Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process

DOI10.1080/15326340601141844zbMath1115.60085OpenAlexW2029329543MaRDI QIDQ3444699

Uffe Høgsbro Thygesen, Jan E. Beyer, L. A. Fredrik Nilsson, Bo Friis Nielsen

Publication date: 4 June 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340601141844

zbMATH Keywords

momentsasymptotic analysisMarkovian arrival processesrational arrival processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

A diffusion approximation based on renewal processes with applications to strongly biased run-tumble motion ⋮ Moments and polynomial expansions in discrete matrix-analytic models ⋮ Matrix calculations for moments of Markov processes ⋮ MAP fitting by count and inter-arrival moment matching ⋮ Continuous inventory control with stochastic and non-stationary Markovian demand ⋮ An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes ⋮ Inventory systems with stochastic and batch demand: computational approaches

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