First passage times and their algorithms for markov processes

DOI10.1080/15326349508807338MaRDI QIDQ4327117zbMATH OpenOpenAlexFDO

Authors Xue-Ming Yuan, Guang-Hui Hsu

Publication date 4 April 1995

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349508807338

zbMATH Keywords

denumerable state Markov processfirst passage timeuniform erroruniformization technique

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

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• Identifying Coefficients in the Spectral Representation for First Passage Time Distributions
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• Using Simulation to Estimate First Passage Distribution
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• The distribution of the first passage time for the markov processes ofGI/M/LType
• Expected passage times in homogeneous quasi-birth-and-death Processes
• Computing mean first passage times for a Markov chain
• First passage time in Markov chains and in random walks on countable abelian groups
• FIRST PASSAGE TIMES OF PH/PH/1/K AND PH/PH/1 QUEUES
• A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
• First passage moments of finite-state semi-Markov processes
• Throughput, flow times, and service level in an unreliable assembly system
• The first-passage times of phase semi-Markov processes
• Algorithms for Markov stochastic models
• First passage times for multidimensional denumerable state Markov processes
• Performance analysis of assembly systems with unreliable machines and finite buffers
• An iterative algorithm for computing mean first passage times of Markov chains
• A tandem network with MAP inputs

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