A fitting algorithm for Markov-modulated Poisson processes having two arrival rates

DOI10.1016/0377-2217(87)90250-5MaRDI QIDQ1820538zbMATH OpenOpenAlexFDO

Authors K. S. Meier-Hellstern

Publication date 1987

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(87)90250-5

zbMATH Keywords

communications modelingfitting algorithmfluctuating arrival ratesMarkov renewal processMarkov-modulated Poisson processesPoint processesqueueing theory

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inference from stochastic processes (62M99)

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Cites work

• A Class of Data Traffic Processes-Covariance Function Characterization and Related Queuing Results
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• A Method of Moments for the Analysis of a Switched Communication Network's Performance
• A versatile Markovian point process
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• Approximating a Point Process by a Renewal Process: The View Through a Queue, an Indirect Approach
• Decomposition of Traffic in Loss Systems with Renewal Input
• Formulas on Queues in Burst Processes-II
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• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• Markov Renewal Processes with Finitely Many States
• The N/G/1 queue and its detailed analysis
• The caudal characteristic curve of queues
• The Interrupted Poisson Process As An Overflow Process

Cited in

(19)

• Approximate analysis of discrete-time tandem queueing networks with bursty and correlated input traffic and customer loss
• Estimating the parameters of a seasonal Markov-modulated Poisson process
• Multipreconditioned GMRES for simulating stochastic automata networks
• A multi-item approach to repairable stocking and expediting in a fluctuating demand environment
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• Fitting procedure for the two-state batch Markov modulated Poisson process
• Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
• Estimation of the parameters of a Markov-modulated loss process in insurance
• An automated multiresolution procedure for modeling complex arrival processes
• Cyclic markov modulated poisson processes in traffic characterization
• The survey on Markov-modulated arrival processes and their application to the analysis of active queue management algorithms
• Output and Delay Processes in a Slotted ALOHA Multichannel Packet Radio Network with Capture
• Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
• Approximation of Some Markov-Modulated Poisson Processes
• Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
• Parameter estimation for Markov modulated poisson processes
• MAP fitting by count and inter-arrival moment matching
• Sign CUSUM algorithm for change-point detection of the MMPP controlling chain state
• An EM algorithm for estimation in Markov-modulated Poisson processes

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