Markovian arrival processes - Open Access .click

Stochastic Models, 1991
Summary: By considering simple two-state Markovian arrival processes, a number of examples are given which show the limitations of the information conveyed by the distributions of the counting random variables. Some of these are intended to lay some conjectures on point processes to rest, while others have primarily didactic value.
Liu, Dan, Neuts, Marcel F.
exaly +3 more sources

On the Time Reversal of Markovian Arrival Processes

Stochastic Models, 2004
Abstract We study the point process obtained by reversing time in a stationary Markovian Arrival Process (MAP). That process is also a MAP. We show that the most frequently used classical statistical descriptors of point processes are insensitive to the orientation of the time-axis. Therefore they fail to distinguish between a MAP and its reverse. That
Bo Friis Nielsen
exaly +2 more sources

Multi-class Markovian arrival processes and their parameter fitting

Performance Evaluation, 2010
Markovian arrival processes are a powerful class of stochastic processes to represent stochastic workloads that include autocorrelation in performance or dependability modeling. However, fitting the parameters of a Markovian arrival process to given measurement data is non-trivial and most known methods focus on a single class case, where all events ...
Peter Buchholz, Jan Kriege, Peter Kemper +2 more
exaly +2 more sources

markovian arrival process
queueing theory aspects of probability theory
batch markovian arrival process

queues and service in operations research
superposition
point process

phase-type distribution
markov renewal processes, semi-markov processes