Efficient implementations of the EM-algorithm for transient Markovian arrival processes

DOI10.1007/978-3-319-43904-4_8MaRDI QIDQ4571085zbMATH OpenOpenAlexFDO

Authors Mindaugas Bražėnas, Gábor Horváth, Miklós Telek

Publication date 6 July 2018

Published in Analytical and Stochastic Modelling Techniques and Applications (Search for Journal in Brave)

Full work available at URL http://real.mtak.hu/41964/1/tmapem_rew.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Parallelization of EM-algorithms for Markovian arrival processes
• Computer Performance Evaluation. Modelling Techniques and Tools
• An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure
• Filtering and the EM-Algorithm for the Markovian Arrival Process
• An EM algorithm for platoon arrival processes in discrete time

Cites work

• An Introduction to the Theory of Point Processes
• Computer Performance Evaluation. Modelling Techniques and Tools
• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• Statistical Inference about Markov Chains
• Transient Markov arrival processes

Cited in

(3)

• An EM algorithm for batch Markovian arrival processes and its comparison to a simpler estimation procedure
• An EM algorithm for platoon arrival processes in discrete time
• Parallelization of EM-algorithms for Markovian arrival processes

This page was built for publication: Efficient implementations of the EM-algorithm for transient Markovian arrival processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4571085)