Titlebook: Matrix-Exponential Distributions in Applied Probability; Mogens Bladt,Bo Friis Nielsen Textbook 2017 Springer Science+Business Media LLC 2

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Probability Theory and Stochastic Modellinghttp://image.papertrans.cn/m/image/627783.jpg

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Markov Additive Processes,both with or without Brownian components), Lévy processes, and Markov random walks. They can be used to define point processes such as the Markov modulated Poisson process, the Markovian arrival process (MAP), and Markov renewal processes. They seem particularly well suited in connection with matrix-exponential methods.

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Markovian Point Processes,e have previously encountered such processes under the treatment of Poisson processes, renewal processes, and Markov renewal processes, and even been introduced to the Markovian arrival process (Example 9.1.7, p. 482), we will here consider more general constructions and properties of point processes.

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978-1-4939-8377-3Springer Science+Business Media LLC 2017

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Matrix-Exponential Distributions in Applied Probability978-1-4939-7049-0Series ISSN 2199-3130 Series E-ISSN 2199-3149

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