Recurrence and regeneration -- Markov renewal and Markov-additive processes -- Theory of semiregenerative phenomena -- Theory of Markov random walks -- Limit theorems for Markov random walks -- Markov-additive processes of arrivals -- Markov-modulated single server queueing systems -- A storage model for data communication systems -- A Markovian storage model
Summary
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on semiregenerative phenomena. Part II presents some applications to queueing and storage systems
Bibliography
Includes bibliographical references (pages 207-213) and index