ABSTRACT
MarcelF.NEUTSandJian-Min11DepartmentofS ystemsandIndustrialEngineering, TheUniversityofArizona,Tucson,Arizona85721,U.S .A.E-mai l:marcel@sie.arizona.edu. j ian@sie.arizona.edu
Abstract We propose an efficient algorithm, based on the uniformization method, to compute the P(n, t)-matrices for the counting process of a continuous batch Markovian arrival process (BMAP). The accuracy of the algorithm is guaranteed by many internal numerical checks based on known explicit results. By numerical examples, we graphically i llustrate the burstiness of such arrival processes .
