Point processes with finite-dimensional conditional probabilities
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- Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2933-2960, December.
- Søren Asmussen & Mogens Bladt, 2022. "From PH/MAP to ME/RAP," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 173-175, April.
- Bodrog, L. & Heindl, A. & Horváth, G. & Telek, M., 2008. "A Markovian canonical form of second-order matrix-exponential processes," European Journal of Operational Research, Elsevier, vol. 190(2), pages 459-477, October.
- Bean, Nigel G. & Nguyen, Giang T. & Nielsen, Bo F. & Peralta, Oscar, 2022. "RAP-modulated fluid processes: First passages and the stationary distribution," Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 308-340.
- Levente Bodrog & András Horváth & Miklós Telek, 2008. "Moment characterization of matrix exponential and Markovian arrival processes," Annals of Operations Research, Springer, vol. 160(1), pages 51-68, April.
- Miklós Telek, 2022. "The two-matrix problem," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 265-267, April.
- Peter Buchholz & Miklós Telek, 2013. "Rational Automata Networks: A Non-Markovian Modeling Approach," INFORMS Journal on Computing, INFORMS, vol. 25(1), pages 87-101, February.
- Peter Buchholz & Miklós Telek, 2013. "On minimal representations of Rational Arrival Processes," Annals of Operations Research, Springer, vol. 202(1), pages 35-58, January.
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Keywords
Markovian arrival process Matrix-exponential distribution Palm theory Rational Laplace transform Semi-group;Statistics
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