Rational Processes Related to Communicating Markov Processes

Applied Probability Trust (14 August 2011) RATIONAL PROCESSES RELATED TO COMMUNICATING MARKOV PROCESSES

A class of stochastic processes, denoted as marked rational arrival processes (MRAPs), is defined which is an extension of matrix exponential distributions and rational arrival processes. Continuous time Markov processes with labeled transitions are a subclass of this more general model class. New equivalence relations between processes are defined and it is shown that these equivalence relatio...

Application of Markov Processes to the Machine Delays Analysis

Production and non-productive equipment and personnel delays are a critical element of any production system. The frequency and length of delays impact heavily on the production and economic efficiency of these systems. Machining processes in wood industry are particularly vulnerable to productive and non-productive delays. Whereas, traditional manufacturing industries usually operate on homoge...

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

The KTH Visit in Semi-Markov Processes

Low-Rank Tensor Methods for Communicating Markov Processes

Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the numerical analysis of such Markov chains. In this work, we discuss the approximation of solutions by matrix product states or, equivalently, by ...