COVARIANCE STRUCTURE OF INTERRUPTED MARKOV MODULATED POISSON PROCESS
نویسندگان
چکیده
منابع مشابه
The Markov Modulated Poisson Process and Markov Poisson Cascade with Applications to Web Traffic Modeling
A Markov modulated Poisson Process (MMPP) is a Poisson process whose rate varies according to a Markov process. The nonhomogeneous MMPP developed in this article is a natural model for point processes whose events combine irregular bursts of activity with predictable (e.g. daily and hourly) patterns. We show how the MMPP may be viewed as a superposition of unobserved Poisson processes that are ...
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a NTT Information Sharing Platform Laboratories 3-9-11 Midori-cho, Musashino-shi, Tokyo 180-8585, Japan E-mail: [email protected] b Graduate School of Information Science, Nara Institute of Science and Technology 8916-5 Takayama, Ikoma, Nara 630-0101, Japan E-mail: [email protected] c Graduate School of Informatics, Kyoto University Kyoto 606-8501, Japan E-mail: taka...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 1993
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.36.65