Some Structural Properties of Markov and Rational Arrival Processes

DOI10.1080/15326349.2011.614481zbMath1247.60068OpenAlexW2010436431MaRDI QIDQ3113811

Miklós Telek

Publication date: 25 January 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2011.614481

zbMATH Keywords

Hankel matrixphase type distributionrational Laplace transformmatrix exponentmoment based characterization

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Uses Software

• SMCSolver

Cites Work

• Unnamed Item
• Moment characterization of matrix exponential and Markovian arrival processes
• Point processes with finite-dimensional conditional probabilities
• On minimal representations of rational arrival processes
• A Markovian canonical form of second-order matrix-exponential processes
• Quasi-Birth-and-Death Processes with Rational Arrival Process Components
• A versatile Markovian point process
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Characterizing the BMAP/MAP/1 Departure Process via the ETAQA Truncation

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