Block-Structured Markov Renewal Processes

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

Chapter 6 in Constructive Computation in Stochastic Models with Applications, 2010, pp 288-330 from Springer

Abstract: Abstract In this chapter, we provide the UL- and LU-types of RG-factorizations for the transition probability mass matrix of any irreducible Markov renewal process in terms of the censoring technique. Specifically, we deal with Markov renewal processes of GI/G/1 type, including the RG-factorization, the RG-factorization for the repeated blocks, the spectral analysis and the first passage time.

Keywords: Markov renewal process; Markov renewal processes of GI/G/1 type; RG-factorization; spectral analysis; the first passage time (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_6

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DOI: 10.1007/978-3-642-11492-2_6

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