• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.355-363
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• 1997

In queueing theory, polling systems have been widely studied as a way of serving several stations in cyclic order. In this paper we consider Markov-modulated Poisson process which is useful for approximating a superposition of heterogeneous arrivals. We derive the mean waiting time of each station in a polling system where the arrival process is modeled by a Markov-modulated Poisson process.

• Communications for Statistical Applications and Methods
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• v.31 no.6
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• pp.645-659
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• 2024

This study investigates the Charlier series approximation for modeling nonhomogeneous Poisson processes. It focuses on mixtures of Poisson distributions and Markov-Modulated Poisson processes to address complex temporal data patterns, such as hospital admission rates. The Charlier series approximation is constructed by expanding probability mass functions using Charlier orthogonal polynomials, which allow for adjustments to reflect higher-order moments like skewness and kurtosis. These polynomials are combined with a Poisson weight function to create flexible approximations tailored to the variability in event rates. Two artificial examples demonstrate the method's effectiveness in capturing dynamic event behaviors. A real-world application to hospital admission data further highlights its practical utility. Performance is assessed using Kullback-Leibler divergence, quantifying the improvement over simple Poisson models. The results show that the Charlier series provides enhanced data fitting and deeper insights into complex probabilistic structures.

• Journal of the Korean Operations Research and Management Science Society
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• v.24 no.3
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• pp.83-91
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• 1999

In order to build and manage an ATM network effectively under several types of control methods, it is necessary to estimate the performance of the equipments in various viewpoints, especially of ATM multiplexer. As for the method to model the input stream into the ATM multiplexer, many researches have been done to characterize it by, such as, fluid flow, MMPP(Markov Modulated Poisson Process), or MMDP (Markov Modulated Deterministic Process). We introduce an MRP(Markov Renewal Process) to model the input stream which has proper structure to represent the burst traffic with high correlation. In this paper, we build a model for aggregated heterogeneous ON-OFF sources of ATM traffic by MRP. We make discrete time MR/D/1/B queueing system, whose input process is the superposed MRP and present a performance analysis by finding CLP(Cell Loss Probability). A simulation is done to validate our algorithm.

• Journal of Information Processing Systems
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• v.7 no.4
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• pp.653-678
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• 2011

WiMAX is intended for fourth generation wireless mobile communications where a group of users are provided with a connection and a fixed length queue. In present literature traffic of such network is analyzed based on the generator matrix of the Markov Arrival Process (MAP). In this paper a simple analytical technique of the two dimensional Markov chain is used to obtain the trajectory of the congestion of the network as a function of a traffic parameter. Finally, a two state phase dependent arrival process is considered to evaluate probability states. The entire analysis is kept independent of modulation and coding schemes.

• IE interfaces
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• v.12 no.2
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• pp.312-318
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• 1999

This paper considers the cell loss probability(CLP) in a multiplexer with the superposition of heterogeneous ON/OFF sources. The input traffic is composed of k classes. Traffic of class i is the superposition of M_(i) ON/OFF sources. Recently, the method based on the Markov modulated deterministic process(MMDP) is presented. Basically, it is the discretized model of stochastic fluid flow process(SFFP) and gives the CLP very fast, but under-estimates the CLP especially when the value of estimated CLP is very low. This paper develops the discretized model of Markov modulated Poisson process(MMPP). It is a special type of switched batch Bernoulli process(SBBP). Combining the transition probability matrix of MMDP and SBBP according to the state which is characterized by the arrival rate, this paper presents hybrid algorithm. The hybrid algorithm gives better estimate of CLP than that of MMDP and faster than SBBP.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.40 no.10
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• pp.16-23
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• 2003

In this paper, we propose a new optical hybrid switching system that takes advantage of both Optical Burst Switching (OBS) and Optical Circuit Switching (OCS) technologies. This system classifies incoming IP traffic flows into short-lived and long-lived flows for hybrid switching. For performance analysis, we model the system as a single server queue in a Markovian environment. The burst generation process is assumed to follow a two-state Markov Modulated Poisson Process (MMPP), and the service rate fluctuates based on the number of concurrent OCS sessions. Results of the mean delay and queue size for OBS bursts are derived.

• Communications of the Korean Mathematical Society
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• v.14 no.4
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• pp.805-814
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• 1999

We consider an MMPP/G/1/K finite queue with two-level threshold overload control. This model has frequently arisen in the design of the integrated communication systems which support a wide range applications having various Quality of Service(QoS) requirements. Through the supplementary variable method, se derive the queue length distribution.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.455-464
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• 2005

In this paper, we analyze a queueing system with overload control by arrival rates. This paper is motivated by overload control to prevent congestion in telecommunication networks. The arrivals occur dependent upon queue length. In other words, if the queue length increases, the arrivals may be reduced. By considering the burstiness of traffics in telecommunication networks, we assume the arrival to be a Markov-modulated Poisson process. The analysis by the embedded Markov chain method gives to us the performance measures such as loss and delay. The effect of performance measures on system parameters also is given throughout the numerical examples.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.9A
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• pp.1354-1358
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• 1999

In this paper, we suggest a simple computational algorithm to obtain the queue length distribution in the finite queue, where the input process consists of several homogeneous two-state Markov modulated Poisson processes. With comparison to the conventional algorithm, is more practical, in particular, when a large number of input sources are loaded to the system.

• Journal of applied mathematics & informatics
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• v.5 no.3
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• pp.643-658
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• 1998

In this paper we analyze the performance of a statistical ATM multiplexer with bursty input traffic and two thresholds in the buffer by using queueing model. Two priority levels are considered for source traffic which is modeled by Markov Modulated Poisson Process to represent the bursty characteristics. Service time distributions of two priority sources are assumed to be same and deterministic for ATM environment. The partial buffer sharing scheme with one threshold may experience a sensitive state change around the threshold. But the proposed multiplexer with two thresholds avoids this hysterical phenominon to improve the system operation.