Author: M. F. NeutsPublisher:
ISBN:
Category :
Languages : en
Pages : 24
Book Description
Renewal Characterization of Markov Modulated Poisson Processes
Author: M. F. NeutsAnalysis of Multivariate Markov Modulated Poisson Processes
Author: Ushio SumitaMarkov-Modulated Processes and Semiregenerative Phenomena
Author: Loon Ching TangPublisher: World Scientific
ISBN: 9812793194
Category : Mathematics
Languages : en
Pages : 237
Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
Dynamic and Asymptotic Analysis of Markov Modulated Poisson Processes
Author: U. SumitaContinuos-time Markov-modulated Chains In Operations Research
Author: Alexander M AndronovPublisher: World Scientific
ISBN: 9811286175
Category : Mathematics
Languages : en
Pages : 227
Book Description
Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.
Probability, Random Processes, and Statistical Analysis
Author: Hisashi KobayashiPublisher: Cambridge University Press
ISBN: 1139502611
Category : Technology & Engineering
Languages : en
Pages : 813
Book Description
Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.
Mixed Poisson Processes
Author: J GrandellPublisher: CRC Press
ISBN: 1000153037
Category : Mathematics
Languages : en
Pages : 284
Book Description
To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Markov-modulated Queueing Systems
Author: N. U. PrabhuA Statistical Procedure for Fitting Markov-Modulated Poisson Processes
Author: Kathleen S. MeierPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 274
Book Description
Modern Probabilistic Methods for Analysis of Telecommunication Networks
Author: Alexander DudinPublisher: Springer
ISBN: 3642359809
Category : Computers
Languages : en
Pages : 224
Book Description
This book constitutes the refereed proceedings of the International Conference on Modern Probabilistic Methods for Analysis of Telecommunication Networks, Belarusian Winter Workshop in Queueing Theory, BWWQT 2013, held in Minsk, Belarus, in January 2013. The 23 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers present new results in study and optimization of information transmission models in telecommunication networks using different approaches, mainly based on theories of queueing systems and queueing networks.