Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process

DOI10.1016/J.COR.2015.06.015zbMATH Open1349.90228OpenAlexW1195674514MaRDI QIDQ342132FDOQ342132

Authors: Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao 

Publication date: 17 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2015.06.015

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zbMATH Keywords

diffusion processCox processgeometric mean-reverting (GMR)Markov-modulated Poisson process (MMPP)Markovian queueing systemsmatrix geometric method

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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Cited In (2)

• Computational and numerical investigation of the batch Markovian arrival process subject to renewal generated geometric catastrophes
• Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

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