On block skip free transition matrices and first passage times
作者： María Teresa Gallegos
关键词: Mathematics 、 Stochastic matrix 、 Markov process 、 Hitting time 、 First-hitting-time model 、 Block matrix 、 Queueing theory 、 Discrete mathematics 、 Markov chain 、 Stochastic process 、 Calculus
摘要: Starting from an abstract setting which extends the property “skip free to left” for transition matrices a partition of state space, we develop bounds mean hitting time Markov chain arbitrary subset initial law. We apply our theory embedded chains associated with M/G/1 and GI/M/1 queueing systems. also illustrate its applicability asymptotic analysis non-reversible Markovian star network losses.
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