MAP fitting by count and inter-arrival moment matching

DOI10.1080/15326349.2018.1474478MaRDI QIDQ4646607zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
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• Approximating a Point Process by a Renewal Process, II: Superposition Arrival Processes to Queues
• Behaviour of queueing approximations based on sample moments
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• Moment Inequalities For A Class Of Single Server Queues
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• On the use of second‐order descriptors to predict queueing behavior of MAPs
• The Markov-modulated Poisson process (MMPP) cookbook
• The first two moment matrices of the counts for the markovian arrival process

Cited in

(7)

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

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