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01.09.2020 | Ausgabe 5/2020

Automatic Control and Computer Sciences 5/2020

Poisson Flows with Alternating Intensity and Their Application

Zeitschrift:
Automatic Control and Computer Sciences > Ausgabe 5/2020
Autoren:
A. M. Andronov, I. M. Dalinger

Abstract

Poisson flow of arrivals is considered in a case when flow intensity is an inconstant value. It is supposed that a random environment exists in which the flow operates. The environment is described as alternating Markov chain. The sojourn times in the alternating two states are independent random variables having the exponential distributions with known parameters. The intensity of the flow equals λi, i = 1, 2, if the i-th state of the random environment takes place. The following indices of the flow are considered: the distribution, the expectation and the variance of the number of arrivals on a given interval; the correlation of the numbers of arrivals for two adjacent intervals, etc.

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