Skip to main content
Log in

On Markovian modelling of arrival processes

  • Regular Article
  • Published:
Statistical Papers Aims and scope Submit manuscript

Abstract

Markovian arrival process (MAP) is a popular tool for modeling arrival processes of stochastic systems such as queueing systems, reliability systems and telecommunications networks. In this paper we show how properties of Markovian Arrival Processes can be derived from the general theory of Markov processes with a homogeneous second component. We also present a series of results on queueing systems with MAP arrivals which were published in RUDN University before 1990.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Basharin GP (1972) O vychislenii momentov obsluzhennojj i izbytochnojj nagruzok slozhnojj sistemy [On the calculation of the moments of the serviced and lost traffic of a complex system]. Izvestiya Akademii Nauk SSSR, Tekhnicheskaia Kibernetika 1:42–51

  • Basharin GP, Naumov VA (1984) Simple matrix description of peaked and smooth traffic and its applications. In: Proceedings 3d International Seminar on Teletraffic Theory “Fundamentals of Teletraffic Theory”, VINITI, Moscow, pp 38–44

  • Basharin GP, Naumov VA (2017) Markovian Modelling of Arrival Processes. In: Proceedings of International Conference Analytical and Computational Methods in Probability Theory and its Applications, Moscow, p 137

  • Basharin GP, Kokotushkin VA, Naumov VA (1979) The method of equivalent substitution for calculating fragments of communication networks for a digital computer. Part I. Eng Cybern 17(6):66–79

    MATH  Google Scholar 

  • Bocharov PP, Naumov VA (1976) Analiz giperehksponencial’nojj dvukhfaznojj sistemy s ogranichennym promezhutochnym nakopitelem [Analysis of hyperexponential tandem queue with finite intermediate room]. In: Informacionnye seti i ikh struktura pp 168–181

  • Breuer L (2002) On Markov-additive jump processes. Queueing Syst 40(1):75–91

    Article  MathSciNet  Google Scholar 

  • Cinlar E (1969) Markov additive processes. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete Part I, 24:85–93 Part II, 24:95–121

  • Disney RL, König D (1985) Queueing networks: a survey of their random processes. SIAM Rev 27(3):335–403

    Article  MathSciNet  Google Scholar 

  • Ezhov II, Skorokhod AV (1969) Markov processes with homogeneous second component. Adv Appl Probab Part I: 14(1):1–13, Part II, 14(4): 652–667

  • Franken P (1968) Erlangsche Formeln für semimarkowschen Eingang. IElektronische Informationsverarbeitung und Kybernetik 4(3):197–204

    MathSciNet  MATH  Google Scholar 

  • Khinchin AY (1956) Sequences of chance events without after-effects. Theory Probab Appl 1(1):1–15

    Article  Google Scholar 

  • Kokotushkin VA (1974) Nekotorye zadachi matematicheskojj teorii teletrafika [Some mathematical problems of teletraffic theory]. PhD thesis. Peoples’ Friendship University, Moscow

  • Lucantoni DM, Meier-Hellstern K, Neuts MF (1990) A single-server queue with server vacations and a class of non-renewal arrival processes. Adv Appl Probab 22(3):676–705

    Article  MathSciNet  Google Scholar 

  • Naumov VA (1976) O nezavisimojj rabote podsistem slozhnojj sistemy [On the independent behaviour of subsystems of complicated system]. In: Gnedenko BV, Gromak YuI, Chepurin EV (eds) Proceedings 3d Seminar Meeting on Queueing Theory, Puschtschino, 1974. Moscow State University, Moscow, pp 169–177

  • Naumov VA (1977) Ob obsluzhennojj i izbytochnojj nagruzkakh polnodostupnogo puchka s ogranichennojj ochered’ju [On the calculation of the moments of the serviced and overflow traffic of a full-available loss system with finite waiting room]. In: Chislennye metody reshenija zadach matematicheskojj fiziki i teorii sistem [Numerical methods for solving problems in mathematical physics and systems theory] pp 51–55

  • Naumov VA (1978) Issledovanie nekotorykh mnogofaznykh sistem massovogo obsluzhivanija [Analysis of some queues in series]. PhD thesis. Peoples’ Friendship University, Moscow

  • Naumov VA (1987) Markovskie modeli potokov trebovanijj [Markovian modeling of arrival processes]. In: Sistemy massovogo obsluzhivanija i informatika [Queuing systems and informatics] pp 67–73

  • Naumov VA (1988) Matrichnyjj analog formulju Erlanga [Matrix analogy of Erlang formula]. In: In Sb. trudov 10 vsesojuznojj shkoly-seminara po teorii teletrafika “Modeli raspredelenija informacii i metody ikh analiza” [Proceeding of the 10th all-union school-seminar on teletraffic theory models of information distribution and methods for their analysis] , VINITI, Moscow, pp 39–43

  • Naumov VA, Gaidamaka YV, Samouylov KE (2015) Mul’tiplikativnye resheniya konechnykh tsepej Markova [Multiplicative solutions of finite Markov chains]. RUDN University, Moscow

    Google Scholar 

  • Neuts MF (1979) A versatile Markovian point process. J Appl Probab 16(4):764–779

    Article  MathSciNet  Google Scholar 

  • Neveu J (1961) Une Generalisation des Processus a Acroissements Positifs Independants. Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg 25:36–61

    Article  MathSciNet  Google Scholar 

  • Pacheco A, Prabhu NU (1995) Markov-additive processes of arrivals. In: Dshalalow JH (ed) Advances in queueing theory, methods, and open problems. CRC Press, Raton, pp 167–194

    Google Scholar 

  • Ramaswami V (1979) A note on Neuts’ versatile Markovian point process. Technical Report. Drexel University

  • Rudemo M (1973) Point processes generated by transitions of Markov chains. Adv Appl Probab 5(2):262–286

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The publication has been prepared with the support of the “RUDN University Program 5-100” and funded by RFBR according to the research Project No. 16-07-00766. We greatly appreciate assistance provided by Dr. Yuliya Gaidamaka. Our special thanks to anonymous reviewers for their helpful comments.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Konstantin Samouylov.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Basharin, G., Naumov, V. & Samouylov, K. On Markovian modelling of arrival processes. Stat Papers 59, 1533–1540 (2018). https://doi.org/10.1007/s00362-018-1042-9

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00362-018-1042-9

Keywords

Mathematics Subject Classification

Navigation