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EPEW
2006
Springer

Explicit Inverse Characterizations of Acyclic MAPs of Second Order

14 years 3 months ago
Explicit Inverse Characterizations of Acyclic MAPs of Second Order
This paper shows how to construct a Markovian arrival process of second order from information on the marginal distribution and on its autocorrelation function. More precisely, closed-form explicit expressions for the MAP(2) rate matrices are given in terms of the first three marginal moments and one parameter that characterizes the behavior of the autocorrelation function. Besides the permissible moment ranges, which were known before, also the necessary and sufficient bounds for the correlation parameter are computed and shown to depend on a free parameter related to equivalent acyclic PH(2) representations of the marginal distribution. We identify the choices for the free parameter that maximize the correlation range for both negative and positive correlation parameters.
Armin Heindl, Gábor Horváth, Karsten
Added 22 Aug 2010
Updated 22 Aug 2010
Type Conference
Year 2006
Where EPEW
Authors Armin Heindl, Gábor Horváth, Karsten Gross
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