Markov chains with marked transitions

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:74

Article

He, QM ; Neuts, MF

关键词: Markov chains;    marked transitions;    point processes;    Markovian arrival process;    matrix analytic methods;    counting process;   

DOI  :  10.1016/S0304-4149(97)00109-9

来源: Elsevier

【 摘 要 】

Several useful point processes such as the Markovian arrival process, the input and departure processes of finite-capacity Markovian queues, and various models for counters and biological phenomena are obtained by considering Markov chains with marked transitions. This point of view yields many examples of interesting dependent point processes and provides a unified formalism for their study. This paper presents some characterizations of Markov chains with marked transitions. (C) 1998 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free