Markov Jump Processes

Lothar Breuer
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Lothar Breuer: University of Trier, Department of Computer Science

Chapter Chapter 1 in From Markov Jump Processes to Spatial Queues, 2003, pp 3-21 from Springer

Abstract: Abstract The importance of Markov jump processes for queueing theory is obvious. On the one hand, in stochastic modelling the use of Markov processes makes an analysis of the models much easier. On the other hand, for the number of users in a queueing system a mathematical model must be a jump process. The combination of these, i.e. a jump process with Markov property, will be defined and analyzed as a Markov jump process in the present chapter.

Keywords: Asymptotic Distribution; Markov Property; Jump Process; Transition Kernel; Strong Markov Property (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-010-0239-4_1

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DOI: 10.1007/978-94-010-0239-4_1

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