Strong convergence of a class of non-homogeneous Markov Arrivals Processes to a Poisson process

نویسنده

  • James LEDOUX
چکیده

In this paper, we are concerned with a time-inhomogeneous version of the Markovian Arrival Process. Under the assumption that the environment process is asymptotically time-homogeneous, we discuss a Poisson approximation of the counting process of arrivals when the arrivals are rare. We provide a rate of convergence for the distance in variation. Poisson-type approximation for the process resulting of a special marking procedure of the arrivals is outlined.

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تاریخ انتشار 2013