An approximation to the distribution and the moments of the number of events in Markovian arrival processes
DOI10.1080/15326349.2010.519660zbMATH Open1208.60074OpenAlexW2146441660MaRDI QIDQ3068087FDOQ3068087
Authors: Jiandong Ren, Fredrik Nilsson 
Publication date: 13 January 2011
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2010.519660
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Cites Work
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Applied Probability and Queues
- Title not available (Why is that?)
- Transient Markov arrival processes
- A versatile Markovian point process
- The first two moment matrices of the counts for the markovian arrival process
- Erlangian Approximations for Finite-Horizon Ruin Probabilities
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
- The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
- Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process
- Numerical transient analysis of Markov models
- An Inversion Technique for the Laplace Transform with Application to Approximation
- Approximating Matrix-Exponential Distributions by Global Randomization
- Relationships Between Central Moments and Cumulants, with Formulae for the Central Moments of Gamma Distributions
- On the number of renewals in a random interval
Cited In (4)
- The Markovian arrival process on a random interval
- The Erlangization method for Markovian fluid flows
- Minimal LST representations of \(\mathrm{MAP}(n)\)s: moment fittings and queueing approximations
- On the counting process for a class of Markovian arrival processes with an application to a queueing system
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