Analytical issues regarding the lack of identifiability of the non-stationary MAP2 Articles uri icon

publication date

  • August 2016

start page

  • 1

end page

  • 20

volume

  • 102

International Standard Serial Number (ISSN)

  • 0166-5316

Electronic International Standard Serial Number (EISSN)

  • 1872-745X

abstract

  • This paper studies in detail different problems concerning the identifiability of the non-stationary version of the MAP2. First, a matrix-based methodology to build equivalent processes is given. Second, a unique, canonical representation of the process, so that the infinite, equivalent versions of a process can be reduced to its canonical counterpart is provided. Finally, a characterization of the process in terms of five descriptors representing moments of the three first inter-event time distributions is given.

keywords

  • markovian arrival process (map); stationary vs. non-stationary versions; identifiable process; canonical representation; moments characterization; modulated poisson processes; phase-type distributions; em-algorithm; point-processes; canonical form; system; streams