Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process
نویسندگان
چکیده
In this note, the sequence of the interarrivals of a stationary Markovian Arrival process is shown to be ρ-mixing with a geometric rate of convergence when the driving process is ρ-mixing. This provides an answer to an issue raised in the recent paper [4] on the geometric convergence of the autocorrelation function of the stationary Markovian Arrival process. keywords: Markov renewal process AMS 60J05,60K15
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ورودعنوان ژورنال:
- J. Applied Probability
دوره 50 شماره
صفحات -
تاریخ انتشار 2013