On the tail decay of M/G/1-type Markov renewal processes

The tail decay of M/G/1-type Markov renewal processes is studied. The Markov renewal process is transformed into a Markov chain so that the problem of tail decay is reformulated in terms of the decay of the coefficients of a suitable power series. The latter problem is reduced to analyze the analyticity domain of the power series

SOME QUEUES INVOLVING PHASE TYPE PROBABILITY DISTRIBUTIONS.

Abstract not availabl

07461 Executive Summary -- Numerical Methods for Structured Markov Chains

This Dagstuhl seminar has brought together leaders and young researchers in the fields of analysis of numerical algorithms, applied stochastic modeling and statistical inference, with the result of stimulating exchange of methodologies and experiences and generating synergetic collaborations. This has favored a better communication between these worlds where problems from the applications feed the theoretical research and where advanced numerical tools can be utilized in applications with reciprocal advantages

07461 Abstracts Collection -- Numerical Methods for Structured Markov Chains

From 11.11. to 14.11.07, the Dagstuhl Seminar 07461 ``Numerical Methods for Structured Markov Chains\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available

Matrix-Analytic Methods in Stochastic Models

XIV, 256 p. 47 illus.online resource