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A Note on the Dependence Structure of the Two-State Markovian Arrival Process
Published online by Cambridge University Press: 04 February 2016
Abstract
The Markovian arrival process generalizes the Poisson process by allowing for dependent and nonexponential interarrival times. We study the autocorrelation function of the two-state Markovian arrival process. Our findings show that the correlation structure of such a process has a very specific pattern, namely, it always converges geometrically to zero. Moreover, the signs of the autocorrelation coefficients are either constant or alternating.
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- Research Article
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- © Applied Probability Trust
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