中断泊松过程的瞬态行为

Transient Behaviour of the Interrupted Poisson Process

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1982
被引 4
ABS 4

中文导读

推导了中断泊松过程的时间相关阶乘矩生成函数,得到任意时刻通话数的联合矩,可用于计算流量方差估计量的矩,适用于保险、设备维护、交通等领域。

Abstract

Summary Kuczura (1973) introduced the use of the Interrupted Poisson Process (IPP) as a simplified model for overflow telephone traffic, and derived some of its equilibrium properties. This paper presents the time-dependent factorial-moment generating function for the IPP. From this function are derived the joint moments of the numbers of calls in progress at any number of instants in time. In particular, the covariance of the numbers of calls in progress at any two instants leads to a formula for the variance of scan-measured traffic. The results make it possible to calculate the moments of various estimators of the variance of traffic. The paper also gives a new decomposition of interarrival times, and displays one limiting form of the IPP as a batch arrival process with geometrically distributed number of arrivals per batch. All these results are of perfectly general applicability. They add to the repertory of analytically tractable queuing processes. Likely fields of application are sickness insurance, equipment maintenance, transportation, neurophysiology and nuclear physics.

排队论电信流量建模随机过程应用数学