Semi-Markov modulated Poisson process: probabilistic and statistical analysis

DOI10.1007/S00186-006-0067-3MaRDI QIDQ857820zbMATH OpenOpenAlexFDO

Authors Refik Soyer, Süleyman Özekici

Publication date 5 January 2007

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-006-0067-3

zbMATH Keywords

Bayesian analysisprobabilistic analysissemi-Markov modulation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov renewal processes, semi-Markov processes (60K15) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Review text

The authors consider a Poisson process with the arrival rate function represented by a stationary stochastic process \(Z\). The process \(Z\) is supposed to be modulated by a stochastic process \(Y\) with a discrete state space \(E\) such that \(Z_{t}=\lambda(Y_{t})\) for all \(t\geq 0\) where \(\lambda(i)\) is the rate of arrivals when the state of \(Y\) is \(i\). The process \(Y\) is called the environmental process that affects and modulate the arrival rate of the Poisson process. A Markov modulated Poisson process and its Bayesian analysis is also considered. For related papers see: \textit{E. Çinlar} and \textit{S. Özekici} [Probab. Eng. Inf. Sci. 1, 97--115 (1987; Zbl 1133.90321)]; \textit{S. Özekici} and \textit{R. Soyer} [Math. Methods Oper. Res. 57, No. 1, 125--140 (2003; Zbl 1013.62024)].

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Cited in

(17)

• Dynamic analysis of a unified multivariate counting process and its asymptotic behavior
• Analysis of multivariate Markov modulated Poisson processes
• Markov modulated Bernoulli process
• Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
• A Markov modulated Poisson model for software reliability
• Markov-correlated Poisson processes
• The Markov-modulated Poisson process (MMPP) cookbook
• scientific article; zbMATH DE number 874741 (Why is no real title available?)
• Modeling emergency room arrivals using the Poisson process
• Generalized Poisson measures on topological spaces and applications
• Bayesian Computations for Reliability Analysis in Dynamic Environments
• BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY
• Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems
• Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema
• Residual life modeling and maintenance planning for repairable systems
• Stochastic evolution under Markov-modulated Poisson perturbation in the diffusion approximation scheme
• Fifty years of reliability in operations research

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