First passage times for multidimensional denumerable state Markov processes

DOI10.1007/BF02886012zbMATH Open1005.90557MaRDI QIDQ701633FDOQ701633

Authors: Guang-Hui Hsu, De-ju Xu 

Publication date: 19 February 2003

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

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zbMATH Keywords

first passage timeuniformizationmultidimensional denumerable state Markov processuniform error

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• First passage times: Busy periods and waiting times
• Numerical Computation of Sojourn-Time Distributions in Queuing Networks
• The distribution of the first passage time for the markov processes ofGI/M/LType
• First passage times and their algorithms for markov processes

Cited In (8)

• Algorithms for Markov stochastic models
• Title not available (Why is that?)
• First passage times for Markov renewal processes and applications
• On the first passage times for Markov processes with monotone convex transition kernels
• First passage times: Busy periods and waiting times
• 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
• Busy period for the first subsystem in a matched queueing network

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