Renewal Approximations of the Switched Poisson Processes and Their Applications to Queueing Systems
研究了切换泊松过程(一种速率随机变化的点过程)的更新近似方法,推导了近似更新过程间隔时间的矩,并通过排队应用中的数值结果验证了近似质量,对可靠性、库存控制等领域有潜在用途。
AbstractThe switched Poisson process (SPP), also known as the doubly stochastic Poisson process, has been widely used in the modelling of point processes whose rates vary subject to some random mechanism. The class of SPP includes a wide range of both renewal and non-renewal processes with squared coefficients of variation being larger than one. In this paper, we survey various approaches to approximate a non-renewal process by a renewal process. We derive the expressions for the first two moments of the inter-renewal time of a renewal process that approximates the SPP. We illustrate the quality of these approximations with numerical results in queueing applications. We believe that our approximations have potential applications in areas such as reliability, inventory control, telecommunications and maintenance.Keywords: Queueing