A Markov-modulated Poisson Process (MMPP) is a Poisson process that has its parameter controlled by a Markov process. These arrival processes are typical in communications modeling where time-varying ...

This is a preview. Log in through your library . Abstract We have two aims in this paper. First, we generalize the well-known theory of matrix-geometric methods of Neuts to more complicated Markov ...

This paper deals with censoring of infinite-state banded Markov chains. Censoring involves reducing the time spent in states outside a certain set of states to 0 without affecting the number of visits ...

If we can ‘talk’ to AI programs today, it’s in part because of a Russian from the 1800s. Markov’s approach to data in flux changed how we navigate our world. There’s an odd little trick to how AI ...

This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into the analysis of labor market dynamics. Unlike previous literature, which ...