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Practical Guide and Review of Fossil Tip-Dating in Phylogenetics. [PDF]
Syst BiolHeckeberg NS +4 more
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Pricing collateralized debt obligations with Markov-modulated Poisson processes
Pricing collateralized debt obligations with Markov-modulated Poisson processesopenaire
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The Markov-modulated Poisson process (MMPP) cookbook
Performance Evaluation, 1993Summary: Point processes whose arrival rates vary randomly over time arise in many applications of interest, notably in communications modeling. The Markov- modulated Poisson process has been extensively used for modeling these processes, because it qualitatively models the time-varying arrival rate and captures some of the important correlations ...
Wolfgang Fischer 0002 +1 more
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Recursive estimation of parameters in Markov-modulated Poisson processes
IEEE Transactions on Communications, 1995 A hidden Markov regime is a Markov process that governs the time or space dependent distributions of an observed stochastic process. Recursive algorithms can be used to estimate parameters in mixed distributions governed by a Markov regime. The authors derive a recursive algorithm for estimation of parameters in a Markov-modulated Poisson process also ...
Georg Lindgren
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Semi-Markov modulated Poisson process: probabilistic and statistical analysis
Mathematical Methods of Operations Research, 2006The authors consider a Poisson process with the arrival rate function represented by a stationary stochastic process \(Z\). The process \(Z\) is supposed to be modulated by a stochastic process \(Y\) with a discrete state space \(E\) such that \(Z_{t}=\lambda(Y_{t})\) for all \(t\geq 0\) where \(\lambda(i)\) is the rate of arrivals when the state of ...
Suleyman Özekici
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Markov-modulated Poisson processes for multi-location inventory problems
International Journal of Production Economics, 1997 In this paper we consider inventory systems of multi-location. It is common to allow emergency lateral transshipments from local locations to the main depot. Here we propose a new model for the inventory system of consumable items. The inventory system of each location and the main depot is modeled by Markovian queueing networks. The transshipments are
Wai Ki Ching
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ACM Transactions on Modeling and Performance Evaluation of Computing Systems, 2017 The Markov Modulated Poisson Process (MMPP) has been extensively studied in random process theory and widely applied in various applications involving Poisson arrivals whose rate varies following a Markov process. Despite the rich literature
Kui Wu, Venkaṭesh Srinivasan
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Analysis of multivariate Markov modulated Poisson processes
Operations Research Letters, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ushio Sumita, Yasushi Masuda
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Parameter estimation for Markov modulated poisson processes
Stochastic Models, 1994Summary: A Markov modulated Poisson process (MMPP) is a doubly stochastic Poisson process whose intensity is controlled by a finite state continuous-time Markov chain. MMPPs have during the last decade been used to model traffic flows in communication networks as well as environmental data.
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Copula-based parameter estimation for Markov-modulated Poisson Process
2017 IEEE/ACM 25th International Symposium on Quality of Service (IWQoS), 2017Markov-modulated Poisson Process (MMPP) has been extensively studied in random process theory and widely used as a network traffic model. Most methods for estimating MMPP parameters are based on the exact arrival times. Nevertheless, in many applications it is costly to record the exact time of each arrival.
Fang Dong 0004 +2 more
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