Document Type

Article

Publication Title

Journal of Applied Mathematics and Stochastic Analysis

Abstract

In this paper we introduce and study functionals of the intensities of random measures modulated by a stochastic process ξ, which occur in applications to stochastic models and telecommunications. Modulation of a random measure by ξ is specified for marked Cox measures. Particular cases of modulation by ξ as semi-Markov and semiregenerative processes enabled us to obtain explicit formulas for the named intensities. Examples in queueing (systems with state dependent parameters, Little's and Campbell's formulas) demonstrate the use of the results.

First Page

411

Last Page

423

DOI

10.1155/S1048953398000343

Publication Date

1998

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