Stochastic Models

Quan-Lin Li ()
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Quan-Lin Li: Tsinghua University, Department of Industrial Engineering

Chapter 1 in Constructive Computation in Stochastic Models with Applications, 2010, pp 1-71 from Springer

Abstract: Abstract In this chapter, we provide an introduction to Markov chains, practical examples for block-structured Markov chains, QBD processes, ULand LU-types of RG-factorizations for QBD processes, the phase type (PH) distribution, the Markovian arrival process (MAP) and the matrix-exponential distribution. We list some necessary definitions and useful results, which are basic and crucial preliminaries in the study of stochastic models.

Keywords: stochastic model; block-structured Markov chain; QBD process; RG-factorization; phase type distribution; Markovian arrival process; matrixexponential; distribution (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-11492-2_1

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DOI: 10.1007/978-3-642-11492-2_1

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