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First passage times for Markov renewal processes and applications
Xu, GH; Yuan, XM; Li, QL
2000-12-01
发表期刊SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
卷号43期号:12页码:1238-1249
文章类型Article
摘要This 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.
关键词Markov Renewal Process (Mrp) Joint Transform First Passage Time Busy Period Busy Cycle Uniform Error
WOS标题词Science & Technology ; Physical Sciences
关键词[WOS]DISTRIBUTIONS ; COMPUTATION
收录类别SCI
语种英语
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000166380900002
引用统计
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/9799
专题09年以前成果
作者单位1.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
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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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