New Results About Weakly Equivalent MAP 2 and MAP 3 Processes

Pepa Ramírez-Cobo () and Rosa E. Lillo ()
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Pepa Ramírez-Cobo: IMUS, Institute of Mathematics of University of Seville
Rosa E. Lillo: University Carlos III of Madrid

Methodology and Computing in Applied Probability, 2012, vol. 14, issue 3, 421-444

Abstract: Abstract In Ramírez-Cobo et al. (J Appl Probab 47(3):630–649, 2010b), weakly equivalent second order Markovian arrival processes (noted MAP 2s) are introduced and partially characterized. In this work we look into weak equivalence in detail and provide a complete characterization of weakly equivalent MAP 2s. The analogous problem for the MAP 3 case is partially solved.

Keywords: Versatile Markovian arrival process; MAP; Phase-type distribution; Phase-type renewal process; Identifiability problems; 60G55; 60J05 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11009-011-9227-x

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