THE MARKOV-MODULATED POISSON-PROCESS (MMPP) COOKBOOK

被引:474
作者
FISCHER, W
MEIERHELLSTERN, K
机构
[1] SIEMENS AG, MUNICH, GERMANY
[2] AT&T BELL LABS, HOLMDEL, NJ 07733 USA
关键词
MARKOV-MODULATED POISSON PROCESS; PHASE-TYPE DISTRIBUTION;
D O I
10.1016/0166-5316(93)90035-S
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Point processes whose arrival rates vary randomly over time arise in many applications of interest, notably in communications modeling. The Markov-modulated Poisson process has been extensively used for modeling these processes, because it qualitatively models the time-varying arrival rate and captures some of the important correlations between the interarrival times while still remaining analytically tractable. The purpose of this paper is to collect a number of useful results about Markov-modulated Poisson processes and queues with Markov-modulated input. It is intended for non-experts or for people who are familiar with the basic concepts and algorithms, but would like a summary of recent developments. Derivations and proofs have been intentionally omitted. They can be found in the publications listed at the end of each section. Many of the results and some of the text have been taken directly from the references, and the reader is encouraged to consult the relevant references for more detailed information.
引用
收藏
页码:149 / 171
页数:23
相关论文
共 57 条
[1]  
├a┬cinlar E., 1975, INTRO STOCHASTIC PRO
[2]  
Bellman R., 1960, INTRO MATRIX ANAL, DOI [10.1137/1.9781611971170.fm, DOI 10.1137/1.9781611971170.FM]
[3]  
Blondia C., 1989, COMMUN STAT STOCHAST, V5, P273
[4]   CHARACTERISTICS OF QUEUING-SYSTEMS OBSERVED AT EVENTS AND THE CONNECTION BETWEEN STOCHASTIC INTENSITY AND PALM PROBABILITY [J].
BREMAUD, P .
MATHEMATICAL THEORY OF QUEUEING SYSTEMS, 1989, 5 :99-112
[5]  
Cohen J., 1969, SINGLE SERVER QUEUE
[6]  
COX DR, 1955, J ROY STAT SOC B, V17, P129
[7]   A GEOMETRIC INTERPRETATION OF THE RELATIONS BETWEEN THE EXPONENTIAL AND GENERALIZED ERLANG DISTRIBUTIONS [J].
DEHON, M ;
LATOUCHE, G .
ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) :885-897
[8]  
FISCHER W, UNPUB PERFORMANCE EV
[9]  
Graham A., 1981, KRONECKER PRODUCTS M
[10]  
Grandell J., 1976, DOUBLY STOCHASTIC PO