Results 31 to 40 of about 5,395,978 (153)
Filtering and the EM-Algorithm for the Markovian Arrival Process [PDF]
Communications in Statistics - Theory and Methods, 2007 In this article, we deal with the so-called Markovian Arrival Process (MAP). An MAP is thought of as a partially observed Markov process, so that the Expectation-Maximization (EM) algorithm is a natural way to estimate its parameters. Then, nonlinear filters of basic statistics related to the MAP must be computed.
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Operations Research PerspectivesThe superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams.
Eliran Sherzer
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EIGENVALUE EXPRESSION FOR A BATCH MARKOVIAN ARRIVAL PROCESS
Journal of the Operations Research Society of Japan, 1997 Summary: Consider a batch Markovian arrival process (BMAP) as the counting process of an underlying process representing the state of environment. Such a process is useful for representing correlated inputs for example. They are used both as a modeling tool and as a theoretical device to represent and approximate superposition of input processes and ...
Nishimura, Shoichi, Sato, Hajime
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, 2010 Marked point processes (MPP\u27s) play an important role in stochastic modeling. A special class of MPP\u27s is the Markovian Arrival Process (MAP). In this section we will review the concepts, including the history of MAP both in continuous time and in ...
Srinivas R. Chakravarthy +1 more
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A Note on the Dependence Structure of the Two-State Markovian Arrival Process [PDF]
Journal of Applied Probability, 2012 The Markovian arrival process generalizes the Poisson process by allowing for dependent and nonexponential interarrival times. We study the autocorrelation function of the two-state Markovian arrival process. Our findings show that the correlation structure of such a process has a very specific pattern, namely, it always converges geometrically to zero.
Ramírez-Cobo, Pepa, Carrizosa, Emilio
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StatsThis study focuses on forecasting and optimizing the performance of a real-world object modelled by a multi-server queueing system that processes two types of users: primary (new) users and repeating users.
Alexander N. Dudin +2 more
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Perturbation Theory for the Asymptotic Decay Rates in the Queues with Markovian Arrival Process and/or Markovian Service Process – Correction [PDF]
Queueing Systems, 2001 Three kinds of queues with Markovian arrival process and/or Markovian service process, are considered in this paper. In great generality, their basic steady-state distributions have asymptotically exponential tails. We investigate the sensitivity of these asymptotic decay rates to the small entrywise perturbations in the parameter matrices of the ...
Attahiru Sule Alfa +2 more
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On the Queue Length Distribution in BMAP Systems
Journal of Communications Software and Systems, 2006 Batch Markovian Arrival Process – BMAP – is a teletraffic model which combines high ability to imitate complexstatistical behaviour of network traces with relative simplicity in analysis and simulation.
Andrzej Chydzinski
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ANALYSIS OF MULTI-SERVER QUEUEING SYSTEM WITH PREEMPTIVE PRIORITY AND REPEATED CALLS
Informatika, 2016 Multi-server retrial queueing system with no buffer and two types of customers is analyzed as the model of cognitive radio system. Customers of type 1 have a preemptive priority.
S. A. Dudin, O. S. Dudina
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On input-to-state stability of stochastic retarded systems with Markovian switching [PDF]
, 2009 This note develops a Razumikhin-type theorem on pth moment input-to-state stability of hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), which is an improvement of an existing result.
Huang, Lirong, Mao, Xuerong
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