Alternative approaches for the transient analysis of Markov chains with catastrophes

DOI10.1080/15598608.2008.10411870zbMath1420.60099OpenAlexW1970998583MaRDI QIDQ2324075

Antonis Economou, Demetris Fakinos

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2008.10411870

zbMATH Keywords

ageMarkov chainpoint processrenewal processrenewal equationcatastrophesnon-homogeneous Poisson processdisastersorder statistics propertybackward recurrence time

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (21)

On some time non-homogeneous queueing systems with catastrophes ⋮ A random walk with catastrophes ⋮ The single server queue with catastrophes and geometric reneging ⋮ Analysis of batch Bernoulli process subject to discrete-time renewal generated binomial catastrophes ⋮ On a class of birth-death processes with time-varying intensity functions ⋮ A state-dependent queueing system with asymptotic logarithmic distribution ⋮ A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation ⋮ Markovian arrival process subject to renewal generated binomial catastrophes ⋮ LINEAR BIRTH/IMMIGRATION-DEATH PROCESS WITH BINOMIAL CATASTROPHES ⋮ Stationary distributions of semistochastic processes with disturbances at random times and with random severity ⋮ A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation ⋮ An Infinite-Server Queueing $$MMAP_k|G_k|\infty $$ Model in Semi-Markov Random Environment Subject to Catastrophes ⋮ Constructing transient birth-death processes by means of suitable transformations ⋮ Virtual waiting time in single-server queueing model \(M|G|1\) with unreliable server and catastrophes ⋮ Convergence rates for semistochastic processes ⋮ Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes ⋮ The single server vacation queueing model with geometric abandonments ⋮ Analysis of state-dependent discrete-time queue with system disaster ⋮ Synchronized abandonments in a single server unreliable queue ⋮ A generating function approach to Markov chains undergoing binomial catastrophes ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

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