Michel Mandjes
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View article: Markovian multivariate Hawkes population processes: Efficient evaluation of moments
Markovian multivariate Hawkes population processes: Efficient evaluation of moments Open
We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…
View article: Road traffic estimation and algorithmic routing in a spatially dependent network
Road traffic estimation and algorithmic routing in a spatially dependent network Open
This work concerns a procedure to estimate the joint distribution of the per‐edge travel times in a road traffic network with spatial dependence. The constructed estimator, based on the realized travel times of a collection of independentl…
View article: Finite customer-pool queues
Finite customer-pool queues Open
In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and the workload, as well as the associated waiting times.
View article: Parameter estimation in a dynamic Chung-Lu random graph
Parameter estimation in a dynamic Chung-Lu random graph Open
In this paper we consider a dynamic version of the Chung-Lu random graph in which the edges alternate between being present and absent. The main contribution concerns a technique by which one can estimate the underlying dynamics from parti…
View article: Functional Central Limit Theorem for the simultaneous subgraph count of dynamic Erdős-Rényi random graphs
Functional Central Limit Theorem for the simultaneous subgraph count of dynamic Erdős-Rényi random graphs Open
In this paper we consider a dynamic Erdős-Rényi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this paper is a …
View article: Inference for dynamic Erdős-Rényi random graphs under regime switching
Inference for dynamic Erdős-Rényi random graphs under regime switching Open
This paper examines a model involving two dynamic Erdős-Rényi random graphs that evolve in parallel, with edges in each graph alternating between being present and absent according to specified on- and off-time distributions. A key feature…
View article: Opinion dynamics on dense dynamic random graphs
Opinion dynamics on dense dynamic random graphs Open
We consider two-opinion voter models on dense dynamic random graphs. Our goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion…
View article: Finite customer-pool queues
Finite customer-pool queues Open
In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and the workload, as well as the associated waiting times.
View article: A Random-Walk Concentration Principle for Occupancy Processes on Finite Graphs
A Random-Walk Concentration Principle for Occupancy Processes on Finite Graphs Open
This paper concerns discrete-time occupancy processes on a finite graph. Our results can be formulated in two theorems, which are stated for vertex processes, but also applied to edge process (e.g., dynamic random graphs). The first theore…
View article: A queue with independent and identically distributed arrivals
A queue with independent and identically distributed arrivals Open
In this paper we consider the workload of a storage system with the unconventional feature that the arrival times, rather than the interarrival times, are independent and identically distributed samples from a given distribution. We start …
View article: Spatiotemporal Hawkes processes with a graphon-induced connectivity structure
Spatiotemporal Hawkes processes with a graphon-induced connectivity structure Open
We introduce a spatiotemporal self-exciting point process $(N_t(x))$, boundedly finite both over time $[0,\infty)$ and space $\mathscr X$, with excitation structure determined by a graphon $W$ on $\mathscr{X}^2$. This graphon Hawkes proces…
View article: Trust in society: A stochastic compartmental model
Trust in society: A stochastic compartmental model Open
This paper studies a novel stochastic compartmental model that describes the dynamics of trust in society. The population is split into three compartments representing levels of trust in society: trusters, skeptics and doubters. The focus …
View article: Functional Central Limit Theorem for the principal eigenvalue of dynamic Erdős-Rényi random graphs
Functional Central Limit Theorem for the principal eigenvalue of dynamic Erdős-Rényi random graphs Open
In this paper we consider a dynamic version of the Erdős-Rényi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponentially distributed. The focus lies on the evolution of the prin…
View article: Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning
Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning Open
We study the interpersonal trust of a population of agents, asking whether chance may decide if a population ends up with high trust or low trust. We model this by a discrete time, stochastic coordination game with pairwise interactions oc…
View article: A queueing-based approach for integrated routing and appointment scheduling
A queueing-based approach for integrated routing and appointment scheduling Open
This paper aims to address the integrated routing and appointment scheduling (RAS) problem for a single service provider. The RAS problem is an operational challenge faced by operators that provide services requiring home attendance, such …
View article: Trusting: Alone and together
Trusting: Alone and together Open
We study the problem of an agent continuously faced with the decision of placing or not placing trust in an institution. The agent makes use of Bayesian learning in order to estimate the institution’s true trustworthiness and makes the dec…
View article: Characterizing the Age of Information with Multiple Coexisting Data Streams
Characterizing the Age of Information with Multiple Coexisting Data Streams Open
In this paper we analyze the distribution of the Age of Information (AoI) of a tagged data stream sharing a processor with a set of other data streams. We do so in the highly general setting in which the interarrival times pertaining to th…
View article: Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning
Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning Open
We study the interpersonal trust of a population of agents, asking whether chance may decide if a population ends up in a high trust or low trust state. We model this by a discrete time, random matching stochastic coordination game. Agents…
View article: Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph
Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph Open
In this paper we consider a dynamic Erdős-Rényi graph in which edges, according to an alternating renewal process, change from present to absent and vice versa. The objective is to estimate the on- and off-time distributions while only obs…
View article: Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process Open
We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the corresponding claim of the second input process. In addition, the two net cumulative c…
View article: Accurate and efficient approximation of large-scale appointment schedules
Accurate and efficient approximation of large-scale appointment schedules Open
Setting up optimal appointment schedules requires the computation of an inherently involved objective function, typically requiring distributional knowledge of the clients' waiting times and the server's idle times (as a function of the ap…
View article: A queueing-based approach for integrated routing and appointment scheduling
A queueing-based approach for integrated routing and appointment scheduling Open
This paper aims to address the integrated routing and appointment scheduling (RAS) problem for a single service provider. The RAS problem is an operational challenge faced by operators that provide services requiring home attendance, such …