A fitting algorithm for Markov-modulated Poisson processes having two arrival rates (Q1820538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fitting algorithm for Markov-modulated Poisson processes having two arrival rates |
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A fitting algorithm for Markov-modulated Poisson processes having two arrival rates (English)
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1987
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Point processes with fluctuating arrival rates arise in many current applications of queueing theory, notably in communications modeling. Markov-modulated Poisson processes (MMPP) have been used to describe such processes because they incorporate a mechanism to account for the temporal inhomogeneity of the arrival rates, yet yield analytically tractable queueing results. An iterative statistical procedure is developed for fitting MMPP having two arrival rates to observational data. The procedure is largely numerical-experimental and is motivated by maximum likelihood estimation.
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fitting algorithm
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Markov renewal process
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Point processes
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fluctuating arrival rates
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queueing theory
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communications modeling
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Markov-modulated Poisson processes
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