Markovian arrivals in stochastic modelling : a survey and some new results
Artalejo, Jesús R.
Gómez-Corral, Antonio

Date: 2010
Abstract: 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 starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès
Document: Article ; recerca ; Versió publicada
Subject: Markovian arrival process ; Batch arrivals ; Marked process ; Phase-type distribution ; BSDE approach
Published in: SORT : statistics and operations research transactions, Vol. 34, Núm. 2 (July-December 2010) , p. 101-156, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/217210


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 Record created 2012-07-24, last modified 2022-02-13



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