Generalized Modulated Random Measures and Their Potentials

DOI10.1081/SAP-120037627MaRDI QIDQ4826127zbMATH OpenOpenAlexFDO

Authors Jewgeni H. Dshalalow, Ravi P. Agarwal, Donal O'Regan

Publication date 11 November 2004

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120037627

zbMATH Keywords

random measureMarkov modulated Poisson processCox processPoisson measuresstochastic intensities

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Markov renewal processes, semi-Markov processes (60K15) Special processes (60K99) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05)

Recommendations

• On modulated random measures
• Stochastic systems arising from Markov modulated empirical measures
• Modulated Poisson measures on abstract spaces
• On intensities of modulated Cox measures
• Generalized Poisson measures on topological spaces and applications

Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• First excess level analysis of random processes in a class of stochastic servicing systems with global control
• Markov-modulated queueing systems
• Queueing analysis of a class of star-interconnected networks under Markov modulated output process modeling
• The Markov-modulated Poisson process (MMPP) cookbook

Cited in

(4)

• Dynamic analysis of a unified multivariate counting process and its asymptotic behavior
• Generalized Poisson measures on topological spaces and applications
• Modulated Poisson measures on abstract spaces
• Random Walk Analysis in Antagonistic Stochastic Games

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