First passage times for Markov renewal processes and applications

DOI10.1007/BF02880061MaRDI QIDQ1609562zbMATH OpenFDO

Authors Guang-Hui Hsu, Xue-Ming Yuan, Quan-Lin Li

Publication date 15 August 2002

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

busy periodfirst passage timeMarkov renewal processbusy cycleuniform errorjoint transform

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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• scientific article; zbMATH DE number 194776 (Why is no real title available?)
• 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 for multidimensional denumerable state Markov processes
• First passage times: Busy periods and waiting times
• From the matrix-geometric to the matrix-exponential
• 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 in Markovian queues. An algorithm for finding them and determining their waiting-time distributions

Cited in

(12)

• Exponentiality of first passage times of continuous time Markov chains
• First passage times for multidimensional denumerable state Markov processes
• scientific article; zbMATH DE number 417052 (Why is no real title available?)
• On the first passage times for Markov processes with monotone convex transition kernels
• First passage times: Busy periods and waiting times
• First passage time and extremum properties of Markov and independent processes
• scientific article; zbMATH DE number 2152207 (Why is no real title available?)
• First Passage of a Markov Additive Process and Generalized Jordan Chains
• Moment solutions for the state exiting counting processes of a Markov renewal process
• When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process
• First passage times and their algorithms for markov processes
• A \(BMAP/G/1\) retrial queue with a server subject to breakdowns and repairs

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