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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 3, Pages 571–583
(Mi tvp3196)
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This article is cited in 4 scientific papers (total in 4 papers)
Some properties of piecewise linear Markov processe
V. V. Kalashnikov Moscow
Abstract:
Piecewise linear homogeneous Markov processes are considered which may be used in the models of a wide class of large systems.
Conditions of regularity, recurrency and finiteness of moments of order $\gamma$ of the first entrance time for a fixed set in the phase space are under investigation.
Main results are obtained by using the method of testing functions.
Some examples from the queuing theory are considered.
Received: 11.02.1974
Citation:
V. V. Kalashnikov, “Some properties of piecewise linear Markov processe”, Teor. Veroyatnost. i Primenen., 20:3 (1975), 571–583; Theory Probab. Appl., 20:3 (1976), 560–571
Linking options:
https://www.mathnet.ru/eng/tvp3196 https://www.mathnet.ru/eng/tvp/v20/i3/p571
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