MAP fitting by count and inter-arrival moment matching

DOI10.1080/15326349.2018.1474478zbMATH Open1403.60080OpenAlexW2897988845WikidataQ129122823 ScholiaQ129122823MaRDI QIDQ4646607FDOQ4646607

Authors: Walid Nasr, Ali Charanek, Bacel Maddah 

Publication date: 14 January 2019

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

Full work available at URL: https://doi.org/10.1080/15326349.2018.1474478

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zbMATH Keywords

point processMarkovian arrival processdistribution fittingcount processcorrelated process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Computing integrals involving the matrix exponential
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• Behaviour of queueing approximations based on sample moments
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• On the use of second‐order descriptors to predict queueing behavior of MAPs
• A note on the dependence structure of the two-state Markovian arrival process

Cited In (7)

• Fitting procedure for the two-state batch Markov modulated Poisson process
• Analysis of an aggregate loss model in a Markov renewal regime
• Inventory systems with stochastic and batch demand: computational approaches
• Measuring the distance between MAPs and some applications
• Matrix calculations for moments of Markov processes
• Fitting traffic traces with discrete canonical phase type distributions and Markov arrival processes
• The first two moment matrices of the counts for the markovian arrival process

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