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An EM Algorithm for Markovian Arrival Processes Observed at Discrete Times

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Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance (MMB&DFT 2010)

Part of the book series: Lecture Notes in Computer Science ((LNPSE,volume 5987))

Abstract

The present paper contains a specification of the EM algorithm in order to fit an empirical counting process, observed at discrete times, to a Markovian arrival process. The given data are the numbers of observed events in disjoint time intervals. The underlying phase process is not observable. An exact numerical procedure to compute the E and M steps is given.

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Author information

Authors and Affiliations

  1. University of Kent, Canterbury, UK

    Lothar Breuer & Alfred Kume

Authors
  1. Lothar Breuer
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  2. Alfred Kume
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Editor information

Editors and Affiliations

  1. Institute for Computer Science and Business Information Systems, University of Duisburg-Essen, Schützenbahn 70, 45127, Essen, Germany

    Bruno Müller-Clostermann  & Klaus Echtle  & 

  2. Institute for Experimental Mathematics, Computer Networking Technology Group, University of Duisburg-Essen, Ellernstr. 29, D-45326, Essen, Germany

    Erwin P. Rathgeb

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Breuer, L., Kume, A. (2010). An EM Algorithm for Markovian Arrival Processes Observed at Discrete Times. In: Müller-Clostermann, B., Echtle, K., Rathgeb, E.P. (eds) Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance. MMB&DFT 2010. Lecture Notes in Computer Science, vol 5987. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12104-3_19

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  • DOI: https://doi.org/10.1007/978-3-642-12104-3_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-12103-6

  • Online ISBN: 978-3-642-12104-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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