@misc{10498/36617,
year = {2017},
url = {http://hdl.handle.net/10498/36617},
abstract = {In this article we describe a method for carrying out Bayesian estimation for the two-state stationary Markov arrival process (MAP2), which has been
proposed as a versatile model in a number of contexts. The approach is illustrated
on both simulated and real data sets, where the performance of the MAP2 is compared against that of the well-known MMPP2. As an extension of the method,
we estimate the queue length and virtual waiting time distributions of a stationary MAP2/G/1 queueing system, a matrix generalization of the M/G/1 queue
that allows for dependent inter-arrival times. Our procedure is illustrated with
applications in Internet traffic analysis.},
publisher = {International Society for Bayesian Analysis},
keywords = {phase-type distributions},
keywords = {Markov modulated Poisson process (MMPP)},
keywords = {Identifiability},
keywords = {canonical representation},
keywords = {Gibbs sampler},
keywords = {steady-state distributions},
title = {Bayesian analysis of the stationary MAP2},
doi = {10.1214/16-BA1026},
author = {Ramírez Cobo, Josefa and Lillo, R.E. and Wiper, M.P.},
}