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On Gaussian Markov processes and Polya processes

Published: 16 May 2024 Publication History

Abstract

In previous work we characterized Gaussian Markov processes with stationary increments and showed that they arise as asymptotic approximations for stochastic point processes with a random rate such as Polya processes, which can be useful to model over-dispersion and path-dependent behavior in service system arrival processes. Here we provide additional insight into these stochastic processes.

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Information & Contributors

Information

Published In

cover image Operations Research Letters
Operations Research Letters  Volume 52, Issue C
Jan 2024
88 pages

Publisher

Elsevier Science Publishers B. V.

Netherlands

Publication History

Published: 16 May 2024

Author Tags

  1. Gaussian Markov processes
  2. Path-dependent stochastic processes
  3. Over-dispersion
  4. Polya point process
  5. Queues
  6. Heavy-traffic

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