Colloquium

Starts: March 26, 2010 at 3:00 PM
Location: Jones Hall 301

Summary

Speaker: Barry Nelson (Northwestern University)

Full Description

Title: Modeling and simulating non-stationary, non-Poisson arrival processes

Abstract: Simulation models of real-life systems often assume stationary
(homogeneous) Poisson arrivals. Therefore, when nonstationary arrival
processes are required it is natural to assume Poisson arrivals with a
time-varying arrival rate. For many systems, however, this provides an
inaccurate representation of the arrival process which is either more or
less variable than Poisson, and may exhibit dependence. We extend
techniques that transform a stationary Poisson arrival process into a
nonstationary Poisson arrival process by transforming a general
stationary arrival process into a nonstationary, non-Poisson (NSNP)
arrival process. We show that the desired arrival rate is achieved, and
that certain variability and dependence properties of the base process
are passed on to the transformed process. We also provide techniques for
specifying the base process when presented with characteristics of, or
data from, an arrival process and illustrate them by modeling e-mail
arrival data. This is a joint work with Ira Gerhardt of Manhattan College.