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Markovian Arrival Processes

  • Peter Buchholz
  • Jan Kriege
  • Iryna Felko
Chapter
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Abstract

PHDs can be extended to describe correlated inter-event times. The resulting models are denoted as Markovian Arrival Processes (MAPs) and have been introduced in the pioneering work of Neuts [124]. MAPs are a very flexible and general class of stochastic processes. In this chapter we first introduce the general model and its analysis, then the specific case of MAPs with only two states is considered because it allows one to derive some analytical results and canonical representations. The last section extends the model class to stochastic processes generating different event types.

Keywords

Equivalent Representation Joint Density Initial Vector Interarrival Time Counting Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Peter Buchholz, Jan Kriege, Iryna Felko 2014

Authors and Affiliations

  • Peter Buchholz
    • 1
  • Jan Kriege
    • 1
  • Iryna Felko
    • 1
  1. 1.Department of Computer ScienceTechnical University of DortmundDortmundGermany

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