马尔可夫调制过程的Erlangization、me化和拉普拉斯逆变换的瞬态分析

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY Stochastic Models Pub Date : 2022-06-07 DOI:10.1080/15326349.2022.2081206
M. Telek
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引用次数: 1

摘要

摘要本文研究了连续时间马尔可夫链(CTMC)和马尔可夫流体模型(MFM)的基于随机时钟和基于数值拉普拉斯逆变换的瞬态分析之间的关系,并证明了这两种方法是相同的。这种身份导致了对分析方法的新的直观理解。
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Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
Abstract The paper investigates the relation of random clock based and numerical inverse Laplace transformation based transient analysis of Continuous time Markov chains (CTMCs) and Markov fluid models (MFMs) and proves that these methods are identical. This identity leads to new intuitive understanding about the analysis approaches.
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来源期刊
Stochastic Models
Stochastic Models 数学-统计学与概率论
CiteScore
1.30
自引率
14.30%
发文量
42
审稿时长
>12 weeks
期刊介绍: Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.
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