The first two moment matrices of the counts for the Markovian arrival process

The first two moment matrices of the counts for the Markovian arrival process

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Article ID: iaor19931488
Country: United States
Volume: 8
Start Page Number: 459
End Page Number: 477
Publication Date: Nov 1992
Journal: Stochastic Models
Authors: ,
Keywords: stochastic processes
Abstract:

Analytic, asymptotic and algorithmic properties of the first two moment matrices of the counts during an interval (0,t] in the Markovian arrival process (MAP) are discussed. There properties are useful in the computation of Palm densities and disperson functions with arbitrary initial conditions. These descriptors, in turn, are helpful in visualizing the behavior of the point process following the occurrence of special events, such as bursts of arrivals, or in studying the super-position of two independent MAPs.

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