Compact Markov-modulated models for multiclass trace fitting

DOI10.1016/J.EJOR.2016.06.005MaRDI QIDQ1751276zbMATH OpenOpenAlexFDO

Authors Giuliano Casale, Andrea Sansottera, P. Cremonesi

Publication date 24 May 2018

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.ejor.2016.06.005

zbMATH Keywords

counting processfittingtracemarked Markov-modulated Poisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cites work

• scientific article; zbMATH DE number 1219609 (Why is no real title available?)
• scientific article; zbMATH DE number 1946772 (Why is no real title available?)
• A Markovian canonical form of second-order matrix-exponential processes
• A traffic based decomposition of two-class queueing networks with priority service
• A versatile Markovian point process
• An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure
• Analysis of the adaptive \(MMAP[K]/PH[K]/1\) queue: a multi-type queue with adaptive arrivals and general impatience
• Exact and ordinary lumpability in finite Markov chains
• Explicit Inverse Characterizations of Acyclic MAPs of Second Order
• General store placement for response time minimization in parallel disks
• Kronecker products and matrix calculus in system theory
• Markov chains with marked transitions
• On minimal representations of rational arrival processes
• The Markov-modulated Poisson process (MMPP) cookbook
• The versatility of MMAP[K] and the MMAP[K]/G[K]/1 queue

Cited in

(2)

• 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

Describes a project that uses

Uses Software

• Q-MAM
• SMCSolver
• YALMIP
• Cbc

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