Markov-modulated birth-death processes
Markov-modulated birth-death processes
复制标题
马尔可夫调节的出生死亡过程
DOI：
10.3103/s0146411611030035
复制
发表时间：
2011
影响因子：
0.9
通讯作者：
A. Andronov
中科院分区：
文献类型：
--
作者：
A. Andronov
我们考虑了生灭过程，它的参数是由外部环境决定的。后者用连续时间马尔可夫链来描述。在文献中，这样的过程被称为马尔可夫调制的。它们允许这样的过程依赖于时间。因此，基于它们的随机模型被证明更符合互联网、保险系统等的真实过程。本文阐述了所考虑过程的平稳状态概率的计算方法。作为例子，我们分析了一个在随机环境中工作的单线排队系统。数值数据表明，存在显著改变系统效率系数的依赖关系。
We consider the birth-death process, the parameters of which are determined according to the external environment. The latter is described by a continuous-time Markov chain. In the literature, such processes are designated as Markov-modulated. They allow making such processes time-dependent. Therefore, stochastic models that are based on them prove to correspond closer to the real processes of the Internet, insurance systems, etc. The article expounds the methodology for computing stationary state probabilities for the considered processes. As an example, we analyze a one-line queueing system functioning in a random environment. The numerical data demonstrate the presence of a dependence that significantly alters the efficiency factors of the system.