Intertime jump statistics of state-dependent Poisson processes

2007 ◽  
Vol 75 (1) ◽  
Author(s):  
Edoardo Daly ◽  
Amilcare Porporato
1982 ◽  
Vol 14 (03) ◽  
pp. 654-671 ◽  
Author(s):  
T. C. Brown ◽  
P. K. Pollett

We consider single-class Markovian queueing networks with state-dependent service rates (the immigration processes of Whittle (1968)). The distance of customer flows from Poisson processes is estimated in both the open and closed cases. The bounds on distances lead to simple criteria for good Poisson approximations. Using the bounds, we give an asymptotic, closed network version of the ‘loop criterion' of Melamed (1979) for an open network. Approximation of two or more flows by independent Poisson processes is also studied.


1982 ◽  
Vol 14 (3) ◽  
pp. 654-671 ◽  
Author(s):  
T. C. Brown ◽  
P. K. Pollett

We consider single-class Markovian queueing networks with state-dependent service rates (the immigration processes of Whittle (1968)). The distance of customer flows from Poisson processes is estimated in both the open and closed cases. The bounds on distances lead to simple criteria for good Poisson approximations. Using the bounds, we give an asymptotic, closed network version of the ‘loop criterion' of Melamed (1979) for an open network. Approximation of two or more flows by independent Poisson processes is also studied.


Author(s):  
Paolo Perona ◽  
Edoardo Daly ◽  
Benoît Crouzy ◽  
Amilcare Porporato

We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive random increments, whereas the second process has a state-dependent frequency and describes negative jumps that force the system to restart from zero (renewal jumps). We obtain the probability distributions of the state variable and the magnitude and intertimes of the jumps to zero. This modelling framework is used to describe snow-depth dynamics on mountain hillsides, where the positive jumps represent snowfall events, whereas the jumps to zero describe avalanches. The probability distributions of snow depth, together with the statistics of avalanche magnitude and occurrence, are used to explain the correlation between avalanche occurrence and snowfall as a function of hydrologic, terrain slope and aspect parameters. This information is synthesized into a ‘prediction entropy’ function that gives the level of confidence of avalanche occurrence prediction in relation to terrain properties.


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