Results 111 to 120 of about 667 (163)

Counter-examples involving markovian arrival processes

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.
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
Marcel F Neuts, 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   +2 more
exaly   +2 more sources

Construction of continuous time Markovian arrival processes

Journal of Systems Science and Systems Engineering, 2010
Markovian arrival processes were introduced by Neuts in 1979 (Neuts 1979) and have been used extensively in the stochastic modeling of queueing, inventory, reliability, risk, and telecommunications systems. In this paper, we introduce a constructive approach to define continuous time Markovian arrival processes.
Qi-Ming He, He Qi-Ming
exaly   +2 more sources

The superposition of Markovian arrival processes: moments and the minimal Laplace transform

Annals of Operations Research
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sunkyo Kim
exaly   +3 more sources

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