Markov-modulated processes & semiregenerative phenomena / Antonio Pacheco, Loon Ching Tang, Narahari U. Prabhu.

Format:

Book

Author/Creator:

Pacheco, António, 1964-

Contributor:

Prabhu, N. U. (Narahari Umanath), 1924-

Tang, Loon Ching.

Language:

English

Subjects (All):

Markov processes.

Random walks (Mathematics).

Queuing theory.

Physical Description:

1 online resource (237 p.)

Edition:

1st ed.

Other Title:

Markov-modulated processes and semiregenerative phenomena

Place of Publication:

Singapore ; Hackensack, N.J. : World Scientific, c2009.

Language Note:

English

Summary:

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.

Contents:

Preface; Contents; 1. Recurrence and Regeneration; 2. Markov Renewal and Markov-Additive Processes; 3. Theory of Semiregenerative Phenomena; 4. Theory of Markov Random Walks; 5. Limit Theorems for Markov Random Walks; 6. Markov-Additive Processes of Arrivals; 7. Markov-Modulated Single Server Queueing Systems; 8. A Storage Model for Data Communication Systems; 9. A Markovian Storage Model; Bibliography; Index

Notes:

Description based upon print version of record.

Includes bibliographic references (p. 207-213) and index.

ISBN:

9786612440885

9781282440883

1282440888

9789812793195

9812793194

OCLC:

555897699