Some properties of piecewise linear Markov processe
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 571-583
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Piecewise linear homogeneous Markov processes are considered which may be used in the models of a wide class of large systems. Conditions of regularity, recurrency and finiteness of moments of order $\gamma$ of the first entrance time for a fixed set in the phase space are under investigation. Main results are obtained by using the method of testing functions. Some examples from the queuing theory are considered.
@article{TVP_1975_20_3_a6,
author = {V. V. Kalashnikov},
title = {Some properties of piecewise linear {Markov} processe},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {571--583},
year = {1975},
volume = {20},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a6/}
}
V. V. Kalashnikov. Some properties of piecewise linear Markov processe. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 571-583. http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a6/