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ANOR
2008

Moment characterization of matrix exponential and Markovian arrival processes

9 years 9 months ago
Moment characterization of matrix exponential and Markovian arrival processes
This paper provides a general framework for establishing the relation between various moments of matrix exponential and Markovian processes. Based on this framework we present an algorithm to compute any finite dimensional moments of these processes based on a set of required (low order) moments. This algorithm does not require the computation of any representation of the given process. We present a series of related results and numerical examples to demonstrate the potential use of the obtained moment relations. Keywords Matrix exponential process
Levente Bodrog, András Horváth, Mikl
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2008
Where ANOR
Authors Levente Bodrog, András Horváth, Miklós Telek
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