{"title":"论高斯马尔可夫过程和波利亚过程","authors":"Kerry Fendick , Ward Whitt","doi":"10.1016/j.orl.2023.107062","DOIUrl":null,"url":null,"abstract":"<div><p><span><span><span>In previous work we characterized Gaussian Markov processes with </span>stationary increments and showed that they arise as </span>asymptotic approximations for stochastic </span>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.</p></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On Gaussian Markov processes and Polya processes\",\"authors\":\"Kerry Fendick , Ward Whitt\",\"doi\":\"10.1016/j.orl.2023.107062\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p><span><span><span>In previous work we characterized Gaussian Markov processes with </span>stationary increments and showed that they arise as </span>asymptotic approximations for stochastic </span>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.</p></div>\",\"PeriodicalId\":54682,\"journal\":{\"name\":\"Operations Research Letters\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Operations Research Letters\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167637723002031\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"OPERATIONS RESEARCH & MANAGEMENT SCIENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Operations Research Letters","FirstCategoryId":"91","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167637723002031","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}
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.
期刊介绍：
Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.
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