Add to ORKGIn this paper we introduce and study functionals of the intensities of random measures modulated by a stochastic process, which occur in applications to stochastic models and telecommunications. Modulation of a random measure by is specified for marked Cox measures. Particular cases of modulation by as semi-Markov and semiregenerative processes enabled us to obtain explicit formulas for the named intensities. Examples in queueing (systems with state dependent parameters, Little’s and Campbell’s formulas) demonstrate the use of the results. Key words: Markov modulated Poisson process, modulated Co
Stochastic processes in a bulk single-server queue with continuously operating server, semi-Markov m...
A Cox process NCox directed by a stationary random measure ξ has second moment var NCox(0, t] = E(ξ(...
International audienceIn this paper we consider an Ornstein-Uhlenbeck () process (M (t)) t0 whose pa...
A hidden Markov regime is a Markov process that governs the time or space dependent distributions of...
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as q...
We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a ma...
A class of doubly stochastic Poisson processes, which is termed a Markov-modulated Poisson process, ...
This thesis considers queueing systems affected by a random environment. The behaviour of these queu...
Abstract—We develop a new exact filter when a hidden Markov chain influences both the sizes and time...
The book presents a coherent treatment of Markov random walks and Markov additive processes together...
Real data on the number of claims in a certain time interval for an insurance company show that Pois...
We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a ma...
In this paper we present elementary computations for some Markov modulated counting processes, also ...
AbstractThis article has as an objective to analyze the behavior of multivariate, delayed stationary...
Many queueing systems have an arrival process that can be modeled by a Markov-modulated Poisson proc...
Stochastic processes in a bulk single-server queue with continuously operating server, semi-Markov m...
A Cox process NCox directed by a stationary random measure ξ has second moment var NCox(0, t] = E(ξ(...
International audienceIn this paper we consider an Ornstein-Uhlenbeck () process (M (t)) t0 whose pa...
A hidden Markov regime is a Markov process that governs the time or space dependent distributions of...
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as q...
We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a ma...
A class of doubly stochastic Poisson processes, which is termed a Markov-modulated Poisson process, ...
This thesis considers queueing systems affected by a random environment. The behaviour of these queu...
Abstract—We develop a new exact filter when a hidden Markov chain influences both the sizes and time...
The book presents a coherent treatment of Markov random walks and Markov additive processes together...
Real data on the number of claims in a certain time interval for an insurance company show that Pois...
We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a ma...
In this paper we present elementary computations for some Markov modulated counting processes, also ...
AbstractThis article has as an objective to analyze the behavior of multivariate, delayed stationary...
Many queueing systems have an arrival process that can be modeled by a Markov-modulated Poisson proc...
Stochastic processes in a bulk single-server queue with continuously operating server, semi-Markov m...
A Cox process NCox directed by a stationary random measure ξ has second moment var NCox(0, t] = E(ξ(...
International audienceIn this paper we consider an Ornstein-Uhlenbeck () process (M (t)) t0 whose pa...