Explicit Inverse Characterizations of Acyclic MAPs of Second Order
Explicit Inverse Characterizations of Acyclic MAPs of Second Order
复制标题
二阶非循环 MAP 的显式逆表征
DOI：
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
K. Gross
中科院分区：
文献类型：
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作者：
A. Heindl;G. Horváth;K. Gross
本文介绍了如何建立一个马尔可夫到达过程的二阶信息的边缘分布和自相关函数。更准确地说，封闭形式的显式表达式的MAP（2）率矩阵的前三个边际矩和一个参数，表征的自相关函数的行为。除了允许的力矩范围，这是已知的，也是必要的和充分的界限的相关参数计算和显示依赖于一个自由参数有关的等价的非循环PH（2）表示的边际分布。我们确定了自由参数的选择，使负相关和正相关参数的相关范围最大化
This paper shows how to construct a Markovian arrival process of second order from information on the marginal distribution and on its autocorrelation function. More precisely, closed-form explicit expressions for the MAP(2) rate matrices are given in terms of the first three marginal moments and one parameter that characterizes the behavior of the autocorrelation function. Besides the permissible moment ranges, which were known before, also the necessary and sufficient bounds for the correlation parameter are computed and shown to depend on a free parameter related to equivalent acyclic PH(2) representations of the marginal distribution. We identify the choices for the free parameter that maximize the correlation range for both negative and positive correlation parameters