Petersburg Workshop on Simulation, 28 June - 4 July 2009, St. Petersburg, Russia.

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) Backpressure-based control protocols: design and computational aspects. In: 21st International Teletraffic Congress, ITC, 15-17 Sept 2009, Paris, France.

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2009) Rare-Event Simulation for Tandem Queues: A Simple and Efficient Importance Sampling Scheme. In: Third Euro-NF Conference on Network Control and Optimization, NET-COOP 2009, November 23-25, 2009, Eindhoven, The Netherlands.

2008

Litvak, N. and Scheinhardt, W.R.W. and Volkovich, Y.V. (2008) Probabilistic relation between In-Degree and PageRank. In: Fourth International Workshop WAW 2006, 30 Nov - 01 Dec 2006, Banff, Canada.

Mandjes, Michel and Scheinhardt, Werner (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 . p. 518214. ISSN 1048-9533

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) State-dependent importance sampling for a Jackson tandem network. [Report]

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) State-dependent Importance Sampling for a Slow-down Tandem Queue. [Report]

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) Simulation of a Jackson tandem network using state-dependent importance sampling. In: 3rd International Workshop on Tools for Solving Structured Markov Chains, SMCTools 2008, 20 Oct 2008, Athens, Greece.

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2008) Simple and efficient importance sampling scheme for a tandem queue with server slow-down. In: 7th Internationals Workshop on Rare Event Simulation, RESIM 2008, 24-26 Sept 2008, Rennes, France.

2007

Boer de, Pieter-Tjerk and Scheinhardt, Werner R.W. (2007) Alternative proof and interpretations for a recent state-dependent importance sampling scheme. Queueing Systems, 57 (2-3). pp. 61-69. ISSN 0257-0130

Boer de, Pieter-Tjerk and Scheinhardt, Werner R.W. (2007) Alternative proof with interpretations for a recent state-dependent importance sampling scheme. [Report]

Foreest van, Nicky D. and Haverkort, Boudewijn R. and Mandjes, Michel R.H. and Scheinhardt, Werner R.W. (2007) Versatile Stochastic Models for Networks with Asymmetric TCP Sources. Performance Evaluation, 64 (6). pp. 507-523. ISSN 0166-5316

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2007) Tandem queue with server slow-down. ACM SIGMETRICS Performance Evaluation Review, 35 (3). pp. 51-52. ISSN 0163-5999

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2007) Efficient Simulation of a Tandem Queue with Server Slow-down. Simulation, 83 (11). pp. 751-767. ISSN 0037-5497

2006

Litvak, N. and Scheinhardt, W.R.W. and Volkovich, Y.V. (2006) In-degree and pageRank of web pages: Why do they follow similar power laws? [Report]

Miretskiy, D.I. and Scheinhardt, W.R.W. and Mandjes, M.R.H. (2006) Efficient simulation of a tandem queue with server slow-down. In: 6th International Workshop on Rare Event Simulation, 8-10 October 2006, Bamberg, Germany.

2005

Foreest van, N.D. and Mandjes, M.R.H. and Ommeren van, J.C.W. and Scheinhardt, W.R.W. (2005) A tandem queue with server slow-down and blocking. [Report]

Foreest van, N.D. and Ommeren van, J.C.W. and Mandjes, M.R.H. and Scheinhardt, W.R.W. (2005) A tandem queue with server slow-down and blocking. Stochastic Models, 21 (2 -3). pp. 695-724. ISSN 1532-6349

Scheinhardt, Werner and Foreest van, Nicky and Mandjes, Michel (2005) Continuous feedback fluid queues. Operations Research Letters, 33 (6). pp. 551-559. ISSN 0167-6377

2004

Foreest van, N.D. and Haverkort, B.R. and Mandjes, M.R.H. and Scheinhardt, W.R.W. (2004) Versatile Markovian models for networks with asymmetric TCP sources. [Report]

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2004) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability, 14 (4). pp. 2057-2089. ISSN 1050-5164

2003

Foreest van, Nicky and Mandjes, Michel and Scheinhardt, Werner (2003) Analysis of a feedback fluid model for heterogeneous TCP sources. Stochastic Models, 19 (3). pp. 299-324. ISSN 1532-6349

Foreest van, Nicky and Mandjes, Michel and Scheinhardt, Werner (2003) A versatile model for asymmetric TCP sources. In: 18th International Teletraffic Congress, ITC-18, 31 Aug - 05 Sep 2003, Berlin, Germany.

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2003) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. [Report]

Mandjes, Michel and Mitra, Debasis and Scheinhardt, Werner (2003) Simple models of network access, with applications to the design of joint rate and admission control. Computer Networks, 41 (4). pp. 489-504. ISSN 1389-1286

Mandjes, Michel and Mitra, Debasis and Scheinhardt, Werner (2003) Models of network access using feedback fluid queues. Queueing Systems, 44 (4). pp. 365-398. ISSN 0257-0130

Scheinhardt, W.R.W. and Foreest van, N.D. and Mandjes, M.R.H. (2003) Continuous feedback fluid queues. [Report]

2002

Mandjes, Michel and Mitra, Debasis and Scheinhardt, Werner (2002) Simple models of network access, with applications to the design of joint rate and admission control. In: Twenty-First Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2002, 23-27 June 2002, New York, USA.

Scheinhardt, Werner R.W. and Zwart, Bert (2002) A tandem fluid queue with gradual input. Probability in the Engineering and Informational Sciences, 16 (1). pp. 29-45. ISSN 0269-9648

2001

Foreest van, N. and Mandjes, M. and Scheinhardt, W.R.W. (2001) Performance analysis of heterogeneous interacting TCP sources. [Report]

Foreest van, N. and Mandjes, M. and Scheinhardt, W.R.W. (2001) Analysis of a feedback fluid model for heterogeneous TCP sources. [Report]

Kroese, Dirk P. and Scheinhardt, Werner R.W. (2001) Joint distributions for interacting fluid queues. Queueing systems, 37 (1-3). pp. 99-139. ISSN 0257-0130

Mandjes, M. and Mitra, D. and Scheinhardt, W.R.W. (2001) Models of network access using feedback fluid queues. [Report]

Scheinhardt, W.R.W. and Zwart, B. (2001) A tandem fluid queue with gradual input. [Report]

Scheinhardt, Werner R.W. (2001) Analysis of feedback fluid queues. In: 14th ITC Specialists Seminar on Access Networks and Systems, 24-27 April 2001, Girona, Spain.

2000

Aalto, Samuli and Scheinhardt, Werner R.W. (2000) Tandem fluid queues fed by homogeneous on–off sources. Operations Research Letters, 27 (2). pp. 73-82. ISSN 0167-6377

Lenin, R.B. and Parthasarathy, P.R. and Scheinhardt, W.R.W. and Doorn van, E.A. (2000) Families of birth-death processes with similar time-dependent behaviour. Journal of Applied Probability, 37 (3). pp. 835-849. ISSN 0021-9002

Scheinhardt, W.R.W. (2000) Analysis of feedback fluid queues. [Report]

1999

Lenin, R.B. and Parthasarathy, P.R. and Scheinhardt, W.R.W. and Doorn van, E.A. (1999) Families of birth-death processes with similar time-dependent behaviour. [Report]

1998

Adan, I.J.B.F. and Doorn van, E.A. and Resing, J.A.C. and Scheinhardt, W.R.W. (1998) Analysis of a single server queue interacting with a fluid reservoir. Queueing Systems, 29 (2-4). pp. 313-336. ISSN 0257-0130

Scheinhardt, Willem Richard Werner (1998) Markov-modulated and feedback fluid queues. thesis.

1996

Adan, I.J.B.F. and Doorn van, E.A. and Resing, J.A.C. and Scheinhardt, W.R.W. (1996) A queueing system with two different service speeds. [Report]

Doorn van, E.A. and Scheinhardt, W.R.W. (1996) Analysis of birth-death fluid queues. [Report]