Results 121 to 130 of about 667 (163)

Local poissonification of the markovian arrival process

Communications in Statistics. Stochastic Models, 1992
Summary: In a novel approach to quantifying the burstiness of a stationary point process, the points in successive intervals of length \(a\) are uniformly and independently redistributed over those intervals. As the window size \(a\) is increased, we obtain new point processes which increasingly mimic the local behavior of the Poisson process.
Neuts, Marcel F., Liu, Dan, Narayana, Surya   +2 more
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Markovian Arrival Processes in Multi-dimensions

2020
Phase Type Distributions (PHDs) and Markovian Arrival Processes (MAPs) are established models in computational probability to describe random processes in stochastic models. In this paper we extend MAPs to Multi-Dimensional MAPs (MDMAPs) which are a model for random vectors that may be correlated in different dimensions.
Andreas Blume, Peter Buchholz 0001, Clara Scherbaum   +2 more
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Descriptors of arrival-process burstiness with application to the discrete Markovian arrival process

Queueing Systems, 1996
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Mary A. Johnson, Surya Narayana
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Markovian Arrival Processes

2014
PHDs can be extended to describe correlated inter-event times. The resulting models are denoted as Markovian Arrival Processes (MAPs) and have been introduced in the pioneering work of Neuts [124]. MAPs are a very flexible and general class of stochastic processes. In this chapter we first introduce the general model and its analysis, then the specific
Peter Buchholz, Jan Kriege, Iryna Felko
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A Tandem Queue with Blocking and Markovian Arrival Process

Queueing Systems, 2002
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Parallelization of EM-Algorithms for Markovian Arrival Processes

2020
Markovian Arrival Processes (MAPs) are widely used stochastic models to describe correlated events. For the parameter fitting of MAPs according to measured data, the expectation-maximization (EM) algorithm is commonly seen as the best approach. Unfortunately, EM algorithms require a huge computational effort if the number of data points is large or the
Andreas Blume, Peter Buchholz 0001, Jan Kriege   +2 more
openaire   +1 more source

Joint arrival process of multiple independent batch Markovian arrival processes

Statistics & Probability Letters, 2018
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Jianyu Cao, Weixin Xie
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Burstiness descriptors for markov renewal processes and markovian arrival processes

Communications in Statistics. Stochastic Models, 1997
Summary: Quantitative descriptors of the burstiness of an arrival process are derived for Markov renewal processes (MRP's) and Markovian arrival processes (MAP's). Our burstiness descriptors are based on simple definitions of a burst and a gap in an arrival process.
Johnson, Mary A., Liu, Danielle, Narayana, Surya   +2 more
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Packet Loss Process in a Queue with Markovian Arrivals

Seventh International Conference on Networking (icn 2008), 2008
In this report, a detailed analysis of the packet loss process in a finite-buffer queue fed by the Markovian arrival process (MAP) is shown. The results consist of both transient and stationary characterization of the loss process in terms of the loss ratio, the number of packets lost per time unit and the number of losses in an interval of a given ...
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Perturbation Theory for the Asymptotic Decay Rates in the Queues with Markovian Arrival Process and/or Markovian Service Process

Queueing Systems, 2000
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Attahiru Sule Alfa, Jungong Xue, Qiang Ye 0003   +2 more
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