First passage times for multidimensional denumerable state Markov processes

DOI10.1007/BF02886012MaRDI QIDQ701633zbMATH OpenFDO

Authors Guang-Hui Hsu, De-ju Xu

Publication date 19 February 2003

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

first passage timeuniformizationmultidimensional denumerable state Markov processuniform error

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• scientific article; zbMATH DE number 805121 (Why is no real title available?)
• scientific article; zbMATH DE number 3082073 (Why is no real title available?)
• First passage times and their algorithms for markov processes
• First passage times: Busy periods and waiting times
• New results on the single server queue with a batch markovian arrival process
• Numerical Computation of Sojourn-Time Distributions in Queuing Networks
• Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• The busy period of queues which have a matrix-geometric steady state probability vector
• The distribution of the first passage time for the markov processes ofGI/M/LType
• Transient solutions for multidimensional denumerable state Markov processes
• Transient solutions in Markovian queues. An algorithm for finding them and determining their waiting-time distributions

Cited in

(8)

• First passage times for Markov renewal processes and applications
• When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process
• Busy period for the first subsystem in a matched queueing network
• On the first passage times for Markov processes with monotone convex transition kernels
• scientific article; zbMATH DE number 4018087 (Why is no real title available?)
• First passage times and their algorithms for markov processes
• First passage times: Busy periods and waiting times
• Algorithms for Markov stochastic models

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