Poisson functionals of Markov processes and queueing networks

DOI10.2307/1427638MaRDI QIDQ4729131zbMATH OpenOpenAlexFDO

Authors Richard F. Serfozo

Publication date 1989

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427638

zbMATH Keywords

point processesqueueing systemsnetworks of queuesfunctionals of non-Markovian processesmarked Poisson

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(18)

• Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
• Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory
• Martingale relations for the M/GI/1 queue with Markov modulated Poisson input
• scientific article; zbMATH DE number 1420949 (Why is no real title available?)
• An Anti-PASTA Result for Markovian Systems
• The point process of state transitions in a regular Markov chain
• A filtered ASTA property
• Markovian network processes: Congestion-dependent routing and processing
• A convexity property of the Poisson distribution and its application in queueing theory
• Poisson traffic processes in pure jump Markov processes and generalized networks
• Queueing networks with dependent nodes and concurrent movements
• Poisson's equation for queues driven by a Markovian marked point process
• Filtration of ASTA: A weak convergence approach
• Markovian queues with Poisson control
• Analysis of multivariate Markov modulated Poisson processes
• scientific article; zbMATH DE number 3945021 (Why is no real title available?)
• Networks of queues with batch services, signals and product form solutions
• On functionals of a marked Poisson process observed by a renewal process

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