Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems

Pepa Ramírez-Cobo

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: The Batch Markov Modulated Poisson Process (BMMPP) is a subclass of the versatile Batch Markovian Arrival process (BMAP) which have been widely used for the modeling of dependent and correlated simultaneous events (as arrivals, failures or risk events, real-time multimedia communications). Both theoretical and applied aspects are examined in this paper. On one hand, the identifiability of the stationary BMMPP2(K) is proven, where K is the maximum batch size. This is a powerful result when inferential tasks related to real data sets are carried out. On the other hand, some findings concerning the correlation and autocorrelation structures are provided.

Keywords: Batch; Markovian; arrival; process; (BMAP); correlation; structure; identifiability; Markov-modulated; Poisson; process; (MMPP) (search for similar items in EconPapers)
Date: 2017-05-30
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