An approximation to the distribution and the moments of the number of events in Markovian arrival processes

DOI10.1080/15326349.2010.519660MaRDI QIDQ3068087zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Erlangian approximationthe distribution and moments of the number of eventstransient Markovian arrival processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• scientific article; zbMATH DE number 2161246 (Why is no real title available?)
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• Erlangian Approximations for Finite-Horizon Ruin Probabilities
• Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Numerical transient analysis of Markov models
• On the number of renewals in a random interval
• Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
• Relationships Between Central Moments and Cumulants, with Formulae for the Central Moments of Gamma Distributions
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• The first two moment matrices of the counts for the markovian arrival process
• Transient Markov arrival processes

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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