IDEAS home Printed from https://ideas.repec.org/a/taf/uiiexx/v54y2022i4p321-331.html
   My bibliography  Save this article

Discrete-event stochastic systems with copula correlated input processes

Author

Listed:
  • Lei Lei
  • Jian-Qiang Hu
  • Chenbo Zhu

Abstract

In this article, we develop a new method based on copulas to model correlated inputs in discrete-event stochastic systems. We first define a type of correlated stochastic process, called Copula Correlated Processes (CCPs), which we then use to model correlated inputs for discrete-event stochastic systems. In general, it is very difficult to analyze discrete-event stochastic systems with correlated inputs. However, we show that discrete-event stochastic systems with CCPs can be discretized and approximated by discrete-event stochastic systems with discrete copula correlated processes, which are equivalent to discrete-event stochastic systems driven by Markov-modulated processes and are much easier to analyze. An illustrative queueing example is provided to demonstrate how our method works.

Suggested Citation

  • Lei Lei & Jian-Qiang Hu & Chenbo Zhu, 2022. "Discrete-event stochastic systems with copula correlated input processes," IISE Transactions, Taylor & Francis Journals, vol. 54(4), pages 321-331, April.
    • Handle: RePEc:taf:uiiexx:v:54:y:2022:i:4:p:321-331
    DOI: 10.1080/24725854.2021.1943571
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/24725854.2021.1943571
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/24725854.2021.1943571?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Qixin Wang & Jian-Qiang Hu, 2024. "Queues with correlated inter-arrival and service times," Queueing Systems: Theory and Applications, Springer, vol. 108(1), pages 1-30, October.

    More about this item

    Statistics

    Access and download statistics

    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:taf:uiiexx:v:54:y:2022:i:4:p:321-331. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/uiie .

    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.