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Approximation of a class of Markov-modulated Poisson processes with a large state-space.

Many queueing systems have an arrival process that can be modeled by a Markov-modulated Poisson process. The Markov-modulated Poisson process (MMPP) is a doubly stochastic Poisson process in which the arrival rate varies according to a finite state irreducible Markov process. In many applications of MMPPs, the point process is constructed by superpositions or similar constructions, which lead to modulating Markov processes with a large state space. Since this limits the feasibility of numerical computations, a useful problem is to approximate an MMPP represented by a large Markov process by one with fewer states. We focus our attention in particular, to approximating a simple but useful special case of the MMPP, namely the Birth and Death Modulated Poisson process. In the validation stage, the quality of the approximation is examined in relation to the MMPP/G/1 queue.

Identiferoai:union.ndltd.org:arizona.edu/oai:arizona.openrepository.com:10150/184828
Date January 1989
CreatorsSitaraman, Hariharakrishnan.
ContributorsNeuts, Marcel F., Yakowitz, Sidney J., Lamond, Bernard F.
PublisherThe University of Arizona.
Source SetsUniversity of Arizona
LanguageEnglish
Detected LanguageEnglish
Typetext, Dissertation-Reproduction (electronic)
RightsCopyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.

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