A Review of Regenerative Processes

DOI10.1137/1035046zbMath0777.60001OpenAlexW2022758776WikidataQ121741958 ScholiaQ121741958MaRDI QIDQ3141731

Karl Sigman, Ronald W. Wolff

Publication date: 1 November 1993

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1035046

zbMATH Keywords

ergodicitycycle lengthstightness resultHarris- recurrent Markov chainsreview of the theory of regenerative processesweak and total variation convergence

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05) Foundations of stochastic processes (60G05)

Related Items (23)

Stability of Markov regenerative switched linear systems ⋮ Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues ⋮ On distributionally regenerative processes ⋮ Single-server queues with spatially distributed arrivals ⋮ On additive functionals of Markov chains ⋮ Controlled mobility in stochastic and dynamic wireless networks ⋮ Stability analysis of a two-station cascade queueing network ⋮ Statistical process control using level crossings ⋮ On distributionally regenerative Markov chains ⋮ Minimizing a stochastic convex function subject to stochastic constraints and some applications ⋮ A study of renewal processes with infinite means ⋮ Stability analysis of \(\mathrm{GI}/\mathrm{GI}/c/K\) retrial queue with constant retrial rate ⋮ ALTERNATIVE ANALYSIS OF FINITE-TIME PROBABILITY DISTRIBUTIONS OF RENEWAL THEORY ⋮ Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues ⋮ Stability analysis of linear systems subject to regenerative switchings ⋮ Steady state approximations of limited processor sharing queues in heavy traffic ⋮ Asymptotic independence of regenerative processes with a special dependence structure ⋮ A weak convergence approach to inventory control using a long-term average criterion ⋮ Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations ⋮ Note on the service time in an \(\mathrm{M}/\mathrm{G}/1\) queue with bounded workload ⋮ A Stochastic Representation for Nonlocal Parabolic PDEs with Applications ⋮ Critical Bellman–Harris branching processes with infinite variance allowing state-dependent immigration ⋮ Crossing and comparison of regenerative processes

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