Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154222 | Statistics & Probability Letters | 2008 | 11 Pages |
Abstract
In this paper, we are concerned with a time-inhomogeneous version of the Markovian arrival process. Under the assumption that the environment process is asymptotically time-homogeneous, we discuss a Poisson approximation of the counting process of arrivals when the arrivals are rare. We provide a rate of convergence for the distance in variation. Poisson-type approximation for the process resulting of a special marking procedure of the arrivals is outlined.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
James Ledoux,