Document Type
Article
Publication Date
4-1-2008
Publication Title
Annals of Operations Research
Abstract
We consider the M/G/1 and GI/M/1 types of Markov chains for which their one step transitions depend on the times of the transitions. These types of Markov chains are encountered in several stochastic models, including queueing systems, dams, inventory systems, insurance risk models, etc. We show that for the cases when the time parameters are periodic the systems can be analyzed using some extensions of known results in the matrix-analytic methods literature. We have limited our examples to those relating to queueing systems to allow us a focus. An example application of the model to a real life problem is presented.
Repository Citation
Alfa, Attahiru Sule and Margolius, Barbara Haas, "Two Classes of Time-Inhomogeneous Markov Chains: Analysis of The Periodic Case" (2008). Mathematics and Statistics Faculty Publications. 245.
https://engagedscholarship.csuohio.edu/scimath_facpub/245
DOI
10.1007/s10479-007-0300-3
Version
Postprint
Publisher's Statement
The final publication is available at Springer via http://dx.doi.org/10.1007/s10479-007-0300-3
Volume
160
Issue
1
