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On identifiability of MAP processes

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Author Info
Pepa Ramirez ()
Rosa E. Lillo ()
Michael P. Wiper ()
Abstract

Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs. We assume that in practice, only arrival times are observed in a MAP. This leads us to define and study the Effective Markovian Arrival process or E-MAP. In this work we define identifiability of MAPs in terms of equivalence between the corresponding E-MAPs and study conditions under which two sets of parameters induce identical laws for the observable process, in the case of 2 and 3-states MAP. We illustrate and discuss our results with examples.

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Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws084613.

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Date of creation: Sep 2008
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Handle: RePEc:cte:wsrepe:ws084613

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Related research
Keywords: Batch Markovian Arrival process; Hidden Markov models; Identifiability problems;

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