Simulation of Non-Markovian Systems

DOI10.1147/RD.275.0472MaRDI QIDQ3670332zbMATH OpenOpenAlexFDO

Authors Donald L. Iglehart, Gerald S. Shedler

Publication date 1983

Published in IBM Journal of Research and Development (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a909c33482ab52acf5594061fad5c706d9150f68

zbMATH Keywords

discrete-event simulationgeneralized semi-Markov processrecurrence propertiesregenerationregenerative processessimulation of non-Markovian systems

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited in

(4)

• Estimation methods for passage times using one-dependent cycles
• Multivariate Simulation Output Analysis
• On transience and recurrence in irreducible finite-state stochastic systems
• Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes

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