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papers

Publications (38)

math.PR2016

A Dirichlet Process Characterization of RBM in a Wedge

Peter Lakner, Josh Reed, Bert Zwart

math.PR2013

Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and processor-sharing queues

Amaury Lambert, Florian Simatos, Bert Zwart

math.PR2014

Separation of timescales in a two-layered network

Maria Vlasiou, Jiheng Zhang, Bert Zwart

math.PR2017

Robust heavy-traffic approximations for service systems facing overdispersed demand

Britt W. J. Mathijsen, A. J. E. M. Janssen, Johan S. H. van Leeuwaarden +1

math.PR2017

Heavy Traffic Limit for a Tandem Queue with Identical Service Times

H. Christian Gromoll, Bryce Terwilliger, Bert Zwart

math.PR2016

Transient error approximation in a Lévy queue

Britt Mathijsen, Bert Zwart

math.PR2014

Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

math.PR2014

Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

math.PR2018

Bounds and Limit Theorems for a Layered Queueing Model in Electric Vehicle Charging

Angelos Aveklouris, Maria Vlasiou, Bert Zwart

math.PR2017

Sample Path Large Deviations for Lévy Processes and Random Walks with Regularly Varying Increments

Chang-Han Rhee, Jose Blanchet, Bert Zwart

math.PR2011

Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime

Kamil Marcin Kosinski, Onno Boxma, Bert Zwart

physics.class-ph2016

Minimizing heat loss in DC networks using batteries

Alessandro Zocca, Bert Zwart

math.PR2017

First-passage time asymptotics over moving boundaries for random walk bridges

Fiona Sloothaak, Vitali Wachtel, Bert Zwart

math.PR2017

Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes

Bohan Chen, Jose Blanchet, Chang-Han Rhee +1

math.PR2014

On the accuracy of phase-type approximations of heavy-tailed risk models

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

math.PR2011

Diffusion limits of limited processor sharing queues

Jiheng Zhang, J. G. Dai, Bert Zwart

math.PR2012

Efficient Rare-event Simulation for Perpetuities

Jose Blanchet, Henry Lam, Bert Zwart

math.PR2016

Fluid Limit of a PS-queue with Multistage Service

Maria Remerova, Bert Zwart

math.PR2012

Fluid Limits for an ALOHA-type Model with Impatient Customers

Maria Frolkova, Sergey Foss, Bert Zwart

math.PR2005

Subexponential asymptotics of hybrid fluid and ruin models

Bert Zwart, Sem Borst, Krzystof Debicki

math.PR2005

A large-deviations analysis of the GI/GI/1 SRPT queue

Misja Nuyens, Bert Zwart

math.PR2013

Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints

Maria Frolkova, Josh Reed, Bert Zwart

math.PR2015

Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks

Maria Vlasiou, Jiheng Zhang, Bert Zwart

math.PR2016

Importance sampling of heavy-tailed iterated random functions

Bohan Chen, Chang-Han Rhee, Bert Zwart

math.PR2004

Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows

Bert Zwart, Sem Borst, Michel Mandjes

math.PR2017

Heavy-traffic approximations for a layered network with limited resources

Angelos Aveklouris, Maria Vlasiou, Jiheng Zhang +1

math.PR2017

Achievable Performance of Blind Policies in Heavy Traffic

Nikhil Bansal, Bart Kamphorst, Bert Zwart

math.PR2013

Random Fluid Limit of an Overloaded Polling Model

Maria Frolkova, Sergey Foss, Bert Zwart

math.PR2018

Heavy traffic limit for the workload plateau process in a tandem queue with identical service times

H. Christian Gromoll, Bryce Terwilliger, Bert Zwart

math.PR2014

Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

math.PR2014

Time-dependent behaviour of an alternating service queue

Maria Vlasiou, Bert Zwart

math.PR2017

Heavy-Traffic Analysis of Sojourn Time under the Foreground-Background Scheduling Policy

Bart Kamphorst, Bert Zwart

math.PR2014

Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

math.PR2011

A Lévy input fluid queue with input and workload regulation

Zbigniew Palmowski, Maria Vlasiou, Bert Zwart

physics.soc-ph2017

The impact of a network split on cascading failure processes

Fiona Sloothaak, Sem C. Borst, Bert Zwart

math.PR2017

Uniform Asymptotics for Compound Poisson Processes with Regularly Varying Jumps and Vanishing Drift

Bart Kamphorst, Bert Zwart

math.PR2013

Fluid Approximation of a Call Center Model with Redials and Reconnects

Sihan Ding, Maria Remerova, Rob van der Mei +1

math.PR2006

Processor Sharing Queues with Impatience

Christian H. Gromoll, Philippe Robert, Bert Zwart