A minimal representation of Markov arrival processes and a moments matching method

M. Telek, G. Horváth

Research output: Contribution to journalArticle

92 Citations (Scopus)

Abstract

The paper investigates the problem of minimal representation of Markov arrival processes of order n (MAP(n)). The minimal representation of MAPs is crucial for developing effective fitting methods. It seems that all existing MAP fitting methods are based on the D0, D1 representation which is known to be redundant. We present the minimal number of parameters to define a MAP(n) and provide a numerical moments-matching method based on a minimal representation. The discussion starts with a characterization of phase type (PH) distributions and then the analysis of MAPs follows a similar pattern. This characterization contains essential results on the identity of stationary behaviour of MAPs and on the number of parameters required to describe the stationary behaviour. The proposed moments matching method is also applicable for PH distributions. In this case it is a unique method that fits a general PH distribution of order n based on 2 n - 1 parameters.

Original languageEnglish
Pages (from-to)1153-1168
Number of pages16
JournalPerformance Evaluation
Volume64
Issue number9-12
DOIs
Publication statusPublished - Oct 1 2007

Keywords

  • Markov arrival process
  • Minimal representation
  • Moments of interarrival time distribution
  • Parameter fitting

ASJC Scopus subject areas

  • Software
  • Modelling and Simulation
  • Hardware and Architecture
  • Computer Networks and Communications

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