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On a class of continuous-time Markov processes

Published online by Cambridge University Press:  14 July 2016

J. Gani  and
Pyke Tin
J. Gani
Affiliation:
University of Kentucky
Pyke Tin*
Affiliation:
University of Rangoon
*
∗∗ Postal address: Department of Mathematics, University of Rangoon, Rangoon, Burma.
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Abstract

This paper considers a certain class of continuous-time Markov processes, whose time-dependent and stationary distributions are studied. In the stationary case, the analogy with Whittle's relaxed Markov process is pointed out. The derivation of the probability generating functions of the general process provides useful results for the analysis of some population and queueing processes.

Keywords

RELAXED MARKOV PROCESSESSTATIONARY PROBABILITIES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 22 , Issue 4 , December 1985 , pp. 804 - 815
Copyright
Copyright © Applied Probability Trust 1985 

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Footnotes

∗

Present address: Statistics Program, Department of Mathematics, University of California at Santa Barbara, Santa Barbara, CA 93106, USA.

References

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Whittle, P. (1983) Relaxed Markov processes. Adv. Appl. Prob. 15, 769–782.Google Scholar