The first two moment matrices of the counts for the markovian arrival process

DOI10.1080/15326349208807234MaRDI QIDQ4021155zbMATH OpenOpenAlexFDO

Authors Surya Narayana, M. F. Neuts

Publication date 17 January 1993

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

Full work available at URL https://doi.org/10.1080/15326349208807234

zbMATH Keywords

point processMarkovian arrival processmatrix-analytic methodssuperpositionPalm densities

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Queueing theory (aspects of probability theory) (60K25)

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• The asymptotic variance rate of the output process of finite capacity birth-death queues
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• Some structural properties of Markov and rational arrival processes
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• \(\mathrm{MAP}/\mathrm{M}/c\) and \(\mathrm{M}/\mathrm{PH}/c\) queues with constant impatience times
• The two-moment three-parameter decomposition approximation of queueing networks with exponential residual renewal processes
• Analysis of an aggregate loss model in a Markov renewal regime
• On the exact distribution of the iostropic planar point processes of phase type
• Transient Markov arrival processes
• Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
• Inventory systems with stochastic and batch demand: computational approaches
• Moments and polynomial expansions in discrete matrix-analytic models
• Double-ended queues with non-Poisson inputs and their effective algorithms
• Markov chains with marked transitions
• STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS
• An algorithm for asymptotic mean and variance for Markov renewal process of \(M/G/1\) type with finite level
• On the Time Reversal of Markovian Arrival Processes
• MAP fitting by count and inter-arrival moment matching
• Continuous inventory control with stochastic and non-stationary Markovian demand
• Moment characterization of matrix exponential and Markovian arrival processes
• An approximation to the distribution and the moments of the number of events in Markovian arrival processes
• The intercept term of the asymptotic variance curve for some queueing output processes
• Counting labeled transitions in continuous-time Markov models of evolution
• Point processes with finite-dimensional conditional probabilities

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