论文信息 - Markovian Arrival Processes

Markovian Arrival Processes

Marked point processes (MPP's) play an important role in stochastic modeling. A special class of MPP's is the Markovian Arrival Process (MAP). In this section we will review the concepts, including the history of MAP both in continuous time and in discrete time. Keywords: marked point processes; probabilistic modeling; fundamental rate; stochastic modeling; deterministic models; Markovian arrivals; index of dispersion; correlation

Srinivas R. Chakravarthy | S. Chakravarthy

[1] M. Neuts. A Versatile Markovian Point Process , 1979 .

[2] S. Asmussen,et al. Marked point processes as limits of Markovian arrival streams , 1993 .

[3] David M. Lucantoni,et al. New results for the single server queue with a batch Markovian arrival process , 1991 .

[4] Marcel F. Neuts,et al. The first two moment matrices of the counts for the Markovian arrival process , 1992 .

[5] M. Neuts,et al. A single-server queue with server vacations and a class of non-renewal arrival processes , 1990, Advances in Applied Probability.

[6] Marcel Neuts,et al. An Algorithm for the P(n,t) Matrices of a Continuous BMAP , 1996 .

[7] Vaidyanathan Ramaswami,et al. Introduction to Matrix Analytic Methods in Stochastic Modeling , 1999, ASA-SIAM Series on Statistics and Applied Mathematics.

[8] V. Ramaswami. The N/G/1 queue and its detailed analysis , 1980, Advances in Applied Probability.