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Markov-Modulated Processes And Semiregenerative Phenomena

Markov-Modulated Processes And Semiregenerative Phenomena

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  • ISBN:9789812793188
  • Editorial: World Scientific Publishing
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  • Nº Pág.:220
  • Idiomas:Ingles

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The book comprises a collection of published papers which form 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.

1 Recurrence and Regeneration 1
2 Markov Renewal and Markov-Additive Processes 7
3 Theory of Semiregenerative Phenomena 39
4 Theory of Markov Random Walks 61
5 Limit Theorems for Markov Random Walks 93
6 Markov-Additive Processes of Arrivals 103
7 Markov-Modulated Single Server Queueing Systems 141
8 A Storage Model for Data Communication Systems 155
9 A Markovian Storage Model 189
Bibliography 207

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