Transient Markov arrival processes

Authors :: Marie-Ange Remiche
Peter G. Taylor
Guy Latouche
Source :: Ann. Appl. Probab. 13, no. 2 (2003), 628-640
Publication Year :: 2003
Publisher :: Institute of Mathematical Statistics, 2003.
Abstract: We define the family of transient Markov arrival processes (transient MAPs) which combine features of transient (or terminating) renewal processes and of the well-known MAPs: transient MAPs are point processes on the line, controlled by a finite Markov chain, which almost surely comprise a finite number of points. We analyze their basic properties.