1. The Markovian arrival process on a random interval.
- Author
-
WU Guolin, TANG Shengda, and QIN Yongsong
- Subjects
MARKOV processes ,COUNTING ,INTERVAL analysis ,MATHEMATICS ,ALGEBRA - Abstract
In this paper, we generalized the Markovian arrival process. That is, we discussed the Markovian arrival process on a random interval, where the random interval time has a PH distribution. By means of constructing new underlying Markovian process, we transformed it into a new counting process. This process has the same distribution as the original one. We discussed the basic properties of this type of counting process and obtained the moment generating function in a finite interval. We proved that the total counting and the last renewal time satisfy the PH distribution, and also gave their formulas of these pH distributions. [ABSTRACT FROM AUTHOR]
- Published
- 2012