Results 171 to 180 of about 10,348 (206)

Approximation of Some Markov-Modulated Poisson Processes

ORSA Journal on Computing, 1991
The Markov-modulated Poisson process (MMPP) is a doubly stochastic Poisson process in which the arrival rate varies according to a finite state irreducible Markov process. In many applications of MMPPs, the point process is constructed by superpositions or similar constructions, which lead to modulating Markov processes with a large state space. Since
exaly   +3 more sources

Control problem for the Markov-modulated Poisson process in the averaging schema

Journal of Applied and Numerical Analysis
This paper discusses the control problem for the stochastic evolution system under Markov-modulated Poisson perturbations in the averaging schema. Such a perturbation process combines a Poisson process with a Markov process that modulates the intensity of jumps.
null Chabanyuk, Serhiy Semenyuk, Ulyana Khimka, N. Kukharska   +3 more
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An EM algorithm for estimation in Markov-modulated Poisson processes

Computational Statistics and Data Analysis, 1996
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Bayesian Analysis of a Two-State Markov Modulated Poisson Process

Journal of Computational and Graphical Statistics, 1999
Abstract We postulate observations from a Poisson process whose rate parameter modulates between two values determined by an unobserved Markov chain. The theory switches from continuous to discrete time by considering the intervals between observations as a sequence of dependent random variables.
S. L. Scott
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Markov modulated Poisson process model for hand-off calls in cellular systems

2000 IEEE Wireless Communications and Networking Conference. Conference Record (Cat. No.00TH8540), 2002
The growth of telecommunication systems is more than ever stimulating the need for mathematical modeling and evaluation techniques to predict the performance of these systems. These techniques have become an indispensable tool for assessment of the performance of a system, evaluation of design alternatives, resource dimensioning, and system ...
M. A. Farahani, Mohsen Guizani
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Analysis of single-molecule fluorescence spectroscopic data with a Markov-modulated Poisson process.

ChemPhysChem, 2009
We present a photon‐by‐photon analysis framework for the evaluation of data from single‐molecule fluorescence spectroscopy (SMFS) experiments using a Markov‐modulated Poisson process (MMPP).
Mark Jäger, A. Kiel, D. Herten, F. Hamprecht   +3 more
semanticscholar   +2 more sources

Stochastic Evolution Under Markov-Modulated Poisson Perturbation in the Diffusion Approximation Scheme

Cybernetics and Systems Analysis
Ya M Chabanyuk
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SUPPLY SYSTEM DESIGN UNDER UNCERTAINTY CONSTRAINT BY USING MARKOV MODULATED POISSON PROCESS MODELING

Journal of the Chinese Institute of Industrial Engineers, 2006
Fong-Fan Wang, Chao-Ton Su
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Robust EM algorithms for Markov modulated Poisson processes

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2002
We consider robust filtering and smoothing for Markov modulated Poisson processes. Using the EM algorithm, these filters and smoothers can be applied to estimate the parameters of our model. Our dynamics do not involve stochastic integrals and our new formulae, in terms of time integrals, are easily discretized.
Robert J. Elliott, W. Paul Malcolm
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Cyclic markov modulated poisson processes in traffic characterization

Communications in Statistics. Stochastic Models, 1996
Summary: A new class of Markov modulated Poisson processes (MMPP) is introduced where arrival rates vary according to a cyclic Markov chain. A closed form expression for the autocovariance function of the arrival rate process is derived and a recursive procedure for its calculation is given.
Chen, David Teyao, Rieders, Maria
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