A state-dependent Markov-modulated mechanism for generating events and stochastic models
| dc.contributor.author | Artalejo Rodríguez, Jesús Manuel | |
| dc.contributor.author | Gómez-Corral, Antonio | |
| dc.date.accessioned | 2023-06-20T00:10:55Z | |
| dc.date.available | 2023-06-20T00:10:55Z | |
| dc.date.issued | 2010-07-30 | |
| dc.description.abstract | 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. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | Government of Spain (Ministry of Science and Innovation) | |
| dc.description.sponsorship | European Commission | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/15033 | |
| dc.identifier.doi | 10.1002/mma.1252 | |
| dc.identifier.issn | 0170-4214 | |
| dc.identifier.officialurl | http://onlinelibrary.wiley.com/doi/10.1002/mma.1252/abstract;jsessionid=A5D4725A115991536540A53A7772D452.d01t04 | |
| dc.identifier.relatedurl | http://onlinelibrary.wiley.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/42144 | |
| dc.issue.number | 11 | |
| dc.journal.title | Mathematical Methods in the Applied Sciences | |
| dc.page.final | 1349 | |
| dc.page.initial | 1342 | |
| dc.publisher | John Wiley and Sons | |
| dc.relation.projectID | MTM 2008-01121 | |
| dc.rights.accessRights | metadata only access | |
| dc.subject.cdu | 519.216 | |
| dc.subject.keyword | Stochastic models | |
| dc.subject.keyword | Queueing | |
| dc.subject.keyword | Epidemics | |
| dc.subject.ucm | Procesos estocásticos | |
| dc.subject.unesco | 1208.08 Procesos Estocásticos | |
| dc.title | A state-dependent Markov-modulated mechanism for generating events and stochastic models | |
| dc.type | journal article | |
| dc.volume.number | 33 | |
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| dspace.entity.type | Publication | |
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