Results 181 to 190 of about 10,348 (206)

A New Dependence Model for Heterogeneous Markov Modulated Poisson Processes

2018 IFIP Networking Conference (IFIP Networking) and Workshops, 2018
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. The most general form of aggregated MMPP is the superposition of heterogeneous MMPPs (HeMMPP), in which each constituent MMPP has different ...
Fang Dong 0004, Kui Wu 0001, Venkatesh Srinivasan 0001   +2 more
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Multiscale Fitting Procedure Using Markov Modulated Poisson Processes

Telecommunication Systems, 2003
This paper proposes a parameter fitting procedure using Markov Modulated Poisson Processes (MMPPs) that leads to accurate estimates of queuing behavior for network traffic exhibiting long-range dependence behavior. The procedure matches both the autocovariance and marginal distribution of the counting process.
Paulo Salvador 0001, Rui T. Valadas, António Pacheco 0001   +2 more
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Filters for estimating Markov modulated poisson processes and image-based tracking

Automatica, 1997
The paper studies problems of estimation of parameters and for various statistics of Markov modulated Poisson processes (MMPP), i.e. for doubly stochastic Poisson processes with intensities depending on the state of a continuous time finite Markov chain.
Vikram Krishnamurthy, Robert J. Elliott
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Analysis of Markov-Modulated Poisson Processes

exaly   +2 more sources

M-ary detection of Markov-modulated Poisson processes in inventory models

Applied Mathematics and Computation, 2002
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Lakhdar Aggoun, Lakdere Benkherouf
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A new traffic aggregation technique based on Markov modulated Poisson processes

GLOBECOM '05. IEEE Global Telecommunications Conference, 2005., 2005
In this paper, we propose a technique to approximate the traffic aggregation processes described by Markov modulated Poisson processes (MMPP) models. It is found that the decaying time constants of the aggregated traffic process are the product of the eigenvalues of the transition matrix of the individual traffic.
Ming Yu 0001, David G. Daut
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Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes

Journal of Risk and Insurance, 2010
We derive the pricing formula for catastrophe equity put options (CatEPuts) by assuming catastrophic events follow a Markov Modulated Poisson process (MMPP) whose intensity varies according to the change of the Atlantic Multidecadal Oscillation (AMO) signal. U.S. hurricanes events from 1960 to 2007 show that the CatEPuts pricing errors under the MMPP(2)
Chia-Chien Chang, Shih-Kuei Lin, Min-Teh Yu   +2 more
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Markov Modulated Poisson Processes for Clustered Line Transect Data

Environmental and Ecological Statistics, 2006
We model the points of the detection along the transect line by a Markov modulated Poisson process (MMPP). The MMPP can accommodate the spatial cluster structure typical of many line transect surveys. The basic idea is that animal density switches between a low and a high level according to a latent Markov process.
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Estimating Markov-Modulated Compound Poisson Processes

Proceedings of the 2nd International ICST Conference on Performance Evaluation Methodologies and Tools, 2007
Hiroyuki Okamura, Yuya Kamahara, Tadashi Dohi   +2 more
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The Markov Modulated Poisson Process and Markov Poisson Cascade with Applications to Web Traffic Modeling

2003
Abstract A Markov modulated Poisson Process (MMPP) is a Poisson process whose rate varies according to a Markov process. The nonhomogeneous MMPP developed in this article is a natural model for point processes whose events combine irregular bursts of activity with predictable (e.g. daily and hourly) patterns.
Steven L Scott, Padhraic Smyth
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