Markov-modulated processes & semiregenerative phenomena / António Pacheco, Loon Ching Tang, Narahari U Prabhu.
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 applicat...
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Other title: | Markov-modulated processes and semiregenerative phenomena |
Format: | Electronic eBook |
Language: | English |
Published: |
Singapore ; Hackensack, N.J. :
World Scientific,
©2009.
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Subjects: |
Table of Contents:
- Recurrence and regeneration
- Markov renewal and Markov-additive processes
- Theory of semiregenerative phenomena
- Theory of Markov random walks
- Limit theorems for Markov random walks
- Markov-additive processes of arrivals
- Markov-modulated single server queueing systems
- A storage model for data communication systems
- A Markovian storage model.