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M-ary detection of Markov-modulated Poisson processes in inventory models
Applied Mathematics and Computation, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lakhdar Aggoun, Lakdere Benkherouf
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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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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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A new traffic aggregation technique based on Markov modulated Poisson processes
GLOBECOM '05. IEEE Global Telecommunications Conference, 2005., 2005In 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, 2010We 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 +2 more
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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), 2002The 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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Markov Modulated Poisson Processes for Clustered Line Transect Data
Environmental and Ecological Statistics, 2006We 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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Bayesian Analysis of a Two-State Markov Modulated Poisson Process
Journal of Computational and Graphical Statistics, 1999Abstract 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.
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Estimating Markov-Modulated Compound Poisson Processes
Proceedings of the 2nd International ICST Conference on Performance Evaluation Methodologies and Tools, 2007Hiroyuki Okamura +2 more
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Control problem for the Markov-modulated Poisson process in the averaging schema
Journal of Applied and Numerical AnalysisThis 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 +3 more
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