A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS

DOI10.1017/S0269964812000150MaRDI QIDQ4902486zbMATH OpenOpenAlexWikidataFDO

Authors Michael N. Katehakis, Laurens C. Smit

Publication date 15 January 2013

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964812000150

zbMATH Keywords

semi-Markov processescontinuous time Markov processesdiscrete time Markov chainsreliability and queueing modelslumpable Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

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Cited in

(20)

• A comparative analysis of the successive lumping and the lattice path counting algorithms
• DES and RES processes and their explicit solutions
• Reasoning about proportional lumpability
• Lumpable Markov chains in risk management
• Approximate lumpability for Markovian agent-based models using local symmetries
• Level product form QSF processes and an analysis of queues with Coxian interarrival distribution
• A successive censoring algorithm for a system of connected LDQBD-processes
• On sequential discrimination between close Markov chains
• Inventory systems with stochastic and batch demand: computational approaches
• Optimal state-space lumping in Markov chains
• Parallel computing for Markov chains with islands and ports
• Statistical analysis of multivariate discrete-valued time series
• Lumping in Markov set-chains
• Waiting-time analysis of D-BMAP/G/1 queueing system
• On optimal bidding and inventory control in sequential procurement auctions: the multi period case
• Retrial queueing system with balking, optional service and vacation
• Matrix geometric approach for random walks: stability condition and equilibrium distribution
• Stationary analysis of the shortest queue problem
• Linear birth/immigration-death process with binomial catastrophes
• Service with a queue and a random capacity cart: random processing batches and E-limited policies

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