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A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Reference Request: $M_t/M_t/1/K$ queue length distributions
Go for William Massey (who had a paper on Mt/Mt/1 queue asymptotics) or Ward Whitt's page (like 400 papers to explore). The latter is working on time-varying single server recently with someone called …
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Are interarrival times of doubly-stochastic Poisson I.I.D.?
I am working on a Markov-modulated Poisson process $\{N_{t}, t \geq 0\}$, which is itself a Poisson but the rates of which are governed by a CTMC. In my case, the CTMC is a one-class, aperiodic and po …