Abstract
A Markovian arrival stream is a marked point process generated by the state transitions of a given Markovian environmental process and Poisson arrival rates depending on the environment. It is shown that to a given marked point process there is a sequence of such Markovian arrival streams with the property that as m →∞. Various related corollaries (involving stationarity, convergence of moments and ergodicity) and counterexamples are discussed as well.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
18 articles.
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