Markov-modulated Processes And Semiregenerative Phenomena

Antonio Pacheco, Loon Ching Tang, Narahari U Prabhu (Autoren)

Buch | Hardcover

236 Seiten

2008
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-279-318-8 (ISBN)

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A collection of papers on Markov random walks and Markov additive processes and their applications. It provides the foundations of these stochastic processes underpinned by a theoretical framework based on Semiregenerative phenomena.

The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.

Foundations of Markov Random Walks and Markov Additive Processes: Theory of Semiregenerative Phenomena; Markov Random Walk-Fluctuation Theory and Wiener-Hopf Factorization; Further Results for Semiregenerative Phenomena; Limits Theorems for Markov Random Walks; Markov Renewal and Markov-Additive Processes -- A Review and Some New Results; Markov-Additive Processes of Arrivals; Application Examples: Markov-Modulated Single-Server Queueing Systems; A Storage Model for Data Communications Systems; A Markovian Storage Model.

Verlagsort	Singapore
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	981-279-318-6 / 9812793186
ISBN-13	978-981-279-318-8 / 9789812793188
Zustand	Neuware