On the identification of Poisson arrivals in queues with coinciding time-stationary and customer-stationary state distributions-Reference-Cited by-同舟云学术

On the identification of Poisson arrivals in queues with coinciding time-stationary and customer-stationary state distributions

Published:1983-12 Issue:4 Volume:20 Page:860-871
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

König Dieter,Miyazawa Masakiyo,Schmidt Volker

Abstract

For several queueing systems, sufficient conditions are given ensuring that from the coincidence of some time-stationary and customer-stationary characteristics of the number of customers in the system such as idle or loss probabilities it follows that the arrival process is Poisson.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference11 articles.

1. On Markov Jump Processes Imbedded at Jump Epochs and Their Queueing-Theoretic Applications

2. Piecewise Markov Processes

3. Imbedded and non-imbedded stationary characteristics of queueing systems with varying service rate and point processes

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