Renewal characterization of Markov modulated Poisson processes

DOI10.1155/S1048953389000043MaRDI QIDQ3830332zbMATH OpenFDO

Authors M. F. Neuts, Ushio Sumita, Yoshitaka Takahashi

Publication date 1989

Published in Journal of Applied Mathematics and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/S1048953389000043

zbMATH Keywords

first passage timeslumpabilityMarkov Modulated Poisson ProcessPoisson processrenewal processtransition rate matrix

Mathematics Subject Classification ID

Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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Cited in

(9)

• Dynamic analysis of a unified multivariate counting process and its asymptotic behavior
• Analysis of multivariate Markov modulated Poisson processes
• Stochastic analysis of a controlled bulk queueing system with continuously operating server: Continuous time parameter queueing process
• Strong memoryless times and rare events in Markov renewal point processes.
• Characterizations of multiparameter Cox and Poisson processes by the renewal property
• A markov renewal approach to the poisson disorder problem
• Burstiness descriptors for markov renewal processes and markovian arrival processes
• Some characterizations for Markov processes as mixed renewal processes
• On the (S – 1, S) Stock Model for Renewal Demand Processes: Poisson's poison

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