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

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

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Cites work

• scientific article; zbMATH DE number 3114766 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 1008389 (Why is no real title available?)
• scientific article; zbMATH DE number 3217455 (Why is no real title available?)
• Bayesian analysis of Markov modulated Bernoulli processes
• Inhomogeneous and modulated gamma processes
• Inventory Control in a Fluctuating Demand Environment
• Markov modulated Bernoulli process
• Markov-modulated queueing systems
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Reliability of Complex Devices in Random Environments
• Reliability of software with an operational profile.
• The M/M/1 queue with randomly varying arrival and service rates
• The Markov-modulated Poisson process (MMPP) cookbook

Cited in

(13)

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

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