Generalized Modulated Random Measures and Their Potentials

DOI10.1081/SAP-120037627zbMath1065.60049OpenAlexW2041295440MaRDI QIDQ4826127

Jewgeni H. Dshalalow, Donal O'Regan, Ravi P. Agarwal

Publication date: 11 November 2004

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120037627

zbMATH Keywords

Markov modulated Poisson processrandom measureCox processPoisson measuresstochastic intensities

Mathematics Subject Classification ID

Special processes (60K99) Markov renewal processes, semi-Markov processes (60K15) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05)

Related Items (2)

Random Walk Analysis in Antagonistic Stochastic Games ⋮ Dynamic analysis of a unified multivariate counting process and its asymptotic behavior

Cites Work

• Unnamed Item
• Markov-modulated queueing systems
• Queueing analysis of a class of star-interconnected networks under Markov modulated output process modeling
• The Markov-modulated Poisson process (MMPP) cookbook
• First excess level analysis of random processes in a class of stochastic servicing systems with global control

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