Markov chain approximation methods in a class of level-crossing problems

DOI10.1016/S0167-6377(97)00033-3zbMath0888.90070MaRDI QIDQ1375122

Irwin Greenberg

Publication date: 12 January 1998

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic processeslevel-crossinghyperexponential distributions

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Queues and service in operations research (90B22)

Related Items (3)

Level-crossing probabilities and first-passage times for linear processes ⋮ On stochastic ordering and control charts for traffic intensity ⋮ Comparing short-memory charts to monitor the traffic intensity of single server queues

Cites Work

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• Approximation with generalized hyperexponential distributions: Weak convergence results
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• The System Point Method in Exponential Queues: A Level Crossing Approach
• An embedded level crossing technique for dams and queues
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

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