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MARKOV-MODULATED PROCESSES AND SEMIREGENERATIVE PHENOMENA
by António Pacheco (Technical University of Lisbon, Portugal), Loon Ching Tang (National University of Singapore, Singapore) & Narahari U Prabhu (Cornell University, USA)
The book comprises a collection of published papers which form 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.
Contents:
- Foundations of Markov Random Walks and Markov Additive
Processes:
- Theory of Semiregenerative Phenomena
- Markov Random Walk-Fluctuation Theory and Wiener–Hopf Factorization
- Further Results for Semiregenerative Phenomena
- Limits Theorems for Markov Random Walks
- Markov Renewal and Markov-Additive Processes — A Review and Some New Results
- Markov-Additive Processes of Arrivals
- Application Examples:
- Markov-Modulated Single-Server Queueing Systems
- A Storage Model for Data Communications Systems
- A Markovian Storage Model
Readership: Academics, researchers and graduate students who are interested in
queueing theory and stochastic processes.
| 220pp (approx.) |
Pub. date: Scheduled Spring 2009 |
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