具有降秩边际的马尔可夫和有理到达过程的矩矩阵表示

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Stochastic Models Pub Date : 2023-09-08 DOI:10.1080/15326349.2023.2253289

A. Mészáros, M. Telek

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Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal

The moments based matrix representation of Markovian and rational arrival processes (MAP/RAPs) with full rank marginal (FRM) is provided in [14]. MAP/RAPs with reduced rank marginal (RRM) diﬀer in essential properties from the ones with FRM [13]. The main diﬃculty of the moments based matrix representation of MAP/RAPs with RRM comes from the fact that the moments needed to characterize a MAP/RAPs with RRM depends on the internal structure of the MAP/RAP. In this work, we propose a general procedure for moments based matrix representation that is applicable to MAP/RAPs with both FRM and RRM, independent of their internal structures. We also show that the procedure terminates in a ﬁnite number of steps which is proportional to the order of the MAP/RAP.

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来源期刊

Stochastic Models 数学-统计学与概率论

CiteScore

1.30

自引率

14.30%

发文量

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.