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First passage times for Markov renewal processes and applications
Xu, GH; Yuan, XM; Li, QL
Source PublicationSCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
2000-12-01
Volume43Issue:12Pages:1238-1249
SubtypeArticle
AbstractThis paper proposes a uniformly convergent algorithm for the joint transform of the first passage time and the first passage number of steps for general Markov renewal processes with any initial state probability vector. The uniformly convergent algorithm with arbitrarily prescribed error can be efficiently applied to compute busy periods, busy cycles, waiting times, sojourn times, and relevant indices of various generic queueing systems and queueing networks. This paper also conducts a numerical experiment to implement the proposed algorithm.
KeywordMarkov Renewal Process (Mrp) Joint Transform First Passage Time Busy Period Busy Cycle Uniform Error
WOS HeadingsScience & Technology ; Physical Sciences
WOS KeywordDISTRIBUTIONS ; COMPUTATION
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000166380900002
Citation statistics
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/9799
Collection09年以前成果
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
2.Chinese Acad Sci, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China
3.APORS, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China
4.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Xu, GH,Yuan, XM,Li, QL. First passage times for Markov renewal processes and applications[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2000,43(12):1238-1249.
APA Xu, GH,Yuan, XM,&Li, QL.(2000).First passage times for Markov renewal processes and applications.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,43(12),1238-1249.
MLA Xu, GH,et al."First passage times for Markov renewal processes and applications".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 43.12(2000):1238-1249.
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