Transient Markov arrival processes
Latouche, Guy ; Remiche, Marie-Ange ; Taylor, Peter
Ann. Appl. Probab., Tome 13 (2003) no. 1, p. 628-640 / Harvested from Project Euclid
We define the family of transient Markov arrival processes (transient MAPs) which combine features of transient (or terminating) renewal processes and of the well-known MAPs: transient MAPs are point processes on the line, controlled by a finite Markov chain, which almost surely comprise a finite number of points. We analyze their basic properties.
Publié le : 2003-05-14
Classification:  Markovian arrival process,  Markov additive process,  transient process,  terminating process,  quasistationary distribution,  60J22,  60K37
@article{1050689597,
     author = {Latouche, Guy and Remiche, Marie-Ange and Taylor, Peter},
     title = {Transient Markov arrival processes},
     journal = {Ann. Appl. Probab.},
     volume = {13},
     number = {1},
     year = {2003},
     pages = { 628-640},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1050689597}
}
Latouche, Guy; Remiche, Marie-Ange; Taylor, Peter. Transient Markov arrival processes. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp.  628-640. http://gdmltest.u-ga.fr/item/1050689597/