Fitting traffic traces with discrete canonical phase type distributions and markov arrival processes
Andras Mészáros, János Papp, Miklós Telek (2014)
International Journal of Applied Mathematics and Computer Science
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Andras Mészáros, János Papp, Miklós Telek (2014)
International Journal of Applied Mathematics and Computer Science
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Laurent Miclo (2010)
ESAIM: Probability and Statistics
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This paper gives a stochastic representation in spectral terms for the absorption time of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields quantitative informations on the parameters of a similar representation due to O'Cinneide for general chains admitting real eigenvalues. In the discrete time setting, if the underlying Dirichlet eigenvalues (namely the eigenvalues of the Markov transition operator restricted to the functions vanishing...
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
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Giandomenico Mastroeni (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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We consider a stochastic approach in order to define an equilibrium model for a traffic-network problem. In particular, we assume a markovian behaviour of the users in their movements throughout the zones of the traffic area. This assumption turns out to be effective at least in the context of urban traffic, where, in general, the users tend to travel by choosing the path they find more convenient and not necessarily depending on the already travelled part. The developed model is a homogeneous...
Christian Paroissin, Bernard Ycart (2004)
ESAIM: Probability and Statistics
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A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Carles Maria Cuadras, Josep-Maria Oller (1987)
Qüestiió
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The known hierarchical clustering scheme is equivalent to the concept of ultrametric distance. Every distance can be represented in a spatial model using multidimensional scaling. We relate both classes of representations of proximity data in an algebraic way, obtaining some results and relations on clusters and the eigenvalues of the inner product matrix for an ultrametric distance. Principal coordinate analysis on an ultrametric distance gives two classes of independent coordinates,...
Takacs, Christiane (2006)
Mathematica Pannonica
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Asmussen, Søren (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Yeong-Jeu Sun (2003)
Control and Cybernetics
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Jean-Michel Fourneau, Lynda Mokdad, Nihal Pekergin (2002)
The Yugoslav Journal of Operations Research
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