Markov chains with marked transitions

被引：84

作者：

He, QM ^{[1
]}

Neuts, MF

机构：

[1] Dalhousie Univ, DalTech, Dept Ind Engn, Halifax, NS B3J 2X4, Canada

[2] Univ Arizona, Dept Syst & Ind Engn, Tucson, AZ 85721 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1998年 / 74卷 / 01期

关键词：

Markov chains; marked transitions; point processes; Markovian arrival process; matrix analytic methods; counting process;

D O I：

10.1016/S0304-4149(97)00109-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several useful point processes such as the Markovian arrival process, the input and departure processes of finite-capacity Markovian queues, and various models for counters and biological phenomena are obtained by considering Markov chains with marked transitions. This point of view yields many examples of interesting dependent point processes and provides a unified formalism for their study. This paper presents some characterizations of Markov chains with marked transitions. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：37 / 52

页数：16

共 15 条

[1]

ASMUSSEN S, 1990, STOCH MODELS, V6, P715

[2]

Asmussen S, 2008, APPL PROBABILITY QUE, V51

[3]

Daley D. J., 2002, INTRO THEORY POINT P

[4]

David Lucantoni M., 1991, Commun. Stat. Stoch. Models, V7, P1, DOI DOI 10.1080/15326349108807174

[5]

ECKBERG AE, 1983, P 10 INT TEL C MONTR

[6]

KEILSON J, 1964, P CAMB PHILOS SOC, V60, P547

[7]

LIU D, 1994, RECENT ADV STAT PROB, P371

[8] A SINGLE-SERVER QUEUE WITH SERVER VACATIONS AND A CLASS OF NONRENEWAL ARRIVAL PROCESSES [J].

LUCANTONI, DM ;

MEIERHELLSTERN, KS ;

NEUTS, MF .

ADVANCES IN APPLIED PROBABILITY, 1990, 22 (03) :676-705

[9]

Narayana S., 1992, Stochastic Models, V8, P459, DOI [DOI 10.1080/15326349208807234, https://doi.org/10.1080/15326349208807234]

[10]

Neuts M.F., 1981, Matrix-Geometric Solutions in Stochastic Models: an Algorithmic Approach

← 1 2 →