Matching marginal moments and lag autocorrelations with MAPs

Horváth, Gábor (2013) Matching marginal moments and lag autocorrelations with MAPs. In: 7th International Conference on Performance Evaluation Methodologies and Tools (ValueTools), 2013.12.10 - 2013.12.12, Torino, Italy.


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This paper presents a procedure that constructs a Markovian Arrival Process (MAP) based on the mean, the squared coefficient of variation and the lag-1 autocorrelation of the inter-arrival times. This method always provides a valid MAP without posing any restrictions on the three input parameters. Besides matching these three parameters, it is possible to match the third moment of the inter-arrival times and the decay of the autocorrelation function as well, if they fall into the given (very wide) bounds.

Item Type: Conference or Workshop Item (Paper)
Subjects: T Technology / alkalmazott, műszaki tudományok > T2 Technology (General) / műszaki tudományok általában
Depositing User: Gábor Horváth
Date Deposited: 23 Sep 2014 00:22
Last Modified: 23 Sep 2014 00:22

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