Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations

Wenyaw Chan; NanFu Peng

doi:10.1016/j.spl.2005.08.025

Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations

Wenyaw Chan^*, NanFu Peng

^*Corresponding author for this work

Institute of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

A continuous time Markov chain observed on a system following the dynamic behavior of an alternating renewal process is studied. This alternating renewal process is assumed to have exponentially distributed durations. The limiting behavior of the process is examined. Examples of applications are given.

Original language	English
Pages (from-to)	362-368
Number of pages	7
Journal	Statistics and Probability Letters
Volume	76
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2005.08.025
State	Published - 15 Feb 2006

Keywords

Alternating renewal process
Continuous time Markov chain
G/M/ 1 queue
M/M/1 queue

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10.1016/j.spl.2005.08.025

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title = "Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations",

abstract = "A continuous time Markov chain observed on a system following the dynamic behavior of an alternating renewal process is studied. This alternating renewal process is assumed to have exponentially distributed durations. The limiting behavior of the process is examined. Examples of applications are given.",

keywords = "Alternating renewal process, Continuous time Markov chain, G/M/ 1 queue, M/M/1 queue",

author = "Wenyaw Chan and NanFu Peng",

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doi = "10.1016/j.spl.2005.08.025",

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AU - Chan, Wenyaw

AU - Peng, NanFu

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AB - A continuous time Markov chain observed on a system following the dynamic behavior of an alternating renewal process is studied. This alternating renewal process is assumed to have exponentially distributed durations. The limiting behavior of the process is examined. Examples of applications are given.

KW - Alternating renewal process

KW - Continuous time Markov chain

KW - G/M/ 1 queue

KW - M/M/1 queue

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M3 - Article

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EP - 368

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations

Abstract

Keywords

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