Long-Range Dependence of Markov Chains Theory and Examples

Long-Range Dependence of Markov Chains
  • Engels
  • Paperback
  • 9783843394956
  • februari 2011
  • 116 pagina's
Alle productspecificaties

Samenvatting

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 also examined in a range of M/P/2 queues via simulation (here, $P$ denotes a Pareto distribution).

Productspecificaties

Inhoud

Taal
Engels
Bindwijze
Paperback
Verschijningsdatum
februari 2011
Aantal pagina's
116 pagina's
Illustraties
Nee

EAN

EAN
9783843394956

Overige kenmerken

Extra groot lettertype
Nee
Gewicht
181 g
Verpakking breedte
152 mm
Verpakking hoogte
7 mm
Verpakking lengte
229 mm

Je vindt dit artikel in

Categorieën
Taal
Engels
Boek, ebook of luisterboek?
Boek
Nog geen reviews
Bindwijze: Paperback
46 85
Verwacht over 10 weken Tooltip
Verkoop door bol.com
In winkelwagen
Wat je kan verwachten:
  • Gratis verzending door bol.com
  • Ophalen bij een bol.com afhaalpunt mogelijk
  • 30 dagen bedenktijd en gratis retourneren
  • Dag en nacht klantenservice