文档介绍：Markov-Modulated
Processes
&
Semiregenerative
Phenomena
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António Pacheco
Technical University of Lisbon, Portugal
Loon Ching Tang
National University of Singapore, Singapore
Narahari U Prabhu
Cornell University, USA
Markov-Modulated
Processes
&
Semiregenerative
Phenomena
World Scientific
N E W J E R S E Y • L O N D O N • S I N G A P O R E • B E I J I N G • S H A N G H A I • H O N G K O N G • TA I P E I • C H E N N A I
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MARKOV-MODULATED PROCESSES AND SEMIREGENERATIVE PHENOMENA
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ISBN-13 978-981-279-318-8
ISBN-10 981-279-318-6
Printed in Singapore.
Steven - Markov Random 1 9/16/2008, 1:45 PM
July 30, 2008 15:50 World Scientific Book - 9in x 6in BookTPP
Preface
Markov-modulated processes are processes that are modulated (or driven)
by an underlying Markov process. The earliest of these processes studied
in the literature are Markov-additive processes, namely, L´evy processes
with a ponent. Semiregenerative phenomena are regenerative
pheno