[PDF][PDF] Markovian arrivals in stochastic modelling: a survey and some new results (invited article with discussion: Rafael Pérez-Ocón, Miklos Telek and Yiqiang Q. Zhao …
JR Artalejo, A Gómez-Corral - SORT-Statistics and Operations Research …, 2010 - raco.cat
This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs),
which constitute a rich class of point processes used extensively in stochastic modelling. Our …
which constitute a rich class of point processes used extensively in stochastic modelling. Our …
[图书][B] Matrix-exponential distributions in applied probability
M Bladt, BF Nielsen - 2017 - Springer
Matrix-Exponential Distributions in Applied Probability Page 1 Probability Theory and
Stochastic Modelling 81 Mogens Bladt Bo Friis Nielsen Matrix-Exponential Distributions in …
Stochastic Modelling 81 Mogens Bladt Bo Friis Nielsen Matrix-Exponential Distributions in …
A joint moments based analysis of networks of MAP/MAP/1 queues
The decomposition based approximate numerical analysis of queueing networks of
MAP/MAP/1 queues with FIFO scheduling is considered in this paper. One of the most …
MAP/MAP/1 queues with FIFO scheduling is considered in this paper. One of the most …
On minimal representations of rational arrival processes
P Buchholz, M Telek - Annals of Operations Research, 2013 - Springer
Abstract Rational Arrival Processes (RAPs) form a general class of stochastic processes
which include Markovian Arrival Processes (MAPs) as a subclass. In this paper we study …
which include Markovian Arrival Processes (MAPs) as a subclass. In this paper we study …
[HTML][HTML] On moments based Padé approximations of ruin probabilities
In this paper, we investigate the quality of the moments based Padé approximation of
ultimate ruin probabilities by exponential mixtures. We present several numerical examples …
ultimate ruin probabilities by exponential mixtures. We present several numerical examples …
Phase-type distributions
P Reinecke, L Bodrog, A Danilkina - Resilience Assessment and …, 2012 - Springer
Abstract Both analytical (Chap. 6) and simulation-and experimentation-based (Chap. 17)
approaches to resilience assessment rely on models for the various phenomena that may …
approaches to resilience assessment rely on models for the various phenomena that may …
A traffic based decomposition of two-class queueing networks with priority service
This paper presents a Markov arrival process (MAP) based methodology for the analysis of
two-class queueing networks with priority service nodes. We apply the multi-class extension …
two-class queueing networks with priority service nodes. We apply the multi-class extension …
Q-MAM: a tool for solving infinite queues using matrix-analytic methods
JF Pérez, J Van Velthoven, B Van Houdt - Proceedings of the 3rd …, 2008 - dl.acm.org
In this paper we propose a novel MATLAB tool, called Q-MAM, to compute queue length,
waiting time and so-journ time distributions of various discrete and continuous time queuing …
waiting time and so-journ time distributions of various discrete and continuous time queuing …
The superposition of Markovian arrival processes: moments and the minimal Laplace transform
S Kim - Annals of Operations Research, 2024 - Springer
The superposition of two independent Markovian arrival processes (MAPs) is also a
Markovian arrival process of which the Markovian representation is given as the Kronecker …
Markovian arrival process of which the Markovian representation is given as the Kronecker …
Current results and open questions on PH and MAP characterization
Stochastic processes with matrix exponential kernels have a wide range of applications due
to the availability of efficient matrix analytic methods. The characterization of these …
to the availability of efficient matrix analytic methods. The characterization of these …