A Versatile Markovian Point Process
Abstract
A versatile class is introduced of point processes on the real line, which are closely related to finite-state Markov processes. Many relevant probability distributions, moment and correlation formulas are given in forms which are computationally tractable. Several point processes, such as renewal processes of phase type, Markov-modulated Poisson processes and certain semi-Markov point processes appear as particular cases. The treatment of a substantial number of existing probability models can be generalized in a systematic manner to arrival processes of the type discussed in this paper. Several qualitative features of point processes, such as certain types of fluctuations, grouping, interruptions and the inhibition of arrivals by bunch inputs can be modelled in a way which remains computationally tractable.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1977
- Accession Number
- ADA056051
Entities
People
- Marcel F. Neuts
Organizations
- University of Delaware