Beyond the Poisson renewal process: A tutorial survey
نویسندگان
چکیده
منابع مشابه
On Functionals of a Marked Poisson Process Observed by a Renewal Process
We study the functionals of a Poisson marked process Π observed by a renewal process. A sequence of observations continues until Π crosses some fixed level at one of the observation epochs (the first passage time). In various stochastic models applications (such as queueing with N-policy combined with multiple vacations), it is necessary to operate with the value of Π prior to the first passage...
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A deeper observation is that a Markov chain X starts afresh from its value at some random times called stopping times. Generally, a stopping time is a random time τ that is non-anticipative. That is, we can tell that τ ≤ n from {X0, X1, . . . , Xn}, for any n ≥ 0. A simple example is the first hitting time TA of a set A ⊂ X . Another simple example is TA + 5. A simple counterexample is TA − 1. ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2007
ISSN: 0377-0427
DOI: 10.1016/j.cam.2006.04.060