Markov-modulated Processes & Semiregenerative PhenomenaeBook - 2009
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
Publisher: Singapore ; Hackensack, N.J. : World Scientific, ©2009
Characteristics: 1 online resource (xi, 224 pages)
Alternative Title: Markov-modulated processes and semiregenerative phenomena