Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations

DOI10.1016/J.SPL.2005.08.025MaRDI QIDQ2489882zbMATH OpenOpenAlexFDO

Authors Wenyaw Chan, Nan-Fu Peng

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.025

zbMATH Keywords

continuous time Markov processesstationary distributions

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)

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Cites work

• Alternating renewal process models for electric power system loads
• Generalizations of the stochastic decomposition results for single server queues with vacations
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3522951 (Why is no real title available?)
• scientific article; zbMATH DE number 639814 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 3206712 (Why is no real title available?)
• Some Queuing Problems with the Service Station Subject to Breakdown
• Switching processes: Averaging principle, diffusion approximation and applications
• The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
• The Queue M|G|1 with Markov Modulated Arrivals and Services

Cited in

(1)

• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

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