Moment solutions for the state exiting counting processes of a Markov renewal process (Q1961831): Difference between revisions
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Latest revision as of 08:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment solutions for the state exiting counting processes of a Markov renewal process |
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Moment solutions for the state exiting counting processes of a Markov renewal process (English)
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13 September 2000
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The authors' interest in Markov renewal processes is derived from their investigations into the estimation of queueing system service parameters from queue departure processes [see the authors, Commun. Stat., Theory Methods 24, No. 2, 553-579 (1995)]. This paper considers the development of Laplace-Stieltjes transforms for the moments of the number of times a given state in a special Markov renewal process is excited. Two asymptotic expansions for the moment functions are proposed and evaluated both analytically and empirically.
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Markov renewal processes
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moment approximations
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counting processes
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queueing
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