First passage times for Markov renewal processes and applications

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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
ISSN	1006-9283
卷号	43 期号:12 页码:1238-1249
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
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000166380900002
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15410
专题	中国科学院数学与系统科学研究院
通讯作者	Xu, GH
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
推荐引用方式 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.