Perturbed Markov Processes

A Markov process in discrete time is perturbed by a small parameter. A perturbation theory is constructed, both for a time-dependent process, and for a stationary state. Some queueing applications are discussed.

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Bibliographic Details
Published in:Stochastic models 2003-01, Vol.19 (2), p.269-285
Main Author: Craven, B. D.
Format: Article
Language:English
Subjects:
Applied sciences
Exact sciences and technology
Key function
Markov process
Markov processes
Mathematics
Operational research and scientific management
Operational research. Management science
Perturbation
Perturbed queue
Probability and statistics
Probability theory and stochastic processes
Queuing theory. Traffic theory
Sciences and techniques of general use
Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)
Truncation error
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Description
Summary:A Markov process in discrete time is perturbed by a small parameter. A perturbation theory is constructed, both for a time-dependent process, and for a stationary state. Some queueing applications are discussed.
ISSN:1532-6349
1532-4214
DOI:10.1081/STM-120020390