MARKED POINT-PROCESSES AS LIMITS OF MARKOVIAN ARRIVAL STREAMS

被引：151

作者：

ASMUSSEN, S ^{[1
]}

KOOLE, G ^{[1
]}

机构：

[1] LEIDEN UNIV,DEPT MATH & COMP SCI,2300 RA LEIDEN,NETHERLANDS

来源：

JOURNAL OF APPLIED PROBABILITY | 1993年 / 30卷 / 02期

关键词：

MARKOVIAN POINT PROCESS; MARKOV-MODULATED POISSON PROCESS; WEAK CONVERGENCE OF POINT PROCESSES; CONTINUITY OF QUEUES;

D O I：

10.2307/3214845

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Markovian arrival stream is a marked point process generated by the state transitions of a given Markovian environmental process and Poisson arrival rates depending on the environment. It is shown that to a given marked point process N there is a sequence {N(m)} of such Markovian arrival streams with the property that N(-) -->(D) N as m --> infinity. Various related corollaries (involving stationarity, convergence of moments and ergodicity) and counterexamples are discussed as well.

引用

页码：365 / 372

页数：8

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