Moment characterization of matrix exponential and Markovian arrival processes
نویسندگان
چکیده
منابع مشابه
Moment characterization of matrix exponential and Markovian arrival processes
This paper provides a general framework for establishing the relation between various moments of matrix exponential and Markovian processes. Based on this framework we present an algorithm to compute any finite dimensional moments of these processes based on a set of required (low order) moments. This algorithm does not require the computation of any representation of the given process. We pres...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2007
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-007-0296-8