Markov Modulated Poisson Approximations for Stationary Queues

This paper presents a numerical method for the server occupancies when there are Markov Modulated Poisson arrivals of arbitrary order at a stationary queue for which the service times are given by a different Markov Modulated Poisson process. By use of a moment matching algorithm, the model is exploited to approximate queues having more general arrival and service distributions. Preliminary computations demonstrate apparent convergence for a finite number of servers.