Dynamic and Asymptotic Analysis of Markov Modulated Poisson Processes PDF Download

Author: U. Sumita
Publisher:
ISBN:
Category :
Languages : en
Pages : 17

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Book Description

Author: Yixin Zhu
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 226

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Book Description

Author: Kathleen S. Meier
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 274

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Book Description

Author: Shui Feng
Publisher: Springer Science & Business Media
ISBN: 3642111947
Category : Mathematics
Languages : en
Pages : 228

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Book Description
Presenting a comprehensive study of the Poisson-Dirichlet distribution, this volume emphasizes recent progress in evolutionary dynamics and asymptotic behaviors. The self-contained text presents methods and techniques that appeal to researchers in a wide variety of subjects.

Author: Ushio Sumita
Publisher:
ISBN:
Category :
Languages : en
Pages : 28

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Author: Ant¢nio Pacheco
Publisher: World Scientific
ISBN: 9812793186
Category : Mathematics
Languages : en
Pages : 237

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Book Description
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.

Author: Alexander M Andronov
Publisher: World Scientific
ISBN: 9811286175
Category : Mathematics
Languages : en
Pages : 227

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Book Description
Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.

Author: Murray Rosenblatt
Publisher: Springer Science & Business Media
ISBN: 3642652387
Category : Mathematics
Languages : en
Pages : 282

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Book Description
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.

Author: K. R. Kaplan
Publisher:
ISBN:
Category : Adaptation (Physiology)
Languages : en
Pages : 116

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Book Description
Learning and adaptation are considered to be stochastic in nature by most modern psychologists and by many engineers. Markov chains are among the simplest and best understood models of stochastic processes and, in recent years, have frequently found application as models of adaptive processes. A number of new techniques are developed for the analysis of synchronous and asynchronous Markov chains, with emphasis on the problems encountered in the use of these chains as models of adaptive processes. Signal flow analysis yields simplified computations of asymptotic success probabilities, delay times, and other indices of performance. The techniques are illustrated by several examples of adaptive processes. These examples yield further insight into the relations between adaptation and feedback. (Author).

Author: Dmitrii Silvestrov
Publisher: Springer
ISBN: 3319609882
Category : Mathematics
Languages : en
Pages : 151

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Book Description
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come.