Point processes with finite-dimensional conditional probabilities
type: Item
instance of: scholarly article
title: Point processes with finite-dimensional conditional probabilities
zbMATH Open document ID: 0997.60077
DOI: 10.1016/S0304-4149(99)00006-X
author: Mogens Bladt
author: Søren Asmussen
published in: Stochastic Processes and their Applications
publication date: 2002-08-29T00:00:00Z
review text: A class of point processes on the real line is studied called rational arrival processes (RAP). This class is strictly larger than Neuts' (1979) Markovian arrival processes (MAP). While RAP allows for more general features like finite-dimensional distributions of interarrival times (which are matrix-exponential rather than phase type), their probabilistic interpretation is less clear: it is given in terms of a piecewise determininistic Markov process. Further properties like moments, Laplace transforms, Palm distributions, etc. are investigated.
reviewed by: Viktor Beneš
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 1792514
zbMATH Keywords: point processes
zbMATH Keywords: Markovian arrival process
zbMATH Keywords: matrix-exponential distribution
MaRDI profile type: Publication
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full work available at URL: s0304-4149(99)00006-x
OpenAlex ID: W1980516607
Wikidata QID: Q127663104
description: scientific article; zbMATH DE number 1792514