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Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations

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  • Chan, Wenyaw
  • Peng, Nan Fu

Abstract

A continuous time Markov chain observed on a system following the dynamic behavior of an alternating renewal process is studied. This alternating renewal process is assumed to have exponentially distributed durations. The limiting behavior of the process is examined. Examples of applications are given.

Suggested Citation

  • Chan, Wenyaw & Peng, Nan Fu, 2006. "Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations," Statistics & Probability Letters, Elsevier, vol. 76(4), pages 362-368, February.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:4:p:362-368
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    References listed on IDEAS

    as
    1. Ramsay, Colin M., 1984. "The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 139-143, April.
    2. G. J. K. Regterschot & J. H. A. de Smit, 1986. "The Queue M|G|1 with Markov Modulated Arrivals and Services," Mathematics of Operations Research, INFORMS, vol. 11(3), pages 465-483, August.
    3. B. Avi-Itzhak & P. Naor, 1963. "Some Queuing Problems with the Service Station Subject to Breakdown," Operations Research, INFORMS, vol. 11(3), pages 303-320, June.
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