Article ID Journal Published Year Pages File Type
1154222 Statistics & Probability Letters 2008 11 Pages PDF
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
,