Markov chains with marked transitions

DOI10.1016/S0304-4149(97)00109-9zbMath0932.60078OpenAlexW1518617173MaRDI QIDQ1805742

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00109-9

zbMATH Keywords

Markov chains point processes Markovian arrival process counting process matrix analytic methods marked transitions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Analysis of a multivariate claim process ⋮ THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS ⋮ Estimating the earthquake occurrence rates in Corinth Gulf (Greece) through Markovian arrival process modeling ⋮ Workload Process, Waiting Times, and Sojourn Times in a Discrete TimeMMAP[K/SM[K]/1/FCFS Queue] ⋮ Markovian Approximations for a Grid Computing Network with a Ring Structure ⋮ On SIR-models with Markov-modulated events: length of an outbreak, total size of the epidemic and number of secondary infections ⋮ Efficient analysis of the MMAP[$K$/PH[$K$]/1 priority queue] ⋮ Analyzing priority queues with 3 classes using tree-like processes ⋮ Parameter estimation of discrete multivariate phase-type distributions ⋮ Fitting correlated arrival and service times and related queueing performance ⋮ Modeling host-parasitoid interactions with correlated events ⋮ Unnamed Item ⋮ Multi-server retrial queue with negative customers and disasters ⋮ Analysis of queueing systems with customer interjections ⋮ The single server retrial queue with finite population: a BSDE approach ⋮ Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters ⋮ On minimal representations of rational arrival processes ⋮ Markov decision processes in service facilities holding perishable inventory ⋮ A matrix-analytic solution for the DBMAP/PH/ 1 priority queue ⋮ An Infinite-Server Queueing $$MMAP_k|G_k|\infty $$ Model in Semi-Markov Random Environment Subject to Catastrophes ⋮ A multivariate aggregate loss model ⋮ Marked continuous-time Markov chain modelling of burst behaviour for single ion channels ⋮ Classification of Markov processes of M/G/1 type with a tree structure and its applications to queueing models ⋮ The asymptotic variance rate of the output process of finite capacity birth-death queues ⋮ Queues in DOCSIS cable modem networks ⋮ Compact Markov-modulated models for multiclass trace fitting ⋮ A control-chart-based queueing approach for service facility maintenance with energy-delay tradeoff ⋮ A state-dependent Markov-modulated mechanism for generating events and stochastic models ⋮ Analysis of a continuous time SM[K/PH[K]/1/FCFS queue: age process, sojourn times, and queue lengths] ⋮ Pair formation in a Markovian arrival process with two event labels ⋮ BMAP/G/1 queue with correlated arrivals of customers and disasters. ⋮ Computational analysis ofMMAP[K/PH[K]/1 queues with a mixed FCFS and LCFS service discipline] ⋮ Matrix Product-Form Solutions for LCFs Preemptive Service Single-Server Queues with Batch Markovian Arrival Streams ⋮ The Waiting Time Distribution of a TypekCustomer in a Discrete-Time MMAP[K/PH[K]/c (c = 1, 2) Queue Using QBDs] ⋮ A Risk Model Based on Markov Chains with Marked Transitions ⋮ Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes ⋮ Double-sided queues with marked Markovian arrival processes and abandonment ⋮ Marked Markovian arrivals in a tandem G-network with blocking ⋮ Representation Transformations for Finding Markovian Representations ⋮ Shipment Consolidation by Private Carrier: The Discrete Time and Discrete Quantity Case ⋮ Quasi-birth-and-death Markov processes with a tree structure and the MMAP[K/PH[K]/N/LCFS non-preemptive queue] ⋮ Age process, workload process, sojourn times, and waiting times in a discrete time SM[K/PH[K]/1/FCFS queue]

Cites Work