Книга: Kristine Joy Carpio «Long-Range Dependence of Markov Chains»
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Производитель: "LAP Lambert Academic Publishing" Long-range dependence in discrete and continuous time Markov chains over a countable state space is defined via embedded renewal processes brought about by visits to a fixed state. In the discrete time chain, solidarity properties are obtained and long-range dependence of functionals are examined. On the other hand, the study of LRD of continuous time chains is defined via the number of visits in a given time interval. Long-range dependence of Markov chains over a non-countable state space is also carried out through positive Harris chains. Examples of these chains are presented, with particular attention given to long-range dependent Markov chains in single-server queues, namely, the waiting times of GI/G/1 queues and queue lengths at departure epochs in M/G/1 queues. The presence of long-range dependence in these processes is dependent on the moment index of the lifetime distribution of the service times. These processes of waiting times and queue sizes are... ISBN:9783843394956 Издательство: "LAP Lambert Academic Publishing" (2011)
ISBN: 9783843394956 |
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