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Modelling approaches via (batch) Markov modulated poisson processes [PDF]
, 2020 This dissertation is mainly motivated by the problem of statistical modeling via a specific point process, namely, the (Batch) Markov Modulated Poisson process. Point processes arise in a wide range of situations in physics, biology, engineering, or economics.
Yera Mora, Yoel Gustavo
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Renewal characterization of Markov modulated Poisson processes [PDF]
International Journal of Stochastic Analysis, 1989 A Markov Modulated Poisson Process (MMPP) M(t) defined on a Markov chain J(t) is a pure jump process where jumps of M(t) occur according to a Poisson process with intensity λi whenever the Markov chain J(t) is in state i. M(t) is called strongly renewal (SR) if M(t) is a renewal process for an arbitrary initial probability vector of J(t) with full ...
Neuts, Marcel F. +2 more
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Mathematics, 2021 In this paper, we study the problem of optimal routing for the pair of two-server heterogeneous queues operating in parallel and subsequent optimal allocation of customers between the servers in each queue.
Dmitry Efrosinin, Natalia Stepanova
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IEEE Access, 2020 Now the information system of the iron and steel industry is a typical sensor cloud computing system. The system has accumulated a lot of relevant manufacturing data.
Yanhe Jia, Zhe George Zhang, Te Xu
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The random walk Metropolis : linking theory and practice through a case study. [PDF]
, 2009 The random walk Metropolis (RWM) is one of the most common Markov Chain Monte Carlo algorithms in practical use today. Its theoretical properties have been extensively explored for certain classes of target, and a number of results with important ...
Fearnhead, Paul +6 more
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Mathematics, 2021 This paper is aimed at developing a stochastic volatility model that is useful to explain the dynamics of the returns of gold, silver, and platinum during the period 1994–2019.
Martha Carpinteyro +2 more
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Analytical properties of a stochastic teletraffic system with MMPP input and an access function
Journal of Telecommunications and Information Technology, 2002 Stochastic modeling of teletraffic systems with restricted availability and correlated input arrival rates is of great interest in GoS (grade of service) analysis and design of certain telecommunication networks.
Lino Tralh˜ao +2 more
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Mathematics, 2022 In this paper, we study a finite capacity queue where the arrival process is a special case of the discrete time Markov modulated Poisson process, the service times are generally distributed, and the server takes repeated vacations when the system is ...
Chris Blondia
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Journal of Telecommunications and Information Technology, 2013 The problem of overload control in Session Initiation Protocol (SIP) signaling networks gives rise to many questions which attract researchers from theoretical and practical point of view.
Pavel Abaev +2 more
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Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
International Journal of Mathematics and Mathematical Sciences, 2009 The class of counting processes constitutes a significant part of applied probability. The classic counting processes include Poisson processes, nonhomogeneous Poisson processes, and renewal processes.
Ushio Sumita, Jia-Ping Huang
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