by António Pacheco (Technical University of Lisbon, Portugal), Loon Ching Tang (National University of Singapore, Singapore), & Narahari U Prabhu (Cornell University, USA)

Table of Contents (184k)
Preface (114k)
Chapter 1: Recurrence and Regeneration (140k)

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.

• 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