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Markov-modulated processes and 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 applicat...

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Detalles Bibliográficos
Autores principales: Pacheco, Antonio, Tang, Loon Ching, Prabhu, Narahari U
Lenguaje:eng
Publicado: World Scientific 2009
Materias:
Acceso en línea:http://cds.cern.ch/record/1189586
Descripción
Sumario: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