Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems

Yoel G. Yera, Rosa E. Lillo and Pepa Ramírez‐Cobo

Applied Stochastic Models in Business and Industry, 2019, vol. 35, issue 2, 177-190

Abstract: The batch Markov‐modulated Poisson process (BMMPP) is a subclass of the versatile batch Markovian arrival process (BMAP), which has been widely used for the modeling of dependent and correlated simultaneous events (as arrivals, failures, or risk events). Both theoretical and applied aspects are examined in this paper. On one hand, the identifiability of the stationary BMMPPm(K ) is proven, where K is the maximum batch size and m is the number of states of the underlying Markov chain. This is a powerful result for inferential issues. On the other hand, some novelties related to the correlation and autocorrelation structures are provided.

Date: 2019
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https://doi.org/10.1002/asmb.2327

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:35:y:2019:i:2:p:177-190

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