RT Journal Article
T1 A state-dependent Markov-modulated mechanism for generating events and stochastic models
A1 Artalejo Rodríguez, Jesús Manuel
A1 Gómez-Corral, Antonio
AB 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.
PB John Wiley and Sons
SN 0170-4214
YR 2010
FD 2010-07-30
LK https://hdl.handle.net/20.500.14352/42144
UL https://hdl.handle.net/20.500.14352/42144
NO Government of Spain (Ministry of Science and Innovation)
NO European Commission
DS Docta Complutense
RD 5 abr 2025