The burstiness of point processes∗

DOI10.1080/15326349308807275MaRDI QIDQ3137347zbMATH OpenOpenAlexFDO

Authors M. F. Neuts

Publication date 9 November 1993

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349308807275

zbMATH Keywords

Markov renewal processstationary point processesburstinessmarked transitionsmatrix-analytic expressions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov renewal processes, semi-Markov processes (60K15)

Recommendations

• Burstiness descriptors for markov renewal processes and markovian arrival processes
• Descriptors of arrival-process burstiness with application to the discrete Markovian arrival process
• Local poissonification of the markovian arrival process
• Burstiness in broadband integrated networks
• STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS

Cited in

(9)

• Modelling bursty time series
• scientific article; zbMATH DE number 125765 (Why is no real title available?)
• Algorithms for point processes analysis
• The input/output process of a queue
• Local poissonification of the markovian arrival process
• Burstiness descriptors for markov renewal processes and markovian arrival processes
• Markov chains with marked transitions
• Poissonian bursts in e-mail correspondence
• Descriptors of arrival-process burstiness with application to the discrete Markovian arrival process

This page was built for publication: The burstiness of point processes^∗

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3137347)