Markov chains with quasitoeplitz transition matrix: applications

A. M. Dukhovny

International Journal of Stochastic Analysis, 1990, vol. 3, 1-12

Abstract:

Application problems are investigated for the Markov chains with quasitoeplitz transition matrix. Generating functions of transient and steady state probabilities, first zero hitting probabilities and mean times are found for various particular cases, corresponding to some known patterns of feedback ( warm-up, switch at threshold etc.), Level depending dams and queue-depending queueing systems of both M / G / 1 and M I / G / 1 types with arbitrary random sizes of arriving and departing groups are studied.

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/3/767438.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/3/767438.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:767438

DOI: 10.1155/S1048953390000120

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().