A Phase Type, Semi-Markovian Point Process.

Abstract

A semi-Markovian point process is defined, for which the intervals of time between successive events have phase type distribution. The distribution of the number of events in an interval is examined, and it is shown how the expected number of events in an interval may be efficiently computed. A stationary version of the process is analysed. In particular, the necessary and sufficient condition under which the new process is a renewal process is determined. Simple sufficient conditions are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1980
Accession Number
ADA091037

Entities

People

  • Guy Latouche

Organizations

  • University of Delaware

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Differential Equations
  • Equations
  • Generators
  • Kolmogorov Equations
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Numbers
  • Operations Research
  • Probability
  • Probability Distributions
  • Queueing Theory
  • Random Variables
  • Stationary
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.