A fitting algorithm for Markov-modulated Poisson processes having two arrival rates

DOI10.1016/0377-2217(87)90250-5zbMath0615.62122OpenAlexW2034075882MaRDI QIDQ1820538

K. S. Meier-Hellstern

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0377-2217(87)90250-5

zbMATH Keywords

Markov renewal processqueueing theoryMarkov-modulated Poisson processesPoint processesfitting algorithmcommunications modelingfluctuating arrival rates

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (11)

Approximate analysis of discrete-time tandem queueing networks with bursty and correlated input traffic and customer loss ⋮ Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process ⋮ Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes ⋮ Estimating the parameters of a seasonal Markov-modulated Poisson process ⋮ Multipreconditioned GMRES for simulating stochastic automata networks ⋮ An EM algorithm for estimation in Markov-modulated Poisson processes ⋮ A multi-item approach to repairable stocking and expediting in a fluctuating demand environment ⋮ Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework ⋮ Estimation of the parameters of a Markov-modulated loss process in insurance ⋮ A fitting algorithm for Markov-modulated Poisson processes having two arrival rates ⋮ Output and Delay Processes in a Slotted ALOHA Multichannel Packet Radio Network with Capture

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• The caudal characteristic curve of queues
• A versatile Markovian point process
• The N/G/1 queue and its detailed analysis
• A Class of Data Traffic Processes-Covariance Function Characterization and Related Queuing Results
• Approximating a Point Process by a Renewal Process: The View Through a Queue, an Indirect Approach
• A Method of Moments for the Analysis of a Switched Communication Network's Performance
• Decomposition of Traffic in Loss Systems with Renewal Input
• Formulas on Queues in Burst Processes-II
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Markov Renewal Processes with Finitely Many States
• The Interrupted Poisson Process As An Overflow Process

This page was built for publication: A fitting algorithm for Markov-modulated Poisson processes having two arrival rates