B0496
Title: Bayesian analysis of the stationary MAP2
Authors: Pepa Ramirez Cobo - Universidad de Cadiz (Spain) [presenting]
Rosa Lillo - Universidad Carlos III de Madrid (Spain)
Michael Wiper - Universidad Carlos III de Madrid (Spain)
Abstract: A method for carrying out Bayesian estimation for the two-state stationary Markovian arrival process (MAP2) is described, which has been proposed as a versatile model in a number of contexts. The approach is illustrated on both simulated and real data sets, where the performance of the MAP2 is compared against that of the well-known MMPP2. As an extension of the method, we estimate the queue length and virtual waiting time distributions of a stationary MAP2/G/1 queueing system, a matrix generalization of the M/G/1 queue that allows for dependent inter-arrival times. Our procedure is illustrated with applications in internet traffic analysis.
