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A versatile Markovian point process

Published online by Cambridge University Press:  14 July 2016

Marcel F. Neuts
Marcel F. Neuts*
Affiliation:
University of Delaware
*
∗Postal address: Department of Mathematical Sciences, University of Delaware, Newark, DE 19711, U.S.A.
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Abstract

We introduce a versatile class of point processes on the real line, which are closely related to finite-state Markov processes. Many relevant probability distributions, moment and correlation formulas are given in forms which are computationally tractable. Several point processes, such as renewal processes of phase type, Markov-modulated Poisson processes and certain semi-Markov point processes appear as particular cases. The treatment of a substantial number of existing probability models can be generalized in a systematic manner to arrival processes of the type discussed in this paper.

Several qualitative features of point processes, such as certain types of fluctuations, grouping, interruptions and the inhibition of arrivals by bunch inputs can be modelled in a way which remains computationally tractable.

Keywords

POINT PROCESSESPROBABILITY DISTRIBUTIONS OF PHASE TYPECUMULATIVE PROCESSESCOMPUTATIONAL PROBABILITYQUEUEING THEORY
Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 4 , December 1979 , pp. 764 - 779
Copyright
Copyright © Applied Probability Trust 1979 

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Footnotes

Research sponsored by the Air Force Office of Scientific Research Air Force Systems Command USAF under Grant No. AFOSR–77–3236.

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