منابع مشابه
Markov Renewal Theory Applied to Performability Evaluation
Computer and communication systems are designed to meet a certain speciied behavior. The procurement of metrics to establish how well the system behaves, that is, how closely it follows the speciied behavior , is the objective of quantitative analysis. Traditionally, performance and dependability evaluation are used as separate approaches to provide quantitative gures of system behavior. Perfor...
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In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the α-stable regenerative set. We then apply these results to the strip wetting model which is a random walk S constrained above a wall and rewarded or penalized when it hits the strip [0,∞) × [0, a] where a is a given positive number. The convergence result tha...
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The present paper is concerned with the eetlmatlon of the transition distributions of a Markov renewal process with finitely many states, which extends and unifies nome aspects of the results in the special cases of discrete and continuous parameter Markov chains. A natural estimator of the transition distribution." is defined and shown to be consistent. Limiting distributions of this estimator...
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A long genomic segment inherited by a pair of individuals from a single, recent common ancestor is said to be identical-by-descent (IBD). Shared IBD segments have numerous applications in genetics, from demographic inference to phasing, imputation, pedigree reconstruction, and disease mapping. Here, we provide a theoretical analysis of IBD sharing under Markovian approximations of the coalescen...
متن کاملLong-Range Dependence in a Cox Process Directed by a Markov Renewal Process
A Cox process NCox directed by a stationary random measure ξ has second moment var NCox(0, t] = E(ξ(0, t]) + var ξ(0, t], where by stationarity E(ξ(0, t]) = (const.)t = E(NCox(0, t]), so long-range dependence (LRD) properties of NCox coincide with LRD properties of the random measure ξ. When ξ(A) = ∫ AνJ(u)du is determined by a density that depends on rate parameters νi (i∈ X) and the current s...
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ژورنال
عنوان ژورنال: Kyoto Journal of Mathematics
سال: 1980
ISSN: 2156-2261
DOI: 10.1215/kjm/1250522328