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First passage times for Markov renewal processes and applications

文献类型：期刊论文

作者Xu, GH; Yuan, XM; Li, QL
刊名SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
出版日期2000-12-01
卷号43期号:12页码:1238-1249
关键词Markov renewal process (MRP) joint transform first passage time busy period busy cycle uniform error
英文摘要This paper proposes a uniformly convergent algorithm for the joint transform of the first passage time and the first passage number of steps for general Markov renewal processes with any initial state probability vector. The uniformly convergent algorithm with arbitrarily prescribed error can be efficiently applied to compute busy periods, busy cycles, waiting times, sojourn times, and relevant indices of various generic queueing systems and queueing networks. This paper also conducts a numerical experiment to implement the proposed algorithm.
WOS标题词Science & Technology ; Physical Sciences
类目[WOS]Mathematics, Applied ; Mathematics
研究领域[WOS]Mathematics
关键词[WOS]DISTRIBUTIONS ; COMPUTATION
收录类别SCI
语种英语
WOS记录号WOS:000166380900002
公开日期2015-12-24
源URL[http://ir.ia.ac.cn/handle/173211/9799]  
专题自动化研究所_09年以前成果
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
2.Chinese Acad Sci, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China
3.APORS, Asian Pacific Operat Res Ctr, Beijing 100080, Peoples R China
4.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Xu, GH,Yuan, XM,Li, QL. First passage times for Markov renewal processes and applications[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2000,43(12):1238-1249.
APA Xu, GH,Yuan, XM,&Li, QL.(2000).First passage times for Markov renewal processes and applications.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,43(12),1238-1249.
MLA Xu, GH,et al."First passage times for Markov renewal processes and applications".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 43.12(2000):1238-1249.

入库方式： OAI收割

来源：自动化研究所

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