Results 41 to 50 of about 5,395,978 (153)
Non-identifiability of the two state Markovian Arrival process [PDF]
In this paper we consider the problem of identifiability of the two-state Markovian Arrival process (MAP2). In particular, we show that the MAP2 is not identifiable and conditions are given under which two different sets of parameters, induce identical ...
Michael P. Wiper +2 more
core
On identifiability of MAP processes [PDF]
Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs.
Michael P. Wiper +2 more
core
Fitting second-order acyclic Marked Markovian Arrival Processes
Markovian Arrival Processes (MAPs) are a tractable class of point-processes useful to model correlated time series, such as those commonly found in network traces and system logs used in performance analysis and reliability evaluation. Marked MAPs (MMAPs) generalize MAPs by further allowing the modeling of multi-class traces, possibly with cross ...
SANSOTTERA, ANDREA +2 more
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Departure processes from MAP/PH/1 queues [PDF]
A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
core
Stationary characteristics of unreliable queueing system with a batch Markovian arrival process
Unreliable queuing systems are of considerable interest both in mathematical terms and for applications. Systems with stationary Poisson flows of customers and breakdowns and exponentially distributed service and repair times are mainly considered.
V. I. Klimenok
doaj
Some descriptors of the Markovian arrival process
The Markovian Arrival Process (MAP) is a tractable, versatile class of Markov renewal processes which has been extensively used to model arrival (or service) processes in queues.
Narayana, Surya, 1962-
core +4 more sources
Efficient Implementations of the EM-Algorithm for Transient Markovian Arrival Processes [PDF]
There are real life applications (e.g., requests of http sessions in web browsing) with a finite number of events and correlated inter-arrival times. Terminating point processes can be used to model such behavior. Transient Markov arrival processes (TMAPs) are computationally appealing terminating point processes which are terminating versions of ...
Mindaugas Brazenas +2 more
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A queueing system with a batch Markovian arrival process and varying priorities
We consider herein a single-server queueing system with a finite buffer and a batch Markovian arrival process. Customers staying in the buffer may have a lower or higher priority. Immediately after arrival each of the customer is assigned the lowest priority and a timer is set for it, which is defined as a random variable distributed according to the ...
openaire +5 more sources
A Markovian Defaultable Term Structure Model with State Dependent Volatilities [PDF]
The defaultable forward rate is modeled as a jump diffusion process within the Schonbucher (2000, 2003) general Heath, jarrow and Morton (1992) framework where jumps in the defaultable term structure f d(t, T) cause jumps and defaults to the defaultable ...
Christina Nikitopoulos-Sklibosios +2 more
core
Analysis of retrial queue with heterogeneous servers and Markovian arrival process
Multi-server retrial queueing system with heterogeneous servers is analyzed. Requests arrive to the system according to the Markovian arrival process. Arriving primary requests and requests retrying from orbit occupy an available server with the highest service rate, if there is any available server.
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