Geodesic
Some properties of piecewise linear Markov processe
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 571-583

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {20},
     number = {3},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a6/}
}
TY  - JOUR
AU  - V. V. Kalashnikov
TI  - Some properties of piecewise linear Markov processe
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1975
SP  - 571
EP  - 583
VL  - 20
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a6/
LA  - ru
ID  - TVP_1975_20_3_a6
ER  - 
%0 Journal Article
%A V. V. Kalashnikov
%T Some properties of piecewise linear Markov processe
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 571-583
%V 20
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a6/
%G ru
%F 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/