RENEWAL PROCESSES OF PHASE TYPE

被引：57

作者：

NEUTS, MF

机构：

来源：

NAVAL RESEARCH LOGISTICS | 1978年 / 25卷 / 03期

关键词：

Mathematical models;

D O I：

10.1002/nav.3800250307

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper discusses a class of analytically and numerically tractable renewal processes, which generalize the Poisson process. When used to describe interarrival or service times in queues, these renewal processes lead to computationally explicit solutions which involve only real arithmetic. Previous modifications of the Poisson process based on the Erlang or the hyperexponential distributions, appear as particular cases.

引用

页码：445 / 454

页数：10

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[1]

Bellman R., 1960, INTRO MATRIX ANAL, DOI 10.1137/1.9781611971170.fm

[2]

Kemeny J.G., 1983, FINITE MARKOV CHAINS

[3]

Neuts M. F., 1975, Computers & Mathematics with Applications, V1, P151, DOI 10.1016/0898-1221(75)90015-2

[4]

Neuts M. F., 1975, LIBER AMICORUM PROF, P173

[5] MARKOV-CHAINS WITH APPLICATIONS IN QUEUING THEORY, WHICH HAVE A MATRIX-GEOMETRIC INVARIANT PROBABILITY VECTOR [J].

NEUTS, MF .

ADVANCES IN APPLIED PROBABILITY, 1978, 10 (01) :185-212

[6]

NEUTS MF, 1977, ALGORITHMIC METHODS

[7]

NEUTS MF, 1975, P ACTUARIAL RES C BR

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