简介:MarkovianarrivalprocesseswereintroducedbyNeutsin1979(Neuts1979)andhavebeenusedextensivelyinthestochasticmodelingofqueueing,inventory,reliability,risk,andtelecommunicationssystems.Inthispaper,weintroduceaconstructiveapproachtodefinecontinuoustimeMarkovianarrivalprocesses.TheconstructionisbasedonPoissonprocesses,andissimpleandintuitive.SuchaconstructionmakesiteasytointerprettheparametersofMarkovianarrivalprocesses.Theconstructionalsomakesitpossibletoestablishrigorouslybasicequations,suchasKolmogorovdifferentialequations,forMarkovianarrivalprocesses,usingonlyelementarypropertiesofexponentialdistributionsandPoissonprocesses.Inaddition,theapproachcanbeusedtoconstructcontinuoustimeMarkovchainswithafinitenumberofstates