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Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process
Published online by Cambridge University Press: 30 January 2018
Abstract
In this note, the sequence of the interarrivals of a stationary Markovian arrival process is shown to be ρ-mixing with a geometric rate of convergence when the driving process is ρ-mixing. This provides an answer to an issue raised in the recent work of Ramirez-Cobo and Carrizosa (2012) on the geometric convergence of the autocorrelation function of the stationary Markovian arrival process.
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- Research Article
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- © Applied Probability Trust
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