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Markov-modulated processes & 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
Clasificación:Libro Electrónico
Autor principal: Pacheco, António, 1964-
Otros Autores: Prabhu, N. U. (Narahari Umanath), 1924-, Tang, Loon Ching
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, N.J. : World Scientific, ©2009.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Recurrence and regeneration
  • Markov renewal and Markov-additive processes
  • Theory of semiregenerative phenomena
  • Theory of Markov random walks
  • Limit theorems for Markov random walks
  • Markov-additive processes of arrivals
  • Markov-modulated single server queueing systems
  • A storage model for data communication systems
  • A Markovian storage model.