Person:
Artalejo Rodríguez, Jesús Manuel

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First Name
Jesús Manuel
Last Name
Artalejo Rodríguez
URI
https://hdl.handle.net/20.500.14352/82709
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
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1998 - 199912000 - 20101
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Author: Gómez-Corral, Antonio × Has files: false ×

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Now showing 1 - 2 of 2
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    A state-dependent Markov-modulated mechanism for generating events and stochastic models
    (Mathematical Methods in the Applied Sciences, 2010) Artalejo Rodríguez, Jesús Manuel; Gómez-Corral, Antonio
    In this paper, we introduce a versatile block-structured state-dependent event (BSDE) approach that provides a methodological tool to construct non-homogeneous Markov-modulated stochastic models. Alternatively, the BSDE approach can be used to construct even a part (e.g. the arrival process) of the model. To illustrate the usefulness of the BSDE approach, several arrival patterns as well as queueing and epidemic models are considered. In particular, we deal with a state-dependent quasi-birth-and-death process that gives a constructive generalization of the scalar birth-and-death process and the homogeneous quasi-birth-and-death process.
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    Analysis of a stochastic clearing system with repeated attempts
    (Communications in Statistics. Stochastic Models, 1998) Artalejo Rodríguez, Jesús Manuel; Gómez-Corral, Antonio
    A stochastic clearing system is characterized by the existence of an output mechanism that instantaneously clears the system, i.e. removes all work currently present. In this paper we study the stochastic behavior of a single server clearing queue in wich customers cannot be continuosly in contact with the server, but can reinitiate the demand some time later. We develop a comprehensive analysis of the system including its limiting behavior, busy period, and waiting time.