RT journal article
T1 Bayesian analysis of the stationary MAP2
A1 Ramírez Cobo, Josefa
A1 Lillo, R.E.
A1 Wiper, M.P.
A2 Estadística e Investigación Operativa
K1 phase-type distributions
K1 Markov modulated Poisson process (MMPP)
K1 Identifiability
K1 canonical representation
K1 Gibbs sampler
K1 steady-state distributions
AB In this article we describe a method for carrying out Bayesian estimation for the two-state stationary Markov arrival process (MAP2), which has beenproposed as a versatile model in a number of contexts. The approach is illustratedon 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 queuethat allows for dependent inter-arrival times. Our procedure is illustrated withapplications in Internet traffic analysis.
PB International Society for Bayesian Analysis
SN 1931-6690
YR 2017
FD 2017
LK http://hdl.handle.net/10498/36617
UL http://hdl.handle.net/10498/36617
LA eng
DS Repositorio Institucional de la Universidad de Cádiz
RD 08-nov-2026