Geometric -mixing property of the interarrival times of a stationary Markovian arrival process

DOI10.1239/JAP/1371648964MaRDI QIDQ5299581zbMATH OpenOpenAlexFDO

Authors Loïc Hervé, James Ledoux

Publication date 26 June 2013

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

Full work available at URL https://projecteuclid.org/euclid.jap/1371648964

zbMATH Keywords

Markov renewal process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov renewal processes, semi-Markov processes (60K15)

Recommendations

• A stationary rho-mixing Markov chain which is not ``interlaced rho-mixing
• Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
• A note on the dependence structure of the two-state Markovian arrival process
• The Markovian arrival process on a random interval
• On mixing properties of reversible Markov chains

Cites work

• scientific article; zbMATH DE number 3374705 (Why is no real title available?)
• A note on the dependence structure of the two-state Markovian arrival process
• Applied Probability and Queues
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• Nonidentifiability of the two-state Markovian arrival process

Cited in

(1)

• A note on the dependence structure of the two-state Markovian arrival process

This page was built for publication: Geometric \(\rho \)-mixing property of the interarrival times of a stationary Markovian arrival process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299581)