New results about weakly equivalent MAP₂ and MAP₃ processes

DOI10.1007/S11009-011-9227-XMaRDI QIDQ1930615zbMATH OpenOpenAlexFDO

Authors Pepa Ramírez-Cobo, Rosa E. Lillo

Publication date 11 January 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9227-x

zbMATH Keywords

\(\mathrm{MAP}\)identifiability problemsphase-type distributionphase-type renewal processversatile Markovian arrival process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The work investigates Markovian arrival processes (MAP). It is an attempt to gain insight into identifiability for \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes. Specifically, it provides a complete characterization of weakly equivalent \(\mathrm{MAP}_2\)s. The analogous problem for the \(\mathrm{MAP}_3\)s case is partially solved.

Recommendations

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Cited in

(7)

• Similarity transformations of MAPs
• Fitting procedure for the two-state batch Markov modulated Poisson process
• A Markovian canonical form of second-order matrix-exponential processes
• Nonidentifiability of the two-state BMAP
• Identifiability of the \(\mathrm{MAP}_2/\mathrm{G}/1\) queueing system
• Nonidentifiability of the two-state Markovian arrival process
• Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems

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