Markov chains with marked transitions
Several useful point processes such as the Markovian arrival process, the input and departure processes of finite-capacity Markovian queues, and various models for counters and biological phenomena are obtained by considering Markov chains with marked transitions. This point of view yields many examples of interesting dependent point processes and provides a unified formalism for their study. This paper presents some characterizations of Markov chains with marked transitions.
Year of publication: |
1998
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Authors: | He, Qi-Ming ; Neuts, Marcel F. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 74.1998, 1, p. 37-52
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Publisher: |
Elsevier |
Keywords: | Markov chains Marked transitions Point processes Markovian arrival process Matrix analytic methods Counting process |
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