Markov-modulated Processes And Semiregenerative Phenomena
Published on 5. December 2008
Book
Hardback
236 pages
978-981-279-318-8 (ISBN)
Description
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.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 18 mm
Weight
476 gr
ISBN-13
978-981-279-318-8 (9789812793188)
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Schweitzer Classification
Persons
Content
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.