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Old 2007-08-14, 16:24   #4
wblipp's Avatar
May 2003
New Haven

1001010000002 Posts

Originally Posted by Fusion_power View Post
Does anyone have a good link that explains Poisson processes, in particular compound Poisson processes? I've looked up a few on the web but so far have not found the info I need. I am working with a complex telephone office traffic model to represent traffic flow across two fabrics, one the standard TDM fabric and the second an IP fabric in a mixed model. I'm writing a program to simulate call traffic on same fabric and cross fabric.
I've worked as a teletraffic engineer for 35 years, originally at Bell Labs.

Are you talking about the situation where the Poisson process depends on a state that is itself a Markov Process - ala Meier-Hellstern and Lucatoni and Neuts? Or perhaps a batch arrival model? Are you having trouble simulating this, or fitting the parameters? And are you sure simulation is the way to go - Neut's Matrix-Geometric methods makes many of these problems tractable analytically, whereas reliable simulation estimates of rare events is a tricky thing.

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