IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v74y1998i1p37-52.html
   My bibliography  Save this article

Markov chains with marked transitions

Author

Listed:
  • He, Qi-Ming
  • Neuts, Marcel F.

Abstract

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.

Suggested Citation

  • He, Qi-Ming & Neuts, Marcel F., 1998. "Markov chains with marked transitions," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 37-52, May.
    • Handle: RePEc:eee:spapps:v:74:y:1998:i:1:p:37-52
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(97)00109-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Casale, Giuliano & Sansottera, Andrea & Cremonesi, Paolo, 2016. "Compact Markov-modulated models for multiclass trace fitting," European Journal of Operational Research, Elsevier, vol. 255(3), pages 822-833.
    2. Qi-Ming He & Jiandong Ren, 2016. "Analysis of a Multivariate Claim Process," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 257-273, March.
    3. Qi‐Ming He & Jingui Xie & Xiaobo Zhao, 2012. "Priority queue with customer upgrades," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(5), pages 362-375, August.
    4. Jean-François Huchet & Xavier Richet, 2002. "Between Bureaucracy and Market: Chinese Industrial Groups in Search of New Forms of Corporate Governance," Post-Print hal-01331919, HAL.
    5. Qi-Ming He & Jiandong Ren, 2016. "Parameter Estimation of Discrete Multivariate Phase-Type Distributions," Methodology and Computing in Applied Probability, Springer, vol. 18(3), pages 629-651, September.
    6. Marcel F. Neuts & Jian-Min Li, 1999. "Point Processes Competing for Runs: A New Tool for their Investigation," Methodology and Computing in Applied Probability, Springer, vol. 1(1), pages 29-53, July.
    7. Ruiz-Castro, Juan Eloy, 2020. "A complex multi-state k-out-of-n: G system with preventive maintenance and loss of units," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
    8. Karumbathil Rasmi & Machuveettil Joseph Jacob & Alexander S. Rumyantsev & Achyutha Krishnamoorthy, 2021. "A Multi-Server Heterogeneous Queuing-Inventory System with Class-Dependent Inventory Access," Mathematics, MDPI, vol. 9(9), pages 1-23, May.
    9. Khayyati, Siamak & Tan, Barış, 2020. "Data-driven control of a production system by using marking-dependent threshold policy," International Journal of Production Economics, Elsevier, vol. 226(C).
    10. Horváth, Gábor, 2015. "Efficient analysis of the MMAP[K]/PH[K]/1 priority queue," European Journal of Operational Research, Elsevier, vol. 246(1), pages 128-139.
    11. A. Gómez-Corral & M. E. Martos, 2009. "Marked Markovian Arrivals in a Tandem G-Network with Blocking," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 621-649, December.
    12. Zhou, Wenhui & Zheng, Zhibin & Xie, Wei, 2017. "A control-chart-based queueing approach for service facility maintenance with energy-delay tradeoff," European Journal of Operational Research, Elsevier, vol. 261(2), pages 613-625.
    13. Ren, Jiandong, 2012. "A multivariate aggregate loss model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 402-408.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:74:y:1998:i:1:p:37-52. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.