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1991 | OriginalPaper | Chapter

The Square Wave Spectrum of a Markov Renewal Process

Author : Marcel F. Neuts

Published in: Stochastic Processes and their Applications

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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The power spectral density of a stationary square wave process with sign changes at the transitions of a finite state Markov renewal process is derived. Particularly explicit formulas are obtained for the Markovian Arrival Process, a generalization of the Poisson process with a natural matrix formalism which commonly leads to useful explicit results. An application to a procedure for the quantification of burstiness is discussed.

next chapter Simulation and Estimation Procedures for Stress Release Model
Metadata
Title
The Square Wave Spectrum of a Markov Renewal Process
Author
Marcel F. Neuts
Copyright Year
1991
Publisher
Springer Berlin Heidelberg
Book
Stochastic Processes and their Applications

Print ISBN: 978-3-540-54635-1

Electronic ISBN: 978-3-642-58201-1

Copyright Year: 1991

DOI
https://doi.org/10.1007/978-3-642-58201-1_1