Marked point processes as limits of Markovian arrival streams

DOI10.2307/3214845zbMATH Open0778.60035OpenAlexW1963609683MaRDI QIDQ5288014FDOQ5288014

Authors: Ger Koole, Søren Asmussen 

Publication date: 30 August 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214845

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zbMATH Keywords

marked point processqueueing theoryinterarrival times

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

Cited In (60)

• A Markovian arrival stream approach to stochastic gene expression in cells
• On Suboptimal Policies in Multiclass Tandem Models
• Cesaro limits of marked point processes oh the line
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• Optimal repairman assignment in two symmetric maintenance models
• Analysis of a multivariate claim process
• Nonidentifiability of the two-state BMAP
• An \textit{EM} algorithm for the model fitting of Markovian binary trees
• Workload Process, Waiting Times, and Sojourn Times in a Discrete TimeMMAP[K]/SM[K]/1/FCFS Queue
• Fitting procedure for the two-state batch Markov modulated Poisson process
• Passage times in fluid models with application to risk processes
• Risk processes analyzed as fluid queues
• Multi-server tandem queue with Markovian arrival process, phase-type service times, and finite buffers
• A two-stage queueing network on form postponement supply chain with correlated demands
• A control-chart-based queueing approach for service facility maintenance with energy-delay tradeoff
• Analysis of tandem polling queues with finite buffers
• Marked point processes in discrete time
• A structural approximation method to generate the optimal auto-sleep schedule for computer systems
• Symmetric PH and EP distributions and their applications to the probability Hough transform
• A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
• Approximating Multiple Arrival Streams by Using Aggregation
• Moments and polynomial expansions in discrete matrix-analytic models
• Nonidentifiability of the two-state Markovian arrival process
• STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS
• Matrix representations of life insurance payments
• Age process, workload process, sojourn times, and waiting times in a discrete time SM[K]/PH[K]/1/FCFS queue
• A numerically efficient method for the \(MAP/D/1/K\) queue via rational approximations
• On the use of functional calculus for phase-type and related distributions
• Analysis of a continuous time SM[K]/PH[K]/1/FCFS queue: age process, sojourn times, and queue lengths
• A quintuple law for Markov additive processes with phase-type jumps
• Multivariate matrix Mittag-Leffler distributions
• The Impact of Self-Generation of Priorities on Multi-Server Queues with Finite Capacity
• Phase-type software reliability model: parameter estimation algorithms with grouped data
• Dynamic load balancing with flexible workers
• Markovian trees subject to catastrophes: would they survive forever?
• On bulk-service MAP/PH\(^{L,N}\)/1/N G-queues with repeated attempts
• Iterative approximation of \(k\)-limited polling systems
• Marked Markovian arrivals in a tandem G-network with blocking
• Optimal server assignment in the case of service times with monotone failure rates
• Resource allocation in grid computing
• Analysis and Computation of the Joint Queue Length Distribution in a FIFO Single-Server Queue with Multiple Batch Markovian Arrival Streams
• Markovian trees subject to catastrophes: transient features and extinction probability
• Variational Bayes for phase-type distribution
• Poisson's equation for queues driven by a Markovian marked point process
• On the subexponential properties in stationary single-server queues: a Palm-martingale approach
• Quasi-birth-and-death Markov processes with a tree structure and the MMAP[K]/PH[K]/N/LCFS non-preemptive queue
• Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems
• Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
• Fitting Markovian binary trees using global and individual demographic data
• Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times
• Point processes with finite-dimensional conditional probabilities
• Estimating the earthquake occurrence rates in Corinth Gulf (Greece) through Markovian arrival process modeling
• Sojourn time distribution in a MAP/M/1 processor-sharing queue
• Directed Markov point processes as limits of partially ordered Markov models
• Analysis of queueing systems with customer interjections
• Adjoining batch Markov arrival processes of a Markov chain
• Descriptors for point processes based on runs: the Markovian arrival process
• Circulation network design for urban rail transit station using a PH(\(n\))/PH(\(n\))/\(C\)/\(C\) queuing network model
• Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process

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