Some structural properties of Markov and rational arrival processes

DOI10.1080/15326349.2011.614481MaRDI QIDQ3113811zbMATH OpenOpenAlexFDO

Authors Miklós Telek

Publication date 25 January 2012

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2011.614481

zbMATH Keywords

Hankel matrixmatrix exponentmoment based characterizationphase type distributionrational Laplace transform

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• A Markovian canonical form of second-order matrix-exponential processes
• A versatile Markovian point process
• Characterizing the BMAP/MAP/1 Departure Process via the ETAQA Truncation
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• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Moment characterization of matrix exponential and Markovian arrival processes
• On minimal representations of rational arrival processes
• Point processes with finite-dimensional conditional probabilities
• Quasi-birth-and-death processes with rational arrival process components

Cited in

(11)

• Point processes with finite-dimensional conditional probabilities
• Measuring the distance between MAPs and some applications
• On Markovian modelling of arrival processes
• Random arrival and departure processes using matrix methods
• On minimal representations of rational arrival processes
• Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process
• Explicit Inverse Characterizations of Acyclic MAPs of Second Order
• The first two moment matrices of the counts for the markovian arrival process
• STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS
• Matrix calculations for moments of Markov processes
• Moment characterization of matrix exponential and Markovian arrival processes

Describes a project that uses

Uses Software

• SMCSolver

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