Similarity transformations of MAPs

Citation
At. Andersen et al., Similarity transformations of MAPs, MATH PROB E, 5(4), 1999, pp. 349-359
Citations number
5
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICAL PROBLEMS IN ENGINEERING
ISSN journal
1024123X → ACNP
Volume
5
Issue
4
Year of publication
1999
Pages
349 - 359
Database
ISI
SICI code
1024-123X(1999)5:4<349:STOM>2.0.ZU;2-T
Abstract
We introduce the notion of similar Markovian Arrival Processes (MAPs) and s how that the event stationary point processes related to two similar MAPs a re stochastically equivalent. This holds true for the time stationary point processes too. We show that several well known stochastical equivalences a s e.g. that between the Ht renewal process and the Interrupted Poisson Proc ess (IPP) can be expressed by the similarity transformations of MAPs. In th e appendix the valid region of similarity transformations for two-state MAP s is characterized.